• The Korean Journal of Applied Statistics
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• v.7 no.1
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• pp.159-172
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• 1994

An empirical Bayes estimator of the probability of discovering a new species is proposed when some prior information is available on the number f species. The new estimator is shown via simulations to have only a moderate bias and a smaller RMSE than Good's estimator when the species population follows a truncated geometric distribution.

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.189-202
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• 1998

The goat of this paper is to study on variance estimation - Rice variance estimation, Gasser, Sroka and Jennen-Steinmetz's varince estimation - in smoothing goodness-of-fit tests. The comparisons of powers on test statistics are conducted by the change of variance, the number of oscillations, the amplitude of the alternative sample distribution.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.379-393
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• 2006

In this paper, we propose a method to summarize the monthly traffic amount for analyzing network load in mobile communication system. We used the traffic data obtained from a domestic telecommunication company. Based on the statistical properties of the traffic data, we devise an efficient method to summarize monthly traffic amount.

• The Korean Journal of Applied Statistics
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• v.33 no.3
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• pp.297-308
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• 2020

We focus on the functional autoregressive conditional heteroscedasticity (fARCH) modelling to analyze intraday volatilities based on high frequency financial time series. Multivariate volatility models are investigated to approximate fARCH(1). A formula of multi-step ahead volatilities for fARCH(1) model is derived. As an application, in implementing fARCH(1), a choice of appropriate time interval for the intraday return is discussed. High frequency KOSPI data analysis is conducted to illustrate the main contributions of the article.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.119-133
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• 1999

A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.277-286
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• 2012

For credit assessment models, the ROC curves evaluate the classification performance using two univariate cumulative distribution functions of the false positive rate and true positive rate. In this paper, it is extended to two bivariate normal distribution functions of default and non-default borrowers; in addition, the bivariate ROC curves are proposed to represent the joint cumulative distribution functions by making use of the linear function that passes though the mean vectors of two score random variables. We explore the classification performance based on these ROC curves obtained from various bivariate normal distributions, and analyze with the corresponding AUROC. The optimal threshold could be derived from the bivariate ROC curve using many well known classification criteria and it is possible to establish an optimal cut-off criteria of bivariate mixture distribution functions.

• The Korean Journal of Applied Statistics
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• v.21 no.1
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• pp.35-51
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• 2008

Comparative studies in Phase III clinical trials quite often involve two or more equally important endpoints, and one cannot select primary endpoint from them. O'Brien(1984) proposed for continuous endpoints the OLS and GLS statistics as milti-variate test statistics. Pocock et al. (1987) mentioned the possibility of analyzing a mixture of data types, such as quantitative, binary and survival data types, with the OLS and GLS statistics, but the authors did not explore problems in combining several endpoints of different types. Furthermore, they did not perform a simulation study to assess the efficiencies of the OLS and GLS statistics for endpoints of a mixture of data types. In this paper, we propose the combining methods of correlated P-values for the analysis of multiple endpoints, and compare the efficiencies of this method with those of OLS and GLS statistics for a mixture of data types with a simulation study. Among the several methods of combining P-values that are more advantageous than combining of OLS and GLS statistics, method B maintains nominal significance levels and is more efficient, while method F and G have type I error rates that are larger than the specified significance levels, which might occasionally lead to a wrong conclusion.

• The Korean Journal of Applied Statistics
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• v.18 no.1
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• pp.83-98
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• 2005

Exploring distributional patterns of multivariate data is very essential in understanding the characteristics of given data set, as well as in building plausible models for the data. For that purpose, low-dimensional visualization methods have been developed by many researchers along various directions. As one of methods, Kohonen's SOM (Self-Organizing Map) is prominent. SOM compresses the volume of the data, yields abstraction from the data and offers visual display on low-dimensional grids. Although it is proven quite effective, it has one undesirable property: SOM's display is discrete. In this study, we propose two techniques for enhancing quality of SOM's display, so that SOM's display becomes continuous. The proposed methods are demonstrated in two numerical examples.

• The Korean Journal of Applied Statistics
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• v.8 no.1
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• pp.105-117
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• 1995

An asymptotically distribution-free procedure is proposed for paralleism of k regression lines against umbrella alternatives. Asymptotic properties are discussed, and comparative results relative to Kim and Lim(1994)'s tests show that our procedure is generally more powerful.

• Journal of the Korean Vacuum Society
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• v.15 no.4
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• pp.338-346
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• 2006

In semiconductor process, it is so hard to predict an exact failure point of the vacuum pump due to its harsh operation conditions and nonlinear properties, which may causes many problems, such as production of inferior goods or waste of unnecessary materials. Therefore it is very urgent and serious problem to develop diagnostic models which can monitor the operation conditions appropriately and recognize the failure point exactly, indicating when to replace the vacuum pump. In this study, many influencing factors are totally considered and eventually the monitoring model using multivariate statistical methods is suggested. The pivotal algorithms are Multiway Principal Component Analysis(MPCA), Dynamic Time Warping Algorithm(DTW Algorithm), etc.