• Journal of the Korean Society for Railway
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• v.5 no.2
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• pp.77-83
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• 2002

In this paper we present a nonlinear programming model for the train seat capacity distribution with a numerical example. The model finds the optimal capacity distribution methods which minimize the sum of the differences between the demands and the seat capacities. Also the model provides the information on the degree of the discrepancy between the demand and the seat capacities. One can use the model as a tool for planning train seat capacity planning.

• Journal of the Korean housing association
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• v.7 no.1
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• pp.95-103
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• 1996

The purpose of this research are to analyze the Chinese-Korean dwelling spatial structure and distribution of its area as a part of research for Chinese-Korean dwelling and village in China. The study area for this research was chosen three Chinese provinces located in north east part of China where the population of Chinese-Korean dwelling spatical structures and distribution of their area were found using this research.

• Journal of the Korean Data and Information Science Society
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• v.16 no.1
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• pp.115-126
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• 2005

In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the double exponential distribution based on Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

• Journal of the Korean Data and Information Science Society
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• v.16 no.1
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• pp.145-156
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• 2005

In this paper, we derive the approximate maximum likelihood estimators (AMLEs) of the scale parameter of the half-logistic distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error (MSE) for various censored samples.

• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.785-794
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• 2006

Suggested is an EM algorithm for estimation in mixture of shifted Poisson distributions with known shift parameters. For this type of mixture distribution, we have to utilize values of shift parameters to determine whether each of data belongs to some component distribution. We propose a method of estimating values of component information and then follow typical EM methodology. Simulation results show that the algorithm provides reasonable performance for the distribution.

• Journal of the Korean Data and Information Science Society
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• v.6 no.1
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• pp.97-103
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• 1995

In this paper, we propose estimators of Gini index of the exponential distribution. We also obtain the distribution and the moments of the proposed estimators. The moments of the proposed estimators are derived by special function. We compare the maximum likelihood estimator (MLE) of Gini index with the proposed estimator of Gini index in the sense of MSE through Monte Carlo Method.

• Journal of the Korean Data and Information Science Society
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• v.9 no.1
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• pp.71-76
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• 1998

By assuming a general progressive Type-II censored sample, we propose the minimum risk estimator (MRE) of the location parameter and the scale parameter of the two-parameter exponential distribution. An example is given to illustrate the methods of estimation discussed in this paper.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1217-1222
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• 2011

In this paper, we show that any circular density can be closely approximated by an exponential family of distributions. Therefore we propose an exponential family of distributions as a new family of circular distributions, which is absolutely suitable to model any shape of circular distributions. In this family of circular distributions, the trigonometric moments are found to be the uniformly minimum variance unbiased estimators (UMVUEs) of the parameters of distribution. Simulation result and goodness of fit test using an asymmetric real data set show usefulness of the novel circular distribution.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1251-1256
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• 2011

Consider a p-variate ($p{\geq}4$) normal distribution with mean ${\theta}$ and identity covariance matrix. Using a simple property of noncentral chi square distribution, the generalized Bayes estimators dominating the Lindley estimator under quadratic loss are given based on the methods of Brown, Brewster and Zidek for estimating a normal variance. This result can be extended the cases where covariance matrix is completely unknown or ${\Sigma}={\sigma}^2I$ for an unknown scalar ${\sigma}^2$.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.815-823
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• 2012

In this paper reliability growth model in which the operating time between successive failure is a continuous random variable is proposed. This model is for Burr type XII distribution with two parameters which is discussed in two versions: the order statistics and non-homogeneous Poisson process. The two software reliability measures are obtained. The performance for two versions of the suggested model is tested on real data set by U-plot and Y-plot using Kolmogorov distance.