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Communications for Statistical Applications and Methods
Journal Basic Information
pISSN :
2287-7843
eISSN :
2383-4757
Journal DOI :
10.5351/CSAM
Frequency :
Others
Publisher:
The Korean Statistical Society
Editor in Chief :
Byeong-Chan Seong
Volume & Issues
Volume 6, Issue 3 - Dec 1999
Volume 6, Issue 2 - Aug 1999
Volume 6, Issue 1 - Apr 1999
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1
A Graphical Method for Evaluating the Mixture Component Effects of Ridge Regression Estimator in Mixture Experiments
Jang, Dae-Heung ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 1~10
Abstract
When the component proportions in mixture experiments are restricted by lower and upper bounds multicollinearity appears all too frequently. The ridge regression can be used to stabilize the coefficient estimates in the fitted model. I propose a graphical method for evaluating the mixture component effects of ridge regression estimator with respect to the prediction variance and the prediction bias.
2
Rao-Wald Test for Variance Ratios of a General Linear Model
Li, Seung-Chun ; Huh, Moon-Yul ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 11~24
Abstract
In this paper we propose a method to test
:
=
for 1
against
:
for some ｉin k-variance component random or mixed linear model where
i denotes the ratio of the i-th variance component to the error variance and
K. The test which we call Rao-Wald test is exact and does not depend upon nuisance parameters. From a numerical study of the power performance of the test of the interaction effect for the case of a two-way random model Rao-Wald test was seen to be quite comparable to the locally best invariant (LBI) test when the nuisance parameters of the LBI test are assumed known. When the nuisance parameters of the LBI test are replaced by maximum likelihood estimators Rao-Wald test outperformed the LBI test.
3
A Reference Value for Cook's Measure
Lee, Jae-Jun ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 25~32
Abstract
A single outlier can influence on the least squares estimators and can invalidate analysis based on these estimators. The Cook's statistic has been introduced to measure influence of individual data point on parameter estimation and the quantile of the F distribution is recommended as a reference value. but in practice subjective judgement is applied in the choice of appropriate quantile. A simple reference value is introduced in this paper which is developed by approximating conditional quantities of Cook's measure. The performance of the proposed criterion is evaluated through analysis of real data set.
4
A Diagnostic Method in Principal Factor Analysis
Kang-Mo Jung ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 33~42
Abstract
A method of detecting influential observations in principal factor analysis is suggested. it is based on a perturbation of the empirical distribution function and an adoption of the local influence method. An illustrative example is given.
5
Local Influence in Quadratic Discriminant Analysis
Jung, Kang-Mo ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 43~52
Abstract
The local influence method is adapted to quadratic discriminant analysis for the identification of influential observations affecting the estimation of probability density function probabilities and log odds. The method allows a simultaneous perturbation on all observations so that it can identify multiple influential observations. The proposed method is applied to a real data set and satisfactory result is obtained.
6
Improved Two Points Algorithm For D-optimal Design
Ahn, Yunkee ; Lee, Man-Jong ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 53~68
Abstract
To improve the slow convergence property of the steepest ascent type algorithm for continuous D-optimal design problems. we develop a new algorithm. We apply the nonlinear system of equations as the necessary condition of optimality and develop the two-point algorithm that solves the problem of clustering. Because of the nature of the steepest coordinate ascent algorithm avoiding the problem of clustering itself helps the improvement of convergence speed. The numerical examples show the performances of the new method is better than those of various steepest ascent algorithms.
7
A Simple
Factor (
) for Control Charts
Lee, Jea-Young ; Lee, Jae-Woo ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 69~76
Abstract
A new statistic {{{{ {d }`_{2 } ^{s } }}}} is introduced for constructing co ntrol limits. It is easier and more convienient than d2 We will show the characteristic of {{{{ {d }`_{2 } ^{s } }}}} and evaluate {{{{ {d }`_{2 } ^{s } }}}} through average run length(ARL).
8
A study on Process Capabilit Index using Semi-Variance
DaeKyung Kim ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 77~88
Abstract
A new measure of the process capability index(PCI)
is proposed that takes into account the proximity to the target value as well as process mean and process variation when we assessing process performance. using the semivariance estimators proposed by Choobineh and Branting (1986) and Josephy and Aczel (1993) the estimator(
) of new index has been solved and the properties of these estimators have been examined through simulations. Also we compare the performance between
and
which is developed by Johnson kotz and Pearn(1992).
9
Estimation of Reliability for a Tow-Component Parallel Stress-Strength System
Hong, Yeon-Woong ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 89~98
Abstract
In this paper we estimate the reliability of parallel system with two components. We assume that the strengths of these components follow bivariate exponential(BVE) models proposed by Marshall-Olkin(1967) Block-Basu(1974) Freund(1961) and Proschan-Sullo(1974) These two components are subjected to a normally distributed random stress which is independent of the strength of the components. If the strengths (
,
) are subjected to a stress(
) then the system reliability (
) is given by $\textit{R}=\textit{P}[\textit{Y}
follow BVE of Marshall-Olkin.
10
Cost Optimization of Ineffective Periodic Preventive Maintenance
Jung, Gi-Mun ; Park, Dong-Ho ; Yum, Joon-Keun ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 99~106
Abstract
This paper considers an imperfect repair model for which the repairable system is maintained preventively at periodic times and is replaced by a new system when a predetermined number of preventive maintenance has been applied. our main objective of this is to determine the optimal number of preventive maintenances before the system is replaced and the optimal length of interval between two consecutive preventive maintenances under a new repair model which is referred to as an ineffective preventive maintenance. Such a model assumes a periodic preventive maintenance in which the system is effectively maintained with a certain probability. Otherwise the system is not improved at all after each maintenance and thus the failure rate remains the same as before. The criteria to determine the optimal number of preventive maintenances and length of period is the expected cost rate per unit time for an infinite time span. We give the explicit expressions for the expected cost rate per unit time. Some numerical examples are presented for illustrative purposes.
11
Cluster Sampling in Sampling Inspection: Bayes Estimation
Juyoung Lee ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 107~116
Abstract
We propose a sample design which minimize Bayes risk for cluster smpling in sampling inspection. We treat a pilot sample and an additional sample size as random variable. In addition we compute an appropriate cluster size for handling over-dispersion.
12
Modified Nayak's Randomized Response Model
Lee, Gi-Sung ; Hong, Ki-Hak ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 117~130
Abstract
Nayak(1994) suggested a combined randomized response model that combined the Warner's model and greenberg et al.'s model. In this paper we extend Nayak's model to two sample case of including unknown unrelated character also propose some combined models such W-M model and G-M model that modify the Nayak's model. We suggest the efficiency conditions of our models for Nayak's model, also find the efficiency condition of G-M model for the W-M model.
13
Variance Estimation Using Poststratified Complex Sample
Kim, Kyu-Seong ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 131~142
Abstract
Estimators for domains and approximate estimators of their variance are derived using post-stratified complex sample. Furthermore we propose an adjusted variance estimator of a domain mean in case of considering the post-stratified complex sample as simple random sample. A simulation study based on the data of Farm Household Economy Survey is presented to compare variance estimators numerically. From the study we showed that our adjusted variance estimator compensate for the under-estimation problem considerably.
14
Adjusting Practical Aims in Optimal Extended Double Sampling Plans
Ko, Seoung-gon ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 143~150
Abstract
Ko(1998) proposed a procedure to enhance the efficiency of double sampling plans by allowing second-stage sample size and critical region to depend on first-stage evidence using constraint optimization approaches. In this study further developments of such plans by incorporating several practically possible researcher's aims into the optimization are considered. Comparisons are made with the optimal ordinary double sampling plan and also among them It is observed that it is to some extent possible to match the details of the optimization to certain qualitative methodological aims.
15
Distribution-Free Tests for Cross-Over Design Data
Kim, Dong-Jae ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 151~158
Abstract
Distribution-free tests are proposed for AB/BA 2*2 cross-over design data based on placements introduced by Orban and Wolfe(1992). In this paper we suggest the homogeneity test or carry-over effects and also suggest the test for direct effects and the test for period effects under the same carry-over effects. The properties such as iterative asymptotic distribution for the proposed tests are discussed.
16
Conditional Signed-Rank Test for the Tree Alternatives in the Randomized Block Design
Yang, Wan-Youn ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 159~168
Abstract
We introduce a new conditional signed-rank test for the tree alternatives comparing several treatments with a control in the randomized block design. We demonstrate its performance by comparing with 3 classes of signed-rank tests proposed by Park et al.(1991) in some general situations. In most cases the proposed procedure is simpler to compute and has better power than others.
17
Inference of Parameters for Superposition with Goel-Okumoto model and Weibull model Using Gibbs Sampler
Heecheul Kim ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 169~180
Abstract
A Markov Chain Monte Carlo method with development of computation is used to be the software system reliability probability model. For Bayesian estimator considering computational problem and theoretical justification we studies relation Markov Chain with Gibbs sampling. Special case of GOS with Superposition for Goel-Okumoto and Weibull models using Gibbs sampling and Metropolis algorithm considered. In this paper discuss Bayesian computation and model selection using posterior predictive likelihood criterion. We consider in this paper data using method by Cox-Lewis. A numerical example with a simulated data set is given.
18
Bayesian Methods for Combining Results from Different Experiments
Lee, In-Suk ; Kim, Dal-Ho ; Lee, Keun-Baik ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 181~191
Abstract
We consider Bayesian models allow multiple grouping of parameters for the normal means estimation problem. In particular, we consider a typical Bayesian hierarchical approach based on thepartial exchangeability where the components within a subgroup are exchangeable, but the different subgroups are not. We discuss implementation of such Bayesian procedures via Gibbs sampling. We illustrate the proposed methods with numerical examples.
19
A Bayesian Test Criterion for the Behrens-Firsher Problem
Kim, Hea-Jung ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 193~205
Abstract
An approximate Bayes criterion for Behrens-Fisher problem (testing equality of means of two normal populations with unequal variances) is proposed and examined. Development of the criterion involves derivation of approximate Bayes factor using the imaginary training sample approachintroduced by Spiegelhalter and Smith (1982). The proposed criterion is designed to develop a Bayesian test criterion having a closed form, so that it provides an alternative test to those based upon asymptotic sampling theory (such as Welch's t test). For the suggested Bayes criterion, numerical study gives comparisons with a couple of asymptotic classical test criteria.
20
Accuracy of Brownian Motion Approximation in Group Sequential Methods
Euy Hoon Suh ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 207~220
Abstract
In this paper, some of the issue about a group sequential method are considered in the Bayesian context. The continuous time optimal stopping boundary can be used to approximate the optimal stopping boundary for group sequential designs. The exact stopping boundary for group sequential design is obtained by using the backward induction method and is compared with the continuous optimal stopping boundary and the corrected continuous stopping boundary.
21
Hierarchical and Empirical Bayes Estimators of Gamma Parameter under Entropy Loss
Chung, Youn-Shik ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 221~235
Abstract
Let be
,...,
,
independent random variables where each
has a gamma distribution with
and
The problem is to simultaneously estimate
gamma parameters
and
under entropy loss where the parameters are believed priori. Hierarch ical Bayes(HB) and empirical Bayes(EB) estimators are investigated. And a preference of HB estimator over EB estimator is shown using Gibbs sampler(Gelfand and Smith 1990). Finally computer simulation is studied to compute the risk percentage improvements of the HB estimator and the estimator of Dey Ghosh and Srinivasan(1987) compared to UMVUE estimator of
.
22
Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability
Oh, Hyun-Sook ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 237~249
Abstract
It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in
dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.
23
A Program for Statistical Education through Simulation
SookHee Choi ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 251~259
Abstract
The purpose of this study is to develope a program for statistics education. This program deals with simulation which is helpful in understanding some elementary statistical concepts. This program under multimedia environment which includes sound video animation etc. doesn't show only the result but make it possible for students to execute the program by stages. This type of dynamic learning is efficient to overcome the limits of teaching materials or classroom work. Also it can interest students greatly. By executing it the students can understand the method and meaning of simulation and acquire concepts of probability and statistical inference naturally.
24
Geometric Interpretation on Chebyshev Type Inequalities
Lee, Kee-Won ; Kim, Yoon-Tae ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 261~266
Abstract
We present a geometric interpretation of Chebyshev type inequalities. This uses a simple diagram which illustrates the functional bound for the indicator function of the event whose probability we want to assess. We also give a geometric interpretation of the inequalities in terms of volume in a Euclidean space of appropriate dimension. Markov's inequality and Chebyshev's inequality are treated in more detail.
25
On Doubly Stochastically Perturbed Dynamical Systems
Oesook Lee ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 267~274
Abstract
We consider a doubly stochastically perturbed dynamical system {
} generated by
is a Markov chain of random functions and
is i.i.d. random elements. Sufficient conditions for stationarity and geometric ergodicity of
are obtained by considering asymptotic behaviours of the associated Markov chain. Ergodic theorem and functional central limit theorem are proved.
26
Comparison of Best Invariant Estimators with Best Unbiased Estimators in Location-scale Families
Seong-Kweon ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 275~283
Abstract
In order to estimate a parameter
, in a distribution belonging to a location-scale family we usually use best invariant estimator (BIE) and best unbiased estimator (BUE). But in some conditions Ryu (1996) showed that BIE is better than BUE. In this paper we calculate risks of BIE and BUE in a normal and an exponential distribution respectively and calculate a percentage risk improvement exponential distribution respectively and calculate a percentage risk improvement (PRI). We find the sample size n which make no significant differences between BIE and BUE in a normal distribution. And we show that BIE is always significantly better than BUE in an exponential distribution. Also simulation in a normal distribution is given to convince us of our result.
27
Estimation of the Lorenz Curve of the Pareto Distribution
Kang, Suk-Bok ; Cho, Young-Suk ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 285~292
Abstract
In this paper we propose the several estimators of the Lorenz curve in the Pareto distribution and obtain the bias and the mean squared error for each estimator. We compare the proposed estimators with the uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) in terms of the mean squared error (MSE) through Monte Carlo methods and discuss the results.
28
UMP Unbiased Test for the Infection Rate in Group Testing
Kwon, Se-hyug ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 293~303
Abstract
When test outcomes of units are dichotomous and he infection rate is small group testing is more efficient that noe-to-one testing in estimating the true p and classifying units as infected or not. In this paper two-sided hypothesis testing and confidence intervals are derived based on the UMP(uniformly most powerful) unbiased test. The UMP unbiased approach is compared with Thompson's and Bhattacharyya et al.'s approaches by computing the length of confidence intervals and capture probabilities and shown to have a number of desirable properties. Unequal allocation one of advantages of the proposed approach is also mentioned.
29
Higber Order Expansions of the Cumulants and the Modified Normalizing Process of Multi-dimensional Maximum Likelihood Estimator
Jonghwa Na ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 305~318
Abstract
In this paper we derive the higher order expansions of the first four cumulants of multi-dimensional Maximum Likelihood Estimator (MLE) under the general parametric model up to and including terms of order O({{{{ {n }^{-1 } }}}}) Also we obtain the explicit form of the expansion of the normalizing trans formation of multi-dimensional MLE and show that the suggested normalizing process is much better than the normal approximation based on central limit theorem through example.
30
Estimations of the Minimum and Maximum for Two Generalized Uniform Scale Parameters
Lee, Chang-Soo ; Kim, Joong-Dae ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 319~326
Abstract
We shall derive several estimators for the minimum and maximum of two generalized uniform scale parameters with a common known shape parameter when the order of the scales is unknown and sample sizes are equal. Also we shall obtain the biases and mean squared errors for the proposed several estimators and compare numerically performances for the preposed several estimators.
31
A Note on Estimation of Multinomial Probabilities when Some Frequency Counts are Merged
Lee, Sang-Eun ; Park, C.J. ;
Communications for Statistical Applications and Methods, volume 6, issue 1, 1999, Pages 327~336
Abstract
In a multinomial sampling scheme some categories may be observed as partially classified because of technical or economic reasons. In this paper the maximum likelihood estimators(M.L.E) of multinomial probabilities are obtained when some frequencies are merged. We obtained the M.L.E and a method to evaluate the information gained by including merged frequencies in M.L.E we obtained an estimator of the covariance matrix and it is used to examine the information gained by including the merged frequency counts in estimating the cell probabilities. When certain individual frequency counts are missing a method is proposed for estimating the cell probabilities using EM algorithms.