• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.975-989
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• 2014

Lasso (Tibshirani, 1996) and Elastic Net (Zou and Hastie, 2005) have been widely used in various fields for simultaneous variable selection and coefficient estimation. Bayesian methods using a conditional Laplace and a double Pareto prior specification have been discussed in the form of hierarchical specification. Full conditional posterior distributions with each priors have been derived. We compare the performance of Bayesian lassos with Laplace prior and the performance with double Pareto prior using simulations. We also apply the proposed Bayesian hierarchical models to real data sets to predict the collapse of governments in Asia.

• Proceedings of the Korea Information Processing Society Conference
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• 2003.05b
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• pp.1105-1108
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• 2003

통신망을 효율적으로 설계하고 운영하기 위하여 통신망에 대한 구체적인 시뮬레이션이 필요하며 이에 관한 연구가 현재 활발히 이루어지고 있다. 본 논문에서는 통신망 성능 분석을 위한 시뮬레이션 시 필요한 트래픽 생성기의 설계를 위해 실제 트래픽 자료를 수집, 분석하여 HTTP 요구 수준에서 통계적 방법을 통해 확률 분포로 모델링하였다. 기존 연구에서는 응답 크기에 대하여 파레토 분포만을 사용하여 그 특성을 모델링하였지만, 본 연구에서는 지수 분포와 파레토 분포의 혼합으로 모델링할 수 있음을 확인하였다. 또한 응답 크기의 특성은 서버 내 파일 크기의 특성을 그대로 반영하는 것이 아니라 사용자의 웹 문서 요청의 편중화 현상에 영향을 받아 그 특성이 달라질 수 있다는 것을 분석을 통해 확인하였다.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.121-126
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• 2003

소득분배의 가장 대표적인 불평등척도는 Gini index이며, 이것은 통계학자인 Gini가 제안한 지표로서 소득분배에 관한 분석에서 가장 널리 이용되고 있다. 본 논문에서는 두 원의 호에 의해 Lorenz 곡선을 추정하고 코사인법칙을 이용하여 Gini index를 추정하기 위한 새로운 간편한 방법을 제시하여, 소득분포를 따르는 파레토분포에서 모의실험을 통해 Ogwang and Rao (1996)의 추정방법과 평균제곱오차 면에서 비교 분석한다.

• Asia-Pacific Journal of Business Venturing and Entrepreneurship
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• v.12 no.6
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• pp.41-47
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• 2017

This study is an empirical analysis of the welfare of small and medium venture company trade. In the past, although the study analyzes the trade welfare for representative firm, this research is focusing on the distribution of an entire industry of companies analyzed. In this study, medium-to venture enterprise-scale for logarithmic normal distribution and Pareto distribution is estimated, and this study investigates the trading welfare changes. Results of the analysis can be summarized as follows. First of all, greater trade benefits enterprise-scale heterogeneity appeared to be significant. The result of this finding appeared to be the same to large firms as well as small and medium ventures. Trading welfare, assuming the distribution of Pareto rather than logarithmic normal distribution it's supposed to be overwhelmingly large. Secondly, the case of large corporations shows the more trade welfare than that of small and medium venture companies. Third, assuming homogeneous distribution of enterprise-scale trade welfare differences did not exist. Finally, from the point of view of increasing the welfare of trade, the diversity aiming of venture business is a very important role in the long term, because of the small and medium-sized ventures trade role.

• Journal of the Korean Geographical Society
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• v.42 no.6
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• pp.940-954
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• 2007

This study was to analyze a total of 18,068 farm reservoirs in Korea with their basic measures, and estimate their average characteristics. These characteristics have also been compared with those of foreign countries. Histograms of seven measures(approval area, beneficial area, watershed area, effective storage, full water area, dam length, and dam height) of reservoirs are made to characterize their distributions and to apply the Pareto analysis with the power law to evaluate their inequalities. The histogram analysis shows that the measures of dam(channel cross-section) characteristics follow the log-normal distributions, on the other hand, those of the basin characteristics the exponential-type distributions. Pareto analysis was done for the five measures of having exponential distribution. The Pareto exponents estimated are 0.38 for the approval area, 0.42 for the beneficial area, -0.19 for the effective storage, 0.30 for the watershed area, and 0.22 for the full water area, so the inequality of the beneficial area is the highest and that of the effective storage is the lowest. Analysis of morphology index versus watershed area shows that most reservoirs are categorized into deep or normal ones. These characteristics are also found to be similar to those of foreign countries.

• The Korean Journal of Applied Statistics
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• v.30 no.3
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• pp.363-376
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• 2017

The insurance market is saturated and its growth engine is exhausted; consequently, the insurance industry is now in a low growth period with insurance companies that face a fierce competitive environment. In such a situation, it will be an important issue to find the probability distributions that can explain the flow of insurance claims, which are the basis of the actuarial calculation of the insurance product. Insurance claims are generally known to be well fitted by lognormal distributions or Pareto distributions biased to the left with a thick tail. In recent years, skew normal distributions or skew t distributions have been considered reasonable distributions for describing insurance claims. Cooray and Ananda (2005) proposed a composite lognormal-Pareto distribution that has the advantages of both lognormal and Pareto distributions and they also showed the composite distribution has a higher fitness than single distributions. In this paper, we introduce new composite distributions based on skew normal distributions or skew t distributions and apply them to Danish fire insurance claim data and US indemnity loss data to compare their performance with the other composite distributions and single distributions.

• Journal of Industrial Convergence
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• v.18 no.3
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• pp.19-25
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• 2020

In the software development process, software reliability evaluation is a very important issue. In particular, finding the optimal development model that satisfies high reliability is the more important task for software developers. For this, in this study, Pareto and Erlang life distributions were applied to the finite failure NHPP model to evaluate the reliability attributes. For this purpose, parametric estimation is applied to the maximum likelihood estimation method, and nonlinear equations are calculated using the bisection method. As a result, the Erlang model showed better performance than the Pareto model in the evaluation of the strength function and the mean value function. Also, as a result of inputting future mission time and evaluating reliability, the Erlang model showed an effectively high trend together with the Pareto model, while the Goel-Okumoto basic model showed a decreasing trend. In conclusion, the Erlang model is the best model among the proposed models. Through this study, it is expected that software developers will be able to use it as a basic guideline for exploring and evaluating the optimal software reliability model.

• Journal of the Korean BIBLIA Society for library and Information Science
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• v.31 no.1
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• pp.237-255
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• 2020

Pareto principle states that, for many events, roughly 80% of the effects come from 20% of the causes. This study clarified if there is Pareto principle in Korean universities' academic information resource sharing network and calculates the Gini efficient about inequality in sharing academic resources. As a result, top 20% libraries led 80% of performance and inequality degree showed 0.8 as very serious condition. Relative Gini efficient which is recalculated considering scale of each libraries stay 0.7 that is adjusted slightly down. It means that such phenomenon is not caused by the difference of each universities scale with high contribution of big university and low contribution of small university. And in comparison of inequality between university's types, inequality between community colleges and private universities is more serious than four-year-course college and national university respectfully. Finally, as a result of visualizing the distribution of participating libraries, there were libraries with overwhelming contributions, and libraries with small but relatively high contribution levels were also distributed.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.39 no.2
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• pp.163-168
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• 2015

In order to perform estimations with high reliability, it is necessary to deal with the tail part of the cumulative distribution function (CDF) in greater detail compared to an overall CDF. The use of a generalized Pareto distribution (GPD) to model the tail part of a CDF is receiving more research attention with the goal of performing estimations with high reliability. Current studies on GPDs focus on ways to determine the appropriate number of sample points and their parameters. However, even if a proper estimation is made, it can be inaccurate as a result of an incorrect threshold value. Therefore, in this paper, a GPD based on the Akaike information criterion (AIC) is proposed to improve the accuracy of the tail model. The proposed method determines an accurate threshold value using the AIC with the overall samples before estimating the GPD over the threshold. To validate the accuracy of the method, its reliability is compared with that obtained using a general GPD model with an empirical CDF.

• The Korean Journal of Applied Statistics
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• v.24 no.5
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• pp.931-939
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• 2011

In practice, thresholds are determined by the two subjective assessment methods in a generalized pareto distribution of mean extreme function(MEF-graph) or Hill-graph. To remedy the problem of subjectiveness of these methods, we propose an alternative method to determine the threshold based on the robust statistics. We compared the MEF-graph, Hill-graph and our method through VaRs on the Korean stock market data from January 5, 1987 to August 3, 2009. As a result, the VaR based on the proposed method is not much different from the existing methods, and the standard deviation of VaR for our method was the smallest. The results show that our method can be a promising alternative to determine thresholds of the generalized pareto distributions.