• Journal of the Korean Statistical Society
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• v.26 no.2
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• pp.231-243
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• 1997

In this paper we investigate weak convergence of the intergral processes whose index set is the non-compact infinite time interval. Our first goal is to develop the empirical central limit theorem as random elements of [0, .infty.) for an integral process which is constructed from iid variables. In developing the weak convergence as random elements of D[0, .infty.), we will use a result of Ossiander(4) whose proof heavily depends on the total boundedness of the index set. Our next goal is to establish the empirical central limit theorem for the Kaplan-Meier integral process as random elements of D[0, .infty.). In achieving the the goal, we will use the above iid result, a representation of State(6) on the Kaplan-Meier integral, and a lemma on the uniform order of convergence. The first result, in some sense, generalizes the result of empirical central limit therem of Pollard(5) where the process is regarded as random elements of D[-.infty., .infty.] and the sample paths of limiting Gaussian process may jump. The second result generalizes the first result to random censorship model. The later also generalizes one dimensional central limit theorem of Stute(6) to a process version. These results may be used in the nonparametric statistical inference.

• Journal of the Korean Statistical Society
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• v.32 no.2
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• pp.193-202
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• 2003

We consider a double threshold AR-ARCH type process and give sufficient conditions under which the higher-order moments exist. Geometric ergodicity and strict stationarity are also studied.

• Journal of the Korea Safety Management & Science
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• v.8 no.6
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• pp.109-118
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• 2006

This paper proposes service layout strategy considering service characteristics by the use of benchmarking production system such as layout by P-Q chart, improvement tool, automated system, Toyota production system and lean production system. This paper represents operation methodology of statistical process control using control chart for service performance outcomes.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.33-38
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• 1994

The OLS-estimator of the distribance variance in the linear regression model is shown to be asymptotically unbiased when the disturbances are MA(1)-process or particular s-th autocorrelated AR(s)-process.

• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.259-269
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• 1997

Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

• Communications for Statistical Applications and Methods
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• v.20 no.4
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• pp.339-345
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• 2013

In this paper, we give a tractable sufficient condition for functional central limit theorem to hold in Markov switching ARMA (p, q) model.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.731-739
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• 2000

Conditional least square estimators for the parameters of he NLAR(p) time series models are obtained. it is also shown that these estimators are consistent and asymptotically normal.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.871-884
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• 2000

Using simulation, we compare the perturbation analysis estimate and the forward difference estimate for the first and second derivatives of performance measures in a Markov renewal process. We find the perturbation analysis estimate has much les mean squared error than the traditional forward difference estimate.

• Journal of the Korean Statistical Society
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• v.25 no.3
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• pp.445-456
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• 1996

In this paper, we derive unbiased estimators for the sensitivities of expected performance measures in a Markov renewal process. We restrict our derivation to the performance measures during a busy cycle and apply smoothed perturbation analysis method to find those esti-mators. The results show all the terms in the derived estimators can be obtained from a single sample path.

• Journal of Korean Society for Quality Management
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• v.33 no.1
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• pp.22-31
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• 2005

With the common objective to improve process productivity and product quality, statistical process control (SPC) and engineering process control (EPC) have been widely used in the discrete-parts industry and the process industry, respectively. The major focus of SPC is on process monitoring, while that of EPC is on process adjustment. The emergence of the hybrid industry necessitates a synergistic combination of the two methods for an effective process control. This paper investigates the existing studies on SPC, EPC, and the integration of the two methods. This paper also presents future research issues in this field.