• Communications for Statistical Applications and Methods
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• 제22권4호
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• pp.333-348
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• 2015

In this paper, we study a generalization of the modified Weibull distribution. The generalization follows the recent work of Cordeiro et al. (2013) and is based on a class of exponentiated generalized distributions that can be interpreted as a double construction of Lehmann. We introduce a class of exponentiated generalized modified Weibull (EGMW) distribution and provide a list of some well-known distributions embedded within the proposed distribution. We derive some mathematical properties of this class that include ordinary moments, generating function and order statistics. We propose a maximum likelihood method to estimate model parameters and provide simulation results to assess the model performance. Real data is used to illustrate the usefulness of the proposed distribution for modeling reliability data.

• 경영과학
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• 제24권2호
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• pp.115-126
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• 2007

Weekly minima of daily log returns of Korean composite stock price index 200 and its five industry-based business divisions over the period from January 1990 to December 2005 are fitted using two block-based extreme distributions: Generalized Extreme Value(GEV) and Generalized Logistic(GLO). Parameters are estimated using the probability weighted moments. Applicability of two distributions is investigated using the Monte Carlo simulation based empirical p-values of Anderson Darling test. Our empirical results indicate that both the GLO and GEV models seem to be comparably applicable to the weekly minima. These findings are against the evidences in Gettinby et al.[7], who claimed that the GEV model was not valid in many cases, and supported the significant superiority of the GLO model.

• Water Engineering Research
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• 제2권1호
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• pp.1-10
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• 2001

The frequency analyses for the precipitation data in Korea were performed. We used daily maximum series, monthly maximum series, and annual series. For nonparametric frequency analyses, variable kernel estimators were used. Nonparametric methods do not require assumptions about the underlying populations from which the data are obtained. Therefore, they are better suited for multimodal distributions with the advantage of not requiring a distributional assumption. In order to compare their performance with parametric distributions, we considered several probability density functions. They are Gamma, Gumbel, Log-normal, Log-Pearson type III, Exponential, Generalized logistic, Generalized Pareto, and Wakeby distributions. The variable kernel estimates are comparable and are in the middle of the range of the parametric estimates. The variable kernel estimates show a very small probability in extrapolation beyond the largest observed data in the sample. However, the log-variable kernel estimates remedied these defects with the log-transformed data.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.667-674
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• 2008

We develop new family of the t distributions for modeling semicircular data. It has convenient mathematical features. It is extended to the l-axial t distribution and a generalized semicircular t distribution.

• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.85-95
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• 2012

In this paper we define extended negative quadrant dependence which is weaker negative quadrant dependence and show conditions for having extended negative quadrant dependence property. We also derive generalized Farlie-Gumbel-Morgenstern uniform distributions that possess the extended quadrant dependence property.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.161-166
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• 2003

In this paper, a new form of generalized linear models is proposed. The proposed models consist of a distribution function of the mean response and a weighted linear combination of distribution functions of covariates. This form addresses a structural problem of the link function in the generalized linear models. Markov chain Monte Carlo methods are used to estimate the parameters within a Bayesian framework.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제11권3호
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• pp.175-187
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• 2004

The purpose of the present paper is to study the generalized CR-sub manifold of a T-manifold. After preliminaries we have studied the integrability of the distributions and obtained the conditions for integrability. Then geometry of leaves are being studied. Finally it is proved that every totally umbilical generalized CR-submanifold of a T-manifold is totally geodesic.

• 대한수학회논문집
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• 제9권3호
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• pp.607-616
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• 1994

I. M. Gelfand and G. E. Shilov [GS] introduced the Gelfand-Shilov spaces of type S, generalized type S and type W of test functions to investigate the uniqueness of the solutions of the Cauchy problems of partial differential equations. Using the heat kernel method Matsuzawa gave structure theorems for distributions, hyperfunctions and generalized functions in the dual space $(S^s_r)'$ of the Gelfand-Shilov space of type S in [M1, M2 and DM], respectively. Also, we gave structure theorems for ultradistributions, Fourier hyperfunctions in [CK, KCK], respectively.

• Journal of applied mathematics & informatics
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• 제27권3_4호
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• pp.591-601
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• 2009

In the present paper, one new generalized 'useful' information generating function and two new relative 'useful' information generating functions have been defined with their particular and limiting cases. It is interesting to note that differentiations of these information generating functions at t=0 or t=1 give some known and unknown generalized measures of useful information and 'useful' relative information. The information generating functions facilitates to compute various measures and that has been illustrated by applying these information generating functions for Uniform, Geometric and Exponential probability distributions.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제6권2호
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• pp.1-8
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• 2002

Let $T_{\phi}$ be a generalized Gauss transformation and $[a_1,\;a_2,\;{\cdots}]_{T_{\phi}}$ be a symbolic representation of $x{\in}[0,\;1)$ induced by $T_{\phi}$, i.e., generalized continued fraction expansion induced by $T_{\phi}$. It is shown that the distribution of relative frequency of [$k_1,\;{\cdots},\;k_n$] in $[a_1,\;a_2,\;{\cdots}]_{T_p}$ satisfies Central Limit Theorem where $k_i{\in}{\mathbb{N}}$ for $1{\leq}i{\leq}n$.