• Journal of the Korean Statistical Society
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• 제5권2호
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• pp.91-100
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• 1976

The use of the statistic $t = \sqrt{n} (x-\mu)/S$, where $\bar{X) = \sum X_i/n, \mu = E(X_i), S^2 = \sum(X_i-\bar{X})^2/(n-1)$ in statistical inference is usually done under the assumption of normality of the population. If the population is not normally distributed the tabulated values of student t are no longer valid. The moments of t are obtained as a power series in $1/\sqar{n}$ whose coefficients are functions of the cumulants of X. The cumulants are obtained from the moments in the usual manner. The first eight cumulants of t are given up to terms of order $1/n^3$. The first eight cumulants of t are given up to terms of order $1/n^3$. These results extend those of Geary who gave the first six cumulants of t to order $1/n^2$.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 컴퓨터소사이어티 추계학술대회논문집
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• pp.163-166
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• 2003

In conventional patchwork, the difference of the mean values of two groups is compared for watermark detection. We propose two modified patchwork schemes based on order statistics, which achieves significant improvements over conventional patchwork. First, we propose that the mean comparison is replaced by the median comparison, to get PSNR improvement due to informed watermarking. Second, we propose a majority voting scheme of a sequential comparison of pixel pairs in a sorted order, which produces significantly lower BER. The performance improvements are mathematically analyzed and tested. In experimental results, PSNR is about 5㏈～10㏈ higher in the first method and BER is about 1/5～l/2 times lower in the second method than conventional patchwork.

• 응용통계연구
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• 제29권1호
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• pp.123-132
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• 2016

패널 시계열 자료를 소개하고 패널 1차 자기회귀 모형을 고려하였다. 패널 1차 자기회귀 모형의 동질성 검정을 위한 검정 통계량으로 Rao 통계량과 Wald 통계량을 제안하고, 그 극한분포를 제시하였다. 모의실험을 통해 패널의 수가 작을 때에도 패널의 수가 많을 때와 마찬가지로 두 검정 통계량의 분포가 카이제곱분포를 따르는 것을 확인하였으며, 패널의 수가 작을 때 Rao 통계량이 Wald 통계량 보다 더 우수한 검정력을 가짐을 모의실험을 통해 확인하였다. 시도별 월별 경제활동인구수 자료를 패널 1차 자기회귀 모형으로 적합하여 동질성 검정을 수행한 결과 동질성을 만족하였다. 동질성 검정을 만족한 자료를 시점별 평균을 이용하여 종합하고 이를 1차 자기회귀모형으로 적합하였다. 각각의 시도별로 적합한 모형과 시점별 평균을 이용하여 적합한 모형의 예측력을 비교한 결과 동질성 검정을 통과한 패널 1차 자기회귀모형의 경우 자료를 종합하여 적합한 모형의 예측력이 더 우수함을 확인하였다.

• ETRI Journal
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• 제33권2호
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• pp.219-229
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• 2011

In this paper, we propose a transformation scheme used to analyze online gaming traffic properties and develop a traffic model. We analyze the packet size and the inter departure time distributions of a popular first-person shooter game (Left 4 Dead) and a massively multiplayer online role-playing game (World of Warcraft) in order to compare them to the existing scheme. Recent online gaming traffic is erratically distributed, so it is very difficult to analyze. Therefore, our research focuses on a transformation scheme to obtain new smooth patterns from a messy dataset. It extracts relatively heavy-weighted density data and then transforms them into a corresponding dataset domain to obtain a simplified graph. We compare the analytical model histogram, the chi-square statistic, and the quantile-quantile plot of the proposed scheme to an existing scheme. The results show that the proposed scheme demonstrates a good fit in all parts. The chi-square statistic of our scheme for the Left 4 Dead packet size distribution is less than one ninth of the existing one when dealing with erratic traffic.

• Journal of applied mathematics & informatics
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• 제13권1_2호
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• pp.441-446
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• 2003

Let { $X_{n}$ , n $\geq$ 1} be a sequence of independent and identically distributed random variables with a common continuous distribution function F(x) and probability density function f(x). Let $Y_{n}$ = max{ $X_1$, $X_2$, …, $X_{n}$ } for n $\geq$ 1. We say $X_{j}$ is an upper record value of { $X_{n}$ , n$\geq$1} if $Y_{j}$ > $Y_{j-1}$, j > 1. The indices at which the upper record values occur are given by the record times {u(n)}, n$\geq$1, where u(n) = min{j｜j>u(n-1), $X_{j}$ > $X_{u}$ (n-1), n$\geq$2} and u(1) = 1. We call the random variable X $\in$ Beta (1, c) if the corresponding probability cumulative function F(x) of x is of the form F(x) = 1-(1-x)$^{c}$ , c>0, 0$\leq$x$\leq$1. In this paper, we will give a characterization of the beta distribution of the first kind by considering conditional expectations of record values.s.

• 한국문헌정보학회지
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• 제44권3호
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• pp.155-173
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• 2010

이 연구에서는 용어 클러스터링을 이용하여 단일문서의 키워드를 추출하는 알고리즘을 제안하고자 한다. 단락단위로 분할한 단일문서를 대상으로 1차 유사도와 2차 분포 유사도를 산출하여 용어 클러스터링을 수행한 결과, 50단어 단락에서 2차 분포 유사도를 적용했을 때 가장 우수한 성능을 나타냈다. 이후, 용어 클러스터링결과를 이용하여 단일문서의 키워드를 추출하기 위해 단순빈도와 상대빈도의 조합을 통해 다양한 키워드 추출 공식을 도출, 적용한 결과, 단락빈도(pf)와 단어빈도$\times$역단락빈도($tf{\times}ipf$) 조건에서 가장 우수한 결과를 나타냈다. 이 결과를 통해, 본 연구에서 제안한 알고리즘은 좋은 키워드가 가져야 할 두 가지 조건인 주제성과 고른 빈도분포라는 측면에서 단일문서를 대상으로 효과적으로 키워드를 추출할 수 있음을 확인하였다.

• Journal of the Korean Data and Information Science Society
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• 제16권3호
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• pp.609-620
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• 2005

In the secondary data analysis for categorical data, situations often arise in which the estimated cell variances are available, but not the full matrix of variances. In this case researchers are often inclined to use Pearson-type test statistics for homogeneity. However, for a complex sample observed cell proportions are not distributed as multinomial and Pearson-type test statistic generally is not distributed asymptotically as chi-square distribution. This paper evaluates powers for Wald test and Pearson-type test and the first order corrected test of Pearson-type test for homogeneity. The resulting power curves indicate that as the misspecification effect increases, the amount of inflation of significance level and the loss of power Pearson-type test are getting more severe.

• 응용통계연구
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• 제24권1호
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• pp.35-43
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• 2011

이 논문에서는 이산코사인변환(discrete cosine transform) 계수를 이용하여 AR(1) 과정에서 단위근을 검정하는 방법을 소개한다. 제안하고자 하는 방법의 이론적 타당성을 보이기 위해 정상 AR(1) 과정과 확률보행과정 하에서의 이산코사인변환 계수의 통계적 성질을 비교한다. 비교 결과를 이용하여 단위근 여부를 확인할 수 있는 검정통계량을 제안하고 붓스트랩을 활용하여 검정통계량의 분포를 유도한다. 모의실험을 통해 기존 Dickey-Fuller 검정과 검정력 비교를 실시하였다.

• 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.

• 가정과삶의질연구
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• 제10권2호
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• pp.1-18
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• 1992

The purpose of this study is to consider the socio-economic development and policy in each five-year economic development plan influences of urban households and to seek a plan of household stability and reasonable consumption expenditure on the aspect of Family economics. Data is based on the "Annual Report on the Family Income and Expenditure survey" of the National Bureau of Statistic Economic Planning Board, Republic of Korea and analyzed as follows: First, in analysis to the structure of consumption expenditure, the averaged percentage of each item to total consumption expenditure is estimated by each Economics Development Plan year. Second, in order to analyze the relative importance value of household consumption expenditure, priority correlation order is derived from comparison of characteristics of household consumption expenditures by multiple regression analysis. Third the patterns of consumption expenditure of salary and wage earner's households in all cities are estimated by the household consumption function, marginal propensity to consume, and income elasticity, according to socio-economic variable, and demographic variable. In the recent Korean economy, income level of household is increased and consumption expenditure level is largely increased because of the execution of economic development plan. But the improvement of income derives the increasment of the consumption needs and over-consumption trend is spread due to the import liberization. And above all, the reasonable household management and economic life are needed.