• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.2C
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• pp.150-159
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• 2007

In Part 1 of this paper, the test statistics are obtained for detecting weak known signals in observations corrupted by multiplicative and first-order Markov additive noise. In this second part, the asymptotic and finite sample-size performance of several detectors are obtained and compared based on the test statistics. From the performance comparisons, it is confirmed that the dependence among interference components need to be taken into account to maintain the detection performance.

• Journal of Korean Society for Quality Management
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• v.21 no.1
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• pp.171-180
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• 1993

Variables, x and y are said to have a linear relation if $y={\beta}_0+{\beta}_1\;x$, and ${\beta}_0$ and ${\beta}_1$ are constants. The relationship is called a structural relationship if x has positive variance (i.e., x is not fixed) and only error-prone measurements of x and y can be obtained. This paper derives (to order $n^{+1/2}$) an approximate distribution of the Studentized test statistic for testing hypotheses about the slope parameter, ${\beta}_1$ in a simple linear structural model. A simulation study suggests our approximate distribution is more accurate approximation to the exact distributions of the Studentized statistic than is the limiting distribution.

• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.301-317
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• 2022

In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

• The Korean Journal of Mycology
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• v.23 no.4 s.75
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• pp.348-353
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• 1995

Biodegradability of poly (3-hydroxybutyrate) (PHB) by Penicillium pinophilum was investigated by the modified Sturm Test. The biodegradability measurement by this method was more reproducible than other conventional activated sludge methods. Optimum inoculum size for the PHB biodegradation was 1% (v/v). The degradation appeared to occur not only on the sample surface but also inside the sample because the biodegradation did not increase quite proportionally with the sample surface area. The biodegradation rate increased to an asymptotic value as the nitrogen content in the test medium increased, indicating the nitrogen source was needed for the synthesis of the PHB depolymerase.

• Journal of Korea Water Resources Association
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• v.39 no.12 s.173
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• pp.997-1012
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• 2006

We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

• Transactions of the Korean Society for Noise and Vibration Engineering
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• v.19 no.12
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• pp.1347-1355
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• 2009

This paper demonstrates the validity of spectral element analysis for modeling the high-frequency dynamic behaviors of a beam with a surface-bonded piezoelectric wafer through a laboratory test. In the spectral element analysis, the high-frequency electro-mechanical interaction can be considered properly with relatively low computational cost compared to the finite element analysis. In the verification test, a cantilever beam with a surface-bonded piezoelectric wafer is forced to be in steady-state motion by exerting the harmonic driving voltage signal on the piezoelectric wafer. A laser scanning vibrometer is used to obtain the overall dynamic responses of the structure such as resonance frequencies, the associated mode shapes, and frequency response functions up to 20 kHz. Then, these dynamic responses from the test are compared to those computed by the spectral element analysis. A two-dimensional finite analysis is conducted to obtain the asymptotic solutions for the comparison purpose as well.

• Journal of the Korea Computer Industry Society
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• v.5 no.2
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• pp.325-330
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• 2004

The Big O notation of a sorting algorithm analysis is an asymptotic algorithm analysis which gives information of a rough mathematical function with an infinite increase of a sample size, without any specification of a probabilistic model. Hence. in an application with a limited finite number of data, it is necessary to test efficiencies of sorting algorithms. I estimated probabilistic models which analyze the number of exchanges varying input sizes to sort. The estimated models to explain the relationship of sorting efficiency on the sample size (N of the sample size and S of the number of exchange of elements) are S=0.9305 $N^{1.339}$ for Quick sort algorithm with O(nlogn) time complexity, and S=0.2232 $N^{2.0130}$ for Insertion sort algorithm with O( $n^2$) time complexity. Furthermore, there are strongly supports that more than 99% of the above relationship could be explained by the estimated models (p＜0.001). These findings suggest it is necessary to analyze sorting algorithm efficiency in applications with a finite number of data or a newly developed sorting algorithm.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.13 no.2
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• pp.89-99
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• 2001

In the present paper, Helmholtz resonator, which is widely used as a sound-amplification device, is applied to the development of seawater-exchanging breakwater. The incident waves can induce a large response in the resonator when incident wave frequency is close to one of natural modes of the resonator. Largely amplified potential energy due to the resonance supplies clean seawater into the harbor side throughout the channel. Flow supplied by the resonator circulates the seawater of harbor and helps to improve water quality. Within the framework of linear potential theory, matched asymptotic expansion method is employed to analyze the wave responses in a resonator. The semi-circular shape of the resonator has been chosen as an analytic model for mathematical simplicity. The wave responses of both single and arrays of Helmholtz resonator are investi¬gated. To validate an analytic solution, model test is conducted at 2-dimensional wave tanle Wave hcights in the resonator and velocity at the channel are measured for the state of valve-on and valve-off.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.61-73
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• 2016

We consider the wild bootstrap Ljung-Box (LB) test for autocorrelation in residuals of fitted multivariate time series models. The asymptotic chi-square distribution under the IID assumption is traditionally used for the LB test; however, size distortion tends to occur in the usage of the LB test, due to the conditional heteroskedasticity of financial time series. In order to overcome such defects, we propose the wild bootstrap LB test for autocorrelation in residuals of fitted vector autoregressive and error correction models. The simulation study and real data analysis are conducted for finite sample performance.

• Journal of applied mathematics & informatics
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• v.25 no.1_2
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• pp.1-15
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• 2007

Consider a Rayleigh distribution with $$pdf\;p(x/{\theta})\;=\;2x{\theta}^{-1}\;{\exp}\;({-x^2}/{\theta})$$ and mean lifetime ${\mu}\;=\;\sqrt{\pi\theta}/2$. We study the two-action problem of testing the hypotheses $H_{0}\;:\;{\mu}{\leq}{\mu}_{0}$ against $H_{1}\;:\;{\mu}\;>\;{\mu}_{0}$ using a linear error loss of ${\mid}{\mu}\;-\;{\mu}_{0}{\mid}$ via the empirical Bayes approach. We construct a monotone empirical Bayes test ${\delta}^{*}_{n}$ and study its associated asymptotic optimality. It is shown that the regret of ${\delta}^{*}_{n}$ converges to zero at a rate $\frac{{\ln}^{2}n}{n}$, where n is the number of past data available when the present testing problem is considered.