• Title/Summary/Keyword: 정규분포 검정

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Time Series Modelling of Air Quality in Korea: Long Range Dependence or Changes in Mean? (한국의 미세먼지 시계열 분석: 장기종속 시계열 혹은 비정상 평균변화모형?)

  • Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.26 no.6
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    • pp.987-998
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    • 2013
  • This paper considers the statistical characteristics on the air quality (PM10) of Korea collected hourly in 2011. PM10 in Korea exhibits very strong correlations even for higher lags, namely, long range dependence. It is power-law tailed in marginal distribution, and generalized Pareto distribution successfully captures the thicker tail than log-normal distribution. However, slowly decaying autocorrelations may confuse practitioners since a non-stationary model (such as changes in mean) can produce spurious long term correlations for finite samples. We conduct a statistical testing procedure to distinguish two models and argue that the high persistency can be explained by non-stationary changes in mean model rather than long range dependent time series models.

On the asymptotic correlationship for some process capability indices Ĉp, Ĉpk and Ĉpm under bivariate normal distribution (이변량 정규분포 하에서 공정능력지수에 대한 점근적 상관관계에 관한 연구)

  • Cho, Joong-Jae;Park, Hyo-Il
    • The Korean Journal of Applied Statistics
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    • v.29 no.2
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    • pp.301-308
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    • 2016
  • The process capability index is used to determine whether a production process is capable of producing items within a specified tolerance. Some process capability indices $C_p$, $C_{pk}$ and $C_{pm}$ have been of particular interest as useful management tools for tracking process performance. Most evaluations on process capability indices focus on statistical estimation and test of hypothesis. It is necessary to investigate their asymptotic correlationship among basic estimators ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ of process capability indices $C_p$, $C_{pk}$ and $C_{pm}$. In this paper, we study their asymptotic correlationship for three process capability indices ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ under bivariate normal distribution BN(${\mu}_x,{\mu}_y,{\sigma}^2_x,{\sigma}^2_y,{\rho}$). With some nonnormal processes, the asymptotic correlation coefficient of any two respective process capability index estimators could be established.

A Study on Price Volatility and Properties of Time-series for the Tangerine Price in Jeju (제주지역 감귤가격의 시계열적 특성 및 가격변동성에 관한 연구)

  • Ko, Bong-Hyun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.6
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    • pp.212-217
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    • 2020
  • The purpose of this study was to analyze the volatility and properties of a time series for tangerine prices in Jeju using the GARCH model of Bollerslev(1986). First, it was found that the time series for the rate of change in tangerine prices had a thicker tail rather than a normal distribution. At a significance level of 1%, the Jarque-Bera statistic led to a rejection of the null hypothesis that the distribution of the time series for the rate of change in tangerine prices is normally distributed. Second, the correlation between the time series was high based on the Ljung-Box Q statistic, which was statistically verified through the ARCH-LM test. Third, the results of the GARCH(1,1) model estimation showed statistically significant results at a significance level of 1%, except for the constant of the mean equation. The persistence parameter value of the variance equation was estimated to be close to 1, which means that there is a high possibility that a similar level of volatility will be present in the future. Finally, it is expected that the results of this study can be used as basic data to optimize the government's tangerine supply and demand control policy.

The Effects of Item Parceling on Causal Parameter Testing and Goodness-of-Fit Indices in Structural Equation Modeling (구조방정식 모델에서 항목묶음이 인과 모수의 검정과 적합도 평가에 미치는 영향)

  • Cho, Hyun-Chul;Kang, Suk-Hou
    • Journal of Global Scholars of Marketing Science
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    • v.17 no.3
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    • pp.133-151
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    • 2007
  • The purpose of this article is to examine the effects of item parceling on the consistency of significance testing of the causal parameters with regard to the relationship between the relevant constructs, as well as the effects of the item parceling on the goodness-of-fit indices of LISREL's general models. Most of the researchers' major purpose of using structural equation modeling (SEM) is to test their research hypotheses associated with the causal parameters. Therefore, we investigated three general models of LISREL, rather than the frequently used confirmatory factor analytic (CFA) models by many other researchers. The results of the study showed that there was a high level of consistency in the calculated test statics of causal parameters between the item-parceled solutions and the item-level solutions, and that the item-parceled solutions had better goodness-of-fit indices, such as GFI, AGFI, CFI, and NFI, than the solutions at the item level. However, in terms of RMSEA, there was no such tendency.

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Performance estimation for Software Reliability Growth Model that Use Plot of Failure Data (고장 데이터의 플롯을 이용한 소프트웨어 신뢰도 성장 모델의 성능평가)

  • Jung, Hye-Jung;Yang, Hae-Sool;Park, In-Soo
    • The KIPS Transactions:PartD
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    • v.10D no.5
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    • pp.829-836
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    • 2003
  • Software Reliability Growth Model that have been studied variously. But measurement of correct parameter of this model is not easy. Specially, estimation of correct model about failure data must be establish and estimation of parameter can consist exactly. To get correct testing, we calculate the normal score and describe the normal probability plot. Use the normal probability plot, we estimate the distribution for failure data. In this paper, we estimate the software reliability growth model for through the normal probability plot. In this research, we applies software reliability growth model through distribution characteristics of failure data. If we see plot, we determine the software reliability growth model, we can make sure superior in model's performance estimation.

The Determination of Probability Distributions of Annual, Seasonal and Monthly Precipitation in Korea (우리나라의 연 강수량, 계절 강수량 및 월 강수량의 확률분포형 결정)

  • Kim, Dong-Yeob;Lee, Sang-Ho;Hong, Young-Joo;Lee, Eun-Jai;Im, Sang-Jun
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.12 no.2
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    • pp.83-94
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    • 2010
  • The objective of this study was to determine the best probability distributions of annual, seasonal and monthly precipitation in Korea. Data observed at 32 stations in Korea were analyzed using the L-moment ratio diagram and the average weighted distance (AWD) to identify the best probability distributions of each precipitation. The probability distribution was best represented by 3-parameter Weibull distribution (W3) for the annual precipitation, 3-parameter lognormal distribution (LN3) for spring and autumn seasons, and generalized extreme value distribution (GEV) for summer and winter seasons. The best probability distribution models for monthly precipitation were LN3 for January, W3 for February and July, 2-parameter Weibull distribution (W2) for March, generalized Pareto distribution (GPA) for April, September, October and November, GEV for May and June, and log-Pearson type III (LP3) for August and December. However, from the goodness-of-fit test for the best probability distributions of the best fit, GPA for April, September, October and November, and LN3 for January showed considerably high reject rates due to computational errors in estimation of the probability distribution parameters and relatively higher AWD values. Meanwhile, analyses using data from 55 stations including additional 23 stations indicated insignificant differences to those using original data. Further studies using more long-term data are needed to identify more optimal probability distributions for each precipitation.

A Comparison of Statistical Prediction Models in Household Water End-Uses (가정용수의 수요량 예측을 위한 통계적 모형 비교)

  • Myoung, Sung-Min;Lee, Doo-Jin;Kim, Hwa-Soo;Jo, Jin-Nam
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.567-573
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    • 2011
  • This study develops a predictive model for household water end-uses based on data that have measured household characteristics, housing characteristics and other items, surveyed over 3 years in Korea. However, the measured data was left-skewed and it was not fitted to normal distribution. The parameter estimate were biased when using a multiple regression model. In addition, the results of the testing for the model were usually of significance due to the tiny residual from a large number of observations. In order to solve the problem, we suggested log-normal regression model and Weibull regression model as alternatives. The results of this study can be utilized in the planning stages of water and waste water facilities.

Effect of chest compressions on the quality of back pain prevention and chest compressions by applying body stabilization Convergence movement (체간안정화 융합운동을 접목한 가슴압박이 요통예방과 가슴압박 품질에 미치는 영향)

  • Hong, Eun-Jeong;Cho, Byung-Jun;Kim, Gyoung-Young
    • Journal of the Korea Convergence Society
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    • v.10 no.5
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    • pp.85-94
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    • 2019
  • This study was aimed to identify a study on the effect of chest compressions combined with abdominal drawing-in technique on prevention of back pain and chest compression quality. We tested motion analysis, electromyography, and chest compression quality of 15 paramedics. Data were normalized to SPSS 21.0 (Kolmogorov-Smirnov and Shapiro-Wilk test). The paired t-test was used for the pre- and post-test chest compressions, the one-way ANOVA was used for the analysis of the measurement point-in-time differences, and LSD was used for the post-test. The results of the study showed significant difference in muscle activity and chest compression success rate when the chest pressure was applied with abdomen drawing-in. Therefore, it is necessary to study cardiopulmonary resuscitation education which can increase the chest compression success rate while preventing the back pain of the paramedics in the future.

Segregation Mode of Plant Height in Crosses of Rice Cultivars Ⅸ. Crosses between Semi-dwarf Japonicas and Semi-dwarf(d-t) gene Testers (수도 품종간 교잡에 있어서 간장의 유전분리 Ⅸ. 단간 Japonica 품종과 Semi-dwarf (d-t) gene 검정친과의 조합)

  • Kim, Yong-Kwon;Kim, Hong-Yeol;Nam, Yeong-Woo;Park, Sun-Zik;Heu, Mun-Hue
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.30 no.4
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    • pp.449-454
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    • 1985
  • In order to search for the semi-dwarf japonica varieties allelic to the semi-dwarf rice cultivar which is controlled by d-t gene, seven dwarf japonica varieties. Reimei, Hoyoku. Shiranui, Kokumasari, M 7. S.224 and S.295 were crossed to the semi-dwarf cultivar, wx 817. wx 817 is known to have semi-dwarf gene d-t. Their F$_1$, F$_2$ and F$_3$ were grown in 1984 and 1985 and culm lengths were measured at harvest. The results are summarized as follows. 1. The F$_2$s of all 7 cross combinations showed normal distribution and no segregation. 2. The range of culm length variation in the F$_3$ was variable depending on the cross combination, but the general pattern was similar in the all 7 crosses. 3. The mean of F$_3$ and parental F$_2$ mean which were selected into short, medium and tall groups were similar and showed no segregation, implying the selection efficiency in F$_2$. 4. From the results of F$_2$ and F$_3$ segregations, it is concluded that the culm length of the 7 semi-dwarf japonicas tested here are controlled by the same major gene d-t although they are modified by different minor genes.

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On the analysis of container physical distribution system by simulation(Centering on BCTOC) (시뮬레이션에 의한 컨테이너 물류시스템의 분석에 관한 연구(BCTOC를 중심으로))

  • 임봉택;이재원;성경빈;이철영
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 1998.10a
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    • pp.107-115
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    • 1998
  • For the purpose of building the simulation model on cargo handling capacity of container terminal, we composed a model of container logistics system which has a 4 subsystems ; cargo handling, transportation, storage system and Gate complex system. Several date used in simulation gained through spot research and basic statistic analysis using raw data from January to Jane in 1998. The results of this study are as follows ; First, average available ratio of each subsystem was G/C 50%, Y/T 57.5%, storage system 56%, Gate complex 50%, and there was no subsystem occurring specific bottleneck. Second, comparing the results of simulation to the results of basic statistics, we can verify suitability of this simulation model. Third, Comparing the results of this study to the results of existed study, we were able to confirm a change of BCTOC container logistics system under IMF situation.

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