• Kyungpook Mathematical Journal
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• 제62권2호
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• pp.389-405
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• 2022

We study the Fisher Information (FI) of m-generalized order statistics (m-GOSs) and their concomitants about the shape-parameter vector of the Iterated Farlie-Gumbel-Morgenstern (IFGM) bivariate distribution. We carry out a computational study and show how the FI matrix (FIM) helps in finding information contained in singly or multiply censored bivariate samples from the IFGM. We also run numerical computations about the FIM for the sub-models of order statistics (OSs) and sequential order statistics (SOSs). We evaluate FI about the mean and the shape-parameter of exponential and power distributions, respectively. Finally, we investigate the Kullback-Leibler distance in concomitants of m-GOSs.

• Journal of applied mathematics & informatics
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• 제8권2호
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• pp.627-634
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• 2001

Under contamination, Bahadur representations with a strong remainder term are derived for random central order statistics with a prescribed limiting rank, and asymptotic normalities for these statistics of truncated and contaminated data are proved, with a suitable limiting rank. From these results, an application to the fixed-width confidence interval problem is available.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.191-197
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• 2003

This paper considers the independence test for two stationary infinite order autoregressive processes. For a test, we follow the empirical process method devised by Hoeffding (1948) and Blum, Kiefer and Rosenblatt (1961), and construct the Cram${\acute{e}}$r-von Mises type test statistics based on the least squares residuals. It is shown that the proposed test statistics behave asymptotically the same as those based on true errors.

• Journal of the Korean Statistical Society
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• 제22권1호
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• pp.13-25
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• 1993

The purpose of this paper is to investigate the properties of order statistics under various stochastic relations. We study the stochastic comparison of order statistics in a single sample. And we consider two sample case too. For example, F(t) > G9t) for t > 0 when X and Y are random variables symmetric about 0, with c.d.f.s F and G. Two examples are provided.

• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.455-463
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• 2004

In this paper, we derive sharp upper and lower expectation bounds on the extreme order statistics from possibly dependent random variables whose marginal distributions are only known. The marginal distributions of the considered random variables may not be the same and the expectation bounds are completely determined by the marginal distributions only.

• International Journal of Reliability and Applications
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• 제8권1호
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• pp.95-109
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• 2007

The purpose of this paper is to study new notions of stochastic comparisons and ageing classes based on the total time on test transform order. We give relationships to other stochastic orders and aging classes given previously. Several preservation properties under the reliability operations of random minima and series system are given.

• 한국음향학회지
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• 제16권6호
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• pp.25-35
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• 1997

음성 신호 처리에 널리사용되어 온 2차 통계에 의한 음성 분석 방법은 잡음 환경에서 성능이 크게 저하되는 단점을 지닌다. 이에 반하여 고차 통계 방법은 Gaussian 잡음 등을 억제하는 특성을 가지고 있어서 잡음 환경에 상대적으로 강인한 음성 특징 추출을 가능하게 한다. 본 논문에서는 고차 통계에 의한 음성 분석 방법을 이용하여 백색 및 유색 잡음 환경에서의 문맥 독립형(text-independent) 화자식별 시스템을 제안하고, 기존의 2차 통계에 의한 방식과 성능을 비교하였다. 본 논문에서의 화자식별 시스템은 벡터 양자화 방법에 기반을 두고 있으며, 고차 통계 방법에 의한 유성음/무성음 판별을 통해 non-Gaussian 특징을 가지면서도 화자 정보가 집중되어 있는 유성음 부분에 대해서만 음성 특징을 추출하여 인식에 사용하였다. 50명의 화자를 대상으로 한 화자식별 실험 결과, 고차 통계 방법이 2차 통계에 의한 방법보다 잡음 환경에서 상대적으로 우수한 인식 성능을 나타냄을 확인하였다.

• 한국통신학회논문지
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• 제21권2호
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• pp.357-364
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• 1996

이 논문에서는 고차통계값을 쓰지 않고 비최소 위상 FIR 시스템을 미상 식별(blind identification)할 수 있는 새로운 방법을 제안한다. 제안하는 방법은 2차 백색 신호의 절대평균으로 그 신호의 고차 백색성 여부를 판단할 수 있다는 관찰에서 얻어진다. 제안한 방법은 고차통계값을 쓰는 방법의 새로운 대안이 될 수 있다. 컴퓨터 모의실험을 통해서, 절대평균이 정확히 추정됨을 알 수 있었고 제안한 방법이 고차통계값을 쓰는 방법의 여러 단점을 해결할 수 있음을 보였다.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.365-382
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• 1997

In this paper we study the behaviors of the generalized Durbin-Watson (DW) statistics when the nonstationary seasonal time series regression model is misspecified. It is observed that when the series is seasonally integrated the generalized DW statistic for the seasonal period order autocorrelation converges in probability to zero while teh generalized DW statistic for the first order autocorrelation has nondegenerate asymptotic distribution. When the series is regularly and seasonally integrated the generalized DW for the first order autocorrelation still converges in probability to zero.

• Communications for Statistical Applications and Methods
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• 제28권6호
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• pp.643-653
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• 2021

Few studies are found in literature on estimation of population quantiles using the method of ranked set sampling (RSS). The optimal RSS strategy is to select observations with at most two fixed rank order statistics from different ranked sets. In this paper, a near optimal unbalanced RSS model for estimating p^th(0 < p < 1) population quantile is proposed. Main advantage of this model is to use each rank order statistics and is distributionfree. The asymptotic relative efficiency (ARE) for balanced RSS, unbalanced optimal and proposed near-optimal methods are computed for different values of p. We also compared these AREs with respect to simple random sampling. The results show that proposed unbalanced RSS performs uniformly better than balanced RSS for all set sizes and is very close to the optimal RSS for large set sizes. For the practical utility, the near optimal unbalanced RSS is recommended for estimating the quantiles.