• Communications for Statistical Applications and Methods
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• v.2 no.1
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• pp.166-175
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• 1995

내부적 독립성 가설에 대해 전통적인 우도비원리 하에서 나온 검정통계량과 합교원리하에서 나온 검정통계량들에 대한 자료분석적인 측면에서의 대안으로서 기하적 관점에서 유래된 하나의 heuristic 검정통계량이 제안된다. 아울러 기존 검정통계량들의 기하적 의미들도 살펴보았다. 나아가 제안된 검정통계량의 특성 및 점근분포를 유도하였으며, 모의 실험을 통하여 기존 검정통계량들과의 검정력을 비교한다.

• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.43-53
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• 1998

본 연구에서는 승법 시계열모형에 있어서 계절성 존재에 대한 대표본 검정통계량으로 서 Wald, 우도비, Rao 통계량을 제안했다. 그리고 세 통계량의 극한분포를 유도하였다. 모의실험을 통하여 세 검정통계량의 경험적 유의수준과 극한분포를 구하고, 세 검정통계량의 검정력을 비교하였다.

• The Korean Journal of Applied Statistics
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• v.5 no.1
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• pp.29-39
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• 1992

A testing and estimation procedure is considered for changes at unknown time point in simple linear regression model. A test statistic of quadratic form is suggested. We also discuss the asymptotic distribution and its level control. The proposed method is compared with the likelihood ratio test through a example.

• Journal of the Korean Data and Information Science Society
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• v.23 no.1
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• pp.89-98
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• 2012

In this paper, the ratio of parameters in two independent Maxwell distributions is parameter of interest. We proposed test statistics, which converge to standard normal distribution, based on likelihood function. The exact distribution for testing the ratio is hard to obtain. We proposed the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for testing the ratio. Through simulation, we show that the modified signed log-likelihood ratio statistic converges faster than signed log-likelihood ratio statistic to standard normal distribution. We compare two statistics in terms of type I error and power. We give an example using real data.

• The Korean Journal of Applied Statistics
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• v.23 no.3
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• pp.585-594
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• 2010

This study, investigates the effects of dispersion parameters between two response variables in zero-truncated bivariate generalized Poisson distributions. A Monte Carlo study shows that the zero-truncated bivariate Poisson and negative binomial models fit poorly wherein the zero-truncated bivariate count data has heterogeneous dispersion parameters on dependent variables. In addition, we derive the score test for testing the equality of the dispersion parameters and compare its efficiency with the likelihood ratio test.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.300-300
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• 2021

최근 기후변화와 기상이변으로 예측하지 못한 게릴라성의 국지성호우로 인해서 과거 장마와 같은 피해가 아닌 변화된 강우패턴으로 막대한 피해가 나타나고 있다. 또한, 이러한 게릴라성 호우는 예측 또한 어려운 경향을 나타낸다. 이러한 피해를 방지하기 위해 단기유출 예측을 위해 사용되는 다양한 모형들 가운데 GRM(Grid based Rainfall-runoff Model)을 사용하였으며, GRM모델은 단기유출해석에 사용되며 국내에서 개발된 물리적 기반 모형이다. 본 연구에서는 한강의 하류인 청미천 유역을 대상으로 강우-유출 분석을 진행하였으며, 환경부의 11개 기상관측소의 자료를 이용한 티센망도 기반의 면적강우량으로 산정하였고 이를 GRM에 적용하였다. 강우자료의 Event 선정기간은 2011년 6월 29일부터 2011년 7월 1일까지 86.83mm 강수가 내린 Event이다. 공간자료는 국토지리정보원의 90M DEM(Digital Elevation Model), 농촌진흥청의 정밀토양도와 토심, 환경부 환경공간서비스의 대분류 토지이용도를 이용하였다. 또한, 검정을 위해서 정형우도인 NSE, 비정형우도인 Log-normal 우도를 이용하여 분석하였으며, 각각의 결과값은 NSE 0.966, Log-normal은 -1214.97의 값을 나타냈다. 추후, 다양한 적합지표를 이용하여 GRM의 강우패턴별, 유역별대표매개수가 산정된다면 홍수방어를 위한 강우-유출 모형으로 매우 유용하게 활용될 것으로 판단된다.

• The Korean Journal of Applied Statistics
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• v.7 no.1
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• pp.19-34
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• 1994

In this paper we propose nonparametric tests of parallelism against umbrella alternatives of slopes in k-regression lines and investigate the asymptotic properties of the proposed test statistics. For the known peak and unknown peak, we suggest the test statistics and show that, from Monte Carlo study, the proposed test statistics have good empirical powers for heavy tailed distributions than the likelihood ratio tests.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.337-346
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• 2004

The Pearson chi-square goodness-of-fit test and the likelihood ratio tests are usually used for testing independence in two-way contingency tables under random sampling. But both of these tests may provide false results for the contingency table with clustered observations. In this case we consider the generalized linear mixed model which includes random effects of clustering in addition to the fixed effects of covariates. Both the heterogeneity between clusters and the dependency within a cluster can be explained via generalized linear mixed model. In this paper we introduce several types of generalized linear mixed model for testing independence in contingency tables with clustered observations. We also discuss the fitting of these models through a real dataset.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.21-32
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• 2002

We searched out in the votes data of the State of Florida at presidential election 2000. We used a multivariate regression analysis. We got there were several outliers including Palm Beach County. It means that we should analyze the number of disqualified ballots which were double-punched as well as the votes, to insist the " Butterfly Ballot" made Palm Beach outlier.

• The KIPS Transactions:PartC
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• v.10C no.6
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• pp.705-710
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• 2003

Recently, most interchanges of information have been performed in the internet environments. So, the technuque, which is used as intrusion deleting tool for system protecting against attack, is very important. But, the skills of intrusion detection are newer and more delicate, we need preparations for defending from these attacks. Currently, lots of intrusion detection systemsmake the midel of intrusion detection rule using experienced data, based on this model they have the strategy of defence against attacks. This is not efficient for defense from new attack. In this paper, a new model of intrusion detection is proposed. This is hybrid statistical learning model using likelihood ratio test and statistical learning theory, then this model can detect a new attack as well as experienced attacks. This strategy performs intrusion detection according to make a model by finding abnomal attacks. Using KDD Cup-99 task data, we can know that the proposed model has a good result of intrusion detection.