• Journal of the Korean Data and Information Science Society
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• v.14 no.4
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• pp.1013-1021
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• 2003

Huffer and Park (2002) proposed a chi-squared test for multivariate structure. Their test detects the deviation of data from mutual independence or multivariate normality. We will compute the Rao-Robson chi-squared version of the test, which is easy to apply in practice since it has a limiting chi-squared distribution. We will provide a self-contained argument that it has a limiting chi-squared distribution. We study the accuracy in finite samples of the limiting distribution. We finally compare the power of our test with those of other popular normality tests in an application to a real data.

• Journal of the Korean Data and Information Science Society
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• v.18 no.2
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• pp.289-300
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• 2007

The stock return is changed by factors of inside and outside or is changed by factor of market system. But most studies have not considered the changes of stock return distribution when estimate the VaR. Such study may lead us to wrong conclusion. In this paper we calculate the VaR of price-to-earnings ratios by the distribution that have considered the change point and used transformation to satisfy normal distribution.

• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.281-288
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• 2015

In this paper, the maximum likelihood estimators and confidence intervals for parameters of Weibull distribution are derived under three level constant stress accelerated life tests and the assumption that a log quadratic relationship exits between stress and the scale parameter ${\theta}$. The compound linear plan proposed by Kim (2006) is used to allocate the test units at each stress level, which performed nearly as good as the optimum quadratic plan and had the advantage of simplicity. Some simulation studies are given.

• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.861-870
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• 2005

The Bayesian model selection procedures for the shape parameter of gamma distribution are proposed in order to test that the failure rate of gamma distribution is constant, increasing or decreasing. The encompassing intrinsic Bayes factor by Beger and Pericchi (1996) based on Jeffreys prior for shape parameter is used to investigate the usefulness of the proposed Bayesian model selection procedures via both real data and pseudo data.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.935-943
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• 2004

Most of the accelerated life tests deal with tests that use only one accelerating variable and no other explanatory variables. Frequently, however, there is a test to use more than one accelerating or other experimental variables, such as, for examples, a test of capacitors at higher than usual conditions of temperature and voltage, a test of circuit boards at higher than usual conditions of temperature, humidity and voltage. A accelerated life test is extended to M-level stress accelerated life test with k-stress variables. The optimal design for Weibull distribution is studied with k-stress variables.

• Proceedings of the Korea Institutes of Information Security and Cryptology Conference
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• 1991.11a
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• pp.49-57
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• 1991

Several variants of the Diffie-Hellman public key distribution are examined, and a simple and relatively secure public key distribution protocol is introduced. Using a normal basis of GF(2$^{m}$ ), this protocol is implemented, and simulated in software. A program is developed, whereby a normal basis is effectively searched for fast multiplication in GF(2$^{m}$ ).

• Journal of applied mathematics & informatics
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• v.24 no.1_2
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• pp.505-511
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• 2007

In this paper, we examine the Markov chain $\{X_k,\;N_k;\;k=0,\;1,...$. We show that the marginal steady state distribution of Xk is discrete phase type. The implication of this result is that the queue length distribution of phase type for large number of examples where this Markov chain is applicable and shows a queueing application by matrix geometric methods.

• Journal of the Korean Data and Information Science Society
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• v.15 no.3
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• pp.593-603
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• 2004

We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censored samples. We propose two estimators by using the approximate maximum likelihood estimation method for Weibull and extreme value distributions. The proposed estimators are compared in the sense of the mean squared error.

• 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.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.10 no.2
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• pp.61-68
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• 1985

This paper presents an optimization of distribution for flow & pressure using Primal method derived from network flow theory. The object of the distribution control in this study is press regulation and minimum cost flow. The flow and pressure equations are solved using Primal method.