• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.189-200
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• 2015

Stationary bootstrapping is applied to a Lagrangian multiplier (LM) test to test market microstructure noise (MMN) in financial asset prices. A Monte-Carlo experiment shows that the bootstrapping method improves the size of the original LM test which has some size distortion for conditional heteroscedastic models. The proposed test is illustrated for real data sets like KOSPI index and Won-Dollar exchange rate.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.346-346
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• 2017

기후변화에 따른 기상이변의 동시다발적인 발현은 농촌 지역의 홍수 발생 빈도를 증가시키고 있다. 현재의 기후시스템은 과거의 강우빈도를 기준으로 산정한 설계기준을 벗어나는 강우 사상을 빈번하게 발생시키므로 설계변수의 불확실성을 보다 합리적인 방법으로 정량화할 필요가 있다. 본 연구의 목적은 기후변화에 대응하여 확률론을 이용한 농업용 저수지의 홍수 취약성을 산정하는 데 있다. 먼저 홍수 취약성 해석에 필요한 과거와 미래 수문 자료를 수집하고 전처리 과정을 통해 해석에 적합한 자료로 구축하였다. 설계변수의 불확실성을 분석하기 위해 지속시간별 최대강우량, 유입 설계홍수량에 대해 부트스트랩 (bootstrap) 기법을 적용하여 자료를 재추출하였다. 부트스트 랩은 표본집단의 확률분포에 대해 가정을 하지 않고 표본집단의 통계적 특성을 이용하여 모집단의 통계적 추론을 할 수 있는 비모수적인 리샘플링 기법이다. 부트스트랩 추론은 표본집단의 추정치, 편의, 표준오차를 산정하고 신뢰구간을 추정한다. 부트스트랩 추론을 통해 산정하는 신뢰수준을 이용하여 농업용 저수지의 홍수 취약성을 산정하였다. 본 연구는 설계변수에 내재하는 불확실성을 부트스트랩 기법을 이용하여 정량화하고 확률적인 값을 가지는 홍수 취약성으로 산정하여 제시할 수 있다.

• Management & Information Systems Review
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• v.35 no.4
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• pp.141-153
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• 2016

This study estimates the productivity change of pharmaceutical industry and decompose the change into technical efficiency change and technological change to explore ways to improve the productive efficiency. Unlike most previous studies, this study employs the non-radial and non-oriented slacks-based Malmquist productivity index which can deals directly with the input excesses and output shortfalls. In addition a smoothed bootstrap method is applied to estimate statistical confidence intervals for the Malmquist Index and its components. For the empirical analysis a balanced panel data set is constructed covering ten years over the period from 2005 to 2014. The input variables used in this study are number of workers, tangible assets and major production cost. The gross production is selected as a main output variable. The empirical results suggest that the productivity of pharmaceutical industry has decreased due mainly to decline in the technological progress rather than improvements in technical efficiency. An analysis result shows that the scale efficiency outweighs the pure efficiency in determining the technical efficiency of pharmaceutical industry. Therefore, in order to enhance the competitiveness of domestic pharmaceutical industry, it is important to continue supporting policies to promote the technology innovation capability through efficient R&D investment and industry reform strategy.

• The Journal of Engineering Geology
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• v.24 no.1
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• pp.101-110
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• 2014

This study presents the results of a regression analysis of the point-load strength ($I_{s(50)}$) and the uniaxial compressive strength (UCS) of granites in Korea. The regression was carried out for three cases using the least-squares method, reclassifying the granite samples based on their physical properties. The first regression analysis through the origin according to the weathering grade did not give a result with a sufficient degree of confidence, due to the small number of samples. However, the general trend of the correlation between UCS and $I_{s(50)}$according to weathering grade shows that the slope of the linear regression for weathered granite is steeper than that for fresh granite. The second analysis was a simple linear regression for all the granite samples using the least-squares method as well as a linear regression using the bootstrap resampling method in order to increase the confidence level and the accuracy of the regression results. The third regression considered the average strength of granite groups reclassified according to physical properties. These linear regression analyses yielded linear regression equations with slopes of 14 and small standard deviations being similar to values reported in previous studies on Korean granites, but whose intercept values range from 16 to 43 and have a larger standard deviation than those of the present study. In conclusion, it would be advisable to estimate UCS from $I_{s(50)}$, considering the error range derived from the deviation of the regression equations.

• Journal of Korean Elementary Science Education
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• v.43 no.1
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• pp.95-107
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• 2024

In this study, we explored the mediating effect of grit in the relationship between elementary school science teachers' perceived personal pedagogical content knowledge (pPCK) and enacted pedagogical content knowledge (ePCK). Drawing on insights from a review of the literature, we developed a research hypothesis model that set pPCK, ePCK, and grit as latent variables. Pearson correlation was conducted to examine the interrelationships among the latent variables. Structural equation modeling (SEM) was then employed to analyze the model fit. Additionally, bootstrap analysis was performed to specifically investigate the mediating effect of grit in the relationship between pPCK and ePCK. The Pearson correlation analysis indicated statistically significant correlations among the measurement variables. Meanwhile, the SEM analysis revealed that the measurement model aligned with the research hypothesis model. Furthermore, the bootstrap analysis demonstrated that grit had a statistically significant mediating effect in the relationship between elementary school science teachers' perceived pPCK and ePCK. These findings quantitatively examine the importance and impact of grit in the teacher expertise domain, providing valuable insights for the development of teachers' expertise and teacher education research within elementary school science classes.

• Journal of Korean Society of Forest Science
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• v.109 no.3
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• pp.291-299
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• 2020

The purpose of this study was to propose the most cost-effective sampling method, by analyzing the cost of forest resource investigation per sampling method for the planned harvesting area of in Chunyang-myeon, Byeonghwa-gun, Gyeongsangbuk-do, Korea. For this study, three sampling methods were selected: random sampling method, systematic sampling method, and line transect method. For each method, sample size, hourly wage, number of sample points, survey time, travel time, the sample error rate of the estimated average volume, and the desired sampling error rate were used to calculate the cost of forest resource inventories. Thus, 10 sampling points were extracted for each sampling method, and the factors required for cost analysis were calculated via a field survey. As a result, the field survey cost per ha using the random sampling method was found to be have the lowest cost, regardless of the desired sampling error rate, followed by the systematic sampling method, and the line transect method.

• Progress in Medical Physics
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• v.23 no.4
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• pp.309-316
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• 2012

Multimodal-imaging technique has been rapidly developed for improvement of diagnosis and evaluation of therapeutic effects. In despite of integrated hardware, registration accuracy was decreased due to a discrepancy between multimodal image and insufficiency of count in accordance with different acquisition method of each modality. The purpose of this study was to improve the PET image by event data resampling through analysis of data format, noise and statistical properties of small animal PET list data. Inveon PET listmode data was acquired as static data for 10 min after 60 min of 37 MBq/0.1 ml $^{18}F$-FDG injection via tail vein. Listmode data format was consist of packet containing 48 bit in which divided 8 bit header and 40 bit payload space. Realigned sinogram was generated from resampled event data of original listmode by using adjustment of LOR location, simple event magnification and nonparametric bootstrap. Sinogram was reconstructed for imaging using OSEM 2D algorithm with 16 subset and 4 iterations. Prompt coincidence was 13,940,707 count measured from PET data header and 13,936,687 count measured from analysis of list-event data. In simple event magnification of PET data, maximum was improved from 1.336 to 1.743, but noise was also increased. Resampling efficiency of PET data was assessed from de-noised and improved image by shift operation of payload value of sequential packet. Bootstrap resampling technique provides the PET image which noise and statistical properties was improved. List-event data resampling method would be aid to improve registration accuracy and early diagnosis efficiency.

• The Korean Journal of Applied Statistics
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• v.27 no.1
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• pp.43-59
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• 2014

Cut-off sampling has been widely used for a highly skewed population like a business survey by discarding a part of the population, so called a take-nothing stratum. For a more accurate estimate of the population total, Hwang and Shin (2013) suggested a composite estimator of a take-nothing stratum total that combined the survey results of a take-nothing stratum and a take-some sub-stratum (a part of take-some stratum). In this paper we propose a new cut-off sampling scheme by considering a cost function and a composite estimator based on the proposed sampling scheme. Small simulation studies compared the performances of known composite estimators and the new composite estimator suggested in this study. We also use Briquette Consumption Survey data for real data analysis.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.877-888
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• 2017

Spectral analysis is used to determine the frequency of time series data. We first determine the frequency of the series through the power spectrum or the periodogram and then calculate the period of a cycle that may exist in a time series. Estimating the frequency using a Bayesian technique has been developed and proven to be useful; however, the Bayesian estimator for the frequency cannot be analytically solved through mathematical equations and may be handled numerically or computationally. In this paper, we make an inference on the Bayesian frequency through both resampling a parameter by Markov chain Monte Carlo (MCMC) methods and resampling data by bootstrap methods for a time series. We take the Korean real estate price index as an example for Bayesian frequency estimation. We have found a difference in the periods between the sale price index and the long term rental price index, but the difference is not statistically significant.

• The Bulletin of The Korean Astronomical Society
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• v.44 no.2
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• pp.61.3-61.3
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• 2019

The epochs of observation for the 28 determinative stars in the Shi Shi Xing Jing and Cheonsang Yeolcha Bunyajido are estimated by using two fitting methods. The coordinate values in these tables were thought to be measured with meridian instruments, and so they have the axis-misalignment errors and random errors. We adopt a Fourier method, and also we devise a least square fitting method. We do bootstrap resamplings to estimate the variance of the epochs. As results, we find that both data sets were made during the 1^st century BCE or the latter period of the Former Han dynasty. The sample mean of the epoch for the SSXJ data is earlier by about 15-20 years than that for the Cheonsang Yeolcha Bunyajido. However, their variances are so large that we cannot decide whether the Shi Shi Xing Jing data was formed around 77 BCE and the Cheonsang Yeolcha Bunyajido was measured in 52 BCE. We need either more data points or data points measured with better precision. We will discuss on the other 120 coordinates of stars listed in the Shi Shi Xing Jing.