• Title/Summary/Keyword: 가설 검증

Search Result 2,370, Processing Time 0.025 seconds

Underwater Target Discrimination Using a Sequential Hypothesis Test (순차적 가설 검증을 이용한 수중 표적 판별)

  • Jeong, Young-Heon;Hong, Sun-Mog
    • Journal of the Korean Institute of Telematics and Electronics B
    • /
    • v.33B no.1
    • /
    • pp.6-14
    • /
    • 1996
  • In this paper we present an algorithm to discriminate an underwater target under track against an acoustic counter-measure(ACM) source, based on a sequential hypothesis test. The ACM source is separated from the target under track and generates, while drifting, measurements with false range and Doppler information. The purpose of the ACM is to mislead the target-tracking and to help the true target evade a pursuer. The algorithm uses as a test statistic a function of the innovation sequences from extended Kalman filters to estimate the target dynamics and the drifting position of the ACM source. Numerical experiments on various scenarios show that the proposed algorithm discriminates the target against an ACM source very fast with a high probability of success.

  • PDF

Visual inspection of overlapping confidence intervals for comparison of normal population means (정규 모집단의 평균 비교를 위한 신뢰구간 겹치기 시각화)

  • Choi, Sookhee;Han, Kyungsoo
    • The Korean Journal of Applied Statistics
    • /
    • v.30 no.5
    • /
    • pp.691-699
    • /
    • 2017
  • Data analysts sometimes test the equality of two normal population means by the inspection of the overlapping of two confidence intervals. This method seems simple to use; however, it is a common statistical misconception to suppose that two normal means are not significantly different because of no overlapping. This article will present transforming the confidence interval of the mean difference to individual confidence intervals that are visualized to inspect overlapping. It will also be shown that this technique can be extended when comparing the k normal population means with equal variances.

An Empirical Test for the Relationship among Maturity, Volume and Volatility in the Korean Stock Index Futures Market (한국주가지수선물시장에 있어서 만기, 거래량, 그리고 변동성간의 관계에 관한 실증연구)

  • Seo, Sang-Gu;Um, Cheol-Jun;Kang, In-Cheol
    • The Korean Journal of Financial Management
    • /
    • v.16 no.1
    • /
    • pp.193-222
    • /
    • 1999
  • 본 연구는 한국주가지수선물시장에 있어서 1996년 5월부터 1998년 6월까지의 기간동안에 상장되어 실질적으로 거래된 각 주가지수선물 종목별 가격 및 거래량자료를 이용하여 만기까지의 기간, 거래량 그리고 가격변동성간의 체계적인 관계를 검증하였다. 즉, 주가지수선물의 종목들이 만기일에 접근함에 따라 거래량은 어떻게 변동하는가, 그리고 변동성은 어떻게 변동하는가를 실증적으로 검증한 것이다. 검증된 실증결과를 요약하면 다음과 같다. 첫째, 주가지수선물시장에 있어서 거래되는 종목들은 만기까지의 기간과 거래량간에 유의적인 음(-)의 관계가 확인되었고, 이는 만기일에 정근함에 따라 거래량은 증가하는 행태를 갖는다는 것이 일반적인 현상임을 알 수 있었다. 둘째, 주가지수선물시장에서 거래된 종목들에 있어서 동시적 거래량과 변동성간에는 유의적인 양(+)의 관계가 성립함에 따라 혼합분포가설을 주장한 Clark(1973)의 연구결과를 어느 정도 지지하는 증거를 발견하였다. 셋째, 주가지수선물시장에 있어서 만기까지의 기간과 변동성간에는 유의적인 음(-)의 관계가 존재한다는 것을 확인할 수 없었다 즉, 만기일에 접근함에 따라 가격변동성이 증가한다는 만기 효과가설을 지지하는 증거를 한국주가지수선물시장에서는 발견할 수 없었다.

  • PDF

The Effects of Physical Education Major Learner's Social Support on Major Satisfaction and Learning Persistence in the Academic Credit Bank System (학점은행제 체육학전공 학습자의 사회적지지가 전공만족 및 학습지속의향에 미치는 영향)

  • Oh, Kyung-A
    • Journal of the Korean Applied Science and Technology
    • /
    • v.37 no.4
    • /
    • pp.1008-1019
    • /
    • 2020
  • The purpose of this study is to investigate the effects of social support of students majoring in physical education on their major satisfaction and intention to continue learning, and to prevent dropout of students majoring in physical education in the credit banking system and to find effective management methods. The research tools were verified by confirmatory factor analysis, concentration validity, discriminant validity, average variance extraction (AVE), concept reliability, and Cronbach's coefficient for validity and reliability verification of the research tools. The data processing method was conducted by using IBM SPSS Statistics 21 and IBM AMOS 21 to verify reliability analysis, correlation analysis, and structural equation model (SEM) through frequency analysis, confirmatory factor analysis, concentration validity, discriminant validity, Cronbach's coefficient calculation. The results are as follows. First, the study model was tested and the criteria were met for verifying the suitability of the relationship between social support, major satisfaction and learning persistence intention of the professors majoring in physical education in credit banking system. Second, as a result of the verification of Hypothesis 1, the social support of the professor of the physical education major in the credit banking system has a significant effect on the major satisfaction. The results of the verification of Hypothesis 2 showed that the social support of the professor of the physical education major in the credit banking system affects on the learning persistence. As a result of the verification of Hypothesis 3, it has been shown that major satisfaction has a significant effect on the learning persistence.

The Effect of Mimetic Purchase on the Product Satisfaction -Focused on the Moderating Role of Self Esteem- (모방구매가 제품만족에 미치는 영향 - 자존감의 조절효과를 중심으로 -)

  • Kim, Dong-Tae
    • The Journal of the Korea Contents Association
    • /
    • v.15 no.4
    • /
    • pp.373-379
    • /
    • 2015
  • The purpose of this study is to investigate the effect of the degree of mimetic purchase on product satisfaction. In addition the present study aims to investigate the moderating role of the self esteem and public self in the relationship between mimetic purchase and product satisfaction. Taken together, hypothesis 1 is as in the following. H1 : As the degree of mimetic purchase increases, product satisfaction will increase. To reveal the moderating role of the self esteem and public self in this path, 2 research hypotheses are derived as follows: H2 : The effect of mimetic purchase on product satisfaction is moderated by self esteem. H3 : The effect of mimetic purchase on product satisfaction is moderated by public self. Results from an empirical study showed that as the degree of mimetic purchase increases, product satisfaction increase. Thus, H1 is fully supported. And the results showed that the first interaction effect(H2) between the mimetic purchase and the self esteem is significant. Thus, H2 is also supported. But the second interaction effect(H3) has been shown to be not significant.

Influencing Factors on the Lending Intention of Online Peer-to-Peer Lending: Lessons from Renrendai.com (온라인 P2P 대출의도의 영향요인에 관한 연구: 런런다이 사례를 중심으로)

  • Yang, Qin;Lee, Young-Chan
    • The Journal of Information Systems
    • /
    • v.25 no.2
    • /
    • pp.79-110
    • /
    • 2016
  • Purpose Online Peer-to-peer lending (hereafter P2P lending), is a new method of lending money to unrelated individuals through an online financial intermediary. Usually in the online P2P transaction, individuals who would like to borrow money (hereafter borrowers) and those who would like to lend money (hereafter lenders) have no previous relationship. Based on enormous previous studies, this study develops an integrated model, particularly for the online P2P lending environment in China, to better understand the critical factors that influence lenders' intention to lend money through the online P2P lending platform. Design/methodology/approach In order to verify the hypotheses, we develop a questionnaire with 42 survey items. We measured all the items on a five-point Likert-type scale. We use Sojump.com to collect questionnaire and gather 246 valid responses from registered members of Renrendai.com. We analyzed the main survey data by using SPSS 18.0 and AMOS 20.0. We first estimated the reliability, validity, composite reliability and AVE and then conduct common method bias test. The mediating role of trust in platform and in borrower has been tested. Last we tested the hypotheses through the structural model. Findings The results reveal that service quality, information quality, structural assurance, awareness and reputation significantly impact lenders' trust in the online P2P lending platform. Second, awareness, reputation and perceived risk significantly impact lenders' trust in borrower and lending intention. Third, trust propensity has a positive effect on lenders' trust on borrower. Last, awareness, reputation, perceived risk, platform trust and borrower trust can directly impact lenders' lending intention.

Effects of the Selecting Attributes of Medicinal Food on Recognition & Customer Satisfaction in Gyeongju Area (경주지역 주민들의 약선요리 선택속성이 인지도와 고객만족도에 미치는 영향)

  • Hwang, Young-Jeong;Lee, Young-Joo
    • Culinary science and hospitality research
    • /
    • v.20 no.3
    • /
    • pp.22-36
    • /
    • 2014
  • This study aims to analyze the effects of the selecting attributes of medicinal food on recognition & customer satisfaction in Gyeongju Area. For this study, the data was analyzed using SPSS WIN 20.0 for an empirical analysis. Moreover, the survey questions were sent out to 300 people and 256 questionnaires among them were returned for using the sample data. The results are as follows. First, the selecting attributes had a significant impact on the cognition of professionalism while they didn't on the cognition of health food. Second, the cognition of health food and the cognition of professionalism had a significant impact on satisfaction. Third, the service attribute had a significant impact on satisfaction while the nutrition attribute and the professionalism attribute didn't. Based on the results of this study, medicinal restaurants should provide professionalism, service, nutrition in order to enhance customer satisfaction and their competitive power in the restaurant market.

Micro-Study on Stock Splits and Measuring Information Content Using Intervention Method (주식분할 미시분석과 정보효과 측정)

  • Kim, Yang-Yul
    • The Korean Journal of Financial Management
    • /
    • v.7 no.1
    • /
    • pp.1-20
    • /
    • 1990
  • In most of studies on market efficiency, the stability of risk measures and the normality of residuals unexplained by the pricing model are presumed. This paper re-examines stock splits, taking the possible violation of two assumptions into accounts. The results does not change the previous studies. But, the size of excess returns during the 2-week period before announcements decreases by 43%. The results also support that betas change around announcements and the serial autocorrelation of residuals is caused by events. Based on the results, the existing excess returns are most likely explained as a compensation to old shareholders for unwanted risk increases in their portfolio, or by uses of incorrect betas in testing models. In addition, the model suggested in the paper provides a measure for the speed of adjustment of the market to the new information arrival and the intensity of information contents.

  • PDF

Conflict Management and Turnover Intention: Multi-level Curvilinearity and the Moderating Role of Trust in Leader (갈등관리와 이직의도: 다수준 비선형성과 리더신뢰의 조절효과)

  • Kim, Cheolyoung;Park, Jisung
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.19 no.11
    • /
    • pp.253-263
    • /
    • 2018
  • This paper examined the U-shape curvilinear relationship between team level conflict management and individual level turnover intention by using exit-voice theory, bandwagon effect, and social loafing theory. In addition to the non-linear relationship between team-level conflict management and individual-level turnover intentions, we also examined how trust in leaders has a moderating effect on this relationship. The samples were collected from a South Korean manufacturing company with 331 team members from 48 teams and items were measured twice to avoid common method biases. The intercepts-as-outcomes model of hierarchical linear modelling was conducted to verify the hypothesis. Results supported the cross-level curvilinear hypothesis which indicated that employees' turnover intention sharply decreased if the activeness of group conflict management was small and increases slightly, but this tendency moderated as activeness increases. After passing the lowest point, their turnover intention increased in the end. However, the moderation effect of trust in leader on this relationship was not statistically significant and hypothesis 2 was rejected. This paper explained the effects of group dynamics of conflict management on individual turnover intention. Such evidence may elucidate the importance of managing the social loafing behavior on conflict management process. This paper examined the sequential, multi-level, and curvilinear relationship between conflict management and turnover intention. Organizations and managers will benefit from avoiding the human resource loss by managing the conflict management process.

An Empirical Study on the Contrian Strategy's Abnormal Returns and Systematic Risk Change (반전거래전략의 투자성과와 체계적 위험의 변화에 관한 실증연구)

  • Woo, Choon-Sik;Kwak, Jae-Su다
    • The Korean Journal of Financial Management
    • /
    • v.17 no.1
    • /
    • pp.67-89
    • /
    • 2000
  • 반전거래전략의 투자성과와 체계적 위험의 관계를 분석한 결과를 요약하면 다음과 같다. 첫째, 시장모형과 Ibbotson(1975)의 RATS 모형을 이용하여 형성기간과 검증기간의 베타계수를 측정한 결과 체계적 위험의 변동가설에서 예견하는 것과 일치하는 결과를 발견할 수 있었다. 승자 포트폴리오의 베타계수는 검증기간에서 하락하는 한편 패자 포트폴리오와 차익 포트폴리오의 베타계수는 상승하는 것으로 나타났다. 둘째, RATS 모형을 이용하여 검증기간의 비정상수익률을 측정한 결과, 차익 포트폴리오의 경우 시장조정수익률 모형을 이용할 때의 월평균비정상수익률(1.32%)보다 작은 0.87%(t=3.153)이었다. 이러한 결과는 반대거래전략의 투자성과가 체계적 위험의 변화에 기인하는 증거로서 의미를 갖는다. 한편 형성기간과 검증기간에서 베타계수와 월평균비정상수익률의 변화를 분석한 결과 베타계수와 월평균비정상수익률이 동일 방향으로 변화하였던 것으로 나타났다. 셋째, 반전거래전략의 투자성과가 체계적 위험의 변화에 기인하는지를 검증하기 위하여 Chan (1988)의 모형을 이용하여 체계적 위험과 시장위험프리미엄의 관계를 분석한 결과, Chan(1988)이 주장한 것처럼, 패자 포트폴리오와 차익 포트폴리오의 경우 베타계수와 시장위험프리미엄 사이에 양(+)의 상관관계가, 그리고 승자 포트폴리오의 경우에는 음(-)의 상관관계가 존재하는 것으로 나타났다. 넷째, Chan(1988)이 주장한 것처럼, 체계적 위험과 시장위험프리미엄의 변화 관계가 시장상황에 따라 영향을 받는지를 검증하기 위하여 활황시장과 침체시장으로 분류하여 각 시장상황에 따라 베타계수를 추정하였다. 추정결과에 의하면, 패자 포트폴리오의 베타계수는 활황시장에서 1.0967(t=13.018), 침체시장에서 1.0883(t=15.310)을 보였으며, 승자 포트폴리오의 베타계수는 활황시장에서 0.9468(t=9.100), 침체시장에서 0.9086 (t=7.431)을 보였다. 다시 말하여 패자 포트폴리오의 베타계수는 시장상황에 따라 거의 차이를 보이지 않았지만, 승자 포트폴리오의 베타계수는 침체시장보다 활황시장에서 크게 나타남으로써 체계적 위험 변동가설과 일치하는 결과를 보였다.

  • PDF