• Journal of the Korean Statistical Society
• /
• v.28 no.4
• /
• pp.457-468
• /
• 1999

Autologistic lattice process is used to model binary spatial data. A conditional probability is derived for the incomplete data where the lattice consists of partially yet systematically observed sites. This result, which is interesting in its own right, is in turn applied to area prediction in the plane.

• Journal of Korean Institute of Industrial Engineers
• /
• v.25 no.4
• /
• pp.510-516
• /
• 1999

This paper proposes methods of estimating lifetime distribution from incomplete field data under parametric regression models. Failure-record data-failure times and covariates-reported to the manufacturer can be seriously incomplete for satisfactory inference since only reported failures are recorded. This paper assumes that within-warranty data are reported with probability $P_1$ ($\leq1$) and after-warranty data are reported with Methods of obtaining pseudo and after-warranty data are reported with $P_2$ (< $P_1$). Methods of obtaining pseudo maximum likelihood estimators(PMLEs) are outlined, their asymptotic properties are studied, and specific formulas for Weibull distribution are obtained. Simulation studies are perfumed to investigate the effects of follow-up percentage on the PMLEs.

• Communications for Statistical Applications and Methods
• /
• v.30 no.5
• /
• pp.467-483
• /
• 2023

In this research, a conversion function and a distortion associated with the conversion function are defined and used to derive a unit power Gompertz distortion. A new family of copulas is built using the global distorted function. Four base copulas, namely Clayton, Gumbel, Frank, and Gaussian, are distorted into the family. Some properties including tail dependence coefficients and tail order are examined. Kendall's tau formula is derived for new copulas when the base copula is Clayton, Gumbel, or Frank. The maximum pseudo-likelihood estimation method is employed, and a simulation study was performed. The log-likelihood and AIC are reported to compare the performance of the fitted copulas. According to the applied data, the results indicate that new distorted copulas with additional parameters improve the fit.

• Journal of the Korean Geotechnical Society
• /
• v.33 no.7
• /
• pp.29-41
• /
• 2017

There are uncertainties about the seismic load caused by seismic waves, which cannot be predicted due to the characteristics of the earthquake occurrence. Therefore, it is necessary to consider these uncertainties by probabilistic analysis. In this paper, procedures to develop a fragility curve that is a representative method to evaluate the safety of a structure by stochastic analysis were proposed for cut slopes. Fragility curve that considers uncertainties of soil shear strength parameters was prepared by Monte Carlo Simulation using pseudo static analysis. The fragility curve considering the uncertainty of the input ground motion was developed by performing time-history seismic analysis using selected 30 real ground input motions and the Newmark type displacement evaluation analysis. Fragility curves are represented as the cumulative probability distribution function with lognormal distribution by using the maximum likelihood estimation method.

• The Korean Journal of Applied Statistics
• /
• v.8 no.2
• /
• pp.133-145
• /
• 1995

This paper is concerned with the method of estimating lifetime distribution from field data for repairable products with multiple modes of failure, and is an extension of Bai et al.(1995). The log linear function is considered as a model for describing the relation between failure time of a product and covariates. Using the nonhomogeneous poisson process, general methods for obtaining pseudo maximum likelihood estimators(PMLEs) for the parameters are outlined and specific formulas for Weibull distribution are obtained. Effects of follow-up percentage on the PMLEs are investigated. Extension to case-cohort design is also considered.

• The Transactions of the Korea Information Processing Society
• /
• v.7 no.6
• /
• pp.1852-1860
• /
• 2000

Distinct from the Markov random field or pseudo 2D HMM models for image analysis, this paper proposes a new model of 2D hidden Markov mesh chain(HMMM) model which subsumes the definitions of and the assumptions underlying the conventional HMM. The proposed model is a new theoretical realization of 2D HMM with the causality of top-down and left-right progression and the complete lattice constraint. These two conditions enable an efficient mesh decoding for model estimation and a recursive maximum likelihood estimation of model parameters. Those algorithms are developed in theoretical perspective and, in particular, the training algorithm, it is proved, attains the optimal set of parameters.

• Journal of Applied Reliability
• /
• v.2 no.2
• /
• pp.63-83
• /
• 2002

Degradation data can provide more reliability information than traditional failure-time data, especially products with few or no failures. This paper is concerned with a method of estimating lifetime distribution from field data with supplementary information on degradation data and covariates. When a distribution of degradation rate obtained by follow-up study for a portion of products that survive after-warranty follows a reciprocal-Weibull or lognormal distribution. A time-to-failure distribution of the product follows Weibull or lognormal distribution, respectively. A method of estimating lifetime parameters for this kind of data and their asymptotic properties are studied. Effects of after-warranty report probability, follow-up rate, and proportion of degradation data on pseudo maximum likelihood estimators of these parameters are investigated.

• East Asian Economic Review
• /
• v.18 no.1
• /
• pp.83-107
• /
• 2014

This paper studies the effects of economic development and cultural proximity as common determinants of trade in cultural goods in a dynamic preference selection model. For the empirical analysis, this paper utilizes the gravity framework with importer fixed effects and Poisson pseudo-maximum likelihood estimators. This paper applies the model to Korean export of broadcasting contents to Asian countries. The relative economic development of the export country and the market size of the import country are important determinants of cultural trade, the results of which are generally consistent with traditional goods trade. However, the distance variable does not show much significance, reflecting the unique characteristics of trade in cultural goods.

• Journal of Broadcast Engineering
• /
• v.17 no.5
• /
• pp.864-875
• /
• 2012

In this paper, we propose a carrier frequency offset estimation method for single-carrier MIMO systems. In the proposed method, phase rotated PN (Pseudo-Noise) sequences are transmitted to prevent a cancelling out of partial PN sequences. After removing a modulation of received PN sequences by multiplying of complex conjugated PN Sequences which are locally generated in receiver, a CFO (Carrier Frequency Offset) is accurately estimated by employing L&R method which is a kind of ML (Maximum Likelihood) estimation algorithm and uses multiple auto-correlatos. In addition, the frequency offset estimation scheme by using channel state information is proposed for accurate CFO estimation in time-varying Rayleigh channel. By performing computer simulations, MSE (Mean Square Error) performance of proposed method is almost same as MSE performance of SISO systems in AWGN channel. Moreover, MSE Performance of proposed method with using channel information is higher than MSE performances of SISO system and conventional method in time-varying Rayleigh channel.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2020.06a
• /
• pp.279-279
• /
• 2020

최근 copula 모형은 여러 확률변수를 갖는 수문현상에 대해 빈도해석을 수행할 경우 결합확률분포형으로 유용하게 사용되고 있다. 하나의 자료를 확률변수로 사용하는 단변량 빈도해석에 비해 여러 수문자료를 동시에 각각 확률변수로 취하여 결합확률분포형을 추정할 수 있는 다변량 빈도해석은 수문자료의 상관성을 고려하면서 확률분포형을 추정할 수 있다는 장점이 있다. Copula 모형 중 Gumbel copula는 extreme-value 확률분포형으로 극치사상에 적합한 확률분포형이다. 본 연구에서는 Gumbel copula를 이용하여 우리나라 기상청 64개 종관기상관측소의 강우자료로부터 극치 강우사상을 추출하고, 이를 이용하여 빈도해석을 수행하였다. 극치 강우사상은 전체 강우사상 중 각 년도별로 최대강우량을 갖는 연최대강우량사상(annual maximum volume event)을 사용하였다. 각 확률변수의 주변분포형으로는 gamma, Gumbel, generalized extreme value, generalized logistic, Weibull 등 5개 확률분포형을 검토하였으며 각각 적합한 주변분포형을 적용하고 copula 모형의 매개변수는 의사최우도법(maximum pseudo-likelihood method)를 사용하여 추정하였다. 또한 추정된 copula 모형은 Cramer-von Mises 함수와 경험적 copula를 이용하여 적합도 검정을 수행하였다. 이를 통해 극치강우사상에 대하여 Gumbel copula 모형의 적용성을 검토하였으며 추정된 결합확률분포형을 이용하여 빈도별 확률강우사상을 2차원 등치선(contour line)형태로 제시하였다.