• The Korean Journal of Applied Statistics
• /
• v.31 no.1
• /
• pp.109-122
• /
• 2018

The composite lognormal-generalized Pareto distribution (LN-GPD) is a mixture of right-truncated lognormal and GPD for a given threshold value. Scollnik (Scandinavian Actuarial Journal, 2007, 20-33, 2007) shows that the composite LN-GPD is adequate to describe body distribution and heavy-tailedness. This paper considers time-varying modeling of the LN-GPD based on local polynomial maximum likelihood estimation. Time-varying model provides significant detailed information of time dependent data, hence it can be applied to disciplines such as service engineering for staffing and resources management. Our work also extends to Beirlant and Goegebeur (Journal of Multivariate Analysis, 89, 97-118, 2004) in the sense of losing no data by including truncated lognormal distribution. Our proposed method is shown to perform adequately in simulation. Real data application to the service time of the Israel bank call center shows interesting findings on the staffing policy.

• The Korean Journal of Applied Statistics
• /
• v.25 no.1
• /
• pp.183-196
• /
• 2012

The inference for incomplete data such as missing data, truncated distribution and censored data is a phenomenon that occurs frequently in statistics. To solve this problem, Expectation Maximization(EM), Monte Carlo Expectation Maximization(MCEM) and Stochastic Expectation Maximization(SEM) algorithm have been used for a long time; however, they generally assume known distributions. In this paper, we propose the Metropolis-Hastings Expectation Maximization(MHEM) algorithm for unknown distributions. The performance of our proposed algorithm has been investigated on simulated and real dataset, KOSPI 200.

• Communications for Statistical Applications and Methods
• /
• v.21 no.5
• /
• pp.461-469
• /
• 2014

Characteristic functions play an important role in probability and statistics; however, a rigorous derivation of these functions requires contour integration, which is unfamiliar to most statistics students. Without resorting to contour integration, Datta and Ghosh (2007) derived the characteristic functions of normal, Cauchy, and double exponential distributions. Here, we derive the characteristic functions of t, truncated normal, skew-normal, and skew-t distributions. The characteristic functions of normal, cauchy distributions are obtained as a byproduct. The derivations are straightforward and can be presented in statistics masters theory classes.

• Structural Engineering and Mechanics
• /
• v.21 no.1
• /
• pp.53-66
• /
• 2005

When a large number of identical cylinders are placed in an array with equal separation distance, near-resonant phenomena may occur between cylinders at critical frequencies, and cause large wave forces on each element of the array. In this paper, 64 truncated circular cylinders arranged in 4 rows and 16 columns are considered to check occurrence of near-resonant phenomena and performance of theoretical predictions based on the potential flow. Experiments are conducted in head waves to measure the wave elevation along the longitudinal centerline of the model, and measured results are compared with numerical ones. Attention is focused on the spatial variation of the wave amplitude around the first near-trapped-mode frequency.

• Journal of the Chungcheong Mathematical Society
• /
• v.26 no.3
• /
• pp.441-451
• /
• 2013

In this paper, we derive recurrence relations for moments of lower generalized order statistics within a class of doubly truncated distributions. Inverse Weibull, exponentiated Weibull, power function, exponentiated Pareto, exponentiated gamma, generalized exponential, exponentiated log-logistic, generalized inverse Weibull, extended type I generalized logistic, logistic and Gumble distributions are given as illustrative examples. Further, recurrence relations for moments of order statistics and lower record values are obtained as special cases of the lower generalized order statistics, also two theorems for characterizing the general form of distribution based on single moments of lower generalized order statistics are given.

• Journal of the Korean Society of Safety
• /
• v.12 no.1
• /
• pp.9-18
• /
• 1997

This paper is a study on the dynamic characteristics of truncated cone type squeeze film damper(SFD) bearing and rotor system. This model can alter the radial oil film gap which Is Important to the performance of rotor-bearing system and manufactured easily to change the shape concept of traditional circular type SFD bearing. In theoretical analysis, the oil film pressure distribution, the oil film force, the film damping coefficient and the eccentricity ratio, etc. were induced with regard to the film inertia effect. The film damping coefficients and optimum design parameters are calculated. When unbalance parameter U is greater than 0.2, the nonlinear vibration such as "Jump" phenomena appears in the vicinity of rotor critical speed. At this time, the increases of bearing parameter U, journal distance S, Reynolds number Re can control this unstable vibration. The experimental results show that SFD hearing and rotor system which are designed according to the design parameters in the stable region are operated stably in rotational speed 9,600rpm without nonsynchronous behavior.

• Proceedings of the Korean Society for Quality Management Conference
• /
• 1998.11a
• /
• pp.544-555
• /
• 1998

Although the bimodal mixed weibull distribution is used to developing burn-in model widely, the failure times for a component or a system is often truncated at some time, T, due to the obsolescence in the electronics industry. In this paper, we will determine minimum total cost and burn-in time by using the bimodal mixed weibull distribution and the truncated bimodal mixed weibull distribution under the free warranty policy. The results of this study are summarized as follows. First, when products or system is not repairable, the width of the change of burn-in time can be larger by ${\beta}_1,\;{\beta}_2$ Second, if burn-in time become longer, it will be impossible to consider the bum-in in a long time, and in this case, the burn-in time should be shorten by the acceleration burn-in. Third, in case that opportunity loss cost or repair cost is exceed the warranty cost, or the total cost of considering burn-in is larger than that of not considering burn-in, it is not existed burn-in time which makes total cost to minimize. Forth, the shorter life-cycle of product, the more burn-in times will be decreased and the cost in considering burn-in will be increased

• Journal of Biomedical Engineering Research
• /
• v.24 no.5
• /
• pp.459-464
• /
• 2003

The source current distribution in a heart was reconstructed from the magnetocardiogram (MCG) and its clinical usefulness was demonstrated. MCG was measured using 40-channel superconducting quantum interference device (SQUID) gradiometers for a patient of Wolff-Parkinson-White (WPW) syndrome, which has an accessory pathway between the atria and the ventricles. Reconstruction of source current distribution in a plane below the chest surface was performed using minimum norm estimation (MNE) algorithm and truncated singular value decomposition (SVD), In the simulation, we confirmed that the current distributions. which were computed for the test dipoles, represented well the essential feature of the test current configurations, In the current map of WPW syndrome, we observed abnormal currents that would bypass the atrioventricular junction at a delta wave. However, we could not observe such currents any more after the surgery. These results showed that the obtained current distribution using MCG signals is consistent with the electrical activity in a heart and has clinical usefulness.

• The Korean Journal of Applied Statistics
• /
• v.33 no.1
• /
• pp.61-74
• /
• 2020

Interval-valued data, one type of symbolic data, are observed in the form of intervals rather than single values. Each interval-valued observation has an internal variation. Principal component analysis reduces the dimension of data by maximizing the variance of data. Therefore, the principal component analysis of the interval-valued data should account for the variance between observations as well as the variation within the observed intervals. In this paper, three principal component analysis methods for interval-valued data are summarized. In addition, a new method using a truncated normal distribution has been proposed instead of a uniform distribution in the conventional quantile method, because we believe think there is more information near the center point of the interval. Each method is compared using simulations and the relevant data set from the OECD. In the case of the quantile method, we draw a scatter plot of the principal component, and then identify the position and distribution of the quantiles by the arrow line representation method.

• Journal of Applied Reliability
• /
• v.4 no.1
• /
• pp.15-26
• /
• 2004

Life test is performed to set a confidence (lower) limit on the mean or median life of items if the number of failures at the end of the fixed time t does not exceed a given number c. Gupta(1962) propose a sampling plan for truncated life tests when the life distribution of an item is normal or lognormal distribution. In this paper, based on the result of Gupta(1962), we propose a sampling plan for failure rate test when an item has normal or lognormal life distribution. We assume that the shape parameter is known while the location parameter is unknown.