• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.423-433
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• 1998

In agricultural field experiments, the completely randomized block design is often used for the analysis of variety trials. An important assumption is that every experimental unit in each block has the some fertility. But, in most agricultural field experiments there often exists a systematic heterogeneity in fertility among the experimental units. To account for the heterogeneity, we propose to use the hierarchical generalized linear models. We compare our analysis of the data from Scottish Agricultural colleges list with that using Markov chain Monte Carlo method.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1069-1076
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• 2014

Rainfall weather patterns have changed due to global warming and sudden heavy rainfalls have become more frequent. Economic loss due to heavy rainfall has increased. We study the generalized Pareto distribution for modelling rainfall in Seoul based on data from 1973 to 2008. We use several priors including Jeffrey's noninformative prior and Gibbs sampling method to derive Bayesian posterior predictive distributions. The probability of heavy rainfall has increased over the last ten years based on estimated posterior predictive distribution.

• The Korean Journal of Applied Statistics
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• v.18 no.1
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• pp.1-13
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• 2005

Latent Class model has been considered recently by many researchers and practitioners as a tool for identifying heterogeneous segments or groups in a population, and grouping objects into the segments. In this paper we consider data on prostate cancer patients from Korean National Cancer Institute and propose a method for grouping prostate cancer patients by using latent class Poisson model. A Bayesian approach equipped with a Markov chain Monte Carlo method is used to overcome the limit of classical likelihood approaches. Advantages of the proposed Bayesian method are easy estimation of parameters with their standard errors, segmentation of objects into groups, and provision of uncertainty measures for the segmentation. In addition, we provide a method to determine an appropriate number of segments for the given data so that the method automatically chooses the number of segments and partitions objects into heterogeneous segments.

• Economic Analysis
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• v.17 no.2
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• pp.27-55
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• 2011

Although many theoretical studies have tried to explain the volatility in financial markets using models of herd behavior, there have been few empirical studies on dynamic herding due to the technical difficulty of detecting herd behavior with time-series data. Thus, this paper theoretically extends a continuous beliefs system belonging to an agent based economic model by introducing a term representing agents'mutual dependence into each agent's utility function and derives a SV(stochastic volatility)-type econometric model. From this model the time-varying herding parameters are efficiently estimated by a Markov chain Monte Carlo method. Using monthly data of KOSPI and DOW, this paper provides some empirical evidences for stronger herding in the Korean stock market than in the U.S. stock market, and further stronger herding after the global financial crisis than before it. More interesting finding is that time-varying herd behavior has weak autocorrelation and the global financial crisis may increase its volatility significantly.

• The Korean Journal of Applied Statistics
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• v.18 no.2
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• pp.281-296
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• 2005

This article summarizes our research on estimation of area-specific and time-adjusted rainfall rates during 2004KEOP (Korea enhanced observation period: June 1, $2004{\sim}$ August 31, 2004). The rainfall rate is defined as the proportion of rainfall days per week and areas are consisting of Haenam, Yeosu, Janghung, Heuksando, Gwangju, Mokpo, Jindo, and Wando. Our objectives are to analyze periodicity in area-specific precipitation and the meteorological measures and investigate the relationships between the geographic pattern of the rainfall rates and the corresponding pattern in potential explanatory covariates such as temperature, wind, wind direction, pressure, and humidity. A generalized linear model is introduced to implement the objectives and the patterns are estimated by considering a set of rainfall rates produced using samples from the posterior distribution of the population rainfall rates.

• Journal of the Korean Institute of Intelligent Systems
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• v.14 no.6
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• pp.789-792
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• 2004

In various fields as web mining, bioinformatics, statistical data analysis, and so forth, very diversely missing values are found. These values make training data to be sparse. Largely, the missing values are replaced by predicted values using mean and mode. We can used the advanced missing value imputation methods as conditional mean, tree method, and Markov Chain Monte Carlo algorithm. But general imputation models have the property that their predictive accuracy is decreased according to increase the ratio of missing in training data. Moreover the number of available imputations is limited by increasing missing ratio. To settle this problem, we proposed statistical learning theory to preprocess for missing values. Our statistical learning theory is the support vector regression by Vapnik. The proposed method can be applied to sparsely training data. We verified the performance of our model using the data sets from UCI machine learning repository.