• Title/Summary/Keyword: 관심모수

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A study comparison of mortality projection using parametric and non-parametric model (모수와 비모수 모형을 활용한 사망률 예측 비교 연구)

  • Kim, Soon-Young;Oh, Jinho
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.701-717
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    • 2017
  • The interest of Korean society and government on future demographic structures is increasing due to rapid aging. Korea's mortality rate is decreasing, but the declined gap is variable. In this study, we compare the Lee-Carter, Lee-Miller, Booth-Maindonald-Smith model and functional data model (FDM) as well as Coherent FDM using non-parametric smoothing technique. We are then examine a reasonable model for projecting on mortality declined rate trend in terms of accuracy of mortality rate by ages and life expectancy. The possibility of using non-parametric techniques for the prediction of mortality in Korea was also examined. Based on the analysis results, FDM and Coherent FDM, which uses the non-parametric technique and reflects the trend of recent data, are excellent. As a result, FDM and Coherent FDM are good fit, and predictability is also excellent assuming no significant future changes.

공간데이터마이닝에서의 유전자알고리즘을 이용한 예측방법연구

  • 김효정;강한구;강창완
    • Proceedings of the Korean Statistical Society Conference
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    • 2001.11a
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    • pp.95-97
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    • 2001
  • 공간자료의 예측문제에 있어 전통적 예측방법인 크리깅방법과 최근 통계적문제 적용되기 시작한 신경망분석방법 간의 비교를 사례연구를 통해 행하였다. 일반적으로 크리깅에 의한 선형예측은 공간자료에 대한 일반적 통계모형으로서 간주되어 왔다. 한편 예측문제에 있어 뉴럴네트워크에 기초한 비모수적 방법이 관심의 대상이 되고 있으며 특히 대용량 자료의 경우 데이터마이닝 기법의 한 분야로 널리 사용되고 있는 실정이다. 본 연구에서는 공간 자료의 예측에 있어 유전자 알고리즘을 신경망분석 모형을 결합하여 기존의 크리깅방법과의 예측력을 비교한다.

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Likelihood based inference for the shape parameter of Pareto Distribution

  • Lee, Jae-Un;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1173-1181
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    • 2008
  • In this paper, when the parameter of interest is the shape parameter in Pareto distribution, we develop likelihood based inference for this parameter. Specially, we develop signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for the shape parameter. It is well-known that as sample size grows, the modified signed log-likelihood ratio statistic converges to standard normal distribution faster than the signed log-likelihood ratio statistic. But the computation of the modified signed log-likelihood statistic is hard or even impossible when the sufficient statistics and the ancillary statistics are not clear. In this case, one can consider an approximation to the modified signed log-likelihood statistic. Specially, when the parameter of interest is informationally orthogonal to the nuisance parameters, we propose the approximate modified signed log-likelihood statistic. Through simulation, we investigate the performances of the proposed statistics with the signed log-likelihood statistic.

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Adaptive Searching Estimation in Stratified Spatial Sample design (적합탐색 관찰을 이용한 층화 공간표본설계에서의 추정)

  • 변종석
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.353-369
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    • 2000
  • We systematized an stratified spatial sample design(SSSD) that uses the adequate stratification criteria such as the shapeness or the dispersion of an interesting region in a spatial population. And we proposed an adaptive searching estimation method in the SSSD to estimate the area of region of interest in two-dimensional surfaces. When wc adopt the proposed adaptive searching estimation method in SSSD, the observing sample size is more decreased than a classical sample design that all the designed sample size is observed. Nevertheless it has been shown that we can produce the moderate result but the efficiency is a slight reduced.

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Simulation Study for Statistical Methods in Comparing Cure Rates between Two Groups (모의실험을 통한 두 처리군간 치료율 비교방법 연구)

  • 박미라;이재원;진서훈
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.253-267
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    • 2004
  • In some clinical trials, one may see that a significant fraction of patients are cured and their original disease does not recur even after termination of treatment and pro-longed follow-up. This situation occurs frequently in pediatric cancer trials where there are excellent therapeutic results. In such cases, interest concentrated on the difference of cure rates rather than other types of differences in failure distributions. Various authors have investigated the parametric and nonparametric methods for testing the difference of cure rates. In this study, we compare by simulation the power and size of a parametric test and five nonparametric tests in a various range of the alternatives, censoring rates and cure rates. Our objectives are to determine if any test was preferable on the basis of size and power in various situation, and to investigate the effect of the model misspecification.

Understanding Bayesian Experimental Design with Its Applications (베이지안 실험계획법의 이해와 응용)

  • Lee, Gunhee
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1029-1038
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    • 2014
  • Bayesian experimental design is a useful concept in applied statistics for the design of efficient experiments especially if prior knowledge in the experiment is available. However, a theoretical or numerical approach is not simple to implement. We review the concept of a Bayesian experiment approach for linear and nonlinear statistical models. We investigate relationships between prior knowledge and optimal design to identify Bayesian experimental design process characteristics. A balanced design is important if we do not have prior knowledge; however, prior knowledge is important in design and expert opinions should reflect an efficient analysis. Care should be taken if we set a small sample size with a vague improper prior since both Bayesian design and non-Bayesian design provide incorrect solutions.

Forecasting probabilities of earthquake in Korea based on seismological data (지진 관측자료를 기반으로 한 한반도 지진 발생 확률 예측)

  • Choi, Seowon;Jang, Woncheol
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.759-774
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    • 2017
  • Earthquake concerns have grown after a remarkable earthquake incident on September 12th, 2016 in Gyeongju, Korea. Earthquake forecasting is gaining in importance in order to guarantee infrastructure safety and develop protection policies. In this paper, we adopt a power-law distribution model to fit past earthquake occurrences in Korea with various historical and modern seismological records. We estimated power-law distribution parameters using empirical distributions and calculated the future probabilities for large earthquake events based on our model. We provide the probability that a future event has a larger magnitude than given levels, and the probability that a future event over certain levels will occur in a given period of time. This model contributes to the assessment of latent seismological risk in Korea by estimating future earthquake probabilities.

On the Geometric Anisotropy Inherent In Spatial Data (공간자료의 기하학적 비등방성 연구)

  • Go, Hye Ji;Park, Man Sik
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.755-771
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    • 2014
  • Isotropy is one of the main assumptions for the ease of spatial prediction (named kriging) based on some covariance models. A lack of isotropy (or anisotropy) in a spatial process necessitates that some additional parameters (angle and ratio) for anisotropic covariance model be obtained in order to produce a more reliable prediction. In this paper, we propose a new class of geometrically extended anisotropic covariance models expressed as a weighted average of some geometrically anisotropic models. The maximum likelihood estimation method is taken into account to estimate the parameters of our interest. We evaluate the performances of our proposal and compare it with an isotropic covariance model and a geometrically anisotropic model in simulation studies. We also employ extended geometric anisotropy to the analysis of real data.

The Effect of Group Music Therapy for At-Risk Korean Soldiers on Adjustment and Stress Level (집단음악치료가 관심병사의 군 생활 스트레스와 적응에 미치는 효과)

  • Yun, Juri
    • Journal of Music and Human Behavior
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    • v.9 no.1
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    • pp.55-71
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    • 2012
  • The purpose of this study was to investigate the effect of group music therapy for at-risk Korean soldiers on the levels of adjustment and stress. The study was conducted at a division of the Korean Army with 7 participants who were classified as "at-risk soldiers" based on the results of a psychiatric evaluation, MMPI-II and a personal interview with a counselor. The participants received 12 hours of group music therapy for three weeks and their scores on stress and adjustment inventories were compared before and after the treatment. The pre and post scores were analyzed with the Wilcoxon test for repeated measures. The results revealed that the overall stress level was significantly decreased while there was no significant improvement in the adjustment levels at p < .05. The research findings and personal remarks from the participants suggest that group music therapy may provide effective support for at-risk Korean soldiers in coping with stress and adjustment to military life.

Estimation using informative sampling technique when response rate follows exponential function of variable of interest (응답률이 관심변수의 지수함수를 따를 경우 정보적 표본설계 기법을 이용한 모수추정)

  • Chung, Hee Young;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.993-1004
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    • 2017
  • A stratified sampling method is generally used with a sample selected using the same sample weight in each stratum in order to improve the accuracy of the sampling survey estimation. However, the weight should be adjusted to reflect the response rate if the response rate is affected by the value of the variable of interest. It may be also more effective to adjust the weights by subdividing the stratum rather than using the same weight if the variable of interest has a linear relationship with the continuous auxiliary variables. In this study, we propose a method to increase the accuracy of estimation using an informative sampling design technique when the response rate is an exponential function of the variable of interest and the variable of interest has a linear relationship with the auxiliary variable. Simulation results show the superiority of the proposed method.