권호 표지

Communications for Statistical Applications and Methods

한국통계학회 (The Korean Statistical Society)

  • 격월간
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)

과학기술표준분류

  • 수학 ＞ 응용통계

Aim & Scope

Communications for Statistical Applications and Methods (Commun. Stat. Appl. Methods, CSAM) is an official journal of the Korean Statistical Society and Korean International Statistical Society. It is an international and Open Access journal dedicated to publishing peer-reviewed, high quality and innovative statistical research. CSAM publishes articles on applied and methodological research in the areas of statistics and probability. It features rapid publication and broad coverage of statistical applications and methods. It welcomes papers on novel applications of statistical methodology in the areas including medicine (pharmaceutical, biotechnology, medical device), business, management, economics, ecology, education, computing, engineering, operational research, biology, sociology and earth science, but papers from other areas are also considered. The main criteria for publication are originality of work which makes a significant contribution to the area where the proposed statistical methods are applied. CSAM mainly accepts the applied and methodological papers, implying exclusion of papers with primarily theoretical or mathematical contents. Papers should include real or simulated data analysis, and the datasets used in the paper along with computer codes are strongly recommended to be included as supplementary material. The journal publishes articles written in English, and any researchers throughout the world can submit a manuscript if it fits the scope of the journal. The journal's publication types include original research articles, reviews, tutorials, reports on statistical software, case studies in the practice of statistics, discussions of interest to statistics teachers, editorials, book reviews, and correspondence. Other types are also negotiable with the editorial board. All articles are subject to peer review and processed through an online editorial system. Every attempt will be made to provide the first review of a submitted manuscript within one month of submission.

KSCI SCOPUS

제7권2호

  1. Bhattacharya, Bhaskar;Sarkar, Sahadeb;Jeong, Dong-Bin 371
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    Lindsay (1994) and Basu et al (1997) show that another density-based distance called the negative exponential disparity (NED) is an excellent competitor to the Hellinger distance (HD) in generating an asymptotically fully efficient and robust estimator. Bhattacharya and Basu (1996) consider estimation of the locations of several normal populations when an order relation between them is known to be true. They empirically show that the robust HD based weighted likelihood estimators compare favorably with the M-estimators based on Huber's $\psi$ function, the Gastworth estimator, and the trimmed mean estimator. In this paper we investigate the performance of the weighted likelihood estimator based on the NED as a robust alternative relative to that based on the HD. The NED based estimator is found to be quite competitive in the settings considered by Bhattacharya and Basu.
  2. Park, Cheolyong 385
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    Many tests for multivariate normality are based on the spherical coordinates of the scaled residuals of multivariate observations. Moore and Stubblebine's (1981) Pearson chi-square test is based on the radii of the scaled residuals, or equivalently the sample Mahalanobis distances of the observations from the sample mean vector. The chi-square statistic does not have a limiting chi-square distribution since the unknown parameters are estimated from ungrouped data. We will derive a simple closed form of the Rao-Robson chi-square test statistic and provide a self-contained proof that it has a limiting chi-square distribution. We then provide an illustrative example of application to a real data with a simulation study to show the accuracy in finite sample of the limiting distribution.
  3. Seo, Han-Son 393
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    Many graphical methods have been suggested for obtaining an impression of a curvature in regression problem in which some covariates enter nonlinearly. However when true model does not belong to the class of additive models, graphical methods may contain a serious bias. A method is suggested which can avoid such bias in the fitting of nonaddive models.
  4. Ahn, Chul H. 403
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    A diagnostic tool for testing homogeneity for random effects is proposed in unbalanced linear mixed model based on score statistic. The finite sample behavior of the test statistic is examined using Monte Carlo experiments examine the chi-square approximation of the test statistic under the null hypothesis.
  5. Sim, Jung-Wook;Oh, Mi-Ra 415
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    Hader and Park (1978) introduced the idea of slope rotatability, and Park (1987) introduced the concept of slope rotatability over all directions, and gave necessary and sufficient conditions. Park and Kim (1992) proposed a measure that represent the extent of slope rotatability for a given response surface design. Kim (1993) proposed a measure that represent the extent of slope rotatavility over all directions. In this paper, we embodied the measure of slope rotatability over all directions. Examples of applying this measure to some response surface designs are also given. In this response surface design of slope rotatavility over all directions, we obtain the mean slope variances on the spherical surface to select better experimental design varying the number of center points and radius.
  6. Park, Kyung-Ho 427
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    In this paper, we review several two-stage randomized response techniques for gathering self-report data when persons are asked sensitive question. Also efficiencies and privacy protections based on the two-stage randomized response procedures are compared. Finally, we find optimal parameter conditions.
  7. Lee, Jaeheon;Park, Cangsoon 435
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    Statistical process control(SPC) and engineering process control(EPC) are two strategies for quality improvement that have been developed independently. EPC seeks to minimize variability by adjusting compensatory variables in order to make the process level close to the target, while SPC seeks to reduce variability by monitoring and eliminating causes of variation. One purpose of this paper is to propose the IMA(0,1,1) model as the in-control process model. For the out-of-control process model we consider two cases; one is the case with a step shift in the level, and the other is the case with a change in the nonstationarity. Another purpose is to suggest the use of an integrated process control procedure with adjustment and monitoring, which can consider the proposed process model effectively. An integrated control procedure will improve the process control activity significantly for cases of the proposed model, when compared to the procedure of using either EPC or SPC, since EPC will keep the process close to the target and SPC will eliminate special causes.
  8. Namkyung, Pyong;Lee, Joon Suk 447
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    In this paper, we considered three methods for outlier identification sample surveys. First, we studied method of handling and adjusting outliers in normal population. Second, we studied existing methods using mean, maximum and minimum and proposed a test using of median which well reflects characteristic of data regardless of sampling distribution. Finally, we showed our test using median works better than Dixon and mean test through simulation.
  9. Ahn, JeongYong;Han, Kyung Soo 457
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    Recently, statistical analysis tools have been changed to the applications on the World Wide Web that access data stored in databases. On-line analytical processing(OLAP) is a class of technologies that give users statistical information with multidimensional views of data in databases. In this paper, we introduce the concept and requisites of OLAP system, and we propose some research issues.
  10. Chung, Yeon-Soo 465
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    There is no progress in interpreting the correlation between the high school record and the scholastic aptitude test. This study gives the degree of the linearity between the high school record and the scholastic aptitude test by using the method of the individual scholastic evaluation which was proposed by Chung(1999). The limits of the individual scholastic evaluation are pointed out additionally in inferring the promising individuals having the high scores in the scholastic aptitude test so that the individual scholastic evaluation be used as reference materials when the colleges applying the comparative school record in the entrance exams.
  11. Ahn, Chul-Hwan 475
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    In a game called red and black, you can stake any amount is in your possession. Suppose your goal is 1 and your current fortune is $f$, with 0$p$ and lose your stake with probability, $q$=1-$p$. In this paper, we consider optimum strategies for this game with the value of $p$ less than $^1/_2$ where the house has the advantage over the player, and with the value of $p$ greater than $^1/_2$ where the player has the advantage over the house. The optimum strategy at any $f$ when $p$<$^1/_2$ is to play boldly, which is to bet as much as you can. The optimum strategy when $p$>$^1/_2$ is to bet $f\cdot\alpha$with $\alpha$, a sufficiently small number between 0 and 1.
  12. im, Yongdai;Choi, Daewoo 481
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    When we construct an interval estimate of two independent proportions with rare events, the standard approach based on the normal approximation behaves badly in many cases. The problem becomes more severe when no success observations are observed on both groups. In this paper, we compare two alternative methods of constructing a confidence interval of the difference of two independent proportions by use of simulation. One is based on the profile likelihood and the other is the Bayesian probability interval. It is shown in this paper that the Bayesian interval estimator is easy to be implemented and performs almost identical to the best frequentist's method -the profile likelihood approach.
  13. Lee, EuiYong;Lim, Kyung Eun 489
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    The M/M/1 queue with impatient customers is studied. Impatient customers wait for service only for limited time K/0 and leave the system if their services do not start during that time. Notice that in the analysis of virtual waiting time, the impatient customer can be considered as the customer who enters the system only when his/her waiting time does not exceed K. In this paper, we apply martingale methods to the virtual waiting time and obtain the expected period from origin to the point where the virtual waiting time crosses over K or reaches 0, and the variance of this period. With this results, we obtain the expected busy period of the queue, the distribution, expectation and variance of the number of times the virtual waiting time exceeding level K during a busy period, and the probability of there being no impatient customers in a busy period.
  14. Lee, Jiyeon 499
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    We consider a stable tandem network which consists of two M/M/1 nodes and study the probability that the total backlog exceeds a large level N. Since the excessive backlog is a rare event, it is difficult to estimate this probability efficiently by using the crude Monte Carlo simulation. Instead we perform the ;$h$-transform proposed by McDonald(1999) to obtain the twisted network, in which the node with the larger load is overloaded. Then we use it to run the fast simulation.
  15. Park, Worlan;Kang, Hee Jeung 513
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    The X-12-ARIMA program was utilized on the analysis of the time series trend on 76 Korean industrial activities data in order to ensure that the trading day effect adjustment as well as the seasonal effect adjustment is needed to extract the fundamental trend-cycle factors from various economic time series data. The trading day effect is strongly correlated with the activity of production and shipping but not with the activity of inventory. Furthermore, the industrial activities were classified with respect to the sensitivity on the tranding day effect.
  16. Lee, Changsoo;Chang, Chuseock 525
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    Bayes estimators for reliability of a two-unit hot standby system with the imperfect switch based upon a complete sample of failure times observed from exponential distributions under squared error loss and some priors for failure rates are proposed, and mean squared errors of proposed several Bayes estimators for the system reliability are compared unmerically each other through the Monte Carlo simulation.
  17. Cho, Jang Sik;Kim, Dal Ho 533
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    The problem of information related to I poission experiments, each having a distinct failure rate $\theta$i I=1,2,…,I, is considered. Instead of using a standard exchangeable prior for $\theta$=($\theta$1,$\theta$2,…,$\theta$I), we consider a partition of the experiments and take the $\theta$i's belonging to the same partition subgroup to be exchangeable and the $\theta$i's belonging to distinct subgroups to be independent. And we perform Gibbs sampling approach for Bayesian inference on $\theta$ conditional on a partition. Numerical study using real data is provided.
  18. Oh, Hyun-Sook 541
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    Various statistical methods for assessment of equivalence in average bioavailabilities have been developed under the assumption that the intra-subject variabilities for the test and reference formulations are the same. Without the assumption, assessing the equivalence in average bioavailabilites does not imply that the two formulations are therapeutically equivalent and exchangeable. The most commonly used test procedure for equality of variabilites in 2$\times$2 crossover experiment is the so called Pitman-Morgan's adjusted F test based on the model without carryover effects (Chow and Liu(1992)). In this paper, a Bayesian method based on the Intrinsic Bayes Factor is proposed, which can be applied to the model with carryover effects.
  19. Son, Young Sook;Kim, Seong W. 549
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    Default Bayes factors are computed to test the equality of one Poisson population mean and the equality of two independent Possion population means. As default priors are assumed Jeffreys priors, noninformative improper priors, and default Bayes factors such as three intrinsic Bayes factors of Berger and Pericchi(1996, 1998), the arithmetic, the median, and the geometric intrinsic Bayes factor, and the factional Bayes factor of O'Hagan(1995) are computed. The testing results by each default Bayes factor are compared with those by the classical method in the simulation study.
  20. Kim, Dong HeeKim,;Hyung Gee;Park, Hae Kyung 563
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    In this thesis, we propose the test statistic for ordered alternatives on c-sample ranked set samples(RSS). The proposed test statistic JRSS is Jonckheere type statistic using the median of the i-th samples in each cycle. We obtained the asymptotic property of the proposed test statistic and the asymptotic relative efficiencies of the proposed test statistic with respect to J SRS which Jonckheere type statistic on simple random samples(SRS). From the simulation works, J RSS is superior to J SRS. We compared the empirical powers of J RSS with respect to U RSS on ranked set sample and U SRS on simple random sample using all samples, which are proposed by Kim, Kim and Lee(1999). The powers of J RSS are nearly the same values when entire sample size is large. J RSS is superior to U RSS. J RSS is simpler than U RSSon calculating process.
  21. 574
    Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.
  22. Park, Dongryeon 575
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    Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.
  23. Park, Heon Jin;Choi, Daewoo;Koo, Ja-Yong 585
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    We developed a macro for prediction and classification using profection pursuit regression based on Friedman (1984b) and Hwang, et al. (1994). In the macro, the order of the Hermite functions can be selected automatically. In projection pursuit regression, we compare several smoothing methods such as super smoothing, smoothing with the Hermite functions. Also, classification methods applied to German credit data are compared.
  24. Kim, Hae-Rim 597
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    A versatile dimensionality assessment index DETECT has been developed for binary item response data by Kim (1994). The present paper extends the use of DETECT to the polytomously scored item data. A simulation study shows DETECT performs well in differentiating multidimensional data from unidimensional one by yielding a greater value of DETECT in the case of multidimensionality. An additional investigation is necessary for the dimensionally meaningful clustering methods, such as HAC for binary data, particularly sensitive to the polytomous data.
  25. Jung, Jin-Whan 605
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    Three primary interests frequently raised by mortgage companies are introduced and the corresponding statistical approaches for the default probability in mortgage companies are examined. Statistical models considered in this paper are time series, logistic regression, decision tree, neural network, and discrete time models. Usage of the models is illustrated using an artificially modified data set and the corresponding models are evaluated in appropriate manners.
  26. Kim, Hea-Jung;Lee, Ae Kuoung 617
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    This paper is concerned with suggesting a Bayesian method for variable selection in generalized logit model. It is based on Laplace-Metropolis algorithm intended to propose a simple method for estimating the marginal likelihood of the model. The algorithm then leads to a criterion for the selection of variables. The criterion is to find a subset of variables that maximizes the marginal likelihood of the model and it is seen to be a Bayes rule in a sense that it minimizes the risk of the variable selection under 0-1 loss function. Based upon two examples, the suggested method is illustrated and compared with existing frequentist methods.