• Journal of the Korean Statistical Society
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• v.34 no.2
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• pp.125-140
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• 2005

In this paper, we consider the estimation of the correlation coefficient in the bivariate normal distribution, based on a sample obtained using a modification of the moving extreme ranked set sampling technique (MERSS) that was introduced by Al-Saleh and Al-Hadhrami (2003a). The modification involves using a concomitant random variable. Nonparametric-type methods as well as the maximum likelihood estimation are considered under different settings. The obtained estimators are compared to their counterparts that are obtained based simple random sampling (SRS). It appears that the suggested estimators are more efficient

• Communications for Statistical Applications and Methods
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• v.25 no.3
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• pp.283-296
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• 2018

Ranked set sampling, as introduced by McIntyre (Australian Journal of Agriculture Research, 3, 385-390, 1952), dealt with the estimation of the mean of one population. To deal with two or more variables, different forms of bivariate and multivariate ranked set sampling were suggested. For a technique to be useful, it should be easy to implement in practice. Bivariate ranked set sampling, as introduced by Al-Saleh and Zheng (Australian & New Zealand Journal of Statistics, 44, 221-232, 2002), is not easy to implement in practice, because it requires the judgment ranking of each of the combination of the order statistics of the two characteristics. This paper investigates two modifications that make the method easier to use. The first modification is based on ranking one variable and noting the rank of the other variable for one cycle, and do the reverse for another cycle. The second approach is based on ranking of one variable and giving the second variable the same rank (Concomitant Order Statistic) for one cycle and do the reverse for the other cycle. The two procedures are investigated for an estimation of the means of some well-known distributions. It is show that the suggested approaches can be used in practice and can be more efficient than using SRS. A real data set is used to illustrate the procedure.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.483-496
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• 2008

This paper proposes a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric(or simply bivariate elliptical) distributions. The class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions. This family of distributions strictly includes some univariate symmetric distributions, but with extra parameters to regulate the perturbation of the symmetry. The moment generating function of a random variable with the distribution is obtained and some properties of the distribution are also studied. These developments are followed by practical examples.

• International Journal of Reliability and Applications
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• v.7 no.1
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• pp.55-69
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• 2006

This paper presents a new class of multivariate distributions with Pareto where dependence among the components is characterized by a latent random variable. The new class includes several multivariate and bivariate models of Marshall and Olkin type. It is found the bivariate distribution with Pareto is positively quadrant dependent and its mixture. Some important structural properties of the bivariate distributions with Pareto are discussed. The distribution of minimum in a competing risk Pareto model is derived.

• International Journal of Reliability and Applications
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• v.6 no.2
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• pp.101-115
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• 2005

This article provides a new class of multivariate linear failure rate distributions where every component is a mixture of linear failure rate distribution. The new class includes several multivariate and bivariate models including Marslall and Olkin type. The approach in this paper is based on the introducing a linear failure rate distributed latent random variable. The distribution of minimum in a competing risk model is discussed.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.37A no.11
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• pp.943-951
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• 2012

In this paper, we propose a novel spectrum sensing scheme based on the order statistic for cooperative cognitive radio network in non-Gaussian noise environments. Specifically, we model the ambient noise as the bivariate isotropic symmetric ${\alpha}$-stable random variable, and then, propose a cooperative spectrum sensing scheme based on the order of observations and the generalized likelihood ratio test. From numerical results, it is confirmed that the proposed scheme offers a substantial performance improvement over the conventional scheme in non-Gaussian noise environments.

• Journal of the Korean Data and Information Science Society
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• v.7 no.2
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• pp.235-245
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• 1996

In this paper, we studied about several methods of testing hypothesis of correlation, specially Approximate method, Empirical method and Bootstrap method. The Approximate method is based on the Fisher's Z-transformation and the Empirical and Bootstrap methods approximate the distribution of the sample correlation coefficient by Monte Carlo simulation and Bootstrap technique, respectively. In order to compare how good these tests are, we computed powers under various alternatives. Consequently, we see that the Approximate test performs very well even if in small sample and all tests have almost the same power in large sample.

• Journal of Preventive Medicine and Public Health
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• v.37 no.4
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• pp.381-389
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• 2004

Objective : To compare the efficacy between SKI306X and Diclofenac by using generalized estimating equations (GEE) methodology in the analysis of correlated bivariate binary outcome data in Osteoarthritis (OA) diseases. Methods : A randomized, double-blind, active comparator-controlled, non-inferiority clinical trial was conducted at 5 institutions in Korea with the random assignment of 248 patients aged 35 to 75 years old with OA of the knee and clinical evidence of OA. Patients were enrolled in this study if they had at least moderate pain in the affected knee joint and a score larger than 35mm as assessed by VAS (Visual Analog Scale). The main exposure variable was treatment (SKI 306X vs. Diclofenac) and other covariates were age, sex, BMI, baseline VAS, center, operation history (Yes/No), NSAIDS (Y/N), acupuncture (Y/N), herbal medicine (Y/N), past history of musculoskeletal disease (Y/N), and previous therapy related with OA (Y/N). The main study outcome was the change of VAS pain scores from baseline to the 2nd and 4th weeks after treatment. Pain scores were obtained as baseline, 2nd and 4th weeks after treatment. We applied GEE approach with empirical covariance matrix and independent(or exchangeable) working correlation matrix to evaluate the relation of several risk factors to the change of VAS pain scores with correlated binary bivariate outcomes. Results : While baseline VAS, age, and acupuncture variables had protective effects for reducing the OA pain, its treatment (Joins/Diclofenac) was not statistically significant through GEE methodology (ITT:aOR=1.37, 95% CI=(0.8200, 2.26), PP:aOR=1.47, 95% CI=(0.73, 2.95)). The goodness-of-fit statistic for GEE (6.55, p=0.68) was computed to assess the adequacy of the fitted final model. Conclusions : Both ANCOVA and GEE methods yielded non statistical significance in the evaluation of non-inferiority of the efficacy between SKI306X and Diclofenac. While VAS outcome for each visit was applied in GEE, only VAS outcome for the fourth visit was applied in ANCOVA. So the GEE methodology is more accurate for the analysis of correlated outcomes.

• Economic and Environmental Geology
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• v.55 no.4
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• pp.353-366
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• 2022

Spatial estimation of geoscience data (geo-data) is challenging due to spatial heterogeneity, data scarcity, and high dimensionality. A novel spatial estimation method is needed to consider the characteristics of geo-data. In this study, we proposed the application of Gaussian Mixture Model (GMM) among machine learning algorithms with multivariate data for robust spatial predictions. The performance of the proposed approach was tested through soil chemical concentration data from a former smelting area. The concentrations of As and Pb determined by ex-situ ICP-AES were the primary variables to be interpolated, while the other metal concentrations by ICP-AES and all data determined by in-situ portable X-ray fluorescence (PXRF) were used as auxiliary variables in GMM and ordinary cokriging (OCK). Among the multidimensional auxiliary variables, important variables were selected using a variable selection method based on the random forest. The results of GMM with important multivariate auxiliary data decreased the root mean-squared error (RMSE) down to 0.11 for As and 0.33 for Pb and increased the correlations (r) up to 0.31 for As and 0.46 for Pb compared to those from ordinary kriging and OCK using univariate or bivariate data. The use of GMM improved the performance of spatial interpretation of anthropogenic metals in soil. The multivariate spatial approach can be applied to understand complex and heterogeneous geological and geochemical features.