• Proceedings of the Korean Statistical Society Conference
• /
• 2002.11a
• /
• pp.185-189
• /
• 2002

본 논문에서는 초 모집단 모형 하에서 HT 추정량의 분산의 하한에 관계된 층화추정량의 효율성에 대해 다루었다. 특별히 Dalenius-Hodges 층화와 표본배분방법 중 멱배분(power allocation)을 적용했을 때 최소분산 성질에 대해 살펴보았다.

• Communications for Statistical Applications and Methods
• /
• v.21 no.5
• /
• pp.363-386
• /
• 2014

This paper has improved several ratio type estimators of the population median including their generalization in the presence of three known quartiles of an auxiliary variable. The properties of the improved estimators are discussed and applied. Both the empirical and simulation studies confirm that our new estimators perform efficiently.

• Communications for Statistical Applications and Methods
• /
• v.8 no.3
• /
• pp.739-751
• /
• 2001

In this paper, a sample design is studied for 2000 forestry management survey of five types forestry , tree felling, gathering of pine mushroom, growing of nut trees, growing of wild flowers, and lumbering industry. We introduce population stratification and a modified stratified cut-off sampling which deal with determination of sample size, sample allocation, and estimation of total and variance of estimator. Substitution of sample units and imputation of nonresponse units are discussed for reducing the nonsampling errors.

• Communications for Statistical Applications and Methods
• /
• v.6 no.2
• /
• pp.467-478
• /
• 1999

This paper deals with the problem of change-point estimation where there is one level change in location with iid errors. A change-point estimator using rank average is proposed with the proof of its consistency. A comparison study of various change-point estimators is done by simulation on the mean the proportion and the variance when the errors are from the normal and the double exponential distributions.

• Communications for Statistical Applications and Methods
• /
• v.10 no.3
• /
• pp.665-678
• /
• 2003

In this paper we suggest the new calibration estimator, which is called to the recalibration estimator, and its variance estimator using two-phase sampling technique according to the auxiliary information having strong correlation with the variable of interest under the unit nonresponse. In this unit nonresponse situation, an available information may exists at the level of whole population or the first-phase sample. The proposed recalibration estimator derives from the first and second phase weights respectively.

• Communications for Statistical Applications and Methods
• /
• v.6 no.1
• /
• pp.285-292
• /
• 1999

In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.

• Honam Mathematical Journal
• /
• v.29 no.1
• /
• pp.75-81
• /
• 2007

The Fisher information matrix plays a significant role in statistical inference in connection with estimation and properties of variance of estimators. In this paper, the parameter space of the normal distribution using its Fisher's matrix is defined. The Riemannian curvature and J-divergence to parameter space are calculated.

• Journal of the Korean Data and Information Science Society
• /
• v.8 no.1
• /
• pp.79-83
• /
• 1997

This paper considers the problem of estimating the model parameters and reliability functions for Freund bivariate exponential distribution. Uniformly minimum variance unbiased estimators for model parameters, joint reliability and marginal reliability functions are obtained in the both case of non-identically distributed marginals and identically distributed marginals.

• Journal of the Korean Data and Information Science Society
• /
• v.18 no.4
• /
• pp.1171-1177
• /
• 2007

We consider estimation of the right-tail probability in a log-Laplace random variable, As we derive the density of ratio of two independent log-Laplace random variables, the k-th moment of the ratio is represented by a special mathematical function. and hence variance of the ratio can be represented by a psi-function.

• Journal of the Korean Data and Information Science Society
• /
• v.21 no.3
• /
• pp.575-580
• /
• 2010

The Fisher information matrix plays a significant role in statistical inference in connection with estimation and properties of variance of estimators. In this paper, the parameter space of the t-distribution using its Fisher's matrix is de ned. The ${\alpha}$-scalar curvatures to parameter space are calculated.