• Communications for Statistical Applications and Methods
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• 제30권4호
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• pp.411-421
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• 2023

This paper provides a new estimation equation based on the concept of a minimum distance between the empirical and theoretical distribution functions under the most widely used progressive Type-II censoring scheme. For illustrative purposes, simulated and real datasets from a three-parameter Weibull distribution are analyzed. For comparison, the most popular estimation methods, the maximum likelihood and maximum product of spacings estimation methods, are developed together. In the analysis of simulated datasets, the excellence of the provided estimation method is demonstrated through the degree of the estimation failure of the likelihood-based method, and its validity is demonstrated through the mean squared errors and biases of the estimators obtained from the provided estimation equation. In the analysis of the real dataset, two types of goodness-of-fit tests are performed on whether the observed dataset has the three-parameter Weibull distribution under the progressive Type-II censoring scheme, through which the performance of the new estimation equation provided is examined.

• 한국습지학회지
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• 제2권1호
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• pp.49-58
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• 2000

The frequency analysis of annual maximum rainfall data and the derivation of probable rainfall intensity formula at Masan station are performed in this study. Based on the eight different rainfall duration data from 10 minutes to 24 hours, eight types of probability distribution (Gamma, Lognormal, Log-Pearson type III, GEV, Gumbel, Log-Gumbel, Weibull, and Wakeby distributions), three types of parameter estimation scheme (moment, maximum likelihood and probability weighted methods) and three types of goodness-of-fit test (${\chi}^2$, Kolmogorov-Smirnov and Cramer von Mises tests) were considered to find an appropriate probability distribution at Masan station. The Lognormal-2 distribution was selected and the probable rainfall intensity formula was derived by regression analysis. The derived formula can be used for estimating rainfall quantiles of the Masan vicinity areas with convenience and reliability in practice.

• 한국콘크리트학회:학술대회논문집
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• 한국콘크리트학회 2003년도 봄 학술발표회 논문집
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• pp.311-314
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• 2003

Concrete structures such as bridge, pavement, airfield, and offshore structure are normally subjected to repeated load. This paper proposes a failure probability models of concrete subjected to split tension repeated-loads, based on experimental results. The fatigue tests were performed at the stress ratio of 0.1, the loading shape of sine, the frequency of 20Hz, and the stress levels of 90, 80 and 70%. The fatigue test specimen was 150mm in diameter and 75mm in thickness. The fatigue analysis did not include which exceeded 0.9 of statistical coefficient of determination values or did not failure at 2$\times$$10^6$ cycles. The graphical method, the moment method, and maximum likelihood estimation method were used to obtain Weibull distribution parameters. The goodness-of-fit test by Kolmogorov-Smirnov test was acceptable 5% level of significance. As a result, the proposed failure probability model based on the two-parameter($\alpha and \mu$) Weibull distribution was good enough to estimate accurately the fatigue life subjected to tension mode.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.159-171
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• 2001

Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent ; that is, the power of the test will not approach 1 as the sample size increases. Hence we give a test based on the ratio of two asymptotically efficient estimates of scale. We also have conducted a power study to compare the test procedures, using Monte Carlo samples from a wide range of alternatives. It is found that the suggested statistics have higher power for the alternatives with the coefficient of variation greater that or equal to 1.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.187-196
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• 2002

Testing for normality has always been a center of practical and theoretical interest in statistical research. In this paper a test statistic for bivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is represented as the supremum over an index set of the integral of a suitable Gaussian Process. We also simulate the null distribution of the statistic and give some critical values of the distribution and power results.

• 가정과삶의질연구
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• 제21권2호
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• pp.31-38
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• 2003

This study was conducted to develop a Parenting Stress Scale that measures the day-to-day difficulties entailed in parenting for school-aged children. First, sixty seven items were collected as a baseline. Some of these items were pooled from existing parenting stress scales(Abidin, 1990; Kim & Kang, 1997), and the rest were generated based on interviews with parents of school-aged children. Secondly, Chi-Square tests were conducted and framer's V coefficients were calculated to determine the goodness-of-fit of the items. Twenty four items were selected from this step. The results of a factor analysis on these 24 items revealed two dimensions of this new Parenting Stress Scale, namely, 'school-related parenting stress' and 'general everyday life stress'. A test of construct validity also showed that this scale has adequate internal consistency.

• Journal of the Korean Data and Information Science Society
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• 제19권3호
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• pp.789-800
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• 2008

Current credit evaluation models based on financial data make use of smoothing estimated default ratios which are transformed from each financial variable. In this work, some problems of the credit evaluation models developed by financial experts are discussed and we propose improved credit evaluation models based on the stepwise variable selection method and Box-Cox transformed data whose distribution is much skewed to the right. After comparing goodness-of-fit tests of these models, the validation of the credit evaluation models using statistical methods such as the stepwise variable selection method and Box-Cox transformation function is explained.

• 응용통계연구
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• 제22권1호
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• pp.205-220
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• 2009

For modeling skewed semicircular data, we derive new family of the exponential distributions. We extend it to the l-axial exponential distribution by a transformation for modeling any arc of arbitrary length. It is straightforward to generate samples from the f-axial exponential distribution. Asymptotic result reveals two things. The first is that linear exponential distribution can be used to approximate the l-axial exponential distribution. The second is that the l-axial exponential distribution has the asymptotic memoryless property though it doesn't have strict memoryless property. Some trigonometric moments are also derived in closed forms. Maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for goodness of fit test of the l-axial exponential distribution. We finally obtain a bivariate version of two kinds of the l-axial exponential distributions.

• Communications for Statistical Applications and Methods
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• 제12권1호
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• pp.71-86
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• 2005

Testing for normality has always been an important part of statistical methodology. In this paper a test statistic for multivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is representable as the supremum over an index set of the integral of a suitable Gaussian process.

• Communications for Statistical Applications and Methods
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• 제27권5호
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• pp.501-510
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• 2020

Mardia (Biometrika, 57, 519-530, 1970) defined measures of multivariate skewness and kurtosis. Based on these measures, omnibus test statistics of multivariate normality are proposed using normalizing transformations. The transformations we consider are normal approximation and a Wilson-Hilferty transformation. The normalizing transformation proposed by Enomoto et al. (Communications in Statistics-Simulation and Computation, 49, 684-698, 2019) for the Mardia's kurtosis is also considered. A comparison of power is conducted by a simulation study. As a result, sum of squares of the normal approximation to the Mardia's skewness and the Enomoto's normalizing transformation to the Mardia's kurtosis seems to have relatively good power over the alternatives that are considered.