• Communications for Statistical Applications and Methods
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• v.13 no.1
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• pp.89-99
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• 2006

This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.

• International Journal of Reliability and Applications
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• v.8 no.1
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• pp.41-51
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• 2007

In this paper, we use the moments of order statistics derived by Lieblein (1955) to develop the correlation goodness-of-fit test for the Rayleigh distribution. In such we simulate the percentage points of the test statistics for the one-parameter and two-parameter cases. In addition, we calculate the power of the proposed tests based on some alterative distributions. Finally, we apply the procedures developed in the paper to some real data.

• Honam Mathematical Journal
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• v.28 no.3
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• pp.433-438
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• 2006

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 defined. The Riemannian and scalar curvatures to parameter space are calculated.

• Journal of the Korean Data and Information Science Society
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• v.15 no.1
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• pp.193-200
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• 2004

Parametric estimation of truncated point in a truncated exponential distribution will be considered. The MLE, bias reducing estimator and the ordinary jackknife estimator of the truncated parameter will be compared by mean square errors. And the MME and MLE of mean parameter and estimations of the right tail probability in the distribution will be compared by their MSE's.

• Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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• 1997.11a
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• pp.106-108
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• 1997

In this paper, the breakdown strength of Pure HDPE(High density polyethylene) films and aged HDPE films were evaluated using 2-parameter Weibull distribution function. The result show that both were fitted 2-parameter Weibull distribution. This method could be used to be the diagnostic tool to evalute the insulation performance and endurance under the multiple stresses.

• Communications for Statistical Applications and Methods
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• v.24 no.4
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• pp.325-337
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• 2017

In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.

• Journal of the Korean Data and Information Science Society
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• v.27 no.1
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• pp.9-18
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• 2016

In the Heckman-Meyers model, which is frequently referred by IAA, Swiss Solvency Test, EU Solvency II, the assumption of parameter distribution is key factor. While in theory Bayesian analysis somewhat reflects parameter uncertainty using prior distribution, it is often the case where both Heckman-Meyers and Bayesian are necessary to better manage the parameter uncertainty. Therefore, this paper proposes the use of Bayesian H-M CRM, a combination of Heckman-Meyers model and Bayesian, and analyzes its efficiency.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.531-542
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• 2015

In this survey, we use the normal linear model to demonstrate the use of the linear Bayes method. The superiorities of linear Bayes estimator (LBE) over the classical UMVUE and MLE are established in terms of the mean squared error matrix (MSEM) criterion. Compared with the usual Bayes estimator (obtained by the MCMC method) the proposed LBE is simple and easy to use with numerical results presented to illustrate its performance. We also examine the applications of linear Bayes method to some other distributions including two-parameter exponential family, uniform distribution and inverse Gaussian distribution, and finally make some remarks.

• Journal of Applied Reliability
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• v.14 no.4
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• pp.262-266
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• 2014

In this paper, we consider the problem of determining the confidence level in zero-failure reliability sampling plans when the life distribution is Weibull distribution with a shape parameter m and a scale parameter ${\eta}$. We introduce zero-failure reliability sampling plans for Weibull distribution and investigate some characteristics of zero-failure reliability sampling plans. Finally, We propose new guideline for determining the confidence level in zero-failure reliability sampling plans for assuring $B_x-life$.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.279-293
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• 2006

In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponential distribution based on multiply Type-II censored samples. Then three type tests, including the modified Clamor-von Mises test, the modified Watson test and the modified Kolmogorov-Smirnov test are developed for the exponential distribution based on multiply Type-II censored samples by using the proposed estimators. For each test, Monte Carlo techniques are used to generate critical values. The powers of these tests are investigated under several alternative distributions.