• Title/Summary/Keyword: Poisson-Gamma 모형

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The Decision of Critical Population Size for Releasing Micro Data Files (마이크로데이터 제공에 따른 임계모집단 크기 결정)

  • NamKung, Pyong;So, Joung-Hyun
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.791-801
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    • 2010
  • This study reviews the concept of disclosure, disclosure risks, and uniqueness. The number of uniqueness in the population is of great importance in evaluating the disclosure risk of micro data files. We approach this problem by considering some basic superpopulation models including the Multinomial-Dirichlet model, the Poisson- Gamma model of Bethlehem et al. (1990) and Takemura (1997), and the Modified Multinomial-Dirichlet model. We decided the critical population size of each superpopulation model for four different superpopulation models.

Comparing the efficiency of dispersion parameter estimators in gamma generalized linear models (감마 일반화 선형 모형에서의 산포 모수 추정량에 대한 효율성 연구)

  • Jo, Seongil;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.95-102
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    • 2017
  • Gamma generalized linear models have received less attention than Poisson and binomial generalized linear models. Therefore, many old-established statistical techniques are still used in gamma generalized linear models. In particular, existing literature and textbooks still use approximate estimates for the dispersion parameter. In this paper we study the efficiency of various dispersion parameter estimators in gamma generalized linear models and perform numerical simulations. Numerical studies show that the maximum likelihood estimator and Cox-Reid adjusted maximum likelihood estimator are recommended and that approximate estimates should be avoided in practice.

Comparing the performance of likelihood ratio test and F-test for gamma generalized linear models (감마 일반화 선형 모형에서의 가능도비 검정과 F-검정 비교연구)

  • Jo, Seongil;Han, Jeongseop;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.31 no.4
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    • pp.475-484
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    • 2018
  • Gamma generalized linear models are useful for non-negative and skewed responses. However, these models have received less attention than Poisson and binomial generalized linear models. In particular, hypothesis testing for the significance of regression coefficients has not been thoroughly studied. In this paper we assess the performance of various test statistics for gamma generalized linear models based on numerical studies. Our results show that the likelihood ratio test and F-type test are generally recommended and that the partial deviance test should be avoided in practice.

NHPP Software Reliability Model based on Generalized Gamma Distribution (일반화 감마 분포를 이용한 NHPP 소프트웨어 신뢰도 모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.10 no.6 s.38
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    • pp.27-36
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    • 2005
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates Per fault. This Paper Proposes reliability model using the generalized gamma distribution, which can capture the monotonic increasing(or monotonic decreasing) nature of the failure occurrence rate per fault. Equations to estimate the parameters of the generalized gamma finite failure NHPP model based on failure data collected in the form of interfailure times are developed. For the sake of proposing shape parameter of the generalized gamma distribution, used to the special pattern. Data set, where the underlying failure process could not be adequately described by the knowing models, which motivated the development of the gamma or Weibull model. Analysis of failure data set for the generalized gamma modell, using arithmetic and Laplace trend tests . goodness-of-fit test, bias tests is presented.

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Joint Modeling of Death Times and Counts Considering a Marginal Frailty Model (공변량을 포함한 사망시간과 치료횟수의 모형화를 위한 주변환경효과모형의 적용)

  • Park, Hee-Chang;Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.311-322
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    • 1998
  • In this paper the problem of modeling count data where the observation period is determined by the survival time of the individual under study is considered. We assume marginal frailty model in the counts. We assume that the death times follow a Weibull distribution with a rate that depends on some covariates. For the counts, given a frailty, a Poisson process is assumed with the intensity depending on time and the covariates. A gamma model is assumed for the frailty. Maximum likelihood estimators of the model parameters are obtained. The model is applied to data set of patients with breast cancer who received a bone marrow transplant. A model for the time to death and the number of supportive transfusions a patient received is constructed and consequences of the model are examined.

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A Study of Infinite Failure NHPP Software Reliability Growth Model base on Record Value Statistics with Gamma Family of Lifetime Distribution (수명분포가 감마족인 기록값 통계량에 기초한 무한고장 NHPP 소프트웨어 신뢰성장 모형에 관한 비교 연구)

  • Kim, Hee-Cheul;Sin, Hyun-Cheul
    • Convergence Security Journal
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    • v.6 no.3
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    • pp.145-153
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    • 2006
  • Infinite failure NHPP models for a record value satisfies mode proposed in the literature exhibit either monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, propose comparative study of software reliability model using Erlang distribution, Rayleigh and Gumbel distribution. Equations to estimate the parameters using maximum likelihood estimation of infinite failure NHPP model based on failure data collected in the form of interfailure times are developed. For the sake of proposing distribution, we used to the special pattern. Analysis of failure data set using arithmetic and Laplace trend tests, goodness-of-fit test, bias tests is presented.

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The Economic and Social Implication of Count Regression Models for Married Women's Completed Fertility in Korea (우리나라 가구의 자녀수 결정요인에 관한 Count 모형 분석 및 경제적 함의)

  • Kim, Hyun-Sook
    • Korea journal of population studies
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    • v.30 no.3
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    • pp.107-135
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    • 2007
  • This paper uses a static Gamma count model, a traditional hurdle model and an endogenous switching Poisson model, respectively for determining married women's completed fertility rates in Korea. This paper analyzes the impact of household income, women's wage and education, and women's job market participation on the number of children of married women above age 40 and on the expected number of children of women aged below 40. The paper shows that a household income significantly increases the number of children for at least women aged above 40, however, this income effect is disappearing for younger generation. The empirical model suggests that women having a job tend to have fewer children for a group 39 years old and below and find that there is an endogeneity problem between child birth and labor force participation, too. The education level of married women gives a positive effect for giving a birth, itself, while it gives a negative impact on the number of children. Based on the empirical results, it concludes that Becker's Quantity-Quality theory works for Korea, too.

The Study for NHPP Software Reliability Growth Model based on Exponentiated Exponential Distribution (지수화 지수 분포에 의존한 NHPP 소프트웨어 신뢰성장 모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.5 s.43
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    • pp.9-18
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    • 2006
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the exponentiated exponential distribution reliability model, which maked out efficiency substituted for gamma and Weibull model(2 parameter shape illustrated by Gupta and Kundu(2001) Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using NTDS data set for the sake of proposing shape parameter of the exponentiated exponential distribution was employed. This analysis of failure data compared with the exponentiated exponential distribution model and the existing model (using arithmetic and Laplace trend tests, bias tests) is presented.

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Joint Modeling of Death Times and Number of Failures for Repairable Systems using a Shared Frailty Model (공유환경효과를 고려한 수리가능한 시스템의 수명과 고장회수의 결합모형 개발)

  • 박희창;이석훈
    • Journal of Korean Society for Quality Management
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    • v.26 no.4
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    • pp.111-123
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    • 1998
  • We consider the problem of modeling count data where the observation period is determined by the life time of the system under study. We assume random effects or a frailty model to allow for a possible association between the death times and the counts. We assume that, given a random effect or a frailty, the death times follow a Weibull distribution with a hazard rate. For the counts, given a frailty, a Poisson process is assumed with the intensity depending on time. A gamma distribution is assumed for the frailty model. Maximum likelihood estimators of the model parameters are obtained. A model for the time to death and the number of failures system received is constructed and consequences of the model are examined.

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Various modeling approaches in auto insurance pricing (다양한 모형화를 통한 자동차 보험가격 산출)

  • Kim, Myung-Joon;Kim, Yeong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.515-526
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    • 2009
  • Pricing based on proper risk has been one of main issues in auto insurance. In this paper, we review how the techniques of pricing in auto insurance have been developed and suggest a better approach which meets the existing risk statistically by comparison. The generalized linear model (GLM) method is discussed for pricing with different distributions. With GLM approach, the distribution of error assumed plays an main role for the best fit corresponding to the characteristics of dependent variables. Tweedie distribution is considered as one of error distributions in addition to widely used Gamma and Poisson distribution. With these different types of error assumption for estimating the proper premium in auto insurance, various modeling approaches are possible. In this paper, various modeling approaches with different assumptions for estimating proper risk is discussed and also real example is given by assuming different.

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