• The Korean Journal of Applied Statistics
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• v.14 no.2
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• pp.449-462
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• 2001

베이지안 다중 검정방법(multiple hypothesis test)은 여러 통계모형에서 성공적인 결과를 주는 것으로 알려져있다. 일반적으로, 베이지안 가설검정은 고려중인 모형에 대한 사후확률을 계산하여 가장 높은 확률은 갖는 모형을 선택하기 때문에 귀무가설의 기각여부에만 관심을 가지는 고전적인 분산분석 검정과는 달리 좀 더 구체적인 모형을 선택할 수 있는 장점이 있다. 이 논문에서는 독립이면서 로그정규분포를 따르는 K($\geq$3)개 모집단의 모수에 대한 가설 검정방법으로 O’Hagan(1995)이 제안한 부분 베이즈 요인을 이용한 베이지안 방법을 제안한다. 이 때 모수에 대한 사전분포로는 무정보적 사전분포를 사용한다. 제안한 검정 방법의 유용성을 알아보기 위하여 실제 자료의 분석과 모의 실험을 이용하여 고전적인 검정방법과 그 결과를 비교한다.

• The Korean Journal of Applied Statistics
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• v.23 no.6
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• pp.1115-1124
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• 2010

Normal approximation methods under the null hypothesis of no difference are frequently used to test the two independent proportions in non-inferiority trials. However, these tests are not appropriate under the null hypothesis of non-zero difference. We review the likelihood score methods proposed by Miettinen and Nurminen, Farrington and Manning, and Gart and Nam and compare the performance of these tests. The simulation study shows that the likelihood score tests under the null hypothesis of non-zero difference have better performance at a Type I error and power than usual normal approximation methods.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.5
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• pp.3159-3168
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• 2014

Interevent Time Definition(IETD) is essential in CSOs(Combined Sewer Overflows) tank design for the treatment of non-point source pollution. However, existent rainfall analysis can not calculate total amout of non-point source pollution. For deviding continuous rainfall events, therre are several IETD calculating methods. In this research, After calculate IETD by existents methods, problem of results is identified as existents method. To supplement these problems, new method using exponential decay function is suggested. The confidence range of ${\lambda}$ is estimated.

• Journal of Wetlands Research
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• v.6 no.4
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• pp.35-43
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• 2004

The non-parametric Mann-Kendall(MK) statistical test has been widely used to assess the significance of trend in hydrologic time series. The test requires sample data should be serially independent. If sample data is serially correlated, the presence of serial correlation in a time series will affect the test ability for trend analysis. So, we would like to use the modified MK test which uses the effective sample size(ESS) to eliminate the effect of serial correlation in a series. This study investigates the ability of ESS to eliminate the influence of serial correlation of MK test by Monte Carlo simulation and by real series. As the results, MK test shows the increase of trend rate as the serial correlation is increased but the modified MK test shows ESS can eliminate the serial correlation for trend analysis. Therefore we confirmed the modified MK test is a very useful tool for trend analysis.

• The Korean Journal of Applied Statistics
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• v.23 no.6
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• pp.1103-1113
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• 2010

An extensively used approach for family based association test(FBAT) is compared with the sib transmission/disequilibrium test(S-TDT), and in particular the adjusted S-TDT, in which the covariance among related siblings is taken into consideration, can provide a more sensitive test statistic for association. A simulation study comparing the three test statistics demonstrates that the type I error rates of all three tests are larger than the prespecified significance level and the power of the FBAT is lower than those of the other two tests. More detailed studies are required in order to assess the influence of the assumed conditions in FBAT on the efficiency of the test.

• Proceedings of the Korea Information Processing Society Conference
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• 2019.10a
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• pp.436-439
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• 2019

본 논문은 차분 확률의 분포 분석에 대한 실험적 검증을 위한 효율적인 데이터 수집 방법에 관하여 연구한다. 효율적인 데이터 수집을 위해 병렬 프로그래밍 기술을 이용하고, SPECK64/128에 적용하여 결과를 얻는다. 첫 번째로 효율적인 데이터 수집 방법을 제시한다. 두 번째로 차분 확률의 분포를 분석하기 위해 평균과 분산에 대하여 실험적으로 검증한다. 마지막으로 SPECK의 경우에는 키의 영향이 상쇄되어 라운드 간의 독립성이 만족하지 않음을 Biryukov 등에 의해 알려졌다. 하지만 이를 실험적으로 보이지 않았으므로 라운드 간의 독립성을 차분 확률의 분포와 통계량 통해 검정한다.

• Journal of Korean Society for Quality Management
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• v.13 no.1
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• pp.77-83
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• 1985

This paper deals with a normality test to determine whether the data are sampled from normal population or not. In this paper the property that the mean and variance are independently distributed only for the normal distribution is used as a basis for developing a new test using the simple regression analysis. Considering the redan and variance of a random sample as independent and dependent variables, if it has not the regression relationship we conclude that the data were sampled from the normal distribution. The Monte-Carlo power study shows that the new test using the simple regression analysis has good power property relative to 6 well-known test methods for 11 distributions.

• Proceedings of the Korean Reliability Society Conference
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• 2004.07a
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• pp.239-246
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• 2004

Accelerated degradation test (ADT) can be a useful tool for assessing the reliability when few or even no failure are expected in an accelerated life test. In this paper, MLCC (Multilayer Ceramic Capacitors), a sort of passive components which have large capacitance(X7R -55$^{\circ}C$~1$25^{\circ}C$) have been tested, and least-square analyses are used to illustrate our approach in which amount of degradation of a DUT following log-normal distribution. We assumed a simple and useful linear model to describe the amount of degradation over time subjected to different voltage levels applied. Tests for linearity of the performance-time relationship, and provide tests for how well the assumptions hold. Also, by using Eyring Model, MLCC's mean life time is assessed.

• The Korean Journal of Applied Statistics
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• v.21 no.4
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• pp.615-620
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• 2008

In engineering experiments, 'Sometimes Pooling Rules' to remove insignificant terms from the model has been implemented to increase the power of detecting the small size of main effects when the preliminary test of higher order interaction effects declare to be insignificant. In this note, we review the sometimes pooling rules in the literature and also study the probability of the length of 95% confidence interval of ${\mu}_1-{\mu}_2$ of the comparison of two independent samples being shorter than that of the paired comparison at the various level of significance ${\alpha}_1$ of the preliminary test and the insufficient number of blocks n in [2,13], given the block effects being pooled to the error term. This study supports that the sometimes pooling results in the power improvement of the main effects.

• The Korean Journal of Applied Statistics
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• v.23 no.6
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• pp.1081-1091
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• 2010

Clinical trials are often carried out as multi-center studies because the patients enrolled for a trial study are very limited in one particular hospital. In these circumstances, the use of an ordinary Jonckheere (1954) and Terpstra (1952) test for testing trend among several independent treatment groups is invalid. We propose a the stratified Jonckheere-Terpstra test based on van Elteren (1960)'s stratified test of Wilcoxon (1945) statistics and an application of our method is demonstrated through example data. A simulation study compares the efficiency of stratified and unstratified Jonckheere-Terpstra trend tests.