• Communications for Statistical Applications and Methods
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• 제25권5호
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• pp.569-575
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• 2018

Pareto distribution is important to analyze data in actuarial sciences, reliability, finance, and climatology. In general, unknown parameters of the Pareto distribution are estimated based on the maximum likelihood method that may yield inadequate inference results for small sample sizes and high percent censored data. In this paper, a new approach based on the regression framework is proposed to estimate unknown parameters of the Pareto distribution under the progressive Type-II censoring scheme. The proposed method provides a new regression type estimator that employs the spacings of exponential progressive Type-II censored samples. In addition, the provided estimator is a consistent estimator with superior performance compared to maximum likelihood estimators in terms of the mean squared error and bias. The validity of the proposed method is assessed through Monte Carlo simulations and real data analysis.

• 대한안전경영과학회지
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• 제4권3호
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• pp.59-66
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• 2002

This paper presents accelerated life tests for Type I censoring data under probabilistic stresses. Probabilistic stress, S, is the random variable for stress influenced by test environments, test equipments, sampling devices and use conditions. The hazard rate, $\theta$ is a random variable of environments and a function of probabilistic stress. In detail, it is assumed that the hazard rate is linear function of the stress, the general stress distribution is a gamma distribution and the life distribution for the given hazard rate, $\theta$is an exponential distribution. Maximum likelihood estimators of model parameters are obtained, and the mean life in use stress condition is estimated. A hypothetical example is given to show its applicability.

• Communications for Statistical Applications and Methods
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• 제5권2호
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• pp.539-557
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• 1998

This article is concerned with the problem of estimating the mean of a one-parameter exponential family through sequential sampling in three stages under quadratic error loss. This more general framework differs from those considered by Hall (1981) and others. The differences are : (i) the estimator and the final stage sample size are dependent; and (ii) second order approximation of a continuously differentiable function of the final stage sample size permits evaluation of the asymptotic regret through higher order moments. In particular, the asymptotic regret can be expressed as a function of both the skewness $\rho$ and the kurtosis $\beta$ of the underlying distribution. The conditions on $\rho$ and $\beta$ for which negative regret is expected are discussed. Further results concerning the stopping variable N are also presented. We also supplement our theoretical findings wish simulation results to provide a feel for the triple sampling procedure presented in this study.

• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.421-433
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• 1998

In this paper, matching priors for P(X < Y) are investigated when both distributions are exponential distributions. Two recent approaches for finding noninformative priors are introduced. The first one is the verger and Bernardo's forward and backward reference priors that maximizes the expected Kullback-Liebler Divergence between posterior and prior density. The second one is the matching prior identified by matching the one sided posterior credible interval with the frequentist's desired confidence level. The general forms of the second- order matching prior are presented so that the one sided posterior credible intervals agree with the frequentist's desired confidence levels up to O(n$^{-1}$ ). The frequentist coverage probabilities of confidence sets based on several noninformative priors are compared for small sample sizes via the Monte-Carlo simulation.

• Wind and Structures
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• 제13권3호
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• pp.235-256
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• 2010

The aeroelastic stability of bridge decks equipped with multiple tuned mass dampers is studied. The problem is attacked in the time domain, by representing self-excited loads with the aid of aerodynamic indicial functions approximated by truncated series of exponential filters. This approach allows to reduce the aeroelastic stability analysis in the form of a direct eigenvalue problem, by introducing an additional state variable for each exponential term adopted in the approximation of indicial functions. A general probabilistic framework for the optimal robust design of multiple tuned mass dampers is proposed, in which all possible sources of uncertainties can be accounted for. For the purposes of this study, the method is also simplified in a form which requires a lower computational effort and it is then applied to a general case study in order to analyze the control effectiveness of regular and irregular multiple tuned mass dampers. A special care is devoted to mistuning effects caused by random variations of the target frequency. Regular multiple tuned mass dampers are seen to improve both control effectiveness and robustness with respect to single tuned mass dampers. However, those devices exhibit an asymmetric behavior with respect to frequency mistuning, which may weaken their feasibility for technical applications. In order to overcome this drawback, an irregular multiple tuned mass damper is conceived which is based on unequal mass distribution. The optimal design of this device is finally pursued via a full domain search, which evidences a remarkable robustness against frequency mistuning, in the sense of the simplified design approach.

• 한국신뢰성학회지:신뢰성응용연구
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• 제9권1호
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• pp.59-69
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• 2009

LEDs have rapidly replaced old light devices such as incandescent or fluorescent lamps, and have been widely applied in general lighting, signals, automobile, signs and others. Since LEDs are for both indoor and outdoor use, temperature and humidity inevitably affect its reliability. We explain the result of the degradation life test on LEDs, and guide to reliability analysis procedure. Analysis on reliability measures are performed by Weibull++6 program, and a common shape parameter of Weibull distribution on the LED is suggested. Also, we make a description of reliability analysis procedures for the degradation data using collected test data from degradation tests. Reliability analysis procedures are consisted of estimating degradation models and failure time, verifying of distribution and parameters of the distribution, and estimating of reliability measures. Finally, this paper suggests reliability analysis method for light characteristics on LEDs.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.289-297
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• 1997

It is well known that the spacings, the differences of two successive order statistics, in a random sample of size n from a distribution function F are independent and exponentially distributed if F is itself the exponential distribution. In this paper we obtain an asymptotically similar result on a fixed number of upper spacings as n .to. .infty. for a general F under the assumption that F is in the domain of attraction of some extreme value distribution. For a heavy or short tailed F, appropriate log transformations of the sample should be proceded to get the result. As a by-product, we also get that each upper spacing diverges in probability to .infty. and converges in probability to 0 as n .to. .infty. for a heavy and short tailed F, respectively, which is fully expected.

• 품질경영학회지
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• 제19권2호
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• pp.133-137
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• 1991

In this paper, the queueing system in series is studied. The system is a tandem queueing system which has three stations. In system, one service station has a general distributions and two service stations have exponential distribution. Each station has a single server. The customer arrives with Poisson process and is serviced sequentially. It is assumed that the order of stations does not affect the quality of services. Using the light traffic approximations, the optimal order of the system which has the three stations is decided.

• Industrial Engineering and Management Systems
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• 제7권1호
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• pp.1-8
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• 2008

Having previously presented an article entitled "Further approximate optimum inspection intervals" in this Journal, here the author derives an alternative set of general explicit formulae using Cardan's solution to a cubic equation and presents a modified heuristic algorithm for solving Baker's model. The examples show that this new alternative approximate solution procedure for determining near optimum inspection intervals is as accurate and computationally efficient as the one suggested in the previous article. Through the examples, the author also indicates the relative merits and demerits of the two algorithms.

• 대한수학회지
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• 제32권2호
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• pp.211-236
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• 1995

The purpose of this paper is to provide a transient diffusion approximation of queue size distribution for M/G/m/N system. The M/G/m/N system can be expressed as follows. The interarrival times of customers are exponential and the service times of customers have general distribution. The system can hold at most a total of N customers (including the customers in service) and any further arriving customers will be refused entry to the system and will depart immediately without service. The queueing system with finite capacity is more practical model than queueing system with infinite capacity. For example, in the design of a computer system one of the important problems is how much capacity is required for a buffer memory. It its capacity is too little, then overflow of customers (jobs) occurs frequently in heavy traffic and the performance of system deteriorates rapidly. On the other hand, if its capacity is too large, then most buffer memories remain unused.