• 대한수학회지
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• 제31권4호
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• pp.709-715
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• 1994

The aim of of the study is a powerful test for the discrimination and therefore an optimal desin for that purpose. This problem is studied by Chernoff ([5]) and used in Chernoff ([6]) for accelerated life tests using the exponential distribution for life times. The approach used here is similar to that suggested by Lauter ([10]) and used in Chaloner ([3]) and Chaloner and Larntz ([4]) where it is motivated using Bayesian arguments. The approach taken in this paper the loss function $L(\cdot)$ evaluating a test procedure and a design d.

• 대한수학회보
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• 제57권2호
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• pp.281-294
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• 2020

The initial-boundary value problem for a class of semilinear Klein-Gordon equation with logarithmic nonlinearity in bounded domain is studied. The existence of global solution for this problem is proved by using potential well method, and obtain the exponential decay of global solution through introducing an appropriate Lyapunov function. Meanwhile, the blow-up of solution in the unstable set is also obtained.

• Korean Journal of Mathematics
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• 제16권2호
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• pp.145-156
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• 2008

When we consider a life insurance company that sells a large number of continuous T-year term life insurance policies, it is important to find an optimal strategy which maximizes the surplus of the insurance company at time T. The purpose of this paper is to give an explicit expression for the optimal reinsurance and investment strategy which maximizes the expected exponential utility of the final value of the surplus at the end of T-th year. To do this we solve the corresponding Hamilton-Jacobi-Bellman equation.

• International Journal of Reliability and Applications
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• 제6권1호
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• pp.13-29
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• 2005

This paper deals with the stochastic analysis of a three-states semi-Markov reliability model. Using both the maximum likelihood and Bayes procedures, the parameters included in this model are estimated. Next, assuming that the lifetime and repair time are generalized exponential random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is discussed. Finally, some of the obtained results are compared with those available in the literature.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.195-210
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• 1999

We consider a large class of exponential regression models with censored data and propose two modified Fisher scoring methods with corresponding algorithms. These proposed methods improve the Newton-Raphson method in estimating the model parameters. The simulated and real examples are illustrated in aspect of convergence.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1990년도 하계학술대회 논문집
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• pp.51-54
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• 1990

A parametrization for a linear system is presented to design a direct model reference adaptive pole placement controler. This parametrized model is one of the structured nonminimal models. The exponentially weighted least-squres algorithm is employed to estimate the control parameters. The direct adaptive controller has the exponential weighting properties by the proposed method of selecting the characteristic polynomials of the sensitivity function filters in connection with the reference models.

• 품질경영학회지
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• 제17권1호
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• pp.19-34
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• 1989

In this paper, we propose the Bayes estimators of the reliability for a system consisting of the left-truncated exponential components under the truncated normal distribution as a conjugate prior distribution and squared - error loss function on the series, parallel and k-out-of-m : G system. And we compare the proposed Bayes estimators of the system reliability each other in terms of MSE performances and stabilities by the Monte Carlo simulation.

• Journal of the Korean Data and Information Science Society
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• 제6권1호
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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.

• 대한산업공학회지
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• 제4권1호
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• pp.29-32
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• 1978

We obtain the minimum variance unbiased estimate of system reliability when a system consists of n components whose life times are assumed to be independent and identically distributed either negative exponential or geometric random variables. For the case of a negative exponential life time, we obtain the minimum variance unbiased estimate of the probability density function of the i-th order statistic.

• Bulletin of the Korean Chemical Society
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• 제18권9호
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• pp.1006-1010
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• 1997

The nature and analysis methods of complicated decay profiles found in forced Rayleigh scattering (FRS) have been investigated for the probe diffusion of methyl yellow in 2-propanol. The complementary shifted and ground state grating effect, which is known to be the origin of non-single exponential decays, was analyzed by non-linear regression fitting to a double exponential model function. We confirmed that the parameters were highly correlated so that it was difficult to extract a unique set of parameters in the presence of experimental noise. Nevertheless, a reasonable range of decay time constants could be estimated from the grating spacing dependence.