• Title/Summary/Keyword: F-검정

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Effect of Information Availability on Expected Returns (정보량이 주가수익률에 미치는 영향)

  • Kim, Sun-Ho
    • The Korean Journal of Financial Management
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    • v.18 no.1
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    • pp.67-82
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    • 2001
  • 본 연구는 시장에 정보가 별로 알려져 있지 않은 증권이 많이 알려져 있는 증권보다 높은 추정위험 때문에 더 높은 수익률을 제공한다는 이론적 모형들이 시사하는 바에 기초하여, 수익률이 각 증권에 대해 시장에 알려져 있는 정보량과 역의 관계에 있다는 가설을 세우고 이를 실증분석하였다. 본 연구는 또한 기업규모가 정보량과 정의 상관관계가 있다는 점에서 기업규모보다 정확한 정보량 변수가 포함되면 기업규모효과는 사라질 것이라는 가설도 검증하였다. 미국의 상장주식들을 대상으로 횡단면 실증분석을 실행한 결과, 정보량이 평균수익률의 횡단면을 설명하는 것으로 나타난다. 정보량은 기업규모 변수가 동시에 포함될 경우에는 설명력이 떨어지지만 1월에는 기업규모효과와는 별도로 기대수익률을 설명하는 것으로 나타난다. 한편 기업규모의 변화 또는 기관투자자 지분율의 변화시 수익률이 변하는지에 대한 F-검정을 실시한 경우에도, 정보량은 1월중에는 기업규모 효과와는 달리 통계적으로 유의한 수익률 차이를 보이고 있다. 이와 같은 실증결과들은 정보량 효과가 어느 정도 존재함을 의미한다. 이와 같은 결론은 기존의 CAPM 관련 실증연구들이 주장하는 ${\beta}$의 무용성에 대한 논쟁은 아직 끝나지 않았음을 시사한다. 즉, 각 증권에 대한 모든 정보가 시장에 완전히 알려지지 않은 현실하에서는 추정위험을 감안한 ${\beta}$를 이용하여야만 CAPM을 검증할 수 있는 것이다.

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A Prediction Method of Wave Deformation in Harbors Using the Mild Slope Equation (완경사 방정식을 이용한 항내의 파고예측)

  • 최선호;박상길
    • Water for future
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    • v.26 no.2
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    • pp.39-48
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    • 1993
  • Since major reason of disaster in coastal area is wave action, prediction of wave deformation is one of the most important problems to ocean engineers. Wave deformations are due to physical factors such as shoaling effect, reflection, diffraction, refraction, scattering and radiation etc. Recently, numerical models are widely utilized to calculate wave deformation. In this study, the mild slope equation was used in calculatin gwave deformation which considers diffraction and refraction. In order to slove the governing equation, finite element method is introduced. Even though this method has some difficulties, it is proved to predict the wave deformation accurately even in complicated boundary conditions. To verify the validity of the numerical calculation, experiments were carried out in a model harbour of rectangular shape which has mild slope bottom. The results by F.E.M. are compared with those of both Lee's method and the experiment. The results of these three methods show reasonable agreement.

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A study on fractal dimensions of art works (미술 작품의 프랙탈 차원 연구)

  • Synn, Chaeki F.;Heo, A-Young;Kim, Seul Gee;Park, Cheolyong
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.305-314
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    • 2016
  • In this study, an analysis is performed for comparing the fractal dimension of Jackson Pollock's art works with that of Korean Infomel art works. In order to test the hypothesis that Jackson Pollock's fractal dimension is different from Korean Informel's, data is collected for the fractal dimensions of 30 Jackson Pollock's and 45 Korean Informel art works. The results show that Korean Informel's fractal dimension is larger than Jackson Pollock's. This might be interpreted that the pattern (in finer scale) of Korean Informel art works is closer to planes, rather than lines or points, compared to that of Jackson Pollock's.

Host Plant and Damage Symptom of Fungus Gnats, Bradysia spp. (Diptera: Sciaridae) in Korea (Fungus gnats, Bradysia spp.의 기주 및 피해증상)

  • 이흥수;김태성;신현열;김형환;김규진
    • Korean journal of applied entomology
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    • v.40 no.2
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    • pp.149-153
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    • 2001
  • We surveyed on the host plants of Fungus gnat, Bradysia app. and found 21 species in the greenhouse and field. These are as follows: Cucumis sativus L., Cucumis melo L., Citrullus lanatus T., Cucurbita moschata F., Lycopersicon esculentum M., Capsicum annuum L (Pepper), Capsicum annuum L (Paprika), Lillium longiflorum T., Dianthus caryophyllus L., Rosa hybrida H., Gerbera jamesonii B., Chrysanthemum morifolium R, Phalaenopsis schilleriane R., Gladiolus grandiflours H., Zingiber officinale R., Cnidium officinale M., Canavalia gladiata DC., Angelica utilis M., Polygonatum odoratum D., Pinus densiflora S., and Pinus thunbergii P. Fungus gnat larvae cause damages to the root and promote decay and wilt by feeding on the roots and burrowing in plant tissue.

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Lavicidal and Antifeeding Activities of Oriental Medicinal Plant Extracts against Plutella xylostella( Lepidoptera: Yponomeutoidae) and Spodoptera liture (Lepidoptera: Noctuidae) (배추좀나방과 담배거세미나방 유충에 대한 한방식물체의 살충활성 및 섭식 저해활성)

  • 권정현;안용준;권형욱;장경수;조광연
    • Korean journal of applied entomology
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    • v.33 no.4
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    • pp.225-229
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    • 1994
  • The methanol extracts from 30 species of oriental medicinal plants belonging to 24 families were tested for their lhicidal and antifeeding activit~es against diamondback moth (Plutello xylostella L) and tobacco cutworn (Spodoptera litura F.) by a leaf-dipping method at a concentration of 5, 000 ppm. The methanol extract from Copti chinensis only showed a potent larvicidal activity against P xylostello. Strong antifeeding activity against P. xylostello was observed from the extmds from Platycodon grandiflorurn, Codonopsis pilosula, Asomm sieboldii, Rhus chinensis and Uthospermum erythrorhizon And a potent antifeeding activity against S. liturn was obtained from Akebia quinata and Equlsetum hyemale extracts. A significant antifeeding activity against both species was obtained from R chinensis and C. chinensis extracts.

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Expression and Inheritance of bar Gene in Petunia hybrida Transformed with Agrobacterium (Petunia hybrida에 Agrobacterium으로 도입된 bar Gene의 발현과 후대검정)

  • Ha, Young-Min;Kim, Jong-Chul;Lee, Sang-Woo;Lee, Shin-Woo;Kim, Zhoo-Hyeon
    • Journal of Plant Biotechnology
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    • v.30 no.2
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    • pp.143-149
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    • 2003
  • This experiment was carried out to confirm the stability of bar gene introduced into petunia plant through Agrobacerium-mediated transformation. Twenty-five transgenic plants T$_{0}$ plants, back cross (BC$_1$) populations to wild type and F$_1$plants between different T$_{0}$ plants were prepared, and polymerase chain reaction(PCR), PCR-Southern blot analysis, and field test with 0.1% Basta treatment were done. The results of PCR, PCR-Southern blot hybridization, and field test indicated that NPTII and bar gene introduced into the genome of petuina plants were stably transmitted to their progenies, and conferred the plants resistance to herbicide, Basta.sta.

Evalustion and Prediction for the Fatigue crack Initiation and Growth Life by Reliability Approach (I) -Statistical Consideration for Fatigue Crack Growth Life- (신뢰성 공학적 피로 균열의 발생, 진전 수명 평가 및 예측에 관한 연구 ( I ) -피로 균열 진전 수명의 통계학적 분포 특성-)

  • 권재도;최선호;황재석;곽상국;전경옥;장재영
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.14 no.6
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    • pp.1583-1591
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    • 1990
  • Life prediction and residual life prediction of structures of machines are one of the most strongly world wide needed problems as requirement in the stage of slowly developing economy which comes after rapidly and highly developing stage. For the purpose of statistical life prediction, fatigue test was conducted under the 4 stress levels, and for each stress level, about 20 specimens are used. The statistical properties of crack growth parameter m and C in the fatigue crack growth law of da/dN=C(.DELTA.K)sup m/, and the relationship between m and C, and the statistical distribution pattern of fatigue crack growth rate can be obtained by experimental results.

Antimicrobial test of Antagonistic Microbes for Biological Control of Large patch of Zoysiagrass (잔디 Large patch의 생물학적 방제를 위한 길항 미생물의 선발과 항균력 검정)

  • Ma, Gi-Yoon;Lee, Geung-Joo
    • Proceedings of the Turfgrass Society of Korea Conference
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    • 2011.02a
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    • pp.35-35
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    • 2011
  • A large patch disease caused by Rhizoctonia solani AG2-2(IV) is a serious problem in turfgrass sites including golf courses and sports fields in Korea. The objectives of this study were to isolate some antagonistic microorganisms and to explain some involving mechanisms. Initially single colonies which were formed from the filtrates of various soil samples were obtained from LB culture and then co-cultured with R.solani AG2-2(IV) on PDA plate to explore some antagonistic microbes against for large patch fungus, Rhizoctonia solani AG2-2(IV). Out of total 82 antagonistic isolates which commonly had inhibition effect on Rhizoctonia solani AG2-2(IV) mycelial growth, one candidate (YPIN22) showed the most antifungal effect, which was confirmed by the longest distance from the edge of bacterial colony to the mycelial edge of the Rhizoctonia solani AG2-2(IV) in the dual culture. A succeeding investigation was to test any potential effect of the isolate on growth inhibition of 5 other turfgrass pathogens including R. solani solani AG2-2(IIIB), P. ultimum, C. caudatum, C. lunata, and F.oxysporum. Preliminary result indicated that the new isolate YPIN22 was also found to have antagonistic potential on the growth inhibition of those turfgrass pathogenic fungi, which was explained by inhibition zones ranging from 8 to 22mm. A further explanation of some characteristics of the isolate YPIN22 will be discussed in detail.

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Biological Control of Fusarium Stalk Rot of Maize Using Bacillus spp. (Bacillus spp.를 이용한 옥수수 밑둥썩음병의 생물학적 방제)

  • Han, Joon-Hee;Park, Gi-Chang;Kim, Joon-Oh;Kim, Kyoung Su
    • Research in Plant Disease
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    • v.21 no.4
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    • pp.280-289
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    • 2015
  • Maize (Zea mays L.) is an economically important crop in worldwide. While the consumption of the maize is steadily increasing, the yield is decreasing due to continuous mono-cultivation and infection of soil-borne fungal pathogens such as Fusarium species. Recently, stalk rot disease in maize, caused by F. subglutinans and F. temperatum has been reported in Korea. In this study, we isolated bacterial isolates in rhizosphere soil of maize and subsequently tested for antagonistic activities against F. subglutinans and F. temperatum. A total of 1,357 bacterial strains were isolated from rhizosphere. Among them three bacterial isolates (GC02, GC07, GC08) were selected, based on antagonistic effects against Fusarium species. The isolates GC02 and GC07 were most efficient in inhibiting the mycelium growth of the pathogens. The three isolates GC02, GC07 and GC08 were identified as Bacillus methylotrophicus, B. amyloliquefaciens and B. thuringiensis using 16S rRNA sequence analysis, respectively. GC02 and GC07 bacterial suspensions were able to suppress over 80% conidial germination of the pathogens. GC02, GC07 and GC08 were capable of producing large quantities of protease enzymes, whereas the isolates GC07 and GC08 produced cellulase enzymes. The isolates GC02 and GC07 were more efficient in phosphate solubilization and siderophore production than GC08. Analysis of disease suppression revealed that GC07 was most effective in suppressing the disease development of stalk rot. It was also found that B. methylotrophicus GC02 and B. amyloliquefaciens GC07 have an ability to inhibit the growth of other plant pathogenic fungi. This study indicated B. methylotrophicus GC02 and B. amyloliquefaciens GC07 has potential for being used for the development of a biological control agent.

The Effect of Deep Breathing Methods on Pulmonary Ventilatory Function of Patients Who experiened Upper-abdominal surgery (심호흡 방법에 따른 상복부 수술환자의 폐 환기능에 미치는 효과)

  • Hwang Jin-Hee;Park Hyung-Suk
    • Journal of Korean Academy of Fundamentals of Nursing
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    • v.1 no.2
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    • pp.129-147
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    • 1994
  • The purpose of this study was to examine the effect of deep breathing exercise with Incentive Spirometer on the pulmonary ventilatory function of postoperative patients. This experiment was operated by quasi-experimental design which was compared pre-experimental measures with post-experimental ones. The subject of this study was 46 inpatients who were scheduled for elective upper abdominal surgery under the general anesthesia in P National University Hospital in Pusan and classified into the experimental group(23 patients) and control group(23 patients) by using Incentive Spirometer or unusing one. The data were collected from November, 1, 1993, to December, 31, 1993. The effects of the deep breathing exercise on the pulmonary ventilatory function were compared between experimental group who were recieved deep breathing exercise with Incentive Spirometer and control group who were recieved same method without Incentive Spirometer. The Forced Vital Capacity (FVC) and the First Second Forced Expiratory Volume ($FEV_1$) were represented as index of the pulmonary ventilatory function and those were measured by Vitalograph Compact. The collected data were analysed by SPSS/PC+ (percentage, average, standard deviation, chi-square test, t-test, and ANOVA). The results were as follow : (1) The $FVC_s$ of the experimental group were significantly increased in course of time, 24, 48, 72 hours after surgery(F=3.530, P=0.035). (2) The $FVC_s$ and $FEV_{1S}$ of the control group were significantly increased in course of time, 24, 48, 72 hours after surgery ($FVC_s$ : F=3.480, P=0.037, $FEV_{1S}$ : F=6. 153, P=0.004). (3) The FVC which was measured at 72 hours after surgery was significantly higher in the experimental group than in the control group(t=2.620, P=0.013). (4) The $FEV_{1s}$ which were measured at 24 and 72 hours after surgery were significantly higher in the experimental group than in the control group(24hr. : t=2.530, P=0.017, 72hr. : t=2.540, P=0.016). (5) Among general characteristics, sex was significant variable which influenced to effect of pulmonary ventilatory function. In conclusion, this study showed that the deep breathing exercise with Incentive Spirometer was more effective to recover the pulmonary ventilatory function after surgery than the deep breathing exercise without Incentive Spirometer.

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