• Journal of the Chungcheong Mathematical Society
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• v.30 no.3
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• pp.285-289
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• 2017

Let $\{X_n,\;n{\geq}1\}$ be a sequence of independent and identically distributed random variables with cdf F(x) which is absolutely continuous with pdf f(x) and F(x) < 1 for all x in ($-{\infty},\;{\infty}$). In this paper, we obtain the characterizations of the Gumbel distribution by lower record values.

• Communications for Statistical Applications and Methods
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• v.18 no.5
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• pp.657-666
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• 2011

In this paper, we derive the maximum likelihood estimator(MLE) and some approximate maximum likelihood estimators(AMLEs) of the scale parameter in an exponentiated half logistic distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error(MSE) through a Monte Carlo simulation for various censoring schemes. We also obtain the AMLEs of the reliability function.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1497-1501
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• 2013

Cumulative residual Kullback-Leibler (CRKL) information is well defined on the empirical distribution function (EDF) and allows us to construct a EDF-based goodness of t test statistic. However, we need to consider a scaled CRKL because CRKL is not scale invariant. In this paper, we consider several criterions for estimating the scale parameter in the scale CRKL and compare the performances of the estimated CRKL in terms of both power and unbiasedness.

• Journal of applied mathematics & informatics
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• v.5 no.1
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• pp.213-222
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• 1998

In this paper we propose several estimators of Gini index of the two-parameter exponential distribution and obtain dis-tributions and moments of the proposed estimators. The proposed estimators are shown to cosistency and will be compares in terms of the proposed estimators. The proposed estimators are shown to cosistency and will be compared in terms of the mean squared error (MSE) through Monte Carlo method.

• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.249-256
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• 2001

We shall derive the MLE and UMVUE of Lorenz Curve and Gini Index in a Pareto distribution with the pdf(1.1) and their variances. And compare mean square errors(MSE) of the MLE and UMVUE of the Lorenz Curve and Gini Index in a Pareto distribution with pdf(1.1).

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.817-835
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• 2011

The moment(MM) and least squares(LS) estimations of the parameters are derived for the Pareto distribution in the presence of outliers. Further, we have derived a mixture method(MIX) of estimations with MM and LS that shows that the MIX is more efficient. In the final section we have given an example of actual data from a medical insurance company.

• Journal of the Korean Statistical Society
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• v.26 no.2
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• pp.155-170
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• 1997

We propose an integer-valued MA(q) process with Poisson disturbance. Its various properties are discussed such as the joint distribution, time reversibility and regression. We derive the asymptotic distribution of autocovariance function and estimators of the parameters in the suggested model. We also consider the relationship between INMA(q) and M/D/.infty. processes.

• Journal of the Korean Statistical Society
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• v.36 no.4
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• pp.579-593
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• 2007

The distributional properties of Pr(Y

• Communications for Statistical Applications and Methods
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• v.20 no.6
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• pp.427-438
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• 2013

Based on progressive Type II censored sampling which is an important method to obtain failure data in a lifetime study, we suggest a very general form of Bayesian prediction bounds from two parameters exponentiated Weibull distribution using the proper general prior density. For this, Markov chain Monte Carlo approach is considered and we also provide a simulation study.

• Journal of the Korean Data and Information Science Society
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• v.12 no.2
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• pp.65-69
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• 2001

MLE and UMVUE of the right-tail probability in a Levy distribution will be considered, and hence the UMVUE is more efficient in a sense of simulated MSE than the MLE of the right-tail probability.