• Journal of the Korean Statistical Society
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• 제23권1호
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• pp.89-102
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• 1994

A new method for approximating the average run length (ARL) of cumulative sum (CUSUM) chart is proposed. This method uses the conditional expectation for the test statistic before the stopping time and its asymptotic conditional density function. The values obtained by this method are compared with some other methods in normal and exponential case.

• Journal of the Korean Statistical Society
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• 제34권3호
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• pp.245-261
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• 2005

The marginal distribution of X is considered when (X, Y) has a truncated bivariate t-distribution. This paper mainly focuses on the marginal nontruncated distribution of X where Y is truncated below at its mean and its observations are not available. Several properties and applications of this distribution, including relationship with Azzalini's skew-normal distribution, are obtained. To circumvent inferential problem arises from adopting the frequentist's approach, a Bayesian method utilizing a data augmentation method is suggested. Illustrative examples demonstrate the performance of the method.

• Journal of the Korean Statistical Society
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• 제31권2호
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• pp.143-152
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• 2002

In an effort to make a right choice among ratio estimation strategies and PPS sampling strategies, we conduct an empirical investigation of the relative performances of three ratio estimation strategies and four PPS estimation strategies using a set of 12 natural populations. The quality of a strategy is measured in the traditional way, namely with the consideration of efficiency, achieved coverage rate of the nominal 99% confidence interval and approach to normality (asymmetry).

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 추계 학술발표회 논문집
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• pp.115-117
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• 2002

In this paper, we obtain an explicit formula of the Laplace transform of the forward recurrence time at finite time t > 0 in an alternating renewal process, by adopting a Markovian approach. As a consequence, we obtain the first two moments of the forward recurrence time.

• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.551-560
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• 2010

This paper considers a Bayesian approach to modeling a flexible regression function under structural measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under structural measurement error model without a semiparametric component.

• Journal of the Korean Statistical Society
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• 제18권2호
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• pp.135-148
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• 1989

Cumulative sum schemes based on a weighted score are considered for controlling the mean of a continuous production process; in which both the one-sided and two-sided schemes are proposed. The average run lengths and the run length distributions for the proposed schemes are obtained by the Markov chain approach. Comparisons by the average run length show that the proposed schemes perform nearly as well as the standard cumulative sum schemes in detecting changes in the process mean. Comparisons of the one-sided schemes by the run length distribution are also presented.

• Communications for Statistical Applications and Methods
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• 제6권2호
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• pp.413-422
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• 1999

Multivariate EWMA control charts to simultaneously monitor correlation coefficients of correlated quality characteristics under multivariate normal process are proposed. Performances of the proposed charts are measured in terms of average run length(ARL). Numerical results show that smalle values for smoothing constant with accumulate-combine approach are preferred for detecting smalle shifts.

• Communications for Statistical Applications and Methods
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• 제6권1호
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• pp.181-191
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• 1999

We consider Bayesian models allow multiple grouping of parameters for the normal means estimation problem. In particular, we consider a typical Bayesian hierarchical approach based on thepartial exchangeability where the components within a subgroup are exchangeable, but the different subgroups are not. We discuss implementation of such Bayesian procedures via Gibbs sampling. We illustrate the proposed methods with numerical examples.

• Journal of the Korean Statistical Society
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• 제25권4호
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• pp.515-527
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• 1996

It has been known for mean field models that the limiting distribution reflecting the asymptotic behavior of the system is non-Gaussian at the critical state. Recently, however, Papangelow showed for the critical Curie-Weiss mean field model that there exist Gaussian structures in the asymptotic behavior of the total magnetization. We construct Gaussian structures existing in the internal fluctuation of the system for the critical case of a generalized Curie-Weiss mean field model.

• Communications for Statistical Applications and Methods
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• 제10권3호
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• pp.795-804
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• 2003

In this article, a tomography for the estimation of the origin-destination(OD) traffic intensities in dynamic routing network is considered. Vardi(1996)'s approach based on fixed route is not directly applicable to dynamic routing protocols, which arises from the fact that we cannot access the route at every observation time. While it uses link-wise traffics as the observations, the proposed method considers the triple of ingress/outgress/relayed traffics data at each node so that we can transform the problem into a routing-independent tomography. An EM algorithm for implementation and some simulated experiments are provided.