• The Korean Journal of Applied Statistics
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• v.31 no.1
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• pp.109-122
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• 2018

The composite lognormal-generalized Pareto distribution (LN-GPD) is a mixture of right-truncated lognormal and GPD for a given threshold value. Scollnik (Scandinavian Actuarial Journal, 2007, 20-33, 2007) shows that the composite LN-GPD is adequate to describe body distribution and heavy-tailedness. This paper considers time-varying modeling of the LN-GPD based on local polynomial maximum likelihood estimation. Time-varying model provides significant detailed information of time dependent data, hence it can be applied to disciplines such as service engineering for staffing and resources management. Our work also extends to Beirlant and Goegebeur (Journal of Multivariate Analysis, 89, 97-118, 2004) in the sense of losing no data by including truncated lognormal distribution. Our proposed method is shown to perform adequately in simulation. Real data application to the service time of the Israel bank call center shows interesting findings on the staffing policy.

• Asian Pacific Journal of Cancer Prevention
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• v.13 no.5
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• pp.1829-1831
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• 2012

Background: The generalized gamma distribution statistics constitute an extensive family that contains nearly all of the most commonly used distributions including the exponential, Weibull and log normal. A saturated version of the model allows covariates having effects through all the parameters of survival time distribution. Accelerated failure-time models assume that only one parameter of the distribution depends on the covariates. Methods: We fitted both the conventional GG model and the saturated form for each of its members including the Weibull and lognormal distribution; and compared them using likelihood ratios. To compare the selected parameter distribution with log logistic distribution which is a famous distribution in survival analysis that is not included in generalized gamma family, we used the Akaike information criterion (AIC; r=l(b)-2p). All models were fitted using data for 369 women age 50 years or more, diagnosed with stage IV breast cancer in BC during 1990-1999 and followed to 2010. Results: In both conventional and saturated parametric models, the lognormal was the best candidate among the GG family members; also, the lognormal fitted better than log-logistic distribution. By the conventional GG model, the variables "surgery", "radiotherapy", "hormone therapy", "erposneg" and interaction between "hormone therapy" and "erposneg" are significant. In the AFT model, we estimated the relative time for these variables. By the saturated GG model, similar significant variables are selected. Estimating the relative times in different percentiles of extended model illustrate the pattern in which the relative survival time change during the time. Conclusions: The advantage of using the generalized gamma distribution is that it facilitates estimating a model with improved fit over the standard Weibull or lognormal distributions. Alternatively, the generalized F family of distributions might be considered, of which the generalized gamma distribution is a member and also includes the commonly used log-logistic distribution.

• Journal of Korea Water Resources Association
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• v.53 no.10
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• pp.917-928
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• 2020

The purpose of this study is to find the appropriate probability distribution representing the size distribution of suspended cohesive sediment. Based on goodness-of-fit test for a significance level of 5% using the Kolmogorov-Smirnov test, it is found that the floc size distributions measured in laboratory experiment and field study show different results. In the case of sample data collected from field experiments, the Gamma distribution is the best fitting form. In the case of laboratory experiment results, the sample data shows the positively-skewed distribution and the GEV distribution is the best fitted. The lognormal distribution, which is generally assumed to be a floc size distribution, is not suitable for both field and laboratory results. By using 3-parameter lognormal distribution, it is shown that similar size distribution with floc size distribution can be simulated.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.9 no.1
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• pp.60-71
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• 1998

The propagation environment is effected by Rayleigh fading, Rician fading, path loss and lognormal shadowing in microcellular mobile radio system. In these surroundings we analysed the performance on received Rician signals among L Rician interferers and the characteristics of lognormal shadowing for various parameters such as reuse distance, cluster size, signal to interference power ratio and protection ratio using outage probability. We also studied various channels Rayleigh signal and Rician interferer, Rician signal and Rayleigh interferer, Rician signal and Rician interferer and so on using outage probability. The theoretical extention and computer simulation effectively analysed the characteristic of lognormal shadowed Rician channel.

• Journal of the Korean Data and Information Science Society
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• v.7 no.1
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• pp.47-57
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• 1996

This paper on planning constant accelerated life test is assumed that parameters for a lognormal life distribution are depended on changes of stresses. The proposed test plans are optimum in that they minimize the asymptotic variance of maximum likelihood estimator of a specified quantile at the design stress. The optimal amount of low stress level ${\xi}_{L}$ and optimal sample proportion ${\pi}$ to be allocated at low stress level are obtained when the ratio of scales at high stress level and design stress level is unknown.

• Journal of Soil and Groundwater Environment
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• v.8 no.4
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• pp.21-26
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• 2003

Hwang and Powers (2003) developed a simple model for estimating water retention characteristic (WRC) directly from particle-size distribution (PSD) data, by applying a lognormal distribution law to both PSD and pore-size distribution. The objective of this work was to determine if the performance of the model developed by Hwang and Powers (2003) would be affected by soil texture. The results of this research proved that the performance of the model was indeed affected by soil texture. In particular, its performance diminished with increases in the fine particle fractions. Also, the nonlinear model, which assumes a nonlinear relation between particle-size and pore-size, performed better than the linear model, regardless of soil texture classes.

• Computers and Concrete
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• v.19 no.1
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• pp.111-120
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• 2017

This study aimed to design the accelerated life testing (ALT) of concrete, which stimulating the special natural environment maximumly. Its evaluation indexes, such as dynamic elastic modulus, mass and ultrasonic velocity were measured, and the variation of relative mass and relative dynamic elastic modulus of concrete were studied. Meanwhile, the microanalysis method was used. Moreover, an exploratory application of the stochastic approach, the Weibull distribution and the lognormal distribution, were made to assess the durability of concrete structures. The results show that the ALT for simulating natural environment is more close to the service process of concrete structure under actual conditions; The relative dynamic elastic modulus can be used as the dominant durability evaluation parameters, because it is more sensitive to the environmental factors compared with the relative quality evaluation parameters; In the course of the concrete deterioration, the destruction of the salt freezing cycle is the dominant factor, supplemented by other factors; Both of those two stochastic approaches can be used to evaluate the reliability of concrete specimens under the condition of ALT; By comparison, The lognormal distribution method is better to describe the reliability process.

• Communications for Statistical Applications and Methods
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• v.18 no.5
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• pp.625-636
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• 2011

This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

• Journal of Navigation and Port Research
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• v.46 no.4
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• pp.303-312
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• 2022

Bridges across waterways act as interference factors, that reduce the navigable water area from the perspective of navigation safety. To analyze the safety navigational width of ships navigating bridges across waterways, the optimal traffic distribution based on AIS data was investigated, and ships were classified according to size through k-means clustering. As a result of the goodness-of-fit analysis of the clustered data, the lognormal distribution was found to be close to the optimal distribution for Incheon Bridge and Busan Harbor Bridge. Also, the normal distributions for Mokpo Bridge and Machang Bridge were analyzed. Based on the lognormal and normal distribution, the analysis results assumed that the safe passage range of the vessel was 95% of the confidence interval, As a result, regarding the Incheon Bridge, the difference between the normal distribution and the lognormal distribution was the largest, at 64m to 98m. The minimum difference was 10m, which was revealed for Machang Bridge. Accordingly, regarding Incheon Bridge, it was analyzed that it is more appropriate to present a safety width of traffic by assuming a lognormal distribution, rather than suggesting a safety navigation width by assuming a normal distribution. Regarding other bridges, it was analyzed that similar results could be obtained using any of the two distributions, because of the similarity in width between the normal and lognormal distributions. Based on the above results, it is judged that if a safe navigational range is presented, it will contribute to the safe operation of ships as well as the prevention of accidents.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1995.04a
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• pp.677-677
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• 1995