• Communications for Statistical Applications and Methods
• /
• v.3 no.3
• /
• pp.205-214
• /
• 1996

As flexible Bayesian test criteria for nested point null hypotheses of multiple regression coefficients, partial and overall Bayes factors are introduced under a class of intuitively meaningful prior. The criteria lead to a simple method for considering different prior beliefs on the subspaces that constitute a partition of the coefficient parameter space. A couple of tests are suggested based on the criteria. It is shown that they enable us to obtain pairwise comparisons of hypotheses of the partitioned subspaces. Through a Monte Carlo simulation, performance of the tests based on the criteria are compared with the usual Bayesian test (based on Bayes factor)in terms of their respective powers.

• Communications for Statistical Applications and Methods
• /
• v.18 no.4
• /
• pp.403-411
• /
• 2011

This paper deals with a group acceptance sampling plan for time truncated tests which are based on the total number of failures from the whole group assuming that the life time of an item follows the Dagum (inverse Burr) distribution. This study is developed when a multiple number of items as a group can be tested simultaneously in a tester. The minimum number of groups required for a given group size and acceptance number is determined such that the producer and consumer risks are satisfied simultaneously at the specified quality level, while the termination time and the number of testers are specified. Comparisons are made between the proposed plan and the existing plan on the basis of size of the groups. Two real examples are provided.

• Journal of the Korean Statistical Society
• /
• v.29 no.4
• /
• pp.473-488
• /
• 2000

We consider a Markovian retrial queue with waiting space in which the service rates and retrial rates depend on the number of customers in the service facility and in the orbit, respectively. Each arriving customer from outside or orbit decide either to enter the facility or to join the orbit in Bernoulli manner whose entering probability depend on the number of customers in the service facility. In this paper, a stochastic order relation between two bivariate processes(C(t), N(t)) representing the number of customers C(t) in the service facility and one N(t) in the orbit is deduced in terms of corresponding parameters by constructing the equivalent processes on a common probability space. some applications of the results to the stochastic bounds of the multi-server retrial model are presented.

• Communications for Statistical Applications and Methods
• /
• v.6 no.2
• /
• pp.443-456
• /
• 1999

The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure are examined when the distribution s of lifetimes are exponential. it is assumed that due to physical restrictions and/or economic constraints the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. Comparisons of mixed replacement designs are made with those with and without replacement The maximum likelihood estimator is found in an implicit form. The Cramer-Rao lower bound which is the asymptotic variance of the estimator is derived. The test conditions for minimizing the Cramer-Rao lower bound and minimizing the test costs within a desired width of the Cramer-Rao bound have been studied.

• Communications for Statistical Applications and Methods
• /
• v.18 no.1
• /
• pp.147-153
• /
• 2011

In this paper a new sampling procedure for estimating the population mean is introduced. The performance of the new population mean estimator is discussed, along with its properties, and it is shown that the proposed method generates an unbiased estimator. The relative efficiency of the suggested estimator is computed, in regards to the simple random sample(SRS), and comparisons are made to the ranked set sampling(RSS) and extreme ranked set sampling(ERSS) estimators used for asymmetric distributions. The results indicate that the proposed estimator is more efficient than the estimators based on the ERSS. In addition, the folded ranked set sampling(FRSS) procedure has an advantage over the RSS and ERSS in that it reduces the number of unused sampling units.

• Communications for Statistical Applications and Methods
• /
• v.18 no.5
• /
• pp.603-613
• /
• 2011

Exponentiated distribution has been used in reliability and survival analysis especially when the data is censored. In this paper, we derive Bayesian estimation of the shape parameter, reliability function and failure rate function in the exponentiated distribution family based on Type-II right censored data. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, the mean square errors of the estimates are computed. Comparisons are made between these estimators using Monte Carlo simulation study.

• Journal of the Korean Statistical Society
• /
• v.27 no.3
• /
• pp.319-329
• /
• 1998

In the linear regression model with an autocorrelated disturbances, the Cochrane-Orcutt estimator (COE) is a well known alternative to the Generalized Least Squares estimator (GLSE). The efficiency of COE has been studied empirically in a Monte Carlo study when the unknown parameters are estimated by maximum likelihood method. In this paper, it is theoretically proved that the COE is shown to be inferior to the GLSE. The comparisons are based on the difference of corresponding information matrices or the ratio of their determinants.

• Journal of the Korean Statistical Society
• /
• v.26 no.2
• /
• pp.199-210
• /
• 1997

Using regression methods based on quasi-likelihood equation, one only needs to specify the conditional mean and variance functions for the response variable in the analysis. In this paper, an omnibus lack-of-fit test is proposed to test the validity of these two functions. Our test is consistent against the alternative under which either the mean or the variance is not the one specified in the null hypothesis. The large-sample null distribution of our test statistics can be approximated through simulations. Extensive numerical studies are performed to demonstrate that the new test preserves the prescribed type I error probability. Power comparisons are conducted to show the advantage of the new proposal.

• Communications for Statistical Applications and Methods
• /
• v.10 no.1
• /
• pp.135-144
• /
• 2003

This work is concerned with comparison of the recently developed disparity measures for the partial association model in three dimensional categorical data. Data are generated by using simulation on each term in the log-linear model equation based on the partial association model, which is a proposed method in this paper. This alternative Monte Carlo methods are explored to study the behavior of disparity measures such as the power divergence statistic I(λ), the Pearson chi-square statistic X$^2$, the likelihood ratio statistic G$^2$, the blended weight chi-square statistic BWCS(λ), the blended weight Hellinger distance statistic BWHD(λ), and the negative exponential disparity statistic NED(λ) for moderate sample sizes. We find that the power divergence statistic I(2/3) and the blended weight Hellinger distance family BWHD(1/9) are the best tests with respect to size and power.

• Communications for Statistical Applications and Methods
• /
• v.20 no.5
• /
• pp.347-356
• /
• 2013

We propose a sequential method to construct approximate confidence limits for the ratio of two independent sequences of binomial variates with unequal sample sizes. Due to the nonexistence of an unbiased estimator for the ratio, we develop the procedure based on a modified maximum likelihood estimator (MLE). We generalize the results of Cho and Govindarajulu (2008) by defining the sample-ratio when sample sizes are not equal. In addition, we investigate the large-sample properties of the proposed estimator and its finite sample behavior through numerical studies, and we make comparisons from the sample information view points.