• Communications for Statistical Applications and Methods
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• v.16 no.2
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• pp.239-347
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• 2009

This paper presents Kolmogorov-Smirnov, mean difference, AUROC and AR, four well known statistics that have been widely used for evaluating the discriminatory power of credit rating models. Criteria for these statistics are determined by the value of mean difference under the assumption of normality and equal standard deviation. Alternative criteria are proposed through the simulations according to various sample sizes, type II error rates, and the ratio of bads, also we suggest the meaning of statistic on the basis of discriminatory power. Finally we make a comparative study of the currently used guidelines and simulated results.

• Journal of Korean Port Research
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• v.12 no.2
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• pp.251-260
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• 1998

For the purpose of building the simulation model on cargo handling capacity in container terminal we composed a model of container logistics system which has a 4 subsystem; cargo handling transportation storage and gate complex system. Several data are used in simulation which were gained through a field study and a basic statistic analysis of raw data on BCTOC from January to Jane in 1998. The results of this study are as follows; First average available ratios of each subsystems were 50% for G/C, 57.5% for Y/T, 56% for storage system and 50% for gate complex. And there were no subsystems occurring specific bottleneck. Second comparing the results of simulation to the results of basic statistics analysis we can verifying the suitability of this simulation model. Third comparing the results of this study to the results of existed similar study in 1996, we were able to confirm the changes of container logistics system in BCTOC.

• Journal of dental hygiene science
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• v.3 no.2
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• pp.83-88
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• 2003

Patient satisfaction is now recognized as a outcome indicator of health care quality. The objective of this research was to evaluate a patient satisfaction survey instrument specially applicable to dental care, and to examines the reliability and the effect of response biases on reported satisfaction. The acceptability of satisfaction as a quality indicators was qualified by several measurement problems. The patient questionnaire was administered in four different study samples to examine the consistency of data. Cronbach's alpha was used as the measure of internal consistency. A aquiesent bias was found in the sample of 80(20%) respondents. Response biases affacted level of measured satisfaction. Highly acquiesent respondents were older, less well educated than nonaquiesent subject.

• Korean Journal of Construction Engineering and Management
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• v.17 no.4
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• pp.57-65
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• 2016

This study found a proper parametric life distribution based on maintenance history data of each bridge member under the jurisdiction of the Korea Expressway Corporation for the past 10 years by introducing the concept of reliability and suggested a measure to calculate the mean life and reliability of each bridge member using the parameter obtained with the maximum-likelihood classification. As a result of analyzing the exponential distribution, weibull distribution and log normal distribution being utilized frequently in order to find the parametric life distribution type which well described the life data of each bridge member, it was found that the log normal distribution and weibull distribution described the characteristics of the relevant life data the best. As a result of calculating the mean life of each bridge member based on the estimated parameter, the average life of the steel bridge coating was 18.51 years which was the longest, followed by the bridge deck as 17.56 years. The mean life of the drainage facility and the bridge bearing were 12.27 years and 12.57 years respectively, showing the shortest life.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.9 no.2
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• pp.143-150
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• 1976

A trial has been made to find out a new method of calculating the survival rate of a fish Population utilizing the length composition data and the characteristics of the frequency curve of the length which usually is normal distribution curve. In this paper, a stochastic method is introduced and applied to calculate the survival rate of yellow croaker caught by Korean trawlers in the Yellow Sea and the East China Sea in 1971. The results are as follows : Mean of survival rate 0.46089 Variance 0.03073 Standard deviation 0.17529 95 percent confidence interval 0.36040-0.56138.

• The Journal of Information Technology
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• v.3 no.1
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• pp.37-44
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• 2000

The purchasing estimate price of diamond is affected by the factors of carat, color, clarity, certificate, cut and price with the unit of $/carat. The object of this study is to obtain the linear regression model for such purchasing estimate price and to test statistically. The optimum model is the simple regression model of $^y{\;}:{\;}10^2{\;}/{\;}(-1.5575{\;}+{\;}0.3099{\;}logx){\;}+{\;}{\varepsilon}$ statistically satisfied by the lack of fit test and has the characteristics of normality, constant variance and symmetry.

• Proceedings of the Korean Society for Emotion and Sensibility Conference
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• 1999.11a
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• pp.139-144
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• 1999

본 논문에서는 45명의 남자 대학생들에게 연산을 수행하게 한 후, 연산스트레스를 측정하기 위한 생리 파라메터의 추출에 대하여 연구하였다. 파라메터를 추출하기 위해서 1) 정규분포화를 위한 변환 2) 상관관계를 통해 상호관련성이 높은 파라메터를 조사 3) 휴식기간과 연산작업간의 파라메터의 값 비교를 통한 파라메터 표준화 4) 각 파라메터에 대해서 반복측정자료의 분산분석법을 통하여 검정함으로써 통계적으로 유의적인 차이가 있는 파라메터를 선정하였다. 위와 같은 절차를 통하여 연산스트레스의 지수화에 필요한 생리 파라메터로 Heart Rate, HRV의 LF/HF, HRV의 MF/(LF+HF), Return Map의 분산, Mean Temperature, GSR-Mean과 호흡수가 최종적으로 선정되었다.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.435-449
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• 1998

In this article we have introduced a Bayes criterion for the variable selection in multiple discriminant analysis (MDA). The criterion is a default Bayes factor for the comparision of homo/heteroscadasticity of the multivariate normal means. The default Bayes factor is obtained from a development of the imaginary training sample method introduced by Spiegelhalter and Smith (1982). Based an the criterion, we also provided a test for additional discrimination in MDA. The advantage of the criterion is that it is not only applicable for the optimal subset selection method but for the stepwise method. More over, the criterion can be reduced to that for two-group discriminant analysis. Thus the criterion can be regarded as an unified alternative to variable selection criteria suggested by various sampling theory approaches. To illustrate the performance of the criterion, a numerical study has bean done via Monte Carlo experiment.

• Journal of the Korean Geotechnical Society
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• v.35 no.6
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• pp.17-26
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• 2019

In this study, the statistical characteristics of the resistance bias factors were analyzed using a high-quality field load test database, and the total resistance bias factors were estimated considering the soil uncertainty and construction errors for the application of the limit state design of aggregate pier foundation. The MLR model by Bong and Kim (2017), which has a higher prediction performance than the previous models was used for estimating the resistance bias factors, and its suitability was evaluated. The chi-square goodness of fit test was performed to estimate the probability distribution of the resistance bias factors, and the normal distribution was found to be most suitable. The total variability in the nominal resistance was estimated including the uncertainty of undrained shear strength and construction errors that can occur during the aggregate pier construction. Finally, the probability distribution of the total resistance bias factors is shown to follow a log-normal distribution. The parameters of the probability distribution according to the coefficient of variation of total resistance bias factors were estimated by Monte Carlo simulation, and their regression equations were proposed for simple application.

• The Korean Journal of Financial Management
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• v.20 no.2
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• pp.95-126
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• 2003

This paper introduces multifractal processes and presents the empirical investigation of the multifractal asset pricing. The multifractal stock price process contains long-tails which focus on Levy-Stable distributions. The process also contains long-dependence, which is the characteristic feature of fractional Brownian motion. Multifractality introduces a new source of heterogeneity through time-varying local reqularity in the price path. This paper investigates multifractality in stock prices. After finding evidence of multifractal scaling, the multifractal spectrum is estimated via the Legendre transform. The distinguishing feature of the multifractal process is multiscaling of the return distribution's moments under time-resealing. More intensive study is required of estimation techniques and inference procedures.