• Journal of the Korean Statistical Society
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• 제34권4호
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• pp.331-344
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• 2005

Inference on current data could be more reliable if there exist similar data based on previous studies. Ibrahim and Chen (2000) utilize these data to characterize the power prior. The power prior is constructed by raising the likelihood function of the historical data to the power $a_o$, where $0\;{\le}\;a_o\;{\le}\;1$. The power prior is a useful informative prior in Bayesian inference. However, for model selection or model comparison problems, the propriety of the power prior is one of the critical issues. In this paper, we suggest two joint power priors for the power law process and show that they are proper under some conditions. We demonstrate our results with a real dataset and some simulated datasets.

• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.685-699
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• 2006

Commercial banks and other related areas have developed internal models to better quantify their financial risks. Since an appropriate credit risk model plays a very important role in the risk management at financial institutions, it needs more accurate model which forecasts the credit losses, and statistical inference on that model is required. In this paper, we propose a new method for estimating a default rate. It is a Bayesian approach using the power prior which allows for incorporating of historical data to estimate the default rate. Inference on current data could be more reliable if there exist similar data based on previous studies. Ibrahim and Chen (2000) utilize these data to characterize the power prior. It allows for incorporating of historical data to estimate the parameters in the models. We demonstrate our methodologies with a real data set regarding SOHO data and also perform a simulation study.

• KEPCO Journal on Electric Power and Energy
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• 제8권2호
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• pp.79-86
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• 2022

Recently, the amount of maintenance is increasing due to the aging of power facilities, but the budget is constrained. Therefore, the importance of asset management that selects replacement priorities based on the failure probability and enhances investment effects is increasing. Because the number of distribution transformers is very large, the proportion of investment cost is very high. Therefore, it is important to select the investment priority by evaluating the reliable remaining life based on the failure probability. This paper evaluates the statistical expected life using the failure data of distribution transformers for the last 11 years and the current operation data. The hazard rate of distribution transformer and MV cable was compared with each other and the adequacy of early failure removal was reviewed and the statistical expected life corresponding to the cumulative failure probability B3% was calculated.

• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.79-88
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• 2003

In this paper, we study the efficiency of the stratified estimator in related with the variance lower bound of Horvitz-Thompson estimator subject to the superpopulation model. Especially, we compare the variance lower bound of optimum allocation with that of power allocation subject to Dalenius-Hedges stratification.

• 한국전기전자재료학회논문지
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• 제33권1호
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• pp.1-5
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• 2020

In this study, the objective is to improve the criteria used for statistical comparison of the VLF tanδ (TD) database and failure rate according to water-tree degradation in underground distribution power cables. The aging condition of the KEPCO criteria is divided into 6 levels using the Weibull distribution, and the "failure imminent" condition is quantified by using the statistical end-point of the lifetime parameter of the VLF big-data group obtained from KEPCO. Moreover, new criteria with a 2-dimensional combination of TD, DTD, and a statistical normalized factor are suggested. These criteria exhibit high reproducibility for the detection of cables in an imminent failure state. Consequently, it is expected that the adoption of the extended VLF-2019 criteria will reduce the asset management cost of cable replacement compared to the VLF-2012 criteria of KEPCO.

• Communications for Statistical Applications and Methods
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• 제23권4호
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• pp.321-334
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• 2016

In this paper, we propose power t distribution based on t distribution. We also study the properties of and inferences for power t model in order to solve the problem of real data showing both skewness and heavy tails. The comparison of skew t and power t distributions is based on density plots, skewness and kurtosis. Note that, at the given degree of freedom, the kurtosis's range of the power t model surpasses that of the skew t model at all times. We draw inferences for two parameters of the power t distribution and four parameters of the location-scale extension of power t distribution via maximum likelihood. The Fisher information matrix derived is nonsingular on the whole parametric space; in addition we obtain the profile log-likelihood functions on two parameters. The response plots for different sample sizes provide strong evidence for the estimators' existence and unicity. An application of the power t distribution suggests that the model can be very useful for real data.

• 한국임상보건과학회지
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• 제1권1호
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• pp.1-7
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• 2013

Purpose. To analysis the prevalence of the myopia and corneal astigmatism in Korea women university students. Methods. From August 2011 to December 2012, one hundreds subjects were performed in refraction test using the Auto-Keratometry. Results. The mean age of the 100 subjects (200 eyes) was $21.23{\pm}2.34$. The mean spherical refractive power was -$1.78{\pm}1.65$(OD) and -$1.83{\pm}1.67$(OS) Diopter. The mean astigmatism power was $1.22{\pm}0.96$ (OD) and $1.27{\pm}0.91$ (OS). The mean corneal astigmatism was $1.44{\pm}0.81$(OD) and $1.55{\pm}0.93$(OS). Corneal astigmatism was between 0.25 D and 1.25 D in 67.7% of eyes, 1.25 D or higher in 27.5% eyes, and less than 0.25 D in 4.8% of eyes. Astigmatism was with the rule in 65%, against the rule in 31.5%, and oblique in 3.5%. There was a statistical significance between right eye and left eye in the spherical equivalent power(p=0.002). Also there was a statistical significance between spherical power and refractive astigmatism in OD(p=0.006) and OS(0.003) and a statistical significance between corneal astigmatism and refractive astigmatism in OS(p=0.0003). However, there was not a statistical significance between spherical power and corneal astigmatism in OD(p=0.08) and OS(0.1) and a statistical significance between corneal astigmatism and refractive astigmatism in OS(p=0.48). Conclusions. In this study, these results suggested that the analysis of the refractive myopia and corneal astigmatism can provide the visual correct and useful diagnosis information for the eyewear dispensing, contact lens fitting and corneal refraction surgery.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.267-280
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• 2007

In this paper, we consider the robust estimation for diffusion processes when the sample is observed discretely. As a robust estimator, we consider the minimizing density power divergence estimator (MDPDE) proposed by Basu et al. (1998). It is shown that the MDPDE for diffusion process is weakly consistent. A simulation study demonstrates the robustness of the MDPDE.

• Journal of the Korean Statistical Society
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• 제23권1호
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• pp.151-166
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• 1994

Let $X_1, \cdot, X_p$ be p independent random variables, where each $X_i$ has a distribution belonging to one parameter discrete power series distribution. The problem is to simultaneously estimate the unknown parameters under an asymmetric loss. Several new classes of dominating estimators are obtained by solving certain difference inequality.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.253-256
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• 2003

In ecological studies, animal science, or entomology, the variance of count is considered to have the power of the mean relationship with the mean count as Taylor (1961) presented his famous 'Taylor's Power Law'. In this talk, we are going to review the development of TPL and its extension toward pest management sampling scheme. Different estimation methods are compared. Quasilikelihood approach is suggested to incorporate covariate information. Possible extensions will be discussed.