• The Korean Journal of Applied Statistics
• /
• v.16 no.2
• /
• pp.395-406
• /
• 2003

In this thesis, we propose a test statistic for testing exponentiality against NBU alternatives. Our test statistics is based on a linear function of the order statistics and is readily applied in the case of small sample as well as large sample. The exact and asymptotic distribution of the test statistics is derived and asymptotic efficiencies are studied. Our new test is easier to compute and performs better for several alternatives than test of Hollander and Proschan(1972).

• Journal of Korea Multimedia Society
• /
• v.5 no.2
• /
• pp.191-197
• /
• 2002

In this paper, we propose a stream cipher using a cellular automata. For the security evaluation, we use the statistical tests suggested on the report of FIPS PUB 140-2 and additionally, we apply entropy test, linear complexity test and auto-correlation test which are popular statistical tests for the output sequences of stream ciphers.

• The Korean Journal of Applied Statistics
• /
• v.21 no.6
• /
• pp.947-957
• /
• 2008

Two-arm non-inferiority trials is often applied to parametric procedure suggested by Hauschke et al. (1999). Since this design does not allow a direct comparison of a new treatment group with placebo group, parametric procedure in a three-arm non-inferiority trial with a placebo group was suggested by Pigeot et al. (2003). But, procedures in these designs are necessary for distribution assumptions. Therefore we propose, in this paper, non parametric procedures employing Wilcoxon rank sum test in a two-arm design and linear contrast test suggested by Scheirer et al. (1976) in a three-arm design. The proposed nonparametric procedures and parametric procedures are compared by Monte Carlo simulation study.

• Journal of Korean Society of Transportation
• /
• v.18 no.4
• /
• pp.95-105
• /
• 2000

The Purpose of this study is to present a new Trip Generation Model using Backpropagation Neural Networks. For this purpose, it is compared the performance between existing linear/nonlinear Regression models and a new TriP Generation model using Neural Networks. The study was performed according to the below. First, it is analyzed the limits of conventional Regression models, next Proved the superiority of Neural Networks model in theoretical and empirical aspects, and lastly Presented a new approach of Trip Generation methodology. The results show that Backpropagation Neural Networks model is predominant in estimation and Prediction comparable to Regression analysis. Such results mean the possibility of Neural Networks\` application in Trip Generation modeling. Specially under the circumstances of the chancing transportation situations and unstable transportation on vironments, its application in transportation fields will be extended.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2015.05a
• /
• pp.610-610
• /
• 2015

수공구조물의 설계에서는 홍수빈도분석을 통해 산정된 특정 재현기간에서의 확률수문량이 설계기준으로 사용된다. 그러나 최근 기후변화로 인해 이상기후 현상이 심해짐에 따라 수문기상자료의 정상성을 가정하는 기존의 홍수빈도분석은 변화되는 수문현상을 적절히 표현하지 못하는 경우가 많다. 본 연구에서는 확률분포의 모수가 시간에 따라 변화하는 비정상성 빈도분석기법을 적용하였으며 확률분포의 모수들을 최우추정법으로 추정하였다. 또한, 분위수 추정과정에서도 비정상성을 고려하여 정상성 가정에서 산정된 재현기간 및 위험도와 비교분석하였다. 확률분포는 GEV 분포를 사용하여 정상성 및 비정상성 모형 4개를 구축하였다. 특히, 비정상성 모형은 위치모수만 선형 경향성을 가지는 경우, 규모모수만 선형경향성을 가지는 경우, 위치 및 규모모수가 선형경향성을 가지는 경우의 3가지로 구분하여 적용하였다. 구축된 4개의 모형 중 적합모형을 선정하기 위해 우도비 검정과 Akaike 정보기준을 사용하였으며 적합모형선정 절차를 체계적으로 구축하고 적용하여 적합모형을 선정하였다. 본 연구에서 구축된 비정상성 홍수빈도분석 기법은 우리나라의 8개 다목적댐 (충주댐, 소양강댐, 안동댐, 임하댐, 합천댐, 대청댐, 섬진강댐, 주암댐)으로부터 취득된 과거 관측 댐 유입량을 대상으로 하여 적용되었다. 우도비 검정과 Akaike 정보기준을 이용한 적합 모형 선정 결과 합천댐과 섬진강댐이 비정상성 GEV 모형에 적합한 것으로 분석되었고, 나머지 지점의 다목적댐들은 정상성 모형에 적합한 것으로 분석되었다. 합천댐과 섬진강댐의 경우 비정상성 가정에서 산정된 재현기간이 정상성 가정에서 산정된 재현기간보다 매우 작게 산정되었으며 확률수문량과 위험도는 크게 산정되었다. 적합모형으로 정상성 모형이 선정된 6개의 다목적댐 중 소양강댐은 Mann-Kendall 비모수 경향성 검정 결과 유의하지는 않지만 비교적 큰 선형경향성을 가지고 있었다. 비록 비정상성 모형이 적합모형으로 선정되지는 않았지만 소양강댐에 비정상성 모형을 가정하여 재현기간과 확률수문량, 위험도를 분석한 결과 정상성 모형 가정에서 산정한 결과와 상당한 차이가 있었다. 이와 같은 결과는 수문자료의 정상성과 비정상성을 고려한 홍수빈도분석이 향후 수공구조물의 설계에 있어서 신뢰성 있는 확률수문량을 결정하는데 도움이 될 것으로 판단된다.

• The Korean Journal of Applied Statistics
• /
• v.18 no.2
• /
• pp.381-393
• /
• 2005

As a promising technique for dimension reduction in regression analysis, Sliced Inverse Regression (SIR) and an associated chi-square test for dimensionality were introduced by Li (1991). However, Li's test needs assumption of Normality for predictors and found to be heavily dependent on the number of slices. We will provide a unified asymptotic test for determining the dimensionality of the SIR model which is based on the probabilistic principal component analysis and free of normality assumption on predictors. Illustrative results with simulated and real examples will also be provided.

• The Korean Journal of Applied Statistics
• /
• v.19 no.2
• /
• pp.361-368
• /
• 2006

There are lots of two and three dimensional graph representing two dimensional categorical data. Among them, Li, et al. (2003) proposed Diamond Graph that projects three dimensional graph into two dimension whereby the third dimension is replaced with a diamond shape whose area and middle and vertical and horizontal lengths represent the outcome. In this paper, we use the Diamond graph to test the independence of two predictor variables for two dimensional data. And this graph could be applied for finding the best fitted log-linear model to three dimensional data.

• The Korean Journal of Applied Statistics
• /
• v.21 no.5
• /
• pp.727-738
• /
• 2008

If a cointegrating relation is affected by important economic and political events occurred in the sample period, the assumption of the time-invariant cointegrating vector is violated, which leads to the misrep-resentation of the actual relations between the variables. From such a viewpoint, this study utilizes the recursive estimation process in testing for the stability of the long-run equilibrium of the domestic stock market system and then attempts to develop the framework for stabilizing time-variant cointegraing relations by introducing the dummy variables where the structural changes are found to exist.

• Journal of Korean Society for Geospatial Information Science
• /
• v.5 no.1 s.9
• /
• pp.159-165
• /
• 1997

Because CCD camera acquires the digital images without separate processing, its availabilities are increased. In this study, for CCD camera calibration DLT equation and radial or decentering distortion equation are combined and the calibration parameters are calculated using three dimensional test model. The digital images acquired by CCD camera are matched using coefficient of correlation and the three dimensional coordinates of objects are determined. Also, the potential usefulness of CCD camera in close range photogrammetry is examined.

• The Korean Journal of Applied Statistics
• /
• v.22 no.2
• /
• pp.237-248
• /
• 2009

The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.