• Title/Summary/Keyword: 마르코프체인 몬테카를로 시뮬레이션

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Estimation of the Mixture of Normals of Saving Rate Using Gibbs Algorithm (Gibbs알고리즘을 이용한 저축률의 정규분포혼합 추정)

  • Yoon, Jong-In
    • Journal of Digital Convergence
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    • v.13 no.10
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    • pp.219-224
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    • 2015
  • This research estimates the Mixture of Normals of households saving rate in Korea. Our sample is MDSS, micro-data in 2014 and Gibbs algorithm is used to estimate the Mixture of Normals. Evidences say some results. First, Gibbs algorithm works very well in estimating the Mixture of Normals. Second, Saving rate data has at least two components, one with mean zero and the other with mean 29.4%. It might be that households would be separated into high saving group and low saving group. Third, analysis of Mixture of Normals cannot answer that question and we find that income level and age cannot explain our results.