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홍연웅 동양대학교 1997 동양대학교 논문집 Vol.3 No.1
A bivariate extension of the two-parameter exponential distribution is proposed as a model for certain problems in system level lifetesting. It applies, in particular, to two-component shared parallel systems having minimum guarantee time. Various statistical properties of the model are investigated, including maximum likelihood estimator of the parameters.
홍연옹 동양대학교 1995 동양대학교 논문집 Vol.1 No.1
본 연구에서는 수명이 지수분포를 따를 때 평균수명, 순간고장률, 신뢰도 함수 및 미래수명에 대한 베이즈 추정량을 구하였다.모수의 사전분포는 공액분포와 무정보사전분포를, 손실함수는 비대칭인 LINEX함수를 가정하였다.수명자료는 정수중단된 형태로 얻어지거나, 정시중단된 형태로 얻어지면서 고장발생시 p(0≤p≤1)의 확률로 정확한 고장시간을 모르는 상황을 대상으로 설정하였다.LINEX손실함수하에서 얻어진 베이즈 추정량이 비대칭도를 반영하는 모수 α의 값이 작으면 2차손실함수하에서 얻어진 추정량과 일치함을 보였다.
권용만,장덕준,홍연웅 國立 昌原大學校 基礎科學硏究所 1993 基礎科學硏究所論文集 Vol.4 No.-
This paper presents a general law of mortality that is equal to a mixture of Greville's nonparametric graduation model(difference order 3) and Gompertz parametric survival function. Using crude death rates for constructing Korea experience life table (male, 1991), we know that Greville's model including a samll number of weighted moving average terms graduates well up to age 10, but there is no significant difference above age 60. And we propose a revised King-Hardy method for estimating parameters of Gompertz, and show that the revised method performs well in terms of bias and mean square error. Finally, a numerical example is given.
Hong, Yeon Woong The Korean Data and Information Science Society 2014 한국데이터정보과학회지 Vol.25 No.4
A bivariate exponential distribution with a location parameter is proposed as a model for a two-component shared load system with a guarantee time. Some statistical properties of the proposed model are investigated. The maximum likelihood estimators and uniformly minimum variance unbiased estimators of the parameters, mean time to failure, and the reliability function of system are obtained with unknown guarantee time. Simulation studies are given to illustrate the results.
Estimating the Credit Value-at-Risk of Korean Property and Casuality Insurers
Hong, Yeon-Woong,Suh, Jung-Soo 한국데이터정보과학회 2008 한국데이터정보과학회지 Vol.19 No.4
Value at Risk(VaR) is a fundamental tool for managing market risks. It measures the worst loss to be expected of a portfolio over a given time horizon under normal market conditions at a given confidence level. Calculation of VaR frequently involves estimating the volatility of return processes and quantiles of standardized returns. In this paper, we introduced and applied the CreditMetrics model to estimate the credit VaR of Korean Property and Casuality insurers.
Yeon Woong Hong 한국데이터정보과학회 2014 한국데이터정보과학회지 Vol.25 No.4
A bivariate exponential distribution with a location parameter is proposed as a model for a two-component shared load system with a guarantee time. Some statistical properties of the proposed model are investigated. The maximum likelihood estimators and uniformly minimum variance unbiased estimators of the parameters, mean time to failure, and the reliability function of system are obtained with unknown guarantee time. Simulation studies are given to illustrate the results.
Failure rate of a bivariate exponential distribution
Yeon Woong Hong 한국데이터정보과학회 2010 한국데이터정보과학회지 Vol.21 No.1
It is well known that if the parent distribution has a nonnegative support and has increasing failure rate, then all the order statistics have increasing failure rate (IFR). The result is not necessarily true in the case of bivariate distributions with dependent structures. In this paper we consider a symmetric bivariate exponential distribution and show that, two marginal distributions are IFR and the distributions of the minimum and maximum are constant failure rate and IFR, respectively.
Failure rate of a bivariate exponential distribution
Hong, Yeon-Woong The Korean Data and Information Science Society 2010 한국데이터정보과학회지 Vol.21 No.1
It is well known that if the parent distribution has a nonnegative support and has increasing failure rate, then all the order statistics have increasing failure rate (IFR). The result is not necessarily true in the case of bivariate distributions with dependent structures. In this paper we consider a symmetric bivariate exponential distribution and show that, two marginal distributions are IFR and the distributions of the minimum and maximum are constant failure rate and IFR, respectively.
Reliability Insurance Rate-Making for Wiper Motors
Yeon Woong Hong,Yong Man Kwon 한국데이터정보과학회 2004 한국데이터정보과학회지 Vol.15 No.1
In this paper, we calculate the premium rate of reliability insurance policy for wiper motors under the assumption of Weibull physics of failure. We also describe the performance factors which have an effect on failure characteristics of wiper motors. The maximum likelihood estimates of shape parameter and scale parameter are obtained by using interval censored real data of sample sizes 6 using MINITAB.