• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.353-359
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• 2003

This paper deals with the problem of testing mean change with one change-point with the normal random variables. We propose a test with the mean difference for change in a location parameter. A power comparison study of various change-point test statistics is performed via Monte Carlo simulation with S-plus software.

• Journal of applied mathematics & informatics
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• 제7권2호
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• pp.653-664
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• 2000

The problem of inference about the unknown change-point with a change in mean is considered. We suggest a nonparametric change-point estimator using window and prove its consistency when the errors are from the distribution with the mean zero and the common variance. a comparison study is done by simulation on the mean, the variance, and the proportion of matching the true change-points.

• Communications for Statistical Applications and Methods
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• 제7권3호
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• pp.789-798
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• 2000

The mean residual function is the expected remaining life of an item at age x. The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, we develop a family of test statistics for testing whether or not the mean residual life changes its trend. The asymptotic normality of the test statistics is established. Monte Carlo simulations are conducted to study the performance of our test statistics.

• Communications for Statistical Applications and Methods
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• 제15권3호
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• pp.421-427
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• 2008

This paper deals with the problem of testing for the existence of change in mean and estimating the change-point when the data are from the exponential distributions. The likelihood ratio test statistic and Gombay and Horvath (1990) test statistic are compared in a power study when there exists one change-point in the exponential means. Also the change-point estimator using the likelihood ratio and the change-point estimators based on Gombay and Horvath (1990) statistic are compared for their detecting capability via simulation.

• 한국농공학회논문집
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• 제47권6호
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• pp.15-24
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• 2005

The normalization on the characteristics of water level change at the upstream gauging station was attempted according to the operation of drainage sluice gate of the Geumgang estuary dam. The characteristics were normalized by the analysis of water level change and by the linear-regression of the water level data measured at the inner station of Geumgang estuary dam and upstream gauging station. The results of normalization may be referred to the management of Geumgang estuary lake, the operation of pumping and drainage stations in the shore of the lake. The mean response time of water level change on Ibpo, Ganggyeong and Gyuam water level station were 39,81 and 160 minutes, when sluice gate was opened respectively. The mean velocity of surface wave, the mean displacement of water level change, the mean time of water level change and the mean rate of water level change varied largely depending on the location of gauging station and the characteristics of stream section of the water level gauging station.

• Journal of the Korean Data and Information Science Society
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• 제11권2호
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• pp.279-293
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• 2000

위치 모수에 대해 1개의 변화점이 있는 경우 Carlstein(1988)의 변화점 추정량을 순위함수와 평균함수를 이용하여 변형시킨 변화점 추정통계량을 제안하였다. 모의 실험을 통해 Carlstein(1988) 변화점 추정량과 제안하는 변화점 추정량의 평균, 평균제곱오차와 변화점 추정비율을 계산하여 비교하였다.

• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.607-619
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• 2006

We consider the problem of testing the existence of change in mean and estimating the change-point when the data are from the normal distribution. A change-point estimator using the likelihood ratio test statistic, Gombay and Horvath (1990) test statistic, and nonparametric change-point estimator using Carlstein (1988) empirical distribution are studied when there exists one change-point in the mean. A power study is done to compare the change test statistics. And a comparison study of change-point estimators for estimation capability is done via simulations with S-plus software.

• 한국대기환경학회지
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• 제30권3호
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• pp.223-232
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• 2014

Monthly variations of radiative forcing (RF) and mean temperature changes by greenhouse gases emitted from commercial aircraft were estimated based on the simplified expression at four international airports (Incheon, Gimpo, Jeju, and Gimhae Airports) during the years of 2009~2010. The highest RF and mean temperature change in the study area occurred at Incheon Airport, whereas the lowest RF and mean temperature change at Gimhae Airport. During 2009~2010, the mean RF and mean temperature change estimated from aircraft $CO_2$ emissions at Incheon Airport were approximately 30.0 $mW/m^2$ and $0.022^{\circ}K$, respectively. The mean RF and mean temperature changes caused by other greenhouse gas $N_2O$ was significantly small (<<0.1 $mW/m^2$ and << $1{\times}10^{-3}^{\circ}K$). Meanwhile, $CH_4$ emissions caused negative mean RF ($-4.45{\times}10^{-3}mW/m^2$ at Incheon Airport) and the decrease of mean temperature ($-3.83{\times}10^{-6}^{\circ}K$) due to consumption of atmospheric $CH_4$ in the aircraft engine.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.187-199
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• 2003

We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

• International Journal of Reliability and Applications
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• 제3권2호
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• pp.91-98
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• 2002

A class of life distributions, whose mean residual life keeps stable at its earlier phase and then starts to decrease in time, is proposed to model the life of an element haying survived its burn-in. A strongly consistent estimator and a nonparametric testing procedure are developed to locate the occurrence of the change-point of the mean residual life. Finally, some numerical simulations are employed to be an illustration as well.