• Title/Summary/Keyword: Distribution of sample mean

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On the Dependence Structure of Concornitants of Order Statistics

  • Song-Ho Kim;Tae-Sung Kim
    • Journal of the Korean Statistical Society
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    • v.25 no.2
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    • pp.255-263
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    • 1996
  • Let $(X_{1j}, X_{2j}, … , X_{nj}, Y_j/)$j = 1, 2, … , n, be a sample of size n on an (m + l)-dimensional vector $(X_1, X_2, … , X_m, Y)$, m .geq. 1. If $Y_{(r)}$ denote the rth order statistic from Y, then the $X_{[r:n]}$ paired with $Y_(r)$ is termed the concomitant vector of the order statistics. The general distributions of concomitant of order statistics will be found. The mean, variance and covariance of$X_{[r:n]}$ Will be studied. Then we will apply the results to the multivariate normal variate case.e.

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A Comparative Study on Misconception about Statistical Estimation that Future Math Teachers and High School Students have (통계적 추정에 관한 예비 수학교사들과 고등학생들의 오개념 비교 분석)

  • Han, Ga-Hee;Jeon, Youngju
    • Journal of the Korean School Mathematics Society
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    • v.21 no.3
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    • pp.247-266
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    • 2018
  • In this paper, three main concepts are chosen for this statistical estimation study, based on previous studies: confidence interval and reliability, sampling distribution of mean and population mean estimation, and relationships between elements of confidence interval. The main objectives of this study are as follows: 1. How are the attitudes that future math teachers and high school students have to ward the statistical estimation? 2. Is there some difference in the awareness of misconceptions about the statistical estimation that future math teachers and high school students have? A study result shows that both groups have difficulties in understanding statistical concepts and their meaning used in Unit Statistical Estimation. They tend to wrongly think that the meaning of reliability is the same as that of probability. They also have difficulties in understanding sample variance in the sampling distribution of mean, which makes it impossible to connect with population mean estimation. It is shown that relationships between elements consisting of confidence interval are not consistent.

Day-of-the-Week Effect of Exchange Rate in Developing Countries

  • ANWAR, Cep Jandi;OKOT, Nicholas;SUHENDRA, Indra
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.2
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    • pp.15-23
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    • 2021
  • This study investigates the presence of the day-of-the-week anomaly in exchange rate for 30 developing countries with free floating exchange rate regimes using daily data from January 2, 2011 to December 31, 2019. First, we apply the GARCH panel to estimate the intraday effect for all the sampled countries. Second, we run poolability test to check whether the coefficients of the GARCH panel are the same for all countries sampled. The result of poolability test rejects the homogeneity assumption. This implies that our sample countries contain heterogeneity. Third, we apply mean-group estimation by averaging the coefficients for all individual GARCH estimations. Fourth, we divided our sample of developing countries into three groups based on capital restriction index for the reason that the effect of monetary policy on the exchange rate depends on the degree of capital account liberalization. The empirical evidence for the return equation suggests that Mondays are connected with lower volatility whereas Thursdays experiences higher return compared to Tuesdays. The lowest estimated coefficient for full sample, group 1 and group 2, is Friday, but for group 2 is Thursday. We find similar result for the volatility equations, which show that Monday returns are lower compared to Tuesday.

Does Audit Matter in Earnings Quality of Indonesia Banks?

  • MULIATI, Muliati;MAYAPADA, Arung Gihna;PARWATI, Ni Made Suwitri;RIDWAN, Ridwan;SALMITA, Dewi
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.2
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    • pp.143-150
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    • 2021
  • This study investigates and analyzes the difference in Indonesian banks' earnings quality in the pre-audit and post-audit period. This study also investigates the difference in audit quality done by public accounting firms. This study employs time series data taken from the unaudited and audited financial statements of banks listed on the Indonesia Stock Exchange in 2012-2016. Sample selection is made by using a purposive sampling method. The population of this study is 43 banks, and after checking the data for validity and reliability, the final sample size was 26 banks. Audit quality is operationalized with the size of the auditor. Earnings quality is proxied by accruals calculated using the Beaver and Engel (1996) model. The data analysis method used in this study is the paired-sample t-test and chow test. This study shows that there is no difference in earnings quality in the pre-audit and post-audit period. This study also reveals no difference in audit quality between the big four and non-big four auditors. These findings mean that independent auditors do not play a useful role in increasing the reliability of accounting information presented by management to stakeholders. Besides, this study's results do not verify the agency theory regarding auditors' role to minimize opportunistic management behavior in preparing financial statements.

THE CEPHALOMETRIC STUDY OF FACIAL TYPES IN CLASS III MALOCCLUSION (III급 부정교합자의 안모유형에 관한 연구)

  • Kim, Soo-Cheol;Lee, Ki-Soo
    • The korean journal of orthodontics
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    • v.20 no.3 s.32
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    • pp.519-539
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    • 1990
  • It is the aim of this study to observe the distribution of various facial types in class III malocclusion and to characterize the craniofacial features of the very facial types. Cephalometric headptates of a hundred and ten persons showing bilateral class III malocclusion whose mean age was 12.51 years and sixty nine persons of normal occlusion whose mean age was 12.23 years were measured and statistically analyzed. The following summary and conclusions were drawn. 1. Affording the bases for SNA and SNB, $35.45\%$ of sample showed normally positioned maxilla and protruded mandible, $30.00\%$ for retruded maxilla and normally positioned mandible, $15.45\%$ for retruded maxilla and protruded mandible, $10.90\%$ for both maxilla and mandible within normal range and $8.20\%$ for miscellaneous types were arranged in class III malocclusion. 2. $52.72\%$ of sample showed neutrodiveigent, $35.45\%$ for hyperdivergent and $11.81\%$ manifested hypodivergent mandible in class III malocclusion. 3. Providing the bases for facial and mandibular planes, $33.63\%$ of sample showed prognathic and neutrodivergent, $20.90\%$ for mesognathic and hyperdivergent, $17.27\%$ for prognathic and hyperdivergent and $15.45\%$ for mesognathic and neutrodivergent were arranged in class III malocclusion. 4. The class III malocclusion brought out shorter cranial base, smaller saddle angle, and larger articular and genial angle. It showed retropositioned maxilla and forward positioned mandible in spite of no significant differences in linear measurements of mandible. Anterior lower facial height was significantly larger in class III malocclusion, while posterior total facial and anterior total facial heights exhibited no significant differences. 5. It is suggested class III malocclusion was attributed to shorter cranial base, smaller saddle angle, maxillary deficiency and/or retrusion, mandibular excess and/or protrusion, excessive vertical growth of the anterior lower face, and their complex as well.

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Epiphytic macrolichens in Seoul: 35 years after the first lichen study in Korea

  • Ahn, Cho-Rong;Chang, Eun-Mi;Kang, Hye-Soon
    • Journal of Ecology and Environment
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    • v.34 no.4
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    • pp.381-391
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    • 2011
  • Many lichens have been used as bioindicators for air pollutants such as $SO_2$. The first ecological study on lichens in Korea was conducted in 1975 by Kim and Lee, disclosing that areas adjacent to the center of Seoul were lichen deserts. Air quality in Seoul has improved significantly since the 1980s. However, the distribution of lichen species has not been reevaluated since then. We examined the spatial and temporal pattern of lichen distribution by selecting six (inner city green [ICG] and four (outer city green [OCG]) sites, based on the distance from the city center of Seoul and the land use pattern. The change in lichen distribution was related to yearly mean concentrations of $SO_2$, $NO_2$, and $O_3$ for the years 1980-2009. Four and 13 lichen species were found in ICGs and OCGs, respectively. Although mean sample numbers per species were much higher in the former, species richness tended to increase with distance from the city center. Since 1980, $SO_2$ has declined drastically to < 0.01 ppm in both ICGs and OCGs, indicating that $SO_2$ is no longer a limiting factor for lichen establishment and growth. In contrast, $NO_2$ has increased steadily for 20 years (1989-2009) and a considerable proportion of lichen species in both ICGs and OCGs are known as nitrophilic or pollution-tolerant species. Appearance of nitrophiles in both ICGs and OCGs and the dominance of a few lichen species in ICGs may reflect the effects of the increase in $NO_2$. In contrast to $SO_2$ and $NO_2$, $O_3$ was higher in OCGs, but it was difficult to identify a causal relationship between $O_3$ and lichen distribution.

Characteristics of Particle Size Distribution and Heavy Metal Concentration in Pavement Road Runoff (포장지역 강우유출수에서의 입자성물질의 입도 분포 및 중금속 특성에 관한 연구)

  • Park, Hai-Mi;Kim, Young-Jun;Ko, Seok-Oh
    • International Journal of Highway Engineering
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    • v.11 no.3
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    • pp.141-149
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    • 2009
  • Objective of this study was to characterize the particle size distribution(PSD) and quantify the pollutant concentration in highway runoff. Runoff samples during two rainfall events at four road sites in Gyunggi-Do were collected and PSD and associated pollutant distribution was quantified. Also, rainfall amount, flow rate, and other pollutants in samples were analyzed. PSDs in each sample were analyzed and compared with temporal trends of other pollutants. High partial event mean concentrations(PEMC) of particulates were observed at the beginning of runoff and rapid decrease thereafter. Other pollution parameters such as turbidity, TSS, BOD, TN, and TP also have similar temporal runoff trend with the PEMC. Especially PEMC was well correlated with total suspended solids(TSS) and turbidity. Cu, Pb, Zn had high concentration both runoff and sediment. Heavy metals in sediment were strongly bound to fine particles that have the large surface area-to-volume ratios.

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A Didactical Analysis on the Degree of Freedom (자유도의 교수학적 분석)

  • Kim, Changil;Jeon, Youngju
    • Journal of the Korean School Mathematics Society
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    • v.23 no.3
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    • pp.239-257
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    • 2020
  • This study analyzes the degree of freedom with three aspects: as academic knowledge, in the curriculum focused on textbooks, and students' understanding of the degree of freedom. The results provide five critical points. First, we need discussions on whether to include the degree of freedom in the curriculum. Second, we need to reconsider the current way textbooks are described. Third, there should be a didactical analysis to advance students' understanding of the concept of the degree of freedom. Fourth, there are limitations in learning the concept of the degree of freedom in the current textbook learning environment. Fifth, a didactical check of sampling distribution such as sample mean, sample variance, and sample standard deviation is required. The implications were drawn that the emphasis on statistical reasoning education in the curriculum and careful consideration of introducing the t-distribution curriculum was required.

Predicting of tall building response to non-stationary winds using multiple wind speed samples

  • Huang, Guoqing;Chen, Xinzhong;Liao, Haili;Li, Mingshui
    • Wind and Structures
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    • v.17 no.2
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    • pp.227-244
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    • 2013
  • Non-stationary extreme winds such as thunderstorm downbursts are responsible for many structural damages. This research presents a time domain approach for estimating along-wind load effects on tall buildings using multiple wind speed time history samples, which are simulated from evolutionary power spectra density (EPSD) functions of non-stationary wind fluctuations using the method developed by the authors' earlier research. The influence of transient wind loads on various responses including time-varying mean, root-mean-square value and peak factor is also studied. Furthermore, a simplified model is proposed to describe the non-stationary wind fluctuation as a uniformly modulated process with a modulation function following the time-varying mean. Finally, the probabilistic extreme response and peak factor are quantified based on the up-crossing theory of non-stationary process. As compared to the time domain response analysis using limited samples of wind record, usually one sample, the analysis using multiple samples presented in this study will provide more statistical information of responses. The time domain simulation also facilitates consideration of nonlinearities of structural and wind load characteristics over previous frequency domain analysis.

Triffin Dilemma and International Monetary System : Evidence from Pooled Mean Group Estimation

  • Guan, Long-Fei;Lau, Wee-Yeap
    • The Journal of Asian Finance, Economics and Business
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    • v.5 no.2
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    • pp.5-14
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    • 2018
  • This study is motivated based on concern from some renowned scholars and central bankers whom have raised the issue of the sustainability of the International Monetary System (IMS). Using the panel data set of four major international currencies, USD, JPY, EUR and GBP from 1973 to 2013 with Pooled Mean Group (PMG) estimator, to re-examine whether Triffin dilemma still exists through investigating the relationship between the reserve share, current account balance and real effective exchange rate. The evidence from the result indicates that Triffin dilemma exists only in the long run, and shows that in the long-run, current account balance is proportionate to the increased real effective exchange rate while varies inversely with the reserve shares. However, the estimation for the short-run is not significant to prove the existence of Triffin dilemma. In addition, we investigated the non-dollar panel sample and found that the international monetary system still suffers from Triffin dilemma even without the dollar. To overcome Triffin dilemma, immediate step such as having currency swap mechanism is recommended. In medium term, a multi-polar Monetary System is suggested, and in the longer time, a supranational currency will be used to replace all the currencies in the world.