• The Korean Journal of Applied Statistics
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• v.17 no.3
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• pp.489-498
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• 2004

In this paper, a new form of linear models referred to as generalized weighted linear models is proposed. The proposed models assume that the relationship between the response variable and explanatory variables can be modelled by a distribution function of the response mean and a weighted linear combination of distribution functions of covariates. This form addresses a structural problem of the link function in the generalized linear models in which the parameter space may not be consistent with the space derived from linear predictors. The maximum likelihood estimation with Lagrange's undetermined multipliers is used to estimate the parameters and resampling method is applied to compute confidence intervals and to test hypotheses.

• Journal of Korea Water Resources Association
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• v.36 no.2
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• pp.263-271
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• 2003

The wetness index has been frequently used to describe the spatial distribution of the hydrologic status on the platform of the grid based model such as TOPMODEL and THALES. The statistical and spatial distributions of the wetness index are primarily depend upon the flow determinatin algorithm. The comparison among various algorithms and the decision making of the application algorithms are desirable. The entropy is used to evaluate the information transfer patterns of the various flow determination algorithm. The Holmgren's H algorithm and the SDFAA algorithm were found to be the better scheme than the other approaches to maximize the information contents of the wetness index.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.219-228
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• 2004

In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.

• Korean Journal of Optics and Photonics
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• v.21 no.3
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• pp.97-102
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• 2010

A pattern density function using simulation analysis for controlling LGP output distribution was proposed. The pattern density function was found as [Pexp(-y/70)+Qexp(+y/25)]R. We analyzed the LGP output distribution of a hemi-sphere pattern using the function and then found that its output distribution was clearly improved as compared with that of the equi-distance pattern. We found that the density function works well for the pyramid pattern case as well as.

• The Korean Journal of Financial Management
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• v.21 no.2
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• pp.211-233
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• 2004

This purpose of paper is to propose a European option pricing formula when the rate of return follows the leptokurtic distribution instead of normal. This distribution explains well the volatility smile and furthermore the option prices calculated under the leptokurtic distribution are shown to be closer to the market prices than those of Black-Scholes model. We make an estimation of the implied volatility and kurtosis to verify the fitness of the pricing formula that we propose here.

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.32-36
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• 2011

가뭄은 홍수와 같이 단기간에 피해를 발생시키는 것이 아니라 장기간에 걸쳐 서서히 진행되므로 그 심각성을 인식하기 어렵고 국가 차원의 대책 또한 미비한 실정이다. 따라서 본 연구에서는 가뭄의 발생특성을 파악하기 위해 기상학적 가뭄지수를 산정하여 가뭄빈도해석을 실시하였다. 빈도해석방법은 weibull분포를 이용한 매개변수적 방법과 경계핵밀도함수(Boundary Kernel Density Function)를 이용한 비매개변수적 방법을 병행하여 재현기간별 가뭄심도를 산정하였다.

• The Korean Journal of Applied Statistics
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• v.4 no.2
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• pp.157-170
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• 1991

This article is concerned with the goodness - of - fit test for exponentiality when both the scale and location parameters are unknown. A test procedure based on the $L_1$-norm of discrepancy between the cumulative distribution function and the empirical distribution function is proposed, and the critical values of the test statistic are obtained by Monte Carlo simulations. Also the null distributions of the proposed test statistic are presented for small sample sizes. The power of tests under certain alternative distributions is investigated to compare the proposed test statistic with the well-known EDF test statistics. Our Monte Carlo power studies reveal that the proposed test statistic has good power properties, for moderate-to-large sample sizes, in comparison to other statistics although it is a conservative test.

• Environmental and Resource Economics Review
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• v.13 no.1
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• pp.83-117
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• 2004

This study investigates the spatial distributions of the ambient levels of air pollutants ($SO_2$, $NO_2$, $O_3$, CO, and PM) in Seoul metropolitan area using the data obtained by the air pollution observation stations. This study estimated a non-parametric kernel density function and two types of inequality indices, Gini and Entropy. Our estimation results show that the degree of inequality in spatial distribution of air pollution, in general, tends to be stable or slightly decreasing for the period of 1990~2001. In addition, we found that there are significant dynamics of air pollution levels in terms of spatial ranking.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2012.11a
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• pp.101-102
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• 2012

지수-골롬 부호는 데이터의 무손실 부호화를 위해 사용되는 대표적인 방법으로서 지수 함수 형태로 단일 모드 분포를 가지는 데이터의 부호화에 적합하다. 본 논문에서는 데이터의 분포가 단일 모드가 아닌 이중 모드를 가지는 경우에 적용하기 위해 변형된 지수-골롬 부호를 제안하고 모드의 높이와 모드 사이의 거리에 따른 부호화 성능을 살펴보았으며 실제 데이터에 적용한 실험결과를 제시하였다.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.447-460
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• 2006

This paper develops a multiple comparison method for finding an optimal ordering of K geometric means of exponential parameters. This is based on the paired comparison experimental arrangement whose results can naturally be represented by a completely oriented graph. Introducing posterior preference probabilities and stochastic transitivity conditions to the graph, we obtain a new graphical model that yields criteria for the optimal ordering in the multiple comparison. Necessary theories involved in the method and some computational aspects are provided. Some numerical examples are given to illustrate the efficiency of the suggested method.