• The Korean Journal of Financial Studies
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• v.11 no.1
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• pp.1-36
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• 2005

한 시계열의 원래 관찰치가 본래 가지고 있는 정보를 하나도 잃지 않고 또한 손상시키지 않고 그대로 보존되며 계산이 용이하고, 뿐만 아니라 가능도함수나 비모수 추정함수를 계산함에 있어 수치적 불안정 잠재성이 존재하지 않도록 변환된 시계열을 얻을 수 있으면, 다시 말해 각종 통계량의 계산에 용이하게 적용 가능하되 원래 시계열이 보유하고 있는 모든 성질들은 추호도 손상시킴이 없이 이 시계열을 변환시킬 수 있는 변환방법이 존재한다면, 모수의 추정치와 검정통계량을 정확히 얻을 수 있을 것이다. 이와 같은 변환방법이 웨이브렛 변환이다. 이 변환은 푸리에 분석의 결점을 극복하되 후리에 변환이 적용되는 분야에는 거의 모두 적용 가능한 변환방법이다. 이 논문에서는 시계열의 웨이브렛 변환을 소개하고 이 변환이 재무시계열의 모형화에 한몫을 단단히 할 수 있다는 점을 밝히고자 한다. 그리고 웨이브렛 변환을 성공적으로 적용할 수 있는 주가과정을 하나의 예로 제시하여 웨이브렛 변환의 구체적 적용방법을 탐구하고자 한다. 웨이브렛의 주가 시계열의 적용방법의 한 예로 주가의 장기기억과정을 분석한다. 한국과 외국의 일별 주가지수의 수익률 시계열들이 장기기억과정을 따르는 시계열임이 발견되었다. 여러 형태의 웨이브들을 사용하여 검정하였는데 이 모두가 한결같이 주가지수가 장기기억성과정임을 지지하고 있다.

• Korean Journal of Agricultural and Forest Meteorology
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• v.8 no.4
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• pp.270-274
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• 2006

This study proposes a new method for automatic recording of snowfall by a mass unit which is required in weather forecast and hydrology research. In this method the weight of a buoyancy bar submerged in a liquid is measured by a strain-gauge loadcell. Field test results of the strain-gauge loadcell showed good stability as well as high accuracy. Indoor tests of the instrument using a large tank of 120 cm diameter and 25 cm height connected to a small tank measured the liquid level with a good stability, showing a measurement error of less than 0.1 mm in a 100 mm range. This method of water depth measurement is very useful in measuring snowfall because it has no limitation on the funnel size of the instrument. In addition, an antifreezing solution instead of water used in the tank makes a heating system for melting snow unnecessary.

• Journal of Korean Society for Geospatial Information Science
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• v.1 no.2 s.2
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• pp.153-158
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• 1993

It is important to establish the transformational relation between scanned image coordinates and digital image coordinates because the coordinate system of digital image is transformed from scanned image coordinate system through scanning work. And, some researches are required in scanning works to correct the deformation that is due to the motion of scanner. In this study, some procedures are applied to determine the optimal calibration model equation which can calibrate the scanner. As a result the optimal calibration model equation for the object scanner is determined The procedure of this study can applied to the calibration of other types of scanner, because the procedures are done with the analysis of geometrical properties rather than the analysis of physical properties.

• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.1-17
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• 2022

We propose a test of consistency for two differentially private histograms using parametric bootstrap. The test can be applied when the original raw histograms are not available but only the differentially private histograms and the privacy level α are available. We also extend the test for the case where the privacy levels are different for different histograms. The resident population data of Korea and U.S in year 2020 are used to demonstrate the efficacy of the proposed test procedure. The proposed test controls the type I error rate at the nominal level and has a high power, while a conventional test procedure fails. While the differential privacy framework formally controls the risk of privacy leakage, the utility of such framework is questionable. This work also suggests that the power of a carefully designed test may be a viable measure of utility.

• The Korean Journal of Applied Statistics
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• v.2 no.1
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• pp.35-47
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• 1989

This article deals with the method of ML among the methods of estimating m gene frequenecies in the Generalized ABO-like Blood Group Systems and with the statistical testing about the differencies of gene frequencies by using these estimators. Especially, the generalization about the Homogeneity testing problem is tried and thus it enables us to test of Homogeneity of m gene frequencies. Finally, in the example, ML estimator is compared with other estimators suggested by Bernstein method, by adjusted Bernstein method and by modified Bernstein method, and statistical testing in the above is carried out by using orthogonal partitioning.

• The Korean Journal of Applied Statistics
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• v.23 no.1
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• pp.13-28
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• 2010

Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.

• The Journal of the Korea Contents Association
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• v.19 no.8
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• pp.609-619
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• 2019

The study aims to present a solution to the problem of police physical fitness tests as police officers, who tried to subdue the drunk in a video clip titled "Darim-dong female police officer Assault" in May in Seoul, showed a rather lethargic figure, such as being pushed out of a physical fight with the suspect. The police physical fitness test is subject to criticism as it consists of items that are difficult to apply in real life despite having to be linked to job performance. The problem is that the physical fitness test events are not realistic, the physical fitness test standards are set too low, and their credibility is not reliable due to the imbalance of standards between men and women and the vision culture of physical fitness testing methods. First of all, we hope that the Republic of Korea will become a world-class security powerhouse by upgrading its physical fitness standards and establishing a scientific fitness test system for preventing injuries and effectively measuring physical strength.

• Journal of Mushroom
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• v.9 no.3
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• pp.110-115
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• 2011

Trichoderma disease of oyster mushroom has not been effectively detected in the field for testing its resistance against the disease with its varieties. In this study, we investigated the methods to detect its resistance in the laboratory by using media, which enables us to understand the relevant characteristics (e.g., lysis, toxin enzyme, mycelial growth rate). In coculturing with strains of Trichoderma and oyster mushroom, it is possible to observe the difference in the resistance of oyster mushroom against Trichoderma with the phenomena of barrage reaction, overgrowth and lysis. We also observed the inhibition of mycelial growth of oyster mushroom using the dilution method with 48-well plate, but could not observed the inhibition of mycelial growth using the filter paper method of cultural supernatant. In simultaneously culturing both Trichoderma and oyster mushroom, it was possible to detect the inhibition of the mycelial growth of oyster mushroom, but Trichoderma mycelium did not overgrow against oyster mushroom. We found that the pathogenicity was efficient in using solid medium with the phenomena of overgrowth and lysis by inoculating Trichoderma on top of mycelia of oyster mushroom. In conclusion, the methods (e.g., coculture method, dilution method with 48-well plate, post-inoculation method) are recommended to detect the resistance of oyster mushroom against Trichoderma disease.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.105-110
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• 2003

이 연구에서는 일관성의 원리를 충족하는 새로운 형태의 베이즈 P-값으로 LR형 베이즈 P-값을 제안하고, 그 성질에 대하여 검토해보고자 한다. 제안된 베이즈 P-값은 가능도 비의 단순한 함수의 형태로 표현되어 쉽게 계산될 수 있다는 장점을 갖고 있으며, 검정방법으로서 일관성의 원리를 만족한다.

• Environmental and Resource Economics Review
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• v.7 no.2
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• pp.31-51
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• 1998

우편설문조사를 이용한 조건부가치측정법을 통해 자료를 수집할 경우 무응답자의 발생은 보편적이며, 그러한 무응답자의 존재는 무응답자편의(無應答者偏倚) 가능성을 내재하고 있으므로, 표본의 통계치를 이용한 모집단에 대한 확대 적용을 위해서는 우선적으로 무응답자편의(無應答者偏倚)에 대한 검정(檢定)이 이루어져야 하며. 또한 무응답자편의(無應答者偏倚) 발생시 이에 대한 적절한 조치가 취해져야 한다. 본 연구에서는 다단계 우편설문발송법을 통해 수집된 자료를 이용하여 효과적인 무응답자편의(無應答者偏倚) 검정(檢定)의 수행과 무응답자군(無應答者群)의 평균지불의사액을 별도로 추정한 후 이를 이용하여 보다 합리적이고 정확한 총지불의사액(Aggregate WTP)의 도출방법을 제시하였다. 이는 우선적으로 무응답자편의(無應答者偏倚)를 분산분석을 통해 검정(檢定)한 후 선형외삽법으로 무응답자군(無應答者群)의 평균지불의사액을 추정하여 이를 모집단의 총지불의사액을 산출하는데 이용하는 방법으로 기존의 보수적인 방법들보다 상대적으로 저렴한 비용으로 무응답자편의(無應答者偏倚) 검정(檢定)을 가능하게 하며, 사회적 또는 인구특성상의 차이를 이용한 통계적 가중치 이용방법과는 달리 연구자의 직접적인 관심의 대상이 되는 지불의사액을 이용하여 무응답자편의(無應答者偏倚) 테스트를 하고 또한 무응답자군(無應答者群)의 평균지불의사액을 추정하여 보다 효율적이며 타당성이 있는 총지불의사액을 산출해 낼 수 있다는 장점이 있다.