• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.547-559
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• 2023

Proper handling of nonresponse in sample survey improves the accuracy of the parameter estimation. Various studies have been conducted to properly handle MAR (missing at random) nonresponse or MCAR (missing completely at random) nonresponse. When nonresponse occurs, the PSA (propensity score adjusted) estimator is commonly used as a mean estimator. The PSA estimator is known to be unbiased when known sample weights and properly estimated response probabilities are used. However, for MNAR (missing not at random) nonresponse, which is affected by the value of the study variable, since it is very difficult to obtain accurate response probabilities, bias may occur in the PSA estimator. Chung and Shin (2017, 2022) proposed a post-stratification method to improve the accuracy of mean estimation when MNAR nonresponse occurs under a non-informative sample design. In this study, we propose a double post-stratification method to improve the accuracy of the naive PSA estimator for MNAR nonresponse under an informative sample design. In addition, we perform simulation studies to confirm the superiority of the proposed method.

• Journal of Korean Society for Quality Management
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• v.22 no.1
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• pp.205-213
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• 1994

We construct a new lower bound of Cramer-Rao type for the median-unbiased estimator in the presence a nuisance parameter. We also identify useful necessary and sufficient conditions for the attainability of the lower bound. Some applications including the analysis of censored reliability data are considered as examples.

• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.91-95
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• 2004

Moments of skew t random vectors and their quadratic forms are derived. It is shown that the moments of the sample autocovariance function and of the sample variogram estimator do not depend on a skewness parameter.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1990.04a
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• pp.263-271
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• 1990

In this paper, we shall construct a ridge estimator in a multiple linear model with the correlated error structure. The existence of the biasing parameter satisfying the Mean Squared Error Criterion is also proved. Furthermore, we shall determine the value of shrinkage factors by the iteration method.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.911-915
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• 1997

The purpose of this paper is to consider the problem of selection of optimal smoothing parameter for kernel-type distribution function estimator, which asymptotically minimizes mean Hellinger distance.

• Honam Mathematical Journal
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• v.9 no.1
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• pp.99-111
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• 1987

In this paper we shall construct a ridge estimator in a multiple linear model with the correlated error structure. The existence of the biasing parameter satisfying the Mean Squared Error Criterion is also proved. Furthermore, we shall determine the value of shrinkage factors by the iteration method.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1375-1386
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• 2006

In life testing, the lifetimes of test units under the usual conditions are so long that life testing at usual conditions is impractical. Testing units are subjected to conditions of high stress to yield informations quickly. In this paper, the inferences of parameters on the three step-stress accelerated life testing are studied. The two-parameter exponential distribution with a failure rate function that a log-quadratic function of stress and the tempered failure rate model are considered. We obtain the maximum likelihood estimators of the model parameters and their confidence regions. A numerical example will be given to illustrate the proposed inferential procedures.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2538-2541
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• 2005

This paper deals one of the methods of system identification, especially on-line system identification in time-domain. The algorithm in this study needs all states of the system as well input to it for system identification. In this reason, Kalman filter is used for state estimation. But in order to implement a state estimator, the fact that a system model must be known is logical contradiction. To overcome this, state estimation and system parameter estimation are performed simultaneously in one sample. And the result of the system parameter estimation is used as basis to state estimation in next sample. On-line system identification comes, in every sample by performing both processes of state estimation and parameter estimation that are related mutually and recursively. This paper demonstrates the validity of proposed algorithm through an example of an unstable inverted pendulum system. This algorithm can be useful for on-line system identification of a system that has fewer number of measurable output than system order or number of states.

• Communications for Statistical Applications and Methods
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• v.24 no.1
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• pp.15-27
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• 2017

This paper introduces a two-parameter discrete distribution based on a continuous two-parameter bathtub distribution. It is the only two-parameter discrete distribution that shows a bathtub-shaped hazard function. Some statistical properties of the distribution are discussed. Three different methods are used to estimate its two unknown parameters. The point estimators of the parameters have no closed form. The bootstrap method is used to estimate the distributions of these point estimators. Different approximations of the interval estimations for the two-parameters are discussed. Real data sets are analyzed to show how this distribution works in practice. A simulation study is performed to investigate the properties of the estimations obtained and compare their performances.

• Proceedings of the KIEE Conference
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• 2001.07e
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• pp.113-115
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• 2001

This paper presents the rotor parameter identification based on the MRAS theory and the speed estimation using ANN for the sensorless vector control of induction motor. The motor speed is estimated using ANN model which contains the rotor parameter. And the rotor parameter is identified using MRAS scheme which contains the rotor speed. The rotor speed estimate converges to its actual value as the rotor parameter error converges toward the zero. The simulation using Matlab/Simulink is performed to show the effectiveness of the proposed scheme.