• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.671-681
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• 1999

이항분포의 정규근사는 중심극한정리의 한 예로서 자주 언급되는데 정규근사를 하기 위한 시행회수 n과 성공률 p에 대한 판정기준들이 다수 제시되고 있는 데, 본 논문은 이러한 판정기준들에 대하여 제약조건의 강도와 평균오차한계를 비교, 검토하였다.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.171-179
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• 2009

In this paper we studied the effective approximations to the distribution of the sum of products of normal variables. Based on the saddlepoint approximations to the quadratic forms, the suggested approximations are very accurate and easy to use. Applications to the FSK (Frequency Shift Keying) communication are also considered.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.243-248
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• 2003

Fattorini(1986)의 통계량은 Shapiro와 Wilk의 일변량 정규분포를 위한 검정통계량을 다변량으로 확장한 것이다. 본 논문에서는 Kim과 Bickel(2003)에서 제안한 이변량 정규분포를 위한 검정통계량을 Fattorini(1986)의 방법을 이용하여 이변량 이상인 경우에도 실제적으로 사용가능하도록 일반화하였다. 제안된 통계량은 Fattorini(1986) 통계량의 근사통계량으로 생각할 수 있으며 표본의 크기가 클 때도 사용가능하다.

• 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.7 no.2
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• pp.269-277
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• 1994

Bootstrap approximation is compared with ordinary asymptotic method in the context of minimum chi-square estimation through application in a real problem. Fixed interval search method is shown to be superior over a random interval search method or Newton-Raphson method. All the procedures are implemented by S-Plus functions.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.571-579
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• 2016

Most of studies related to the distributions of quadratic forms are conducted under the assumption of multivariate normal distribution. In this paper, we suggested an approximation to the distribution of quadratic forms based on multivariate skew-normal distribution as alternatives for multivariate normal distribution. Saddlepoint approximations are considered and the accuracy of the approximations are verified through simulation studies.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1211-1219
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• 2013

Recently, the usage of skew-normal distribution, instead of classical normal distribution, is rising up in many statistical theories and applications. In this paper, we deal with saddlepoint approximation for the distribution function of sample mean of skew-normal distribution. Comparing to normal approximation, saddlepoint approximation provides very accurate results in small sample sizes as well as for large or moderate sample sizes. Saddlepoint approximations related to the skew-normal distribution, suggested in this paper, can be used as a approximate approach to the classical method of Gupta and Chen (2001) and Chen et al. (2004) which need very complicate calculations. Through simulation study, we verified the accuracy of the suggested approximation and applied the approximation to Robert's (1966) twin data.

• The Korean Journal of Applied Statistics
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• v.14 no.2
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• pp.333-344
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• 2001

통계적 추론에 사용되는 많은 통계량들은 평균벡터의 평활함수의 형태로 표현이 가능하다. 본 연구에서는 이들 통계량들의 분포함수에 대한 안부점근사법을 제시하였다. 이 방법은 Na(1998)에서 제시된 일반적 통계량의 분포함수에 대한 안부점근사법이 평균벡터의 평활함수모형에 특히 유용하게 사용될 수 있음을 보인 것이다. 이 근사법은 정규근사에 비해 근사의 정도가 뛰어나며, 특히 통계량의 꼬리부분의 확률에 대해서도 정확도가 그대로 유지되는 장점이 있어 정밀한 추론이 요구되는 많은 문제에 효과적으로 사용될 수 있다. 모의 실험에 사용할 평균벡터의 평활함수 모형으로는 스튜던트화 분산을 고려하였다.

• The KIPS Transactions:PartD
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• v.11D no.1
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• pp.219-228
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• 2004

Confidence interval estimators for proportions using normal approximation have been commonly used for coverage analysis of simulation output even though alternative approximate estimators of confidence intervals for proportions were proposed. This is -because the normal approximation was easier to use in practice than the other approximate estimators. Computing technology has no problem with dealing these alternative estimators. Recently, one of the approximation methods for coverage analysis which is based on arcsin transformation has been used for estimating proportion and for controlling the required precision in [12]. In this paper, we compare three approximate interval estimators, based on a normal distribution approximation, an arcsin transformation and an F-distribution approximation, of a single proportion. Three estimators were applied to sequential coverage analysis of steady-state means, in simulations of the M/M/1/$\infty$ and W/D/l/$\infty$ queueing systems on a single processor and multiple processors.

• The Korean Journal of Applied Statistics
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• v.17 no.1
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• pp.35-47
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• 2004

In this paper, we generalizes Kim and Bickel(2003)'s statistic for bivariate normality to that of multinormality, applying Fattorini(1986)'s method. Fattorini(1986) generalized Shapiro-Wilk's statistic for univariate normality to multivariate cases. The proposed statistic could be considered as an approximate statistic to Fattorini(1986)'s. It can be used even for a big sample size. Power performance of the proposed test is assessed in a Monte Carlo study.