• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1309-1317
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• 2013

There are various parameter estimation methods for the generalized exponential distribution under progressive type I interval censoring. Chen and Lio (2010) studied the parameter estimation method by the maximum likelihood estimation method, mid-point approximation method, expectation maximization algorithm and methods of moments. Among those, mid-point approximation method has the smallest mean square error in the generalized exponential distribution under progressive type I interval censoring. However, this method is difficult to derive closed form of solution for the parameter estimation using by maximum likelihood estimation method. In this paper, we propose two type of approximate maximum likelihood estimate to solve that problem. The simulation results show the obtained estimators have good performance in the sense of the mean square error. And proposed method derive closed form of solution for the parameter estimation from the generalized exponential distribution under progressive type I interval censoring.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.535-545
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• 2015

In a various range of applications including hydrology, the type-I extreme value distribution has been extensively used as a probabilistic model for analyzing extreme events. In this paper, we introduce methods for estimating the scale parameter of the type-I extreme value distribution. A simulation study is performed to compare the estimators in terms of mean-squared error and bias, and the obtained results are provided.

• The Korean Journal of Applied Statistics
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• v.2 no.1
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• pp.35-47
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• 1989

This article deals with the method of ML among the methods of estimating m gene frequenecies in the Generalized ABO-like Blood Group Systems and with the statistical testing about the differencies of gene frequencies by using these estimators. Especially, the generalization about the Homogeneity testing problem is tried and thus it enables us to test of Homogeneity of m gene frequencies. Finally, in the example, ML estimator is compared with other estimators suggested by Bernstein method, by adjusted Bernstein method and by modified Bernstein method, and statistical testing in the above is carried out by using orthogonal partitioning.

• Journal of the Korean Data and Information Science Society
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• v.5 no.2
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• pp.87-94
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• 1994

In this paper, we consider optimum plan to determine stress change times under the three-step stress PALTs, assuming that each test units follows an exponential distribution. The tampered random variable(TRV) model for the three-step stress PALTs setup are introduced, and maximum likelihood estimators(MLEs) of the failure rate and the acceleration factors are obtained. The change times to minimize the generalized asymptotic variance(GAVR) of MLEs of the failure rate and the acceleration factors are proposed for the three-step stress PALTs.

• The Korean Journal of Applied Statistics
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• v.10 no.1
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• pp.177-187
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• 1997

This article considers the power performance of the tests in unbalanced two way mixed linear models with one fixed factor. The generalized least squares (GLS) F statistic testing no differences among the effects of the levels of the fixed factor is estimated using Henderson's method III, minimum norm quadratic unbiased estimator (MINQUE) with prior guess 1, maximum likelihood (ML) and resticted maximum likelihood (REML). We investigate the power performance of these test statistics. It can be shown, through simulation, that the GLS F statistics using four estimators produce similar type I error rates and power performance.

• Communications for Statistical Applications and Methods
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• v.14 no.3
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• pp.561-576
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• 2007

Five plotting positions are applied to the computation of probability weighted moments (PWM) on the parameters of the generalized logistic distribution. Over a range of parameter values with some finite sample sizes, the effects of five plotting positions are investigated via Monte Carlo simulation studies. Our simulation results indicate that the Landwehr plotting position frequently tends to document smaller biases than others in the location and scale parameter estimations. On the other hand, the Weibull plotting position often tends to cause larger biases than others. The plotting position (i - 0.35)/n seems to report smaller root mean square errors (RMSE) than other plotting positions in the negative shape parameter estimation under small samples. In comparison to the maximum likelihood (ML) method under the small sample, the PWM do not seem to be better than the ML estimators in the location and scale parameter estimations documenting larger RMSE. However, the PWM outperform the ML estimators in the shape parameter estimation when its magnitude is near zero. Sensitivity of right tail quantile estimation regarding five plotting positions is also examined, but superiority or inferiority of any plotting position is not observed.

• Journal of Korean Society for Quality Management
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• v.24 no.4
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• pp.14-28
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• 1996

We consider optimal designs of partially accelerated life testing which is deviced for parallel systems with the considerably long life time. In partially step-stress life testing, test items are first run simultaneously at use condition for a specified time, and the surviving items are then run at accelerated condition until a predetermined censoring time. In partially constant-stress life testing, test items are run at either use or accelerated condition only until a specified censoring time. The optimal criterion for each test is to minimize either the generalized asymptotic variance of maximum likelihood(ML) estimators of the hazard rates at use condition and the acceleration factors or the asymptotic variance of the ML estimators of the acceleration factors.

• Proceedings of the Korean Statistical Society Conference
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• 2004.11a
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• pp.135-140
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• 2004

Lindsay and Basu (1994)에 의해 소개된 최소차이추정량 (Minimum Disparity Estimators)들은 실제 자료 분석 도구로써 유용하다. 본 논문에서는 최소일반화음지수 차이추정량 (Minimum Generalized Negative Exponential Disparity Estimator, MGNEDE)이 최대가능도추정량 (Maximum Likelihood Estimator, MLE)와 최소가중 헬링거거리추정량 (Minimum Blended Weight Hellinger Distance Estimator, MBWHDE)에 비해 오염된 정규모형에서 효율적이고 로버스트하다는 것을 모의실험을 통하여 확인하였다. 또한 세 가지 추정량들에 의해 추정된 모수들을 이용하여 판별하였을 때 자 추정량득의 판별율을 비교함으로써 오염된 정규모형에서 MLE의 대안으로 MGNEDE와 MBWHDE를 사용할 수 있음을 보였다.

• Journal of Korean Institute of Industrial Engineers
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• v.24 no.3
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• pp.367-379
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• 1998

This paper considers two modes of partially accelerated life tests for items having Weibull lifetime distributions. In a use-to-acclerated mode each item is first run at use condition and, if it does not fail for a specified time, then it is run at accelerated condition until a predetermined censoring time. In an accelerated-to-use mode each one is first run at accelerated condition and, if it does not fail for a specified time, then it is run at use condition. Maximum likelihood estimators of the parameters of the lifetime distribution at use condition, and the 'acceleration factor' are obtained. The stress change time for each mode is determined to minimize the asymptotic variance of the acceleration factor, and the two modes are compared. For selected values of the design parameters the optimum plans are obtained, and the effects of the incorrect pre-estimates of the design parameters are investigated. Minimizing the generalized asymptotic variance of the estimators of the model parameters is also considered as an optimality criterion.

• The Korean Journal of Applied Statistics
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• v.29 no.5
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• pp.835-847
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• 2016

To analyze lattice or areal data, a conditionally autoregressive (CAR) model has been widely used in the eld of spatial analysis. The spatial neighborhoods within CAR model are generally formed using only inter-distance or boundaries between regions. Kyung and Ghosh (2010) proposed a new class of models to accommodate spatial variations that may depend on directions. The proposed model, a directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Properties of maximum likelihood estimators of a Gaussian DCAR are discussed. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.