• Journal of the Korean Data and Information Science Society
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• v.24 no.2
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• pp.333-339
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• 2013

This paper discusses a method for getting a basis set of estimable functions of less than full rank linear model. Since model parameters are not estimable estimable functions should be identified for making inferences proper about them. So, it suggests a method of using full rank factorization of model matrix to find estimable functions in easy way. Although they might be obtained in many different ways of using model matrix, the suggested full rank factorization technique could be one of much easier methods. It also discusses how to use projection matrix to identify estimable functions.

• The Korean Journal of Financial Studies
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• v.3 no.1
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• pp.115-140
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• 1996

이 논문(論文)은 효용함수가 감소절대위험회피(DARA)와 일정상대위험회피(CRRA)의 성격을 갖는 멱함수라는 가정 하에 투자자의 상대위험외피계수(相對危險回避係數)를 추정하였으며 추정된 상대위험회피계수를 이용하여 효용기준 자산가격결정모형의 기대수익률과 위험의 선형관계를 실증적으로 분석하였다. 상대위험회피계수(相對危險回避係數)(RRA)는 실제 소비자료를 이용하는 방법과 시장수익률을 이용하는 두 가지 방법에 의해 추정하였다. 실증적(實證的) 연구결과(硏究結果), 첫째 한국증권시장에서 투자자의 상대위험회피계수는 3과 4 사이에 존재하는 것으로 나타나 투자자의 효용함수가 멱함수 형태임이 확인되었다. 둘째 효용함수를 멱함수 이외 다른 2개 (2차형 함수, 대수함수)의 함수로 가정하고 효용기준 자산가격결정모형을 검증한 결과 멱함수 하에서만 자산의 기대수익률과 위험간에는 선형관계(線形關係)가 성립하는 것으로 나타났다.

• Journal of the Korean Geotechnical Society
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• v.20 no.3
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• pp.47-51
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• 2004

An unsaturated hydraulic conductivity function and a soil-water characteristic curve are the essential constitutive factors in studying unsaturated soils. In order to obtain the unsaturated hydraulic conductivity function, prediction functions, which are based on the soil-water characteristic curve, have been used because it is difficult to measure the unsaturated hydraulic conductivity function directly. In this study, a parameter estimation method using the flow pump technique is introduced to determine the unsaturated hydraulic conductivity function. This method provides more accurate and independent solution than previous methods for the determination of the unsaturated hydraulic conductivity function which is not subordinate to the soil-water characteristic curve or prediction models.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.6
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• pp.2369-2379
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• 2013

The Soil-Water Characteristics Curve (SWCC) is affected by the initial density of soil under unsaturated condition. Also, the characteristic of hydraulic conductivity is changed by the initial density of soil. To study the effect of initial density of unsaturated soil, SWCC and the Hydraulic Conductivity Function (HCF) of Jumoonjin sand with various relative densities, 40%, 60% and 75% were measured in both drying and wetting processes. As the results of SWCC estimated by van Genuchten (1980) model, the parameter related to Air Entry Value(AEV), ${\alpha}$ in the wetting process is larger than that in drying process, but the parameters related to the SWCC slope, n and the residual water content, m are larger than those in wetting process. The AEV is increased or Water Entry Value (WEV) is decreased with increasing the relative density of sand. The AEV is larger than the WEV at the same relative density of sand. As the results of HCF estimated by van Genuchten (1980) model which is one of the parameter estimation methods, the unsaturated hydraulic conductivity maintained at a saturated one in the low level of matric suctions and then suddenly decreased just before the AEV or the WEV. The saturated hydraulic conductivity in drying process is larger than that in wetting process. The saturated hydraulic conductivity is decreased with increasing the relative density of sand in both drying and wetting processes. Also, the hysteresis in unsaturated HCFs between drying and wetting process was occurred like the hysteresis in SWCCs. According to the test results, the AEV on SWCC is decreased and the saturated hydraulic conductivity is increased with increasing the initial density. It means that SWCC and HCF are affected by the initial density in the unsaturated soil.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.261-266
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• 2000

이변량 반복측정자료에서 Chinchilli 등(1996)이 제안한 가중일치상관계수는 두 변수의 일치성을 나타내는 측도이다. 기존에 제안된 가중일치상관계수 추정법은 변동효과 및 측정오차의 분산성분을 각각 최소제곱법으로 비편향 추정하여 구하는 것이다. 본 연구에서는 반복측정자료의 주변 우도함수를 설정한 후, 우도함수에 기초한 분산성분을 구하여 가중일치상관계수를 추정하는 방법을 제안한다. 이때, 각 분산성분은 유사/의사 우도함수 및 사후 분포에서 반복시행을 통하여 구해진다.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.509-516
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• 2008

We derive the influence function on the coefficient of variation. Empirical influence function and Sample influence function are used to verify the validity of the derived influence function. To show the validity of the influence function, we carry out simulations with random samples from normal distribution $N(20,1^2)$ and $N(20,5^2)$, respectively. The simulation result proves that the derived influence function is very accurate in estimating changes in the coefficient of variation when an observation is deleted.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.169-176
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• 2014

Counting processes are widely used in many fields, whose properties are determined by the intensity function. For estimation of the parameters of the intensity functions when the process is observed continuously over a fixed interval, the likelihood function is of interest. However in the literature there are only heuristic derivations and some results are not coincident. We thus in this note derive the likelihood function of the counting process in a rigorous way. So this note fill up a hole in derivation of the likelihood function.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.36 no.2
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• pp.149-156
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• 2012

In fracture mechanics, the weight function can be used for calculating stress intensity factors. In this paper, a two-dimensional electroelastic analysis is performed on a transversely isotropic piezoelectric material with an open crack. A plane strain formulation of the piezoelectric problem is solved within the Leknitskii formalism. Weight function theory is extended to piezoelectric materials. The stress intensity factors and electric displacement intensity factor are calculated by the weight function theory.

• School Mathematics
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• v.19 no.4
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• pp.639-661
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• 2017

The purpose of this study is to investigate the relationship between the distance function average speed and the speed function. Particularly, in this study, we investigate the process of constructing the speed function in the distance function (irrational function, exponential function) which is difficult to weaken the argument in the denominator. In this process, students showed various anxieties and expressions about the procedural knowledge that they constructed first. In particular, if student B can not explain all the knowledge he already knows in this process, he showed his reflection on the process of calculating the differential coefficient. This study adds an understanding of the calculation method of students in differential coefficient learning. In addition, it is meaningful that the students who construct procedural knowledge at the time of calculating the differential coefficient have thought about how to provide opportunities to reflect on the procedure they constructed.

• The Korean Journal of Applied Statistics
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• v.14 no.2
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• pp.357-367
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• 2001

Huber의 M-추정함수의 형태는 조율상수가 주어질 때 비로소 그 형태가 결정된다. 조율상수를 커널밀도함수추정량의 평활계수를 이용하여 구하여 보았고, 모의실험을 통해 기존에 상요되는 조율상수들과 그 성능을 비교하여 보았다. 그 결과 새로운 방법에 의해 구해진 조율상수가 기존의 조율상수를 사용하는 경우 보다 모의실험을 통해 얻은 추정치의 분산이 작게되는 경우가 있음을 알았다.