• The Korean Journal of Applied Statistics
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• v.23 no.3
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• pp.585-594
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• 2010

This study, investigates the effects of dispersion parameters between two response variables in zero-truncated bivariate generalized Poisson distributions. A Monte Carlo study shows that the zero-truncated bivariate Poisson and negative binomial models fit poorly wherein the zero-truncated bivariate count data has heterogeneous dispersion parameters on dependent variables. In addition, we derive the score test for testing the equality of the dispersion parameters and compare its efficiency with the likelihood ratio test.

• Journal of the Korean Statistical Society
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• v.25 no.1
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• pp.81-94
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• 1996

This paper suggests a new criterion for testing the general linear hypothesis about coefficients in multivariate growth curve model. It is developed from a Bayesian point of view using the highest posterior density region methodology. Likelihood ratio test criterion(LRTC) by Khatri(1966) results as an approximate special case. It is shown that under the simple case of vague prior distribution for the multivariate normal parameters a LRTC-like criterion results; but the degrees of freedom are lower, so the suggested test criterion yields more conservative test than is warranted by the classical LRTC, a result analogous to that of Berger and Sellke(1987). Moreover, more general(non-vague) prior distributions will generate a richer class of tests than were previously available.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.63 no.11
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• pp.1545-1550
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• 2014

Fault detection and diagnosis (FDD) of photovoltaic (PV) power systems is one of significant techniques for reducing economic loss due to abnormality occurred in PV modules. This paper presents a new FDD method against PV power systems by using statistical comparison. This comparative approach includes deviation signals between the outputs of two neighboring PV modules. We first define a binary hypothesis testing under such deviation and make use of a generalized likelihood ratio testing (GLRT) theory to derive its FDD algorithm. Additionally, a recursive computational mechanism for our proposed FDD algorithm is presented for improving a computational effectiveness in practice. We carry out a real-time experiment to test reliability of the proposed FDD algorithm by utilizing a lab based PV test-bed system.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.337-346
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• 2004

The Pearson chi-square goodness-of-fit test and the likelihood ratio tests are usually used for testing independence in two-way contingency tables under random sampling. But both of these tests may provide false results for the contingency table with clustered observations. In this case we consider the generalized linear mixed model which includes random effects of clustering in addition to the fixed effects of covariates. Both the heterogeneity between clusters and the dependency within a cluster can be explained via generalized linear mixed model. In this paper we introduce several types of generalized linear mixed model for testing independence in contingency tables with clustered observations. We also discuss the fitting of these models through a real dataset.

• Asian Pacific Journal of Cancer Prevention
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• v.14 no.8
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• pp.4699-4704
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• 2013

Background: MicroRNAs have been demonstrated to play important roles in the development and progression of colorectal cancer. Several studies utilizing microRNAs as diagnostic biomarkers for colorectal cancer (CRC) have been reported. The aim of this meta-analysis was to comprehensively and quantitatively summarize the diagnostic value of microRNAs for detecting colorectal cancer. Methods: We searched PubMed, Embase and Cochrane Library for published studies that used microRNAs as biomarkers for the diagnosis of colorectal cancer. Summary estimates for sensitivity, specificity and other measures of accuracy of microRNAs in the diagnosis of colorectal cancer were calculated using the bivariate random effects model. A summary receiver operating characteristic (SROC) curve was also generated to summarize the overall effectiveness of the test. Result: Thirteen studies from twelve published articles met the inclusion criteria and were included. The overall sensitivity, specificity, positive likelihood ratio, negative likelihood ratio and diagnostic odd ratio of microRNAs for the diagnosis of colorectal cancer were 0.81 (95%CI: 0.79-0.84), 0.78 (95%CI: 0.75-0.82), 4.14 (95%CI: 2.90-5.92), 0.24 (95%CI: 0.19-0.30), and 19.2 (95%CI: 11.7-31.5), respectively. The area under the SROC curve was 0.89. Conclusions: The current evidence suggests that the microRNAs test might not be used alone as a screening tool for CRC. Combining microRNAs testing with other conventional tests such as FOBT may improve the diagnostic accuracy for detecting CRC.

• 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.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.31 no.4
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• pp.153-161
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• 2008

신뢰성 평가 시험은 종종 성능 평가에 장기간의 시간이 요구되며, 전체 생산비용까지 증가시키는 문제점을 안고 있다 스트레스를 이용한 가속수명시험은 제품의 신뢰성 고장과 밀접한 관련이 있는 고장 메커니즘의 촉진을 통해 고장에 이르는 기간을 단축함으로써 신뢰성 평가의 효율성을 도모할 수 있다. 본 연구에서는 이러한 스트레스 가속 시험에 빈도가속(Usage-Rate Acceleration) 또는 판정가속(Tightening Critical-Values) 등을 결합하여 한층 높은 가속효과를 도모하는 방법을 제안하고, 국내에서 생산되고 있는 2차 전지 제품에 대한 실제 시험 사례분석을 통해 결합된 가속방법의 효과를 실증적으로 보여주고 있다.

• Journal of Electrical Engineering and Technology
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• v.9 no.5
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• pp.1753-1761
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• 2014

Due to the inherent inhomogeneous and anisotropy nature of the composite materials, the detection of internal defects in these materials with non-destructive techniques is an important requirement both for quality checks during the production phase and in service inspection during maintenance operations. The estimation of the time-of-arrival (TOA) and/or time-of-flight (TOF) of the ultrasonic echoes is essential in ultrasonic non-destructive testing (NDT). In this paper, we used split-spectrum processing (SSP) combined with matching pursuit signal decomposition (MPSD) to develop a dedicated ultrasonic detection system. SSP algorithm is used for Signal-to-Noise Ratio (SNR) enhancement, and the MPSD algorithm is used to decompose backscattered signals into a linear expansion of chirplet echoes and estimate the chirplet parameters. Therefore, the combination of SSP and MPSD (SSP-MPSD) presents a powerful technique for ultrasonic NDT. The SSP algorithm is achieved by using Gaussian band pass filters. Then, MPSD algorithm uses the Maximum Likelihood Estimation. The good performance of the proposed method is experimentally verified using ultrasonic traces acquired from three specimens of carbon fibre reinforced polymer multi-layered composite materials (CFRP).

• 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.

• The KIPS Transactions:PartC
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• v.12C no.7 s.103
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• pp.1007-1014
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• 2005

A generation of rules or patterns for detecting attacks from network is very difficult. Detection rules and patterns are usually generated by Expert's experiences that consume many man-power, management expense, time and so on. This paper proposes statistical methods that effectively detect intrusion and attacks without expert's experiences. The methods are to select useful measures in measures of network connection(session) and to detect attacks. We extracted the network session data of normal and each attack, and selected useful measures for detecting attacks using relative entropy. And we made probability patterns, and detected attacks using likelihood ratio testing. The detecting method controled detection rate and false positive rate using threshold. We evaluated the performance of the proposed method using KDD CUP 99 Data set. This paper shows the results that are to compare the proposed method and detection rules of decision tree algorithm. So we can know that the proposed methods are useful for detecting Intrusion and attacks.