• The Korean Journal of Applied Statistics
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• v.23 no.1
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• pp.13-28
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• 2010

Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.

• Physical Therapy Rehabilitation Science
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• v.6 no.4
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• pp.176-181
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• 2017

Objective: The timed up and go (TUG) test is method used to determine the functional mobility of persons with stroke. Its reliability, validity, reaction rate, fall prediction, and psychological characteristics concerning ambulation ability have been validated. However, the relationship between TUG performance and community ambulation ability is unclear. The purpose of this study was to investigate whether the TUG performance time could indicate community ambulation levels (CAL) differentially in persons with chronic stroke. Design: Cross-sectional study. Methods: Eighty-seven stroke patients had participated in this study. Based on the self-reporting survey results on the difficulties experienced when walking outdoors, the subjects were divided into the independent community ambulation (ICA) group (n=35) and the dependent community ambulation group (n=52). Based on the area under the curve (AUC), the discrimination validity of the TUG performance time was calculated for classifying CAL. The Binomial Logistic Regression Model was utilized to produce the likelihood ratio of selected TUG cut-off values for the distinguishing of community ambulation ability. Results: The selected TUG cut-off values and the area under the curve were <14.87 seconds (AUC=0.871, 95% confidence interval=0.797-0.945), representing a mid-level accuracy. Concerning the likelihood ratio of the selected TUG cut-off value, it was found that the group with TUG performance times shorter than 14.87 seconds showed a 2.889 times higher probability of ICA than those with a TUG score of 14.87 seconds or longer (p<0.05). Conclusions: The TUG can be viewed as an assessment tool that is capable of classifying CAL.

• The KIPS Transactions:PartC
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• v.12C no.1 s.97
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• pp.63-68
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• 2005

In this paper, performance of a maximum-likelihood modulation classification for quadrature amplitude modulation (QAM) is studied. Unlike previous works, the relative classification performance with respect to the available modulations and performance limit with single-sample observation are presented. For those purposes, all constellations are set to have the same minimum Euclidean distance between symbols so that a smaller constellation is a subset of the larger ones. And only one sample of received waveform is used for multiple hypothesis test. As a result, classification performance is improved with increase in signal-to-noise ratio in all the experiments. Especially, when the true modulation format used in the transmitter is 4 QAM, almost perfect classification can be achieved without any additional information or observation samples. Though the possibility of false classification due to the symbols shared by subset constellations always exists, correct classification ratio of $80{\%}$ can be obtained with the single-sample observation when the true modulation formats are 16 and 64 QAM.

• The Journal of the Acoustical Society of Korea
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• v.10 no.1
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• pp.20-29
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• 1991

A fundamental assumption in conventional linear predictive coding (LPC) analysis procedure is that the input to an all-pole vocal tract filter is white process. In the case of periodic inputs, however, a pitch bias error is introduced into the conventional LP coefficient. Multi-pulse (MP) LP analysis can reduce this bias, provided that an estimate of the excitation is available. Since the prediction error of conventional LP analysis can be modeled as the sum of an MP excitation sequence and a random noise sequence, we can view extracting MP sequences from the prediction error as a classical detection and estimation problem. In this paper, we propose an algorithm in which the locations and amplitudes of the MP sequences are first obtained by applying a likelihood ratio test (LRT) to the prediction error, and LP coefficients free of pitch bias are then obtained from the MP sequences. To verify the performance enhancement, we iterate the above procedure with adaptive threshold at each step.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.50 no.8
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• pp.541-550
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• 2022

An effective real time fault diagnosis approach for UAV engine is drawn from IMM filter and GLRT methods. For this purpose based on the linear diagnosis model derived from engine dynamic performance analysis the Kalman filter for residual estimation and each method are applied to the fault diagosis of the actuator for engine control sensors. From the process of the IMM filter application the effective FDI measure is obtained and the state responses due to actuator fault are estimated. Likewise from the GLRT method the fault magnitudes of actuator and sensors are estimated associated with some FDI functionings. The numerical simulations verify the effectiveness of the IMM filter for FDI and the GLRT in estimating the fault magnitudes of each fault mode.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.4B
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• pp.355-362
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• 2006

Several techniques of MK test, Spearman's Rho test, Linear Regression test, CUSUM test, Cumulative Deviation, Worsley Likelihood Ratio test, Rank Sum test, and Students' t test were applied to detect the trends of slope and shift which exist in hydrologic and climate time series. The time series of annual rainfall, inflow, tree ring index, and southern oscillation index (SOI) were used and the trends of these series were compared in the study. From the results, it can be found that the data could be classified into two categories such as linear trend and shift. 4 series data of 8 rainfall series which reveal the trend show the shift and 8 series data of 18 tree ring index and March and April series of monthly SOI data show shift. Moreover, ADF test and BDS test were used to test stationarity and non-linearity of the data. In conclusion, through the study, various trend analysis techniques were compared and 6 kinds of characteristics which can exist in hydrologic time series were identified.

• The Korean Journal of Applied Statistics
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• v.7 no.1
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• pp.19-34
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• 1994

In this paper we propose nonparametric tests of parallelism against umbrella alternatives of slopes in k-regression lines and investigate the asymptotic properties of the proposed test statistics. For the known peak and unknown peak, we suggest the test statistics and show that, from Monte Carlo study, the proposed test statistics have good empirical powers for heavy tailed distributions than the likelihood ratio tests.

• Proceedings of the Korea Concrete Institute Conference
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• 2003.05a
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• pp.311-314
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• 2003

Concrete structures such as bridge, pavement, airfield, and offshore structure are normally subjected to repeated load. This paper proposes a failure probability models of concrete subjected to split tension repeated-loads, based on experimental results. The fatigue tests were performed at the stress ratio of 0.1, the loading shape of sine, the frequency of 20Hz, and the stress levels of 90, 80 and 70%. The fatigue test specimen was 150mm in diameter and 75mm in thickness. The fatigue analysis did not include which exceeded 0.9 of statistical coefficient of determination values or did not failure at 2$\times$$10^6$ cycles. The graphical method, the moment method, and maximum likelihood estimation method were used to obtain Weibull distribution parameters. The goodness-of-fit test by Kolmogorov-Smirnov test was acceptable 5% level of significance. As a result, the proposed failure probability model based on the two-parameter($\alpha and \mu$) Weibull distribution was good enough to estimate accurately the fatigue life subjected to tension mode.

• The Journal of the Acoustical Society of Korea
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• v.22 no.1
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• pp.42-47
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• 2003

This paper proposes the method to generate new test data using the sample shift of the start frame for SPRT(sequential probability ratio test) in speaker verification. The SPRT method is a effective algorithm that can reduce the test computational complexity. However, in making the decision procedure, SPRT can be executed on the assumption that the input samples are usually to be i.i.d. (Independent and Identically Distributed) samples from a probability density function (pdf), also it's not suitable method to apply for the short utterance. The proposed method can achieve SPRT regardless of the utterance length of the test data because it is method to generate the new test data through the sample shift of start frame. Also, the correlation property of data to be considered in the SPRT method can be effectively removed by employing the principal component analysis. Experimental results show that the proposed method increased the computational complexity of data for sample shift a little, but it has a good performance result more than a conventional method above the average 0.7% in EER (equal error rate).

• Journal of Korean Public Health Nursing
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• v.31 no.2
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• pp.376-388
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• 2017

Purpose: The triglyceride-to-high-density lipoprotein-cholesterol (TG/HDL-C) ratio is one of the main predictive indices for cardiovascular disease. This study was examined the relationship between TG/HDL-C ratio and metabolic syndrome (MetS) in male office workers. Methods: Secondary analysis was conducted to determine the risk between the TG/HDL-C ratio and MetS in male office workers. A total of 765 people underwent the 'regular workplace health checkups in 2014'. Among the subjects who were male and responded to the questionnaire and health lifestyle survey, 470 (61.4%) excluding those with missing and/or abnormal values were analyzed. The association between MetS, MetS components, and the TG/HDL-C ratio was examined by a Chi-square test, One-way ANOVA, Turkey post-hoc test and Logistic regression analysis. Results: The number of males with MetS was 70 (14.9%) and the number of MetS components increased with increasing TG/HDL-C ratio (p<.001). Logistic regression analysis with an adjustment for potential confounders revealed a 31.8 times higher odds ratio of the Quartile4 group for MetS than that of the Quartile1 group (p<.001). Conclusion: These results show that the likelihood of MetS, particularly the risk of MetS in the Quartile4, increases with increasing TG/HDL-C ratio.