• Communications for Statistical Applications and Methods
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• 제3권3호
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• pp.291-297
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• 1996

In this paper, we propose the jackknife estimator and the bootstrap estimator of Gini index of the two-parameter exponential distribution when the location parameter $\theta$ is unknown and the scale parameter $\sigma$is known. Sinilarly, we propose the bias location parameter $\theta$ and the scale parameter $\sigma$ are unknown. The bootstrap estimator is more efficient than the other estimators when the location parameter $\theta$is unknown and the scale parameter $\sigma$ is known, and the bias corrected estimator is more efficient than the MLE when both the location parameter $\theta$ and the scale parameter $\sigma$are unknown.

• Communications for Statistical Applications and Methods
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• 제26권2호
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• pp.91-102
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• 2019

In this paper, we propose a new estimation method based on a weighted linear regression framework to obtain some estimators for unknown parameters in a two-parameter Rayleigh distribution under a progressive Type-II censoring scheme. We also provide unbiased estimators of the location parameter and scale parameter which have a nuisance parameter, and an estimator based on a pivotal quantity which does not depend on the other parameter. The proposed weighted least square estimator (WLSE) of the location parameter is not dependent on the scale parameter. In addition, the WLSE of the scale parameter is not dependent on the location parameter. The results are compared with the maximum likelihood method and pivot-based estimation method. The assessments and comparisons are done using Monte Carlo simulations and real data analysis. The simulation results show that the estimators ${\hat{\mu}}_u({\hat{\theta}}_p)$ and ${\hat{\theta}}_p({\hat{\mu}}_u)$ are superior to the other estimators in terms of the mean squared error (MSE) and bias.

• Journal of the Korean Data and Information Science Society
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• 제5권2호
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• pp.11-18
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• 1994

Sample sizes for experiments concerned with inference on R=Pr(X

• Communications for Statistical Applications and Methods
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• 제20권4호
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• pp.241-246
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• 2013

In this study, we propose a nonparametric simultaneous test procedure for the location translation and scale parameters. We consider the Wilcoxon rank sum test for the location translation parameter and the Mood test for the scale parameter with the quadratic and maximal types of combining functions. Then we derive the limiting null distributions of the combining functions. We illustrate our procedure with an example and compare efficiency by obtaining the empirical powers through a simulation study. Finally, we discuss some interesting features related to the nonparametric simultaneous tests.

• Journal of the Korean Data and Information Science Society
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• 제19권4호
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• pp.1409-1418
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• 2008

In this paper, we develop the reference priors for the common location parameter in two parameter exponential distributions. We derive the reference priors and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.329-344
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• 2007

In this paper, we shall propose the AMLEs of the scale parameter and the location parameter in the two-parameter Rayleigh distribution based on progressive Type-II censored samples when one parameter is known. We also propose the AMLEs of the two parameters in the Rayleigh distribution based on progressive Type-II censored samples when two parameters are unknown. We simulate the mean squared errors of the proposed estimators through Monte Carlo simulation for various censoring schemes.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.603-613
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• 2005

We propose some estimators of the location parameter and derive the approximate maximum likelihood estimators (AMLEs) of the scale parameter in the exponential distribution based on multiply Type-II censored samples. We calculate the moments for the proposed estimators of the location parameter, and the AMLEs which are the linear functions of the order statistics. We compare the proposed estimators in the sense of the mean squared error (MSE) for various censored samples.

• Communications for Statistical Applications and Methods
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• 제11권1호
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• pp.153-160
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• 2004

In recent years, the size of data set which we usually handle is enormous, so a lot of outliers could be included in data set. Therefore the robust procedures that automatically handle outliers become very importance issue. We consider the robust estimation problem of location parameter in the univariate case. In this paper, we propose a new method for defining robustness weights for the weighted mean based on the median distance of observations and compare its performance with several existing robust estimators by a simulation study. It turns out that the proposed method is very competitive.

• Journal of the Korean Data and Information Science Society
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• 제21권4호
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• pp.757-764
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• 2010

In this paper, we develop the reference priors for the common location parameter in the half-normal distributions with unequal scale paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

• 한국해안·해양공학회논문집
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• 제36권1호
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• pp.20-36
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• 2024

요 지 : 본 연구에서는 먼저 우리나라 해역별 해양환경 특성이 담긴 장기 파랑 관측자료로부터 Goda 모형을 활용하여 파력과 양력 시계열자료를 생성하였다. 이어 이렇게 생성된 시계열자료부터 Three-parameter Weibull distribution에 기반한 파력과 양력 확률모형을 개발하였다. 해역별로 다른 우리나라 해양환경은 파력과 양력 확률모형 모수에서도 그 차이를 확연하게 드러내었다. 충분히 발달한 풍성 파가 우월한 남해안의 경우 큰 Scale Coefficient, 작은 Location Coefficient, 1.3 전후의 Shape Coefficient로 특정되는 것을 확인하였다. 이에 비해 파랑의 성장이 취송거리에 의해 제한되는 서해를 마주하고 있는 군산의 경우 작은 Scale Coefficient, 큰 Location Coefficient, 2.0 전후의 Shape Coefficient로 특정되었다. 서해와 남해가 만나는 해역을 마주하고 있는 목포의 경우 작은 Scale Coefficient, 큰 Location Coefficient, 제일 작은 Shape Coefficient를 지녀 남해와 서해의 해양환경이 혼재한다는 사실도 확인할 수 있었다.