• Proceedings of the Korea Technology Innovation Society Conference
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• 2017.11a
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• pp.249-249
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• 2017

본 연구는 신 국제무역이론(Meltzer, 2012, 2014, 2015)에 대한 실증분석을 목적으로 한다. 신국제무역이론은 기술혁신역량에 대한 이질적 기업분포가 국제무역에 미치는 영향을 중심으로 전개된다. 이 새로운 국제무역이론은 기술혁신분포형태가 국제무역효과를 결정한다는 핵심가정에서 출발하기 때문에 실증적으로 우리나라 제조 기업 기술혁신분포를 추정하고, 기술혁신분포형태 즉 우리나라 기업의 기술혁신과 기술모방분포에 대한 통계적으로 검증하여, 신 국제무역이론기반에 대한 적정성을 평가하였다. 본 분석결과를 바탕으로 기술정책 및 산업정책 방향을 간단하게 제언하였다.

• Journal of the Korean Data and Information Science Society
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• v.23 no.2
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• pp.227-234
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• 2012

Hamming distances in medical science are used for the diagnosis of diseases. The differences of the distances, however, are often very small, and is not in the general statistical form such as normal or chi-square distribution. In this study, we explore the characteristics and significance of the differences of Hamming distances generated in medical diagnosis.

• 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.

• Journal of Korean Society for Atmospheric Environment
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• v.19 no.1
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• pp.93-100
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• 2003

In this technical information, the long-term measurement data at Gosan between 1992 and 2001 are analyzed with various statistical methods. First. it was confirmed that the basic assumption of t-test is important to classify data correctly. Second, it was founded that the difference of the number of data per month can affect the averaged concentration. Third, by using a non-parametric statistical method long term trend of aerosol composition free from seasonal effects is obtained.

• Communications for Statistical Applications and Methods
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• v.16 no.3
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• pp.397-408
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• 2009

The development of microarray technology makes possible to analyse many thousands of genes simultaneously. While it is important to test each gene whether it shows changes in expression associated with a phenotype, human diseases are thought to occur through the interactions of multiple genes within a same functional cafe-gory. Recent research interests aims to directly test the behavior of sets of functionally related genes, instead of focusing on single genes. Gene set enrichment analysis(GSEA), significance analysis of microarray to gene-set analysis(SAM-GS) and parametric analysis of gene set enrichment(PAGE) have been applied widely as a tool for gene-set analyses. We describe their problems and propose an alternative method using a parametric analysis by adopting normal score transformation of gene expression values. Performance of the newly derived method is compared with previous methods on three real microarray datasets.

• Journal of Korea Port Economic Association
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• v.31 no.1
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• pp.1-14
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• 2015

The standard GARCH model imposing symmetry on the conditional variance, tends to fail in capturing some important features of the data. This paper, hence, introduces the models capturing asymmetric effect. They are the EGARCH model and the GJR model. We provide the systematic comparison of volatility models focusing on the asymmetric effect of news on volatility. Specifically, three diagnostic tests are provided: the sign bias test, the negative size bias test, and the positive size bias test. This paper shows that there is significant evidence of GARCH-type process in the data, as shown by the test for the Ljung-Box Q statistic on the squared residual data. The estimated unconditional density function for squared residual is clearly skewed to the left and markedly leptokurtic when compared with the standard normal distribution. The observation of volatility clustering is also clearly reinforced by the plot of the squared value of residuals of export volume and values. The unconditional variance of both export volumes and export value indicates that large shocks of either sign tend to be followed by large shocks, and small shocks of either sign tend to follow small shocks. The estimated export volume news impact curve for the GARCH also suggests that $h_t$ is overestimated for large negative and positive shocks. The conditional variance equation of the GARCH model for export volumes contains two parameters ${\alpha}$ and ${\beta}$ that are insignificant, indicating that the GARCH model is a poor characterization of the conditional variance of export volumes. The conditional variance equation of the EGARCH model for export value, however, shows a positive sign of parameter ${\delta}$, which is contrary to our expectation, while the GJR model exhibits that parameters ${\alpha}$ and ${\beta}$ are insignificant, and ${\delta}$ is marginally significant. That indicates that the asymmetric volatility models are poor characterization of the conditional variance of export value. It is concluded that the asymmetric EGARCH and GJR model are appropriate in explaining the volatility of export volume, while the symmetric standard GARCH model is good for capturing the volatility.

• 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.

• Environmental and Resource Economics Review
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• v.14 no.2
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• pp.447-474
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• 2005

Respondents, in the willingness to pay (WTP) survey, may have preference intensity about their stated WTP values. This study elicited a post-decisional intensity measure for each observed WTP answer for gathering information on the degree of preference intensity. In order to deal with the WTP data with preference intensity, this paper considers using the Type 3 Tobit model. This is usually estimated by the parametric two-stage estimation method assuming homoskedastic and bivariate normal error structure. However, if the assumptions are not satisfied, the estimates are inconsistent. The author has tested the hypotheses of homoskedasticity and normality, and could not accept them at the 1% level. The assumptions required to estimate the parametric Type 3 model are, therefore, too strong to be satisfied. As an alternative the parametric model, this study applies a semiparametric Type 3 Tobit model. The results show that the semiparametric model significantly outperforms the parametric model, and that more importantly, the mean WTP from the parametric model is significantly different from that from the semiparametric model.

• 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 Korea Water Resources Association
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• v.48 no.10
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• pp.807-816
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• 2015

In general, the water stage-discharge relationship curve is established based on the assumptions of linearity and homoscedasticity. However, the relationship between the water stage and discharge is affected from geomorphological factors, which violates the basic assumptions of the water stage-discharge relationship curve. In order to reduce the error due to the violations, the curve is divided into several sections based on the manager's judgement considering change of cross-sectional shape. In this research, the objective-splitting criteria of the curve is proposed based on the measured data without the subjective decision. First, it is assumed that the coefficient of variation follows the normal distribution. Then, if the newly calculated coefficient of variation is outside of the 95% confidential interval, the curve is divided. Namely, the groups is divided by the characteristics of the coefficient of variation and the reasonable criteria is provided for establishing a multi-segmented rating curve. To validate the proposed method, it was applied to the data generated by three artificial power functions. In addition, to confirm the applicability of the proposed method, it is applied to the water stage and discharge data of the Muju water stage gauging station and Sangegyo water stage gauging station. As a result, it is found that the automatically divided rating curve improves the accuracy and extrapolation accuracy of the rating curve. Finally, through the residual analysis using Shapiro-Wilk normality test, it is confirmed that the residual of water stage-discharge relationship curve tends to follow the normal distribution.