• Title/Summary/Keyword: H-통계량

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A Modified Horvitz-Thompson Estimator by Transformation of Variables (변수변환에 의한 수정 HORVITZ-THOMPSON 추정량)

  • 류제복
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.27-34
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    • 2004
  • The Horvitz-Thompson(H-T) estimator is less efficient than PPS estimators in some cases. We use the two-stage variable transformation in order to remove the drawbacks and increase the efficiency of H-T estimator. We transform the auxiliary variable to use the Midzuno-Sen sampling scheme at the first stage. And the next stage, we also transform the study variable to reduce the variance of H-T estimator using the inclusion probability obtained from the first transformation. We compare the efficiency between a suggested modified H-T estimator and PPS estimators.

Competition in the Life Insurance Market: Evidence from Korea using the Panzar - Rosse Model (국내 생명보험산업의 경쟁도 변화에 대한 융합적 연구: 방카슈랑스와 퇴직연금제도의 시행을 중심으로)

  • Choi, Sungho
    • Journal of the Korea Convergence Society
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    • v.7 no.5
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    • pp.201-211
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    • 2016
  • This paper uses the Panzar Rosse model to investigate the competitive conditions in the Korean life insurance companies over the period of 1999 2012. We break down the entire sample period into four distinctive groups and analyze the competitiveness of each period. The results indicate that for the pre-introduction of Bancassurance period, the H-statistic is -1.3984 and the life insurance market is found to be in monopoly or cartel. However, for the post-introduction of Bancassurance period, the H-statistic is 0.9107 and the life insurance market appears to be in monopolistic competition. The results from the introduction of retirement pension system are very similar to those of the introduction of Bancassurance. Overall, the findings indicate that the Korean life insurance market is in long-run equilibrium before the new system introduction, but make adjustments to the new equilibrium.

Modified Test Statistic for Identity of Two Distribution on Credit Evaluation (신용평가에서 두 분포의 동일성 검정에 대한 수정통계량)

  • Hong, C.S.;Park, H.S.
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.237-248
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    • 2009
  • The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.

Variable Selection for Logistic Regression Model Using Adjusted Coefficients of Determination (수정 결정계수를 사용한 로지스틱 회귀모형에서의 변수선택법)

  • Hong C. S.;Ham J. H.;Kim H. I.
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.435-443
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    • 2005
  • Coefficients of determination in logistic regression analysis are defined as various statistics, and their values are relatively smaller than those for linear regression model. These coefficients of determination are not generally used to evaluate and diagnose logistic regression model. Liao and McGee (2003) proposed two adjusted coefficients of determination which are robust at the addition of inappropriate predictors and the variation of sample size. In this work, these adjusted coefficients of determination are applied to variable selection method for logistic regression model and compared with results of other methods such as the forward selection, backward elimination, stepwise selection, and AIC statistic.

Fast Integer-Pel Motion Estimation Based on Statistical Property for H.264/AVC (H.264/AVC를 위한 통계 특성 기반 정수 화소 단위 고속 움직임 예측 기법)

  • Noh, Jin-Young;Hong, Min-Cheol
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.8A
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    • pp.669-678
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    • 2012
  • In this paper, we propose an efficient fast integer-pel motion estimation for H.264/AVC using local statistics of local motion vectors. Using neighboring motion vectors, we define a new statistical property that is used to determine a mode of motion search range of current block. In addition, an adaptive motion search range compensated method that is based on cumulative statistics of previous coded blocks is addressed to solve the problem of the statistical motion search range decision method. Experimental results show that proposed algorithm has the capability to reduce the computational cost over the other methods.

Adaptive Rate Control Based on Statistical Modeling in Frame-layer for H.264/AVC (H.264/AVC를 위한 통계 모델 기반 프레임 단위의 비트율 제어 기법)

  • Kim, Myoung-Jin;Hong, Min-Cheol
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.11C
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    • pp.917-928
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    • 2010
  • In this paper, we propose an efficient and adaptive rate control in Frame-layer for H.264/AVC. For given QP, bits according to video characteristics, and current frame is close correlation between the adjacent frames. Using the statistical characteristic, we obtain change of occurrence bit about QP to apply the bit amount by QP from the video characteristic and applied in the estimated bit amount of the each unit of current frame. In addition, we use weight with QP and occurrence bit amount that is statistical information of encoded previous frames. Simulation results show that the proposed rate control scheme could not only achieves time saving of more than 99% over existing rate control algorithm, but also increase the average PSNR of reconstructed video for around 0.02~0.43 dB in all the sequences.

韓國의 人口問題와 그 分析에 관한 硏究: 마아코프連鎖 人口移動模型에 의한 韓國都市人口流出入 分析 및 豫測

  • Koo, J.H.
    • Journal of the Korean Statistical Society
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    • v.1 no.1
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    • pp.38-64
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    • 1973
  • 본논문은 한국 주요도시의 인구 유출입현상을 통계적으로 구명하고 구명된 결과를 기초로 하여 앞으로의 인구를 예측하는 데에 목적이 있다. 이를 위하여서 간단한 마아코프 연쇄를 이용한 인구이동모형을 선정하고 센서스 자료를 적용하였다. 인구의 예측에는 흔희 단순 L-곡선(simple logistic curve)을 사용하는 것이 일반적인 방법이나 도시인구의 유출입과 같은 사회적 인구증가율을 내포하고 있는 경우에는 적당한 방법이라고 할 수 없겠다. 본논문은 5개의 장과 부록으로 구성되어 있으며 2장에서는 모형과 기초자료의 분석이 있고 3장에서는 모형의 적용, 4장에서는 도시 인구흡인력 등에 관련된 제반 통계량을 추정하였다. 마지막 장은 결과의 평가로 삼았다.

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Bootstrap inference for covariance matrices of two independent populations (두 독립 모집단의 공분산 행렬에 대한 붓스트랩 추론)

  • 김기영;전명식
    • The Korean Journal of Applied Statistics
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    • v.4 no.1
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    • pp.1-11
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    • 1991
  • It is of great interest to consider the homogeniety of covariance matrices in MANOVA of discriminant analysis. If we lock at the problem of testing hypothesis, H : $\Sigma_1 = \Sigma_2$ from an invariance point of view where $\Sigma_i$ are the covariance matrix of two independent p-variate distribution, the testing problem is invariant under the group of nonsingular transformations and the hypothesis becomes H : $\delta_1 = \delta_2 = \cdots = \delta_p = 1$ where $\delta = (\delta_1, \delta_2, \cdots, \delta_p)$ is a vector of latent roots of $\Sigma$. Bias-corrected estimators of eigenvalues and sampling distribution of the test statistics proposed are obtained. Pooled-bootstrap method also considered for Bartlett's modified likelihood ratio statistics.

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Adaptive Rate Control in Unit-level for Real-time H.264/AVC (실시간 H.264/AVC를 위한 적응적인 Unit-level 비트율 제어 기법)

  • Kim, Myoung-Jin;Joo, Won-Hee;Hong, Min-Cheol
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.2C
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    • pp.161-171
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    • 2010
  • In this paper, we propose an adaptive rate control in Unit-level for real-time H.264/AVC. For given QP, bits according to video characteristics, and current frame is close correlation between the adjacent frames. Using the statistical characteristic, we obtain change of occurrence bit about QP to apply the bit amount by QP from the video characteristic and applied in the estimated bit amount of the each unit of current frame. In addition, we use weight with QP and occurrence bit amount that is statistical information of encoded previous frames. Simulation results show that the proposed rate control scheme achieves time saving of more than 99% over JM 12.1 rate control algorithm. Nevertheless, PSNR and bit rate were almost same as the performances of JM.

Use of Multivariate Statistical Approaches for Decoding Chemical Evolution of Groundwater near Underground Storage Caverns (다변량통계기법을 이용한 지하저장시설 주변의 지하수질 변동에 관한 연구)

  • Lee, Jeonghoon
    • Journal of the Korean earth science society
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    • v.35 no.4
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    • pp.225-236
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    • 2014
  • Multivariate statistical analyses have been extensively applied to hydrochemical measurements to analyze and interpret the data. This study examines anthropogenic factors obtained from applications of correspondence analysis (CA) and principal component analysis (PCA) to a hydrogeochemical data set. The goal was to synthesize the hydrogeochemical information using these multivariate statistical techniques by incorporating hydrogeochemical speciation results calculated by the program, commonly used, WATEQ4F included in the NETPATH. The selected case study was LPG underground storage caverns, which is located in the southeastern Korea. The highly alkaline groundwaters at this study area are an analogue for the repository system. High pH, speciation of Al and possible precipitation of calcite characterize these groundwaters. Available groundwater quality monitoring data were used to confirm these statistical models. The present study focused on understanding the hydrogeochemical attributes and establishing the changes of phase when two anthropogenic effects (i.e., disinfection activity and cement pore water) in the study area have been introduced. Comparisons made between two statistical results presented and the findings of previous investigations highlight the descriptive capabilities of PCA using calculated saturation index and CA as exploratory tools in hydrogeochemical research.