• Journal of the Korean Statistical Society
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• 제25권3호
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• pp.359-368
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• 1996

The maximum likelihood estimation is discussed for the NLAR model with Laplacian marginals. Since the explicit form of the estimates cannot be obtained due to the complicated nature of the likelihood function we utilize the automatic computer optimization subroutine using a direct search complex algorithm. The conditional least square estimates are used as initial estimates in maximum likelihood procedures. The results of a simulation study for the maximum likelihood estimates of the NLAR(1) and the NLAR(2) models are presented.

• Journal of the Korean Data and Information Science Society
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• 제21권1호
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• pp.51-59
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• 2010

일반화선형모형에서 회귀함수가 하나의 불연속점을 가질 때, Huh (2009)는 하나의 모수를 가지는 지수족의 가능도함수를 한쪽방향커널을 이용하여 그 불연속점의 위치와 점프크기를 추정하였다. 이 논문에서는 미지의 불연속점 수 q개를 가지는 회귀함수인 경우에, Huh (2009)가 제안한 점프크기 추정량의 점근분포를 이용한 가설검정법을 소개하고, 그 가설검정법을 이용한 불연속점 수를 추정하는 알고리듬을 제안하고, 모의실험을 통하여 추정의 정도를 알아보고자 한다.

• Communications for Statistical Applications and Methods
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• 제18권5호
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• pp.667-674
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• 2011

A recent trend in software reliability engineering accounts for the coverage growth behavior during testing. The coverage growth function (representing the coverage growth behavior) has become an essential component of software reliability models. Application of a coverage growth function requires the estimation of the coverage growth function. This paper considers the problem of estimating the coverage growth function. The existing maximum likelihood method is reviewed and corrected. A method of minimizing the sum of squares of the standardized prediction error is proposed for situations where the maximum likelihood method is not applicable.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.111-119
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• 2007

In this paper, we develop a nonparametric Bayesian methodology of estimating an unknown distribution function F at the given survival time with current status data under the assumption of Dirichlet process prior on F. We compare our algorithm with the nonparametric maximum likelihood estimator through application to simulated data and real data.

• Journal of the Korean Data and Information Science Society
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• 제23권1호
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• pp.219-225
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• 2012

We derive approximate maximum likelihood estimators of two parameters in a weighted exponential distribution, and derive the density function for the ratio Y=(X+Y) of two independent weighted exponential random variables X and Y, and then observe the skewness of the ratio density.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2001년도 추계학술대회
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• pp.13-16
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• 2001

We compare methods for detecting influential observations that have a large influence on the likelihood ratio test statistics that the two sets of variables are uncorrelated with one another. For this purpose we derive results of the deletion diagnostic, the influence function, the standardized influence matrix and the local influence. An illustrative example is given.

• Journal of the Korean Data and Information Science Society
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• 제25권3호
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• pp.643-653
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• 2014

In this paper, we propose some estimators for the extreme value distribution based on the interval method and mid-point approximation method from the progressive Type-I interval censored sample. Because log-likelihood function is a non-linear function, we use a Taylor series expansion to derive approximate likelihood equations. We compare the proposed estimators in terms of the mean squared error by using the Monte Carlo simulation.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.63-77
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• 2006

Maximum product of spacings estimator is proposed in this paper as a competent alternative of maximum likelihood estimator for the parameters of exponentiated-Weibull distribution, which does work even when the maximum likelihood estimator does not exist. In addition, a Bayes type estimator known as generalized maximum likelihood estimator is also obtained for both of the shape parameters of the aforesaid distribution. Though, the closed form solutions for these proposed estimators do not exist yet these can be obtained by simple appropriate numerical techniques. The relative performances of estimators are compared on the basis of their relative risk efficiencies obtained under symmetric and asymmetric losses. An example based on simulated data is considered for illustration.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제12권2호
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• pp.97-108
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• 2008

In this paper Bayes estimator of the parameter and reliability function of the zero-truncated Poisson distribution are obtained. Furthermore, recurrence relations for the estimator of the parameter are also derived. Monte Carlo simulation technique has been made for comparing the Bayes estimator and reliability function with the corresponding maximum likelihood estimator (MLE) of zero-truncated Poisson distribution.

• 한국산학기술학회논문지
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• 제7권3호
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• pp.393-397
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• 2006

신제품에 대한 개발 주기가 짧아지고 있는 현시점에서 제품의 수명을 예측하고 평가하기 위한 방법으로 가속 수명시험과 시험을 통해 관측된 고장 데이터의 분석에 대한 관심이 증대되고 있다. 이에 따라 가속 수명시험을 위한 시험 조건과 고장 데이터의 정확한 분석을 위한 고장 데이터의 최적 분포 결정 방법에 대한 관심 또한 증대되고 있다. 따라서 본 논문에서는 고장 데이터를 기반으로 신뢰성 예측을 할 때 사용하는 분포 함수 결정을 위한 방법으로 관측된 고장 데이터만의 분포를 고려하는 Anderson-Darling 방법과 관측된 고장 데이터의 수명-스트레스 관계식을 적용하여 고장 데이터의 분포를 결정하는 Likelihood Function 방법을 비교한다. 두 가지 방식을 비교한 결과 각 방식에 의해 선택되는 최적분포가 다르며, 따라서 각 방식에 의해 선택된 최적 분포에 의해서 예측되는 수명도 다름을 알 수 있다.