• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.155-160
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• 2005

상호정보를 이용하면 두 확률변수 사이의 종속의 정도를 평가할 수 있는 측도를 제시할 수 있고 두 변수 사이의 상관관계를 나타내는 표본상관계수의 단점을 보완한 일반화상관계수를 정의할 수 있다.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.135-144
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• 1996

표본조사에서는 실사의 비용의 줄어주고 추정치의 정도를 높여 주는 바람직한 표본이 추출되기를 기대한다. Goodman과, Kish(1950)는 기존의 추출방법의 성질을 변화하지 않으면서 바람직한 표본의 추출확률의 놓게 해주고 반면에 바람직하지 않은 표본의 추출확률을 작게 해주는 관리적 선정(controlled selection) 방법을 제시하였다. 본 논문에서는 지금까지 관리적 선정방법이 갖고 있는 한계점과 실제조사에 이 방법을 적용할 때 발생하는 문제점을 파악하여, 향후 관리적 선정방법을 효율적으로 사용하기 위한 연구 방향과 관제를 제시하였다.

• The Korean Journal of Financial Management
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• v.17 no.2
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• pp.229-256
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• 2000

주식시장에서 환율위험프리미엄의 존재유무는 기업의 투자 및 자본조달, 외환헤징재무활동, 개인의 투자전략 등에 중요한 영향을 미치게 된다. 본 연구에서는 차익거래모형을 이용하여 우리나라 주식시장에서 환율위험노출을 측정하고, 그 환율위험이 시장에서 보상되는 위험인가를 검정한다. 전체 표본기간은 1980년부터 1998년까지이며, 외환자유화와 자본시장 개방이 본격적으로 이루어진 1992년 이전과 이후를 하위기간으로 구분하여 분석하였다. 표본하위기간의 설정, 다각적인 환율위험요인 측정, 다양한 모형설정과 복수의 통계추정방법의 적용 등을 통하여 환율위험 프리미엄의 유무에 관련된 신뢰성있는 결론을 도출하고자 하였다. 1980년대 표본전기 하위기간에는 주식시장에서 통계적으로 유의한 환율위험노출을 확인하기 어려웠으나, 외환자유화와 자산시장개방이 본격화된 표본 후기 하위기간에는 뚜렷한 환율위험 의 존재를 확인할 수 있었다. 후기 하위기간을 대상으로 시장위험과 실효환율위험만을 포함한 차익거래모형을 적용하였을 때에 통계적으로 유의한 환율위험 프리미엄이 확인되었다. 그러나 달러환율과 엔화환율위험을 별개의 환율위험으로 설정한 경우 각 환율위험에 개별적으로나 결합적으로 통계적으로 유의한 위험프리미엄을 발견하지 못하였다. 더구나, 실효환율위험에 추가하여 산업생산위험, 인플레이션위험, 기업부도위험 등의 기본적 경제요인 위험을 함께 통제변수로서 포함하여 차익거래모형을 적용하였을 때에도 환율위험 프리미엄은 존재하지 않았다.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.1115-1128
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• 2011

Cut-off sampling that discards a part of the population from the sampling frame, is a widely used method for a highly skewed population like a business survey. Usually to the estimate of population total, we need to estimate the total of the take-nothing stratum. Many estimators have been developed to estimate the total of the take-nothing stratum. In this paper, we suggest a new composite estimator which combines the estimator suggested by Sarndal et al. (1992) and a ratio estimator obtained by small samples from the take-nothing stratum. Small simulation studies are performed for the comparison of the estimators and we confirm that the new suggested estimator is superior to the others.

• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.883-897
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• 2008

This paper provides correct informations inflecting the present situation using the sample design in population that the National Statistical Office puts in operation of the mining and manufacturing industry statistical survey in 2006. This paper proposes new sampling design which is able to grasp business fluctuations and provide basic data for the rearing policy and management of the material industry and components industry. These sample design are the modified cut-off method and multivariate Neyman allocation using principal components and sampling method is the probability proportional systematic sampling.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.353-369
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• 2000

We systematized an stratified spatial sample design(SSSD) that uses the adequate stratification criteria such as the shapeness or the dispersion of an interesting region in a spatial population. And we proposed an adaptive searching estimation method in the SSSD to estimate the area of region of interest in two-dimensional surfaces. When wc adopt the proposed adaptive searching estimation method in SSSD, the observing sample size is more decreased than a classical sample design that all the designed sample size is observed. Nevertheless it has been shown that we can produce the moderate result but the efficiency is a slight reduced.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.395-406
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• 2003

In this thesis, we propose a test statistic for testing exponentiality against NBU alternatives. Our test statistics is based on a linear function of the order statistics and is readily applied in the case of small sample as well as large sample. The exact and asymptotic distribution of the test statistics is derived and asymptotic efficiencies are studied. Our new test is easier to compute and performs better for several alternatives than test of Hollander and Proschan(1972).

• The Korean Journal of Applied Statistics
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• v.21 no.3
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• pp.413-427
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• 2008

In sample design, it is usually planned by purpose and the range of the announcing statistics from the survey. After survey, getting a proper and decent statistics, applying the proper weights on the results of survey is very important and necessary. Therefore in this study, three estimation methods which are raking, BLS and general linear regression method are compared with MSE, Coverage, CV, LE and NC.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.69-82
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• 2017

R-indicator (representativeness indicator) is used to check the representativeness of samples when non-responses occur. The representativeness is related with the accuracy of parameter estimator and the accuracy is related with bias of the estimator. Hence, unbiased estimator generates high accuracy. Therefore, high value of R-indicator guarantees the accuracy of parameter estimation with a small bias. R-indicator is calculated through propensity scores obtained by logit or probit modeling. In this paper we investigate the degree of relation between R-indicator and different non-response rates in strata using simulation studies. We also analyze a modified Korea Economic Census data for real data analysis.

• The Korean Journal of Applied Statistics
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• v.10 no.2
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• pp.367-374
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• 1997

In panel surveys it is necessary to manage both sampling frame and sample units across time. When sample is updated according to the change of its frame, it should be incorporated in the estimation procedure. This paper derives the bias of the conventional estimator caused by neglecting the change of sample, and provides a bias-adjusted estimator with its variance.