• Journal of the Korean Statistical Society
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• 제31권1호
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• pp.45-61
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• 2002

We consider the problem of estimating binomial proportions in the presence of nonignorable nonresponse using the Bayesian selection approach. Inference is sampling based and Markov chain Monte Carlo (MCMC) methods are used to perform the computations. We apply our method to study doctor visits data from the Korean National Family Income and Expenditure Survey (NFIES). The ignorable and nonignorable models are compared to Stasny's method (1991) by measuring the variability from the Metropolis-Hastings (MH) sampler. The results show that both models work very well.

• Communications for Statistical Applications and Methods
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• 제4권3호
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• pp.715-723
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• 1997

Multivariate control statistics to simultaneously monitor both means and variances for several quality variables under multivariate normal process are proposed. Performances of the proposed multivariate charts are evaluated in terms of average run length(ARL). Multivariate Shewhart chart is also proposed to compare the performances of multivariate exponentially weighted moving average(EWMA) charts. A numerical comparison shows that multivariate EWMA charts are more efficient than multivariate Shewhart chart for small and moderate shifts and multivariate EWMA scheme based on accumulate-combine approach is more efficient than corresponding multivariate EWMA chart based on combine-accumulate approach.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2003년도 추계학술대회
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• pp.75-80
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• 2003

The objectives of this study is to achieved by the use of the conceptual approach and accident data bases to develop statistical accident analysis, effectiveness values, comparison analysis of statistical models to determine which variables are significantly related to accidents, human factor, and hazard factor analysis, all of which were used in the railroad crossing. The result from this approach applicable to the railroad crossing where systematic safety management criteria have been considered.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.265-273
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• 2005

In this paper, we proposed multivariate EWMA control charts for both combine-accumulate and accumulate-combine approaches to monitor dispersion matrix of multiple quality variables. Numerical performance of the proposed charts are evaluated in terms of average run length(ARL). The performances show that small smoothing constants with accumulate-combine approach is preferred for detecting small shifts of the production process.

• Journal of the Korean Statistical Society
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• 제31권3호
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• pp.405-413
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• 2002

We consider a finite dam with general inputs and adopt the level crossing approach to obtain explicit formulas of the expected wet period, the expected loss of water due to overflows in a wet period, and the long-run proportion of loss in inputed water.

• Communications for Statistical Applications and Methods
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• 제17권3호
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• pp.309-318
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• 2010

The construction of asymptotic confidence intervals is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The coverage behaviors of several likelihood based confidence intervals and a Bayesian confidence interval are examined. It is shown that a hierarchical Bayesian approach gives a confidence interval with good frequentist properties. Confidence interval based on the Rao score is also shown to have good performance in terms of coverage probability. However, the Wald confidence interval covers true value less often than nominal level.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.607-617
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• 2003

This paper offers a practical comparison of efficiency between local likelihood approach and conventional kernel approach in density estimation. The local likelihood estimation procedure maximizes a kernel smoothed log-likelihood function with respect to a polynomial approximation of the log likelihood function. We use two types of data driven bandwidths for each method and compare the mean integrated squares for several densities. Numerical results reveal that local log-linear approach with simple plug-in bandwidth shows better performance comparing to the standard kernel approach in heavy tailed distribution. For normal mixture density cases, standard kernel estimator with the bandwidth in Sheather and Jones(1991) dominates the others in moderately large sample size.

• Structural Monitoring and Maintenance
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• 제4권4호
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• pp.381-396
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• 2017

Structural health monitoring (SHM) is a necessity for reliable and efficient functioning of engineering systems. Damage detection (DD) is a crucial component of any SHM system. Lamb waves are a popular means to DD owing to their sensitivity to small damages over a substantial length. This typically involves an active sensing paradigm in a pitch-catch setting, that involves two piezo-sensors, a transmitter and a receiver. In this paper, we propose a data-intensive DD approach for beam structures using high frequency signals acquired from beams in a pitch-catch setting. The key idea is to develop a statistical learning-based approach, that harnesses the inherent sparsity in the problem. The proposed approach performs damage detection, localization in beams. In addition, quantification is possible too with prior calibration. We demonstrate numerically that the proposed approach achieves 100% accuracy in detection and localization even with a signal to noise ratio of 25 dB.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.21-31
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• 2002

This paper considers a Bayesian approach to determine an optimal replacement policy for a repairable system with warranty period. The mathematical formula of the expected cost rate per unit time is obtained for two cases : RFRW(renewing free-replacement warranty) and RPRW(renewing pro-rata warranty). When the failure time is Weibull distribution with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal replacement policy. Some numerical examples are presented for illustrative purpose.

• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.531-540
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• 2007

When multiple objectives exist, there are three approaches exist. These are maximin design, compound design, and constrained design. Still, each of three design criteria has its own strength and weakness. In this paper Hybrid approach is suggested when multiple design objectives exist, which is a combination of maximin and constrained design. Sometimes experimenter has several objectives, but he/she has only one or two primary objectives, others less important. A new approach should be useful under this condition. The genetic algorithm is used for few examples. It has been proven to be a very useful technique for this complex situation. Conclusion follows.