• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.395-411
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• 2005

In this paper, we develop the Jeffreys' prior, reference prior and the the probability matching priors for the difference of intraclass correlation coefficients in familial data. e prove the sufficient condition for propriety of posterior distributions. Using marginal posterior distributions under those noninformative priors, we compare posterior quantiles and frequentist coverage probability.

• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.435-446
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• 2004

In this paper we introduced a new score generating function for the rank dispersion function in a multiple linear model. Based on the new score function, we derived the asymptotic relative efficiency, ARE(11, rs), of our score function with respect to the Wilcoxon scores for the generalized F distributions which show very flexible distributions with a variety of shape and tail behaviors. We thoroughly explored the selection of r and s of our new score function that provides improvement over the Wilcoxon scores.

• Journal of the Korean Statistical Society
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• 제15권1호
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• pp.71-78
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• 1986

In this paper, multivariate discrete distribution is dealt with, where a set of r distinct counts are misreported as another set of r counts. First, the variance for the one variable marginal case is expressed in the form of an inverted parabola. Next, for the multivariate negative binomial case, elements of the covariance matrix are evaluated with reference to asymptotic distributions. Finally, for the same case of multivariate negative binomial, Bayesian estimates of the parameters and of the modification rates are provided.

• 호남수학학술지
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• 제46권2호
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• pp.224-236
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• 2024

This study inspects the structure of CR-product of a holomorphic statistical manifold. Findings concerning geodesic submanifolds and totally geodesic foliations in the context of dual connections have been demonstrated. The integrability of distributions in CR-statistical submanifolds has been characterized. The statistical version of CR-product in the holomorphic statistical manifold has been researched. Additionally, some assertions for curvature tensor field of the holomorphic statistical manifold have been substantiated.

• 한국컴퓨터정보학회논문지
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• 제4권2호
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• pp.113-119
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• 1999

본 연구에서는 여러 응용분야에서 자주 사용되는 통계적 모의실험이나 통계계산에 유용하게 사용될 루틴들을 Fortran과 C 언어의 Subroutine이나 함수 형태로 작성하여 라이브러리로 구현하였다. 여기에는 일반적으로 자주 사용되는 확률변수들의 난수생성기와 대표적인 확률분포들의 확률 계산이나 상위확률 및 상위백분위수의 계산 등에 유용한 루틴들을 포함하고 있다.

• Computational Structural Engineering : An International Journal
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• 제2권1호
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• pp.1-10
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• 2002

Information on the distribution of the basic random variables is essential for the accurate evaluation of structural reliability. The usual method for determining the distribution is to fit a candidate distribution to the histogram of available statistical data of the variable and perform appropriate goodness-of-fit tests. Generally, such candidate distributions would have two parameters that may be evaluated from the mean value and standard deviation of the statistical data. In the present paper, a-parameter Gamma distribution, whose parameters can be directly defined in terms of the mean value, standard deviation and skewness of available data, is suggested. The flexibility and advantages of the distribution in fitting statistical data and its significance in structural reliability evaluation are identified and discussed. Numerical examples are presented to demonstrate these advantages.

• Communications for Statistical Applications and Methods
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• 제30권2호
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• pp.191-213
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• 2023

Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

• 대한수학교육학회지:학교수학
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• 제12권3호
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• pp.273-299
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• 2010

본 논문의 목적은 고등학교 수준의 학생들이 표집분포의 개념을 학습할 수 있도록 '표집분포 시뮬레이션 (Sampling Distributions Simulation)'을 설계하고 구현하는 것이다. '표집분포 시뮬레이션'은 다음과 같이 4차시로 구성되어 있다. 1차시-신뢰도와 신뢰구간의 의미 학습하기 2차시-표집분포의 의미 학습하기 3차시-중심극한정리의 의미 학습하기 4차시-이항분포의 정규근사 학습하기 본 연구를 통하여 표집분포의 중요성에 대한 학생들이 인식이 달라지고 이해가 증진되기를 기대한다. 또 본 연구의 결과로 제공되는 프로그램 '표집분포의 시뮬레이션' 수업을 통해 통계적 추론 능력이 향상되고, 아울러 통계적 추론 속에서 표집 분포의 역할이 충분히 이해되기를 기대한다.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.349-365
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• 1994

We develop in this paper the likelihood ratio test (LRT) for testing $H_1 : F_1 \preceq F_2$ against $H_2 - H_1$ where $H_2$ imposes no restriction on $F_1$ and $F_2$ and '$\preceq$' means failure rate ordering. Both one and two-sample problems will be considered. In the one-sample case, one of the two distributions is known, while we assume in the other case both are unknown. We derive the asymptotic null distribution of the LRT statistic which will be of chi-bar-square type. The main issue here is to determine the least favorable distribution which is stochastically largest within the class of null distributions.

• Communications for Statistical Applications and Methods
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• 제21권5호
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• pp.461-469
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• 2014

Characteristic functions play an important role in probability and statistics; however, a rigorous derivation of these functions requires contour integration, which is unfamiliar to most statistics students. Without resorting to contour integration, Datta and Ghosh (2007) derived the characteristic functions of normal, Cauchy, and double exponential distributions. Here, we derive the characteristic functions of t, truncated normal, skew-normal, and skew-t distributions. The characteristic functions of normal, cauchy distributions are obtained as a byproduct. The derivations are straightforward and can be presented in statistics masters theory classes.