• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.1-13
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• 2019

An adaptive seamless Phase II/III clinical trial design enables a reduction in the sample size (in comparison to a conventional design) that also shortens the clinical development time. It is also very effective in clinical trials since it can have higher statistical power than Phase III alone. In this study, we use extensive simulation studies to compare several multiple hypothesis testing methods that can help select the best doses in a Phase II study along with several methods to combine p-values of the Phase II and Phase III study.

• The Korean Journal of Financial Management
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• v.14 no.1
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• pp.207-217
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• 1997

본 연구에서는 효율적 시장가설을 검증할 때 일반적으로 이용하는 주가의 로그변환방법은 마팅게일과 서브마팅게일을 구분할 수 없다는 것을 이론적으로 보여주고, 이러한 문제를 해결하기 위해서는 로그변환없이 일차 차분을 한 시계열 데이타를 이용하는 것이 바람직하다는 것을 제시한다. 또한 마팅게일과 서브마팅게일의 구분하기 위해서는 주가 차분 시계열 데이타의 공분산이라는 검정통계량을 이용하는데, 이 공분산이라는 검정통계량을 이용하여 실증적으로 검증을 하기 위해서는 이 통계량의 분포를 알아야 한다. 본 연구에서는 bootstrap방법론을 이용하여 이 공분산의 분포를 구하는 방법론을 제시한다.

• Proceedings of the Korean Institute of Industrial Safety Conference
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• 2002.11a
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• pp.191-196
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• 2002

건설현장에서 발생하는 중대재해에서 한 건에 여러 명의 사상자를 내는 대표적인 재해는 콘크리트 타설공사중 발생하는 붕괴재해이다. 특히, 가설기자재 성능검정규격이 정해지지 않은 6m 파이프써포트는 비검정품으로써 생산 및 사용이 금지되어 있는 가설재이지만, 체육관ㆍ상수도 배수지공사ㆍ건축물의 지하진입로 등에서 주로 사용되고 있으며, 이들을 사용한 콘크리트 타설작업에서 중대재해가 발생하는 경우가 많다.(중략)

• Proceedings of the Korean Institute of Industrial Safety Conference
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• 2003.05a
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• pp.321-326
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• 2003

건설현장에서 발생하는 중대재해에서 한 건에 여러 명의 사상자를 내는 대표적인 재해는 콘크리트 타설공사중 발생하는 붕괴재해이다. 특히, 가설기자재 성능검정규격이 정해지지 않은 6m 파이프써포트는 비검정품으로써 생산 및 사용이 금지되어 있는 가설재이지만, 체육관·상수도 배수지공사·건축물의 지하진입로 등에서 주로 사용되고 있으며, 이들을 사용한 콘크리트 타설작업에서 중대재해가 발생하는 경우가 많다.(중략)

• Journal of the Korean Data and Information Science Society
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• v.25 no.2
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• pp.385-392
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• 2014

Random walk hypothesis is a hypothesis that explains theoretically the difficulty in forecasting in financial market. Various tests for the hypothesis have been developed so far but it is known that those tests suffer from low power and size distortion. In this article, a sign test based on slopes are suggested to overcome these difficulties. A simulation study is conducted to compare this test to the often used Dickey and Fuller (1979) test.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.947-957
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• 2008

Two-arm non-inferiority trials is often applied to parametric procedure suggested by Hauschke et al. (1999). Since this design does not allow a direct comparison of a new treatment group with placebo group, parametric procedure in a three-arm non-inferiority trial with a placebo group was suggested by Pigeot et al. (2003). But, procedures in these designs are necessary for distribution assumptions. Therefore we propose, in this paper, non parametric procedures employing Wilcoxon rank sum test in a two-arm design and linear contrast test suggested by Scheirer et al. (1976) in a three-arm design. The proposed nonparametric procedures and parametric procedures are compared by Monte Carlo simulation study.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.95-103
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• 2013

Nonparametric procedure in randomized block design (RBD) was proposed by Friedman (1937) for general alternatives. Also Page (1963) suggested the test for ordered alternatives in RBD. In this paper, we proposed the new nonparametric method in randomized block design using aligned method suggested by Hodges and Lehmann (1962) and the joint placement described in Chung and Kim (2007). Also, Monte Carlo simulation study was adapted to compare the power of the proposed procedure with those of previous procedure.

• Journal of the Korean Institute of Intelligent Systems
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• v.21 no.1
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• pp.1-5
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• 2011

We furnished some properties of fuzzy testing of independence for correlation in a bivariate normal distribution by agreement index. First we present some restriction of the fuzzy data, define fuzzy sample correlation coefficient and agreement index for testing hypothesis with acceptance or rejection degree. Also, we show that UMP unbiased fuzzy test and drawing conclusions the fuzzy test.

• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.405-414
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• 2012

In a stratified sample, the sampling frame is divided into non-overlapping groups or strata (e.g. geographical areas, age-groups, and genders). A sample is taken from each stratum, if this sample is a simple random sample it is referred to as stratified random sampling. In this paper, we study the bootstrap inference (including confidence interval) and test for a stratified population mean. We also introduce the bootstrap consistency based on limiting distribution related to the plug-in estimator of the population mean. We suggest three bootstrap confidence intervals such as standard bootstrap method, percentile bootstrap method and studentized bootstrap method. We also suggest a bootstrap test method computing the $ASL_{boot}$(Achieved Significance Level). The results of estimation are verified using simulation.

• The Korean Journal of Financial Management
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• v.24 no.1
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• pp.59-83
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• 2007

In this paper, we test empirically free cash flows hypothesis about stock repurchase. The main results of this study can be summarized as follows. First, repurchasing firms do not experience a growth in profitability relative to their peer firms. Second, repurchasing firms experience a contraction in their investment opportunity, and so capital expenditures and cash reserves decline after the repurchase. Third, repurchasing firms experience a decline in systematic risk and investments and in their cost of capital. Fourth, the reduction in profitability and cost of capital are sources of the positive market reaction to the repurchase announcement. And the market reaction to stock repurchase announcements is stronger among those firms that are more likely to overinvest. Conclusively, these results support free cash flows hypothesis. When firms experience a decline in profitability, capital expenditures and cash reserves, systematic risk and cost of capital, they decide to repurchase stocks to reduce free cash flows.