• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.867-873
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• 2001

In this paper we propose a family of skew- f distributions. The family is derived by a scale mixtures of skew-normal distributions introduced by Azzalini (1985) and Henze (1986). The salient features of the family are mathematical tractability and strict inclusion of the normal law. Further it includes a shape parameter, to some extent, controls the index of skewness. Necessary theory involved in deriving the family of distributions is provided and main properties of the family are also studied.

• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.397-405
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• 1998

We develop parametric bootstrap model selection criteria in an example to fit a random sample to either a general normal distribution or a normal distribution with prespecified mean. We apply the bootstrap methods in two ways; one considers the direct substitution of estimated parameter for the unknown parameter, and the other focuses on the bias correction. These bootstrap model selection criteria are compared with AIC. We illustrate that all the selection rules reduce to the one sample t-test, where the cutoff points converge to some certain points as the sample size increases.

• Journal of the Korean Data and Information Science Society
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• 제21권3호
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• pp.575-580
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• 2010

The Fisher information matrix plays a significant role in statistical inference in connection with estimation and properties of variance of estimators. In this paper, the parameter space of the t-distribution using its Fisher's matrix is de ned. The ${\alpha}$-scalar curvatures to parameter space are calculated.

• 소음진동
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• 제8권5호
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• pp.814-820
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• 1998

Vibration data from two blasting sites were analyzed to determine the sufficient sample number for blasting vibration estimation. Most important result is that much more than 30 sample data and succeeding measurement are necessary to estimate confident blasting vibration level and to determine limit scaled distance.

• 호남수학학술지
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• 제28권3호
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• pp.433-438
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• 2006

The Fisher information matrix plays a significant role in statistical inference in connection with estimation and properties of variance of estimators. In this paper, the parameter space of the t-distribution using its Fisher's matrix is defined. The Riemannian and scalar curvatures to parameter space are calculated.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2010년도 추계학술대회 논문집
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• pp.877-878
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• 2010

• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.182-185
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• 1990

Let a p-component vector y have a p-variate normal distribution $N(b\theta, \Sigma), \Sigma$ unknown, b specified, then for testing $\theta = 0$ against general $\theta$, Khatri and Rao (1987) derive a certain t test and obtain its power function. This paper presents a direct derivation of this power function in terms of the original variates unlike Khatri and Rao (1987) who resort to the canonical transformations of the original variates and the conditional distributions.

• Bulletin of the Korean Chemical Society
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• 제26권11호
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• pp.1723-1727
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• 2005

A generalized fractional diffusion equation (FDE) is presented, which describes the time-evolution of the spatial distribution of a particle performing continuous time random walk (CTRW) on a fractal lattice. For a case corresponding to the CTRW with waiting time distribution that behaves as $\psi(t) \sim (t) ^{-(\alpha+1)}$, the FDE is solved to give analytic expressions for the Green’s function and the mean squared displacement (MSD). In agreement with the previous work of Blumen et al. [Phys. Rev. Lett. 1984, 53, 1301], the time-dependence of MSD is found to be given as < $r^2(t)$ > ~ $t ^{2\alpha/dw}$, where $d_w$ is the walk dimension of the given fractal. A Monte-Carlo simulation is also performed to evaluate the range of applicability of the proposed FDE.

• 한국정보처리학회논문지
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• 제4권1호
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• pp.177-183
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• 1997

비 중심t분포의 누적함수는 두 정규모집단에서 모평균의 동일성 검정에서 검정력 계산 및 모 평균에 대한 표준편차의 비에 대하여 신뢰구간을 계산할 때 요구된다. 본 논문에서는 비중심t분포의 누적함수 계산에 신경망 이론을 적용하였다. 신경망은 다 층 퍼셉트론이며 학습과정은 역전파 학습알고리즘이다. Fisher가 제시한 확률값과 신 경망이론에 의하여 계산한 결과를 비교하였다.

• International Journal of Reliability and Applications
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• 제15권1호
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• pp.1-9
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• 2014

Let X and $X_t$ denote the lifetime and the residual life at age t, respectively. X is said to be a NBUL (new better than used in Laplace transform order) random variable if $X_t$ is smaller than X in Laplace order, i.e., $X_t{\leq}_{LT}X$. We propose a new test statistics for testing exponentiality versus NBUL class of life distribution. The tests by Hollender and Proschan (1975) and the generalized Hollender and Proschan test by Ains and Mitra (2011) are considered as special cases of the our of test statistics. Our proposed test statistics is simple, consistent and asymptotically normal. Efficiency and powers of the test statistics for some commonly used distributions in reliability are discussed. Finally, real examples are presented to illustrate the theoretical results.