• Communications for Statistical Applications and Methods
• /
• 제23권5호
• /
• pp.411-421
• /
• 2016

Large frequency limiting distributions of two errors in realized covariance are investigated under noisy and non-synchronous high frequency sampling situations. The first distribution characterizes increased variance of the realized covariance due to noise for large frequency and the second distribution characterizes decreased variance of the realized covariance due to discretization for large frequency. The distribution of the combined error enables us to determine the sampling frequency which depends on a nuisance parameter. A consistent estimator of the nuisance parameter is proposed.

• 한국콘크리트학회:학술대회논문집
• /
• 한국콘크리트학회 2009년도 춘계 학술대회 제21권1호
• /
• pp.531-532
• /
• 2009

이 논문에서는 섬유 분포 특성을 반영하여 균열 간격을 계산할 수 있는 수식을 유도하고, 이를 바탕으로 ECC의 1축 인장 거동을 예측하였다. 예측 결과와 실험 결과는 약 10% 오차가 발생하였다.

• Communications for Statistical Applications and Methods
• /
• 제18권5호
• /
• pp.657-666
• /
• 2011

In this paper, we derive the maximum likelihood estimator(MLE) and some approximate maximum likelihood estimators(AMLEs) of the scale parameter in an exponentiated half logistic distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error(MSE) through a Monte Carlo simulation for various censoring schemes. We also obtain the AMLEs of the reliability function.

• 한국데이터정보과학회:학술대회논문집
• /
• 한국데이터정보과학회 2004년도 춘계학술대회
• /
• pp.83-90
• /
• 2004

We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censord samples. We propose some estimators by using the approximate maximum likelihood estimation method. The proposed estimators are compared in the sense of the mean squared error.

• 한국데이터정보과학회:학술대회논문집
• /
• 한국데이터정보과학회 2004년도 추계학술대회
• /
• pp.125-133
• /
• 2004

In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

• 한국데이터정보과학회:학술대회논문집
• /
• 한국데이터정보과학회 2004년도 춘계학술대회
• /
• pp.203-210
• /
• 2004

When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

• 대한전자공학회:학술대회논문집
• /
• 대한전자공학회 2001년도 하계종합학술대회 논문집(1)
• /
• pp.41-44
• /
• 2001

In this paper, we have investigated the adaptive sector antenna which can control the size and direction angle of sectors, and proposed the three sectorization algorithms which are based on distribution of users, distribution of codes and distribution of signal power, respectively. The BERs of each sectorization algorithms are compared through computer simulation. As results of the simulation, the sectorization algorithm based on signal power are better than the other in terms nf BER. We have simulated error performance the DS-CDMA/BPSK system with the antenna in AWGN, frequency non-selective Rayleigh fading and MAI channels.

• Journal of applied mathematics & informatics
• /
• 제5권1호
• /
• pp.213-222
• /
• 1998

In this paper we propose several estimators of Gini index of the two-parameter exponential distribution and obtain dis-tributions and moments of the proposed estimators. The proposed estimators are shown to cosistency and will be compares in terms of the proposed estimators. The proposed estimators are shown to cosistency and will be compared in terms of the mean squared error (MSE) through Monte Carlo method.

• Journal of the Korean Statistical Society
• /
• 제12권2호
• /
• pp.69-80
• /
• 1983

The purpose of this paper is to obtain representation of the mathematical special functions and the numerical values of the mean square errors for the quasi-ranges in random small smaples ($n \leq 30$) from the Weibull distribution with a shape and a scale parameters, and to estimate the scale parameter by use of unbiased estimator based on the quasi-range. It will be shown that the jackknife estimator of the range is worse than the range of random samples from the given distribution in the sense of the mean square error.

• 한국통계학회:학술대회논문집
• /
• 한국통계학회 2005년도 춘계 학술발표회 논문집
• /
• pp.13-15
• /
• 2005

In this paper, we propose an extension of the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. We presented the finite sample distribution of the associated rank test statistics for daily data.