• Journal of Korea Water Resources Association
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• v.55 no.10
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• pp.775-784
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• 2022

In this study, to determine the optimal order of the full-logged I-D-F polynomial equation, which is mainly used to calculate the probable rainfall over a temporal rainfall duration, the probable rainfall was calculated and the regression coefficients of the full-logged I-D-F polynomial equation was estimated. The optimal variable of the polynomial equation for each station was selected using a stepwise selection method, and statistical significance tests were performed through ANOVA. Using these results, the statistically appropriately calculated rainfall intensity equation for each station was presented. As a result of analyzing the variable selection outputs of the full-logged I-D-F polynomial equation at 9 stations in Gyeongbuk, the 1^st to 3^rd order equations at 6 stations and the incomplete 3^rd order at 1 station were determined as the optimal equations. Since the 1^st order equation is similar to the Sherman type equation and the 2^nd order one is similar to the general type equation, it was presented as a unified form of rainfall intensity equation for convenience of use by increasing the number of independent variables. Therefore, it is judged that there is no statistical problem in considering only the 3^rd order polynomial regression equation for the full-logged I-D-F.

• The Korean Journal of Financial Management
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• v.19 no.2
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• pp.233-251
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• 2002

본 연구는 우리나라를 대상으로 장단기 스프레드와 신용스프레드가 경기변동에 대해 어떠한 예측력을 갖고 있는가를 살펴보았다. 이를 위해 1991년부터 2001년까지를 분석기간으로 하여 Probit 분석을 통해 금리스프레드와 경기변동과의 시차 및 불황확률을 추정하여 평가해 보았으며, 인과관계 검정을 시도해 보았다. 우선 금리스프레드와 경기변동에 대한 불황확률을 알아보기 위해서 Probit 모형을 이용하여 불황확률을 추정하였다. 그 결과 장단기 금리스프레드 중에서는 5년 만기 1종 국민주택채권수익률-콜금리(HCS)는 3개월, 5년 만기 1종 국민주택채권수익률-1년 만기 금융채수익률(HGS)은 7개월, 5년 만기 1종 국민주택채권수익률-1년 만기 통안증권수익률(HMS)은 9개월의 시차를 보이는 경우가 Pseudo $R^2$ 값이 가장 높게 나타났지만 불황확률을 토대로 경기 호황과 불황 국면을 비교해 본 결과 HMS는 Pseudo $R^2$의 값도 상대적으로 높았을 뿐만 아니라 매우 높은 경기변동 예측력을 보여주었다. HCS와 HGS의 경우에는 IMF 체제 전후의 불황기와 그 이후에 도래한 호황기는 예측력이 높게 나타났으나 1990년대 초반에는 제대로 불황확률을 예측하지 못하는 것으로 나타났다. 또한 3년 만기 회사채수익률-5년 만기 국민주택채권수익률(CHS)와 3년 만기회사채수익률 -3년 만기 금융채수익률(CGS)로 나타낸 신용 스프레드에서는 유의적인 결과를 도출하지는 못하였다. 한편 인과관계에서도 HCS, HGS, HMS 등의 장단기 스프레드는 경기변동에 대하여 일방적 원인변수로 작용하는 것으로 나타나 선행결합관계를 보여주었으나 CHS, CGS 등의 신용스프레드는 경기변동과 어떠한 유의적인 결합관계도 보여주지 못하였다. 따라서 장단기 스프레드는 경기변동을 예측하는데 유용한 정보를 제공하지만 신용스프레드는 경기변동을 예측하는데 도움을 주지 못하는 것으로 나타났다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.22 no.2
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• pp.120-125
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• 2010

A Monte-Carlo simulation method is proposed which can take uncertainties of scale and location parameters of Gumbel distribution into account straightforwardly in evaluating significant design wave heights with respect to return periods. The uncertainties of design wave heights may directly depend on the amounts of uncertainties of scale parameter and those distributions may be followed by Gumbel distribution. In case of that the expected values of maximum significant wave height during lifetime of structures are considered to be the design wave heights, more uncertainties are happened than in those evaluated according to return periods with encounter probability concepts. In addition, reliability analyses on the armor units are carried out to investigate into the effects of the uncertainties of design wave heights on the probability of failure. The failure probabilities of armor units to 5% damage level for 50 return periods are evaluated and compared according to the methods of taking uncertainties of design wave heights into account. It is found that the probabilities of failure may be distributed into wide ranges of bounds when the uncertainties of design wave heights are assumed to be same as those of annual maximum significant wave heights.

• Korea journal of population studies
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• v.29 no.3
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• pp.1-27
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• 2006

Labor market participation and occupational status for workers majoring in(natural) science and engineering are estimated and compared with workers of other majors at three levels: employment, prestigious occupations, and good occupations. For this, we utilized 2% Public Use Sample of 2000 Korea Census. The results of two-stage probit models, which adjust sample selection bias, do not support the argument that graduates of science and engineering majors are relatively disadvantaged. Workers of engineering majors are more likely to have 'good occupations' at their early job careers, but their advantages fade away quickly as they are aging. Especially at their 40s, their probability of having 'good occupations' start to be likely lower than workers of social science majors. This may be due to low human capital accumulation rates at work places along with quickly outdated skills which are acquired in colleges.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.69-73
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• 2002

본 발표에서는 베이지안이 생각하는 확률의 개념을 상호교환성(exchangeability)의 가정아래 어떻게 확장되어 해석되는지를 소개하고, 빈도학자들의 접근방법과 비교함으로서 베이지안에서 생각하는 확률이 어떠한 특징을 가지고 있는지를 설명하고자 하였다. 또한 Efron에 의하여 지적된 베이지안의 네 가지 문제점에 대하여 논의하고 특별히 과학적 객관성(scientific objectivism)의 한계점과 이러한 한계점을 베이지안에서 어떻게 해결하고 있는지에 대하여 논의하였다. 일반적으로 과학적 객관성에 대한 한계점은 빈도학자들의 방법론에서도 존재하게 된다. 즉, 연구자가 가설을 설정하고 이에 맞는 실험설계를 하고 유의수준을 설정하고 p값을 이용하여 의사결정을 내리는 모든 단계에서 연구자의 주관성이 들어갈 수밖에 없게 된다는 것이다. 베이지안 방법론에서는 이러한 비객관적인 체계를 인정하고 파악하여 사전확률(prior)에 포함시킴으로서 이를 객관적인 자료인 가능도함수(likelihood function)와 혼합하여 추론이나 의사결정을 진행하게 된다. 마지막으로 베이지안 학자들의 최근 객관적인 사전확률에 대한 다양한 형태의 연구를 소개하는 것으로 발표를 마무리하고자 한다.

• Journal of Service Research and Studies
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• v.8 no.1
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• pp.103-122
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• 2018

The purpose of this study is to present the direction of ELS investment by analyzing the actual investment return of the ELS commodities and analyzing the investment effect of ELS that investors have felt unsatisfactory at financial marketing service. The research method is based on the step-down type ELS. We calculated the probability of achieving early redemption condition and maturity repayment condition, early redemption estimated yield, and maturity repayment estimated yield. As the study result, the probability of achieving 100% of the early redemption condition was 74.5%, and the probability of the early redemption condition 95% was 83.0%, 90% was 89.5%, 85% was 92.5%, and 80% was 96.5% respectively. In the case of the lowest 75%, the probability of holding to maturity is analyzed to be 2.5%, and the probability of early redemption is high. The probability of the stock price growth within 65% of the maturity repayment condition was 98.5% and the probability of the stock price growth within 60%~45% of the maturity repayment condition was 100%. 65% of maturity repayment condition was analyzed as 1.5% risk of principal loss, and the probability of achieving the committed yield of maturity was high. As a key measure of ELS investment, it is advantageous to select a commodity with a low rate of maturity repayment and a high rate of early redemption.

• Journal of the Korean Data and Information Science Society
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• v.23 no.1
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• pp.53-61
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• 2012

There are cases when the sample size is determined based not only on the significance level but also on on the power or type II error. In this paper, we implemented the sample size and the power calculation when both the significance level and power for testing means in normal distributions and proportions in binomial distributions. The implementation is available on a web site. Alternately, we also calculate the power for a given effect size, type I error probability and sample size.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.32 no.6
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• pp.524-530
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• 2020

The risk of offshore wind turbine support structures by scour has been proposed. The proposed utilize probabilities of scour depths and fragilities according to scour depth and a modification of a seismic risk analysis method. The probability distribution of scour depth was calculated using a equation which is suitable to consider marine environmental conditions such as significant wave height, significant period, and current velocity, and dynamic analysis was performed on an offshore wind turbine equipped with an suction bucket to find fragility. Then, the risk of offshore wind turbine support structure considering scour can be found by integrating the scour probability and the fragility.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.807-816
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• 1997

통계학의 개념들을 직관적으로 이해시키기 위해 기존의 교재중심 강의교육에서 탈피하여 실제적인 실험을 중시하고 컴퓨터를 교육에 활용하는 방안에 국내외적으로 많은 관심이 쏠리고 있다. 본 연구에서는 통계학의 기초개념들을 쉽게 배울 수 있는 통계교육용 멀티미디어 프로그램개발의 한 단계로서 유의성검증시 필요한 p-값(유의확률)의 의미를 정확히 이해하고 적용할 수 있도록 하는 프로그램을 개발하였다. 다양한 상황을 소리, 컴퓨터그래픽, 애니메이션, 텍스트와 동영상을 통합한 멀티미디어 환경하에서 구현하여 피교육자가 흥미를 가지고 학습함으로써 단순한 계산결과가 아니라 원리와 과정을 알 수 있도록 구성하였다. 이 프로그램은 한글 windows 95가 설치된 개인용컴퓨터에서 사용할 수 있으며 internet을 통하여 web browser에서 직접 실행할 수 있다.

• Proceedings of the Safety Management and Science Conference
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• 2012.04a
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• pp.75-80
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• 2012

The research presents a guideline for quality practitioners to provide a full comprehension of differences in theoretical and practical interpretations of assumed sampling errors of and significance probability of calculated p-value. Besides, the study recommends the use of statistical inferences methods with known parameters to identify the improvement effects. In practice, the quality practitioners obtain the known parameters through systematic quality Database (DB) activities.