• Journal of the Korean Statistical Society
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• 제34권2호
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• pp.125-140
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• 2005

In this paper, we consider the estimation of the correlation coefficient in the bivariate normal distribution, based on a sample obtained using a modification of the moving extreme ranked set sampling technique (MERSS) that was introduced by Al-Saleh and Al-Hadhrami (2003a). The modification involves using a concomitant random variable. Nonparametric-type methods as well as the maximum likelihood estimation are considered under different settings. The obtained estimators are compared to their counterparts that are obtained based simple random sampling (SRS). It appears that the suggested estimators are more efficient

• Communications for Statistical Applications and Methods
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• 제25권3호
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• pp.283-296
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• 2018

Ranked set sampling, as introduced by McIntyre (Australian Journal of Agriculture Research, 3, 385-390, 1952), dealt with the estimation of the mean of one population. To deal with two or more variables, different forms of bivariate and multivariate ranked set sampling were suggested. For a technique to be useful, it should be easy to implement in practice. Bivariate ranked set sampling, as introduced by Al-Saleh and Zheng (Australian & New Zealand Journal of Statistics, 44, 221-232, 2002), is not easy to implement in practice, because it requires the judgment ranking of each of the combination of the order statistics of the two characteristics. This paper investigates two modifications that make the method easier to use. The first modification is based on ranking one variable and noting the rank of the other variable for one cycle, and do the reverse for another cycle. The second approach is based on ranking of one variable and giving the second variable the same rank (Concomitant Order Statistic) for one cycle and do the reverse for the other cycle. The two procedures are investigated for an estimation of the means of some well-known distributions. It is show that the suggested approaches can be used in practice and can be more efficient than using SRS. A real data set is used to illustrate the procedure.

• Communications for Statistical Applications and Methods
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• 제15권4호
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• pp.483-496
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• 2008

This paper proposes a class of perturbed symmetric distributions associated with the bivariate elliptically symmetric(or simply bivariate elliptical) distributions. The class is obtained from the nontruncated marginals of the truncated bivariate elliptical distributions. This family of distributions strictly includes some univariate symmetric distributions, but with extra parameters to regulate the perturbation of the symmetry. The moment generating function of a random variable with the distribution is obtained and some properties of the distribution are also studied. These developments are followed by practical examples.

• International Journal of Reliability and Applications
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• 제7권1호
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• pp.55-69
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• 2006

This paper presents a new class of multivariate distributions with Pareto where dependence among the components is characterized by a latent random variable. The new class includes several multivariate and bivariate models of Marshall and Olkin type. It is found the bivariate distribution with Pareto is positively quadrant dependent and its mixture. Some important structural properties of the bivariate distributions with Pareto are discussed. The distribution of minimum in a competing risk Pareto model is derived.

• International Journal of Reliability and Applications
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• 제6권2호
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• pp.101-115
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• 2005

This article provides a new class of multivariate linear failure rate distributions where every component is a mixture of linear failure rate distribution. The new class includes several multivariate and bivariate models including Marslall and Olkin type. The approach in this paper is based on the introducing a linear failure rate distributed latent random variable. The distribution of minimum in a competing risk model is discussed.

• 한국통신학회논문지
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• 제37A권11호
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• pp.943-951
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• 2012

본 논문에서는 비정규 충격성 잡음 환경에서 협력 무선인지 네트워크를 위한 순서 기반 스펙트럼 센싱 기법을 제안한다. 구체적으로는 잡음을 이변수 등방형 대칭 알파 안정 (bivariate isotropic symmetric ${\alpha}$-stable) 분포를 따르는 것으로 모형화하고, 그에 알맞은 관측 샘플의 순서와 일반화된 우도비 검정 기반 협력 스펙트럼 센싱 기법을 제안한다. 모의실험을 통해 비정규 잡음 환경에서 제안한 기법이 기존의 기법에 비해 더 좋은 스펙트럼 센싱성능을 가짐을 보인다.

• Journal of the Korean Data and Information Science Society
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• 제7권2호
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• pp.235-245
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• 1996

확률변수 (X,Y)가 이변량 정규분포를 따르는 경우, 모상관계수 ${\rho}$에 관한 여러 가설들 중에서 $H_{0}:{\rho}={\rho}_{0}$인 경우에는 알려진 분포를 이용한 통계적 추론을 하기가 어렵다. 이러한 경우 Fisher에 의해 제안된 Z-변환을 이용한 근사적 검정법이 사용되어 오고 있으나 근사적인 방법이기 때문에 주어진 표본의 크기가 충분히 많지 않은 경우에는 적용에 무리가 있을 수 있다. 그래서 본 논문에서는 먼저 표본 상관계수 R의 분포를 모의실험을 통하여 직접 구하여 검정한 정확 검정법과, 붙스트랩(bootstrap) 방법을 이용하여 구한 붙스트랩 검정법을 제시하고, Fisher의 방법의 효율성과 실제성을 검토하고 제시된 방법들과 서로 비교하고자 한다.

• Journal of Preventive Medicine and Public Health
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• 제37권4호
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• pp.381-389
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• 2004

Objective : To compare the efficacy between SKI306X and Diclofenac by using generalized estimating equations (GEE) methodology in the analysis of correlated bivariate binary outcome data in Osteoarthritis (OA) diseases. Methods : A randomized, double-blind, active comparator-controlled, non-inferiority clinical trial was conducted at 5 institutions in Korea with the random assignment of 248 patients aged 35 to 75 years old with OA of the knee and clinical evidence of OA. Patients were enrolled in this study if they had at least moderate pain in the affected knee joint and a score larger than 35mm as assessed by VAS (Visual Analog Scale). The main exposure variable was treatment (SKI 306X vs. Diclofenac) and other covariates were age, sex, BMI, baseline VAS, center, operation history (Yes/No), NSAIDS (Y/N), acupuncture (Y/N), herbal medicine (Y/N), past history of musculoskeletal disease (Y/N), and previous therapy related with OA (Y/N). The main study outcome was the change of VAS pain scores from baseline to the 2nd and 4th weeks after treatment. Pain scores were obtained as baseline, 2nd and 4th weeks after treatment. We applied GEE approach with empirical covariance matrix and independent(or exchangeable) working correlation matrix to evaluate the relation of several risk factors to the change of VAS pain scores with correlated binary bivariate outcomes. Results : While baseline VAS, age, and acupuncture variables had protective effects for reducing the OA pain, its treatment (Joins/Diclofenac) was not statistically significant through GEE methodology (ITT:aOR=1.37, 95% CI=(0.8200, 2.26), PP:aOR=1.47, 95% CI=(0.73, 2.95)). The goodness-of-fit statistic for GEE (6.55, p=0.68) was computed to assess the adequacy of the fitted final model. Conclusions : Both ANCOVA and GEE methods yielded non statistical significance in the evaluation of non-inferiority of the efficacy between SKI306X and Diclofenac. While VAS outcome for each visit was applied in GEE, only VAS outcome for the fourth visit was applied in ANCOVA. So the GEE methodology is more accurate for the analysis of correlated outcomes.

• 자원환경지질
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• 제55권4호
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• pp.353-366
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• 2022

지구과학 데이터(지오데이터)의 공간 이질성, 희소성 및 고차원성으로 인해 공간 분포 추정에 어려움이 있다. 따라서 지구과학의 많은 응용 분야에서 지오데이터의 고유 특성을 고려할 수 있는 공간 추정 기법이 필요하다. 본 연구에서는 기계 학습 알고리즘 중 하나인 가우시안 혼합 모델(Gaussian Mixture Model; GMM)을 이용하여 공간 예측 방법을 제공하고자 하였다. 제안된 기법의 성능을 검증하기 위해, 옛 제련소 부지에서 휴대용 X선 형광분석기(PXRF) 및 유도결합플라즈마-원자방출분광법(ICP-AES)을 이용하여 분석된 토양 농도 자료를 활용하였다. ICP-AES를 이용해 분석된 As와 Pb를 주변수로 하고, 나머지 자료는 보조변수로 활용하였다. 다차원의 보조변수 중 중요 변수를 선별하기 위해 랜덤포레스트 기반의 변수선택법을 적용하였다. ICP-AES 및 PXRF를 통해 구축된 다변량 데이터를 사용한 GMM의 결과를 단변량 및 이변량 데이터를 사용한 정규 크리깅(Ordinary Kriging; OK) 및 정규 공동크리깅(Ordinary Co-Kriging; OCK)의 결과와 비교하였다. GMM의 결과는 OK 및 OCK의 결과보다 낮은 평균 제곱근 편차(RMSE; 비소는 최대 0.11 및 납은 0.33까지 향상)와 높은 상관관계(r; 비소는 최대 0.31 및 납은 0.46까지 향상)를 제공하였다. 이는 GMM을 사용할 경우 토양 오염의 범위 해석의 성능을 향상시킬 수 있음을 지시한다. 본 연구는 다 변량 공간추정 접근법이 복잡하고 이질적인 지질 및 지구 화학자료의 특징을 이해하는 데 효과적으로 적용될 수 있음을 증명하였다.