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Kim, Hee-Jae Korean Data and Information Science Society 2004 한국데이터정보과학회지 Vol.15 No.1
We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with Rayleigh lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.
Asymptotic Relative Efficiency for New Scores in the Generalized F Distribution
Choi, Young-Hun The Korean Statistical Society 2004 Communications for statistical applications and me Vol.11 No.3
In this paper we introduced a new score generating function for the rank dispersion function in a multiple linear model. Based on the new score function, we derived the asymptotic relative efficiency, ARE(11, rs), of our score function with respect to the Wilcoxon scores for the generalized F distributions which show very flexible distributions with a variety of shape and tail behaviors. We thoroughly explored the selection of r and s of our new score function that provides improvement over the Wilcoxon scores.
Park, Kyungmee The Korean Statistical Society 2001 Communications for statistical applications and me Vol.8 No.3
We derive the asymptotic relative efficiencies in two special cases of Chaudhuri's estimators for the multivariate one sample problem. And we compare those two when observations are independent and identically distributed from a family of spherically symmetric distributions including normal distributions.
Asymptotic Relative Efficiency of t-test Following Transformations
Yeo, In-Kwon The Korean Statistical Society 1997 Journal of the Korean Statistical Society Vol.26 No.4
The two-sample t-test is not expected to be optimal when the two samples are not drawn from normal populations. According to Box and Cox (1964), the transformation is estimated to enhance the normality of the tranformed data. We investigate the asymptotic relative efficiency of the ordinary t-test versus t-test applied transformation introduced by Yeo and Johnson (1997) under Pitman local alternatives. The theoretical and simulation studies show that two-sample t-test using transformed date gives higher power than ordinary t-test for location-shift models.
Quantile estimation using near optimal unbalanced ranked set sampling
Nautiyal, Raman,Tiwari, Neeraj,Chandra, Girish The Korean Statistical Society 2021 Communications for statistical applications and me Vol.28 No.6
Few studies are found in literature on estimation of population quantiles using the method of ranked set sampling (RSS). The optimal RSS strategy is to select observations with at most two fixed rank order statistics from different ranked sets. In this paper, a near optimal unbalanced RSS model for estimating p<sup>th</sup>(0 < p < 1) population quantile is proposed. Main advantage of this model is to use each rank order statistics and is distributionfree. The asymptotic relative efficiency (ARE) for balanced RSS, unbalanced optimal and proposed near-optimal methods are computed for different values of p. We also compared these AREs with respect to simple random sampling. The results show that proposed unbalanced RSS performs uniformly better than balanced RSS for all set sizes and is very close to the optimal RSS for large set sizes. For the practical utility, the near optimal unbalanced RSS is recommended for estimating the quantiles.
Asymptotic Relative Efficiency of Chi-squared Type Tests Based on the Empirical Process
Lee, Sang-Yeol The Korean Statistical Society 1996 Journal of the Korean Statistical Society Vol.25 No.3
The chi-squared type statistic generated from the empirical process can be used for testing the goodness of fit hypothesis on iid random sample. Lee (1995) showed that under some conditions, the chi-squared type statistic is asymptotically maximin in the sense of Strasser (1985). Since the chi-squared type statistic depends on the choice of *points in the unit interval, it is worth investigating the points yielding more efficient tests. Motivated by this viewpoint, we are led to study the asymptotic relative efficiency of chi-squared type tests in the same setting of Lee (1995). Some examples are given for illustration.
김희재 한국데이터정보과학회 2004 한국데이터정보과학회지 Vol.15 No.1
We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with Rayleigh lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.
Cha, Young-Joon,Lee, Jae-Man,Cho, Gyo-Young Korean Data and Information Science Society 1998 한국데이터정보과학회지 Vol.9 No.2
This paper presents the asymptotic relative efficiency of the nonparametric estimator relative to the parametric maximum likelihood estimator of the reliability function under the proportional hazards model of random censorship. Also we examine the efficiency loss due to censoring proportions and misson times.
Hee Jae Kim 한국데이터정보과학회 2004 한국데이터정보과학회지 Vol.15 No.1
We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with Rayleigh lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.
Improving Efficiency of the Moment Estimator of the Extreme Value Index
Yun, Seokhoon The Korean Statistical Society 2001 Journal of the Korean Statistical Society Vol.30 No.3
In this paper we introduce a method of improving efficiency of the moment estimator of Dekkers, Einmahl and de Haan(1989) for the extreme value index $\beta$. a new estimator of $\beta$ is proposed by adding the third moment ot the original moment estimator which is composed of the first two moments of the log-transformed sample data. We establish asymptotic normality of the new estimator and examine and adaptive procedure for the new estimator. The resulting adaptive estimator proves to be asymptotically better than the moment estimator particularly for $\beta$<0.