• The Korean Journal of Applied Statistics
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• v.18 no.1
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• pp.99-113
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• 2005

In this article, we propose a chi-squared test of spherical symmetry. The advantage of this test is that the test statistic and its asymptotic p-value are easy to compute. The limiting distribution of the test statistic is derived under spherical symmetry and its accuracy, in finite samples, is studied via simulation. Also, a simulation study is conducted in which the power of our test is compared with those of other tests for spherical symmetry in various alternative distributions. Finally, an illustrative example of application to a real data is provided.

• Journal of Korea Society of Industrial Information Systems
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• v.5 no.2
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• pp.39-46
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• 2000

Recent]y van Es (1992) and Correa (1995) proposed an estimator of entropy. In this paper, we proposed the goodness of fit test statistics for exponentiality based on Vasicek's estimator and Correa's estimator of Kullback-Leibier Information. And we compare the power of the proposed test statistics with Kolmogorov-Sminov, Kuiper, Cramer von Mises, Watson, Andersen-Darling and Finkelstein and Schefer statistics.

• Journal of the Earthquake Engineering Society of Korea
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• v.4 no.1
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• pp.13-34
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• 2000

본 연구에서는 서기 2년부터 1977년까지 남.북한 역사지진(A.D 2-1904)과 초기 계기 지진(1905-1977) 목록을 이용하여 남한 지진 규모로 재조정된 지진목록을 작성하였다 역사 지진은 과거의 협소한 인구분포로 인해 지진 기록의 누락이 많앗다 지진 위험도를 작성하기 위해 지진 발생분포와 지체구조의 특성을 고려하여 4개의 지진구(seismic province)를 설정하였다. 각 지진구에서 최대 잠재 지진결정은 Gumbel의 최대치 이론을 이용하였다 제 1수정 점근 함수 분포에서 유한 상한 값(finte upper boundary) 의 존재는 각 지진구에서 발생할 최대 잠재 지진의 진원(source)이 유한하다는 사실과 잘 일치한다. 따라서 이를 근거로 각 지진구에서 10년 , 20년, 30년, 50년 이내에 2% 5% 10% 초과 확률을 갖는 최대 규모지진을 추정하였다 또한 각 지진구에서 유한 지진원은 과거에 발생했던 큰 규모의 특정 지진과 지진 지체구조 정보에 근거하여 결정하였다. 연구결과 조선시대(1392-1904) 의 지진위험도에서는 경주 울산지역과 서울과 평양지역을 따라 높은지반 가속도 값을 보이며 경주지역에서 0.24g의 최대 지반 가속도 값으로 나타났다 계기 지진목록(1905-1998)을 이용한 한반도의 지진 위험도에서는 경주, 울산, 대구 지역에서 0.10-0.12g 의 최대 지반가속도 값을 보였다. 그리고 계기 지진 목록(1905-1998) 만을 이용하여 작성한 서울.경기 지역의 지진 위험도에서는 김포, 잠실 , 성남 지역의 한강을 따라 분포하는 충적층과 강남지역의 지반 운동이 한강 이북의 대보 화강암 지역에 비해 비교적 높은 0.09-0.10g의 지반 가속도를 보이는 것이 특징이다.

• The Korean Journal of Applied Statistics
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• v.33 no.1
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• pp.107-114
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• 2020

Extreme value distributions have often been used for the analysis (e.g., prediction of return level) of data which are observed from natural disaster. By the extreme value theory, the block maxima asymptotically follow the generalized extreme value distribution as sample size increases; however, this may not hold in a small sample case. For solving this problem, this paper proposes the use of a log-logistic (LLG) distribution whose validity is evaluated through goodness-of-fit test and model selection. The proposed method is illustrated with data from annual maximum earthquake magnitudes of China. Here, we present the predicted return level and confidence interval according to each return period using LLG distribution.

• Journal of the Korean Data and Information Science Society
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• v.25 no.5
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• pp.1039-1055
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• 2014

The distribution of a test statistic under a null hypothesis depends on the unknown distribution of the data and thus is unknown as well. Conditional tests replace the unknown null distribution by the conditional null distribution, that is, the distribution of the test statistic given the observed data. This approach is known as permutation tests and was developed by Fisher (Fisher, 1935). Theoretical framework for permutation tests was given by Strasser and Weber(1999). The coin package developed by Hothon et al. (2006, 2008) implements a unified approach for conditional inference via the generic independence test. Because convenient functions for the most prominent problems are available, users will not have to use the extremely flexible procedure. In this article we briefly review the underlying theory from Strasser and Weber (1999) and explain how to transform the data to perform the generic function independence test. Finally it was illustrated with a few real data sets.

• Journal of the Korean Data and Information Science Society
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• v.28 no.3
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• pp.515-524
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• 2017

In this study, a measure of discrepancy based on MV (margin of victory) has been suggested that might be useful in determining the size of random forest for classification. Here MV is a scaled difference in the votes, at infinite random forest, of two most popular classes of current random forest. More specifically, max(-MV,0) is proposed as a reasonable measure of discrepancy by noting that negative MV values mean a discrepancy in two most popular classes between the current and infinite random forests. We propose an appropriate diagnostic statistic based on this measure that might be useful for the determination of random forest size, and then we derive its asymptotic distribution. Finally, a simulation study has been conducted to compare the performances, in finite samples, between this proposed statistic and other recently proposed diagnostic statistics.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.13 no.2
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• pp.89-99
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• 2001

In the present paper, Helmholtz resonator, which is widely used as a sound-amplification device, is applied to the development of seawater-exchanging breakwater. The incident waves can induce a large response in the resonator when incident wave frequency is close to one of natural modes of the resonator. Largely amplified potential energy due to the resonance supplies clean seawater into the harbor side throughout the channel. Flow supplied by the resonator circulates the seawater of harbor and helps to improve water quality. Within the framework of linear potential theory, matched asymptotic expansion method is employed to analyze the wave responses in a resonator. The semi-circular shape of the resonator has been chosen as an analytic model for mathematical simplicity. The wave responses of both single and arrays of Helmholtz resonator are investi¬gated. To validate an analytic solution, model test is conducted at 2-dimensional wave tanle Wave hcights in the resonator and velocity at the channel are measured for the state of valve-on and valve-off.

• Journal of the Korean Data and Information Science Society
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• v.7 no.1
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• pp.47-57
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• 1996

This paper on planning constant accelerated life test is assumed that parameters for a lognormal life distribution are depended on changes of stresses. The proposed test plans are optimum in that they minimize the asymptotic variance of maximum likelihood estimator of a specified quantile at the design stress. The optimal amount of low stress level ${\xi}_{L}$ and optimal sample proportion ${\pi}$ to be allocated at low stress level are obtained when the ratio of scales at high stress level and design stress level is unknown.

• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.103-115
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• 2007

In this paper we studied the small sample asymptotic inference for the autoregressive coefficient in AR(1) model. Based on saddlepoint approximations to the distribution of quadratic forms, we suggest a new approximation to the distribution of the estimators of the noncircular autoregressive coefficients. Simulation results show that the suggested methods are very accurate even in the small sample sizes and extreme tail area.

• The Korean Journal of Applied Statistics
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• v.3 no.1
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• pp.105-120
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• 1990

In this paper, a sequential test procedure is defined by using cumulative sum (CUSUM) of statistics. The properties as well as the efficiency of the CUSUM test are studied in comparison with the sequential probability ratio test (SPRT). It was shown that, the operating characteristic function and the average sample numbrer can be derived by Wald and Wiener process approximations. Also it was shown that the statistics used in the CUSUM test is determined to provide asymtotically equivalent efficiency compared to the SPRT. The efficiency of the CUSUM test and the SPRT are cpmpared by an example for some limited number of cases in the exponential distribution.