• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.933-945
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• 2008

The genetic association test on age of onset trait aims to detect the putative gene by means of linear rank tests for a significant trend of onset distributions with genotypes. However, due to the selective sampling of recruiting subjects with ages less than a pre-specified limit, the genotype groups are subject to substantially different censored distributions and thus this is one reason for the low efficiencies in the linear rank tests. In testing the equality of two survival distributions, log-rank statistic is preferred to the Wilcoxon statistic, when censored observations are nonignorable. Therefore, for more then two groups, we propose a generalized log-rank test for trend as a genetic association test. Monte Carlo studies are conducted to investigate the performances of the test statistics examined in this paper.

• Journal of the Korean Data and Information Science Society
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• v.22 no.2
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• pp.245-253
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• 2011

Powers of rank transformed statistic for testing main effects and interaction effects for $2{\times}2$ factorial design in randomized complete block design are very superior to powers of parametric statistic without regard to the block size, composition method of effects and the type of population distributions such as exponential, double exponential, normal and uniform. $2{\times}2$ factorial design in RCBD increases error effects and decreases powers of parametric statistic which results in conservativeness. However powers of rank transformed statistic maintain relative preference. In general powers of rank transformed statistic show relative preference over those of parametric statistic with small block size and big effect size.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.15 no.11
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• pp.955-961
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• 1990

Test statistics are obtained for detection of weak signals in signal-dependent noise using rank statistics. A generalized model is used in this paper in order to consider non-additivenoise as well as purely-additive noise. Locally optimum rank detectors for the model are shown to have similarity to locally optimum detectors and to be generalizations of these for the purely-additive noise model. A similar result is obtained for multi-input cases.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.26 no.5B
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• pp.599-607
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• 2001

이 논문에서는 부호와 순위를 바탕으로 한 비모수 검파기를 쓰는 직접수열 대역확산 시스템의 의사잡음 부호획득을 다루었다. 먼저 국소 최적 순위 검파기의 검정통계량을 얻고, 점근 점수 함수를 쓰는 국소 준최적 순위 검파기와 변형 부호순위 검파기의 검정통계량을 제외한다. 제안한 국소 준최적 순위 검파기와 변형 부호순위 검파기를 쓴 한 우물기법과 이제까지의 제곱합 검파기와 변형 부호 검파기를 쓴 것을 견주어 본다. 제안한 국소 준최적 순위 검파기와 변형 부호순위 검파기의 성능이 이제까지의 변형 부호 검파기의 성능보다 2-3dB쯤 낮고, 거의 최적임을 모의실험을 통해 확인하였다.

• The Korean Journal of Applied Statistics
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• v.13 no.1
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• pp.45-53
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• 2000

본 논문에서는 모든 판정자(judge)들이 모든 객체(object)들에 대해 순위를 부여할 수 없는 경우에 얻어지는 불완전 순위자료에서 판정자들의 처리 효과에 대한 유의성을 검정하는데 관심이 있다. 이를 위해 불완전 순위자료를 완전자료로 바꾸는 알고리즘을 제안하고 알고리즘에 의해 얻어진 완전 순위자료에 Friedman 검정법을 적용하고자 한다. 제안된 검정법은 결측 객체에 순위를 부여하는데 있어서 완전순위를 갖는 판정자들의 정보를 이용함으로서 효율적이며 검정을 시행하는데 기존의 Friedman 통계량에 대한 분포표를 사용할 수 있어 간편하다. 그리고 몬테칼로 모의실험을 통하여 제안된 검정법과 기존의 평균 순위법, 최대/최소 Friedman 검정법과 검정력을 비교하였다.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.35 no.8C
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• pp.709-712
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• 2010

In this paper, the two sample locally optimum rank detector is obtained in the weakly dependent noise with non-zero temporal correlation between noise observations. The test statistic of the locally optimum rank detector is derived from the Neyman-Pearson lemma suitable for the two sample observation models, where it is assumed that reference observations are available in addition to regular observations. Two-sample locally optimum rank detecter shows the same performance with the one-sample locally optimum rank detector asymptotically. The structure of the two-sample rank detector is simpler than that of the one-sample rank detector because the sign statistic is not processed separately.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.16 no.5
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• pp.445-448
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• 1991

The two-sample locally optimum rank detection scheme is obtained which uses rank and sign statistics for detection of random signals in additive noise. It is shown that the detector is similar in structure to the locally optimum detector for random signals and to the one-sample locally optimum rank detector for random signals. It is also shown that the detector is a generalization of the two-sample locally optimum rank detector for known signals. In addition , the problem of two-sample locally optimum rank detection of random signals in multiple input case is considered briefly.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.335-335
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• 2019

최근 수문자료에 대한 다변량 빈도해석 연구가 활발히 이루어지고 있다. 하나의 자료를 확률변수로 사용하는 단변량 빈도해석에 비해 여러 수문자료를 조합하여 동시에 추정할 수 있는 다변량 빈도해석은 수문자료의 상관성을 고려하면서 확률분포형을 추정할 수 있다는 장점이 있다. 이에 다변량 확률분포형을 이용한 빈도해석 과정 중 정확한 매개변수 추정을 위한 연구도 최근 여러방면으로 이루어지고 있다. 본 연구에서는 다변량 확률분포형의 매개변수 추정방법 중 기존에 주로 사용되고 있는 의사최우도법(MPL, Maximum Pseudo-Likelihood method)의 성능을 개선하기 위해 기존의 방법과 본 연구에서 제안하는 매개변수 추정방법의 Monte-Carlo 모의실험을 수행하였다. 일반적으로 수문자료는 양(+)의 왜곡도계수를 갖기 때문에 GEV(Geveralized Extreme Value) 분포형을 모분포로 하여 각 방법의 정확성을 검토하였다. 모의실험을 수행한 결과, 기존의사최우도법에서 Weibull 식을 이용하여 순위통계량을 계산하는 방법보다 본 연구에서 제안한 왜곡도를 고려하는 순위통계량을 사용하는 것이 더 정확한 매개변수 추정결과를 보여주는 것으로 나타났다.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1249-1263
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• 2009

The power function in sample size determination has to be characterized by an appropriate statistical test for the hypothesis of interest. Nonparametric tests are suitable in the analysis of ordinal data or frequency data with ordered categories which appear frequently in the biomedical research literature. In this paper, we study sample size calculation methods for the Wilcoxon-Mann-Whitney test for one- and two-dimensional ordinal outcomes. While the sample size formula for the univariate outcome which is based on the variances of the test statistic under both null and alternative hypothesis perform well, this formula requires additional information on probability estimates that appear in the variance of the test statistic under alternative hypothesis, and the values of these probabilities are generally unknown. We study the advantages and disadvantages of different sample size formulas with simulations. Sample sizes are calculated for the two-dimensional ordinal outcomes of efficacy and safety, for which bivariate Wilcoxon-Mann-Whitney test is appropriate than the multivariate parametric test.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1195-1205
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• 2014

Compared with single design, powers of rank transformed statistic for testing main and interaction effects for $2{\times}2$ factorial in $4{\times}4$ latin square design are rapidly increased as effect size and replication size are increased. In general powers of rank transformed statistic are superior without regard to the diversified effect composition and the type of error distributions as nontesting factors are few and effect size are small. Powers of rank transformed statistic show much higher level than those of parametric statistic in exponential and double exponential distributions. Further powers of rank transformed statistic are very similar with those of parametric statistic in normal and uniform distributions.