• 대한수학회지
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• 제36권4호
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• pp.829-832
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• 1999

This to correct Section 4 of our previous work [1].

• 응용통계연구
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• 제19권3호
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• pp.481-504
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• 2006

금융위험의 측정 및 관리를 위한 도구로서 분포의 꼬리 부분과 관련한 위험척도로 VaR가 현재 널리 활용되고 있다. 특히 VaR의 정확한 추정을 위해 정규분포를 가정한 기존의 방법보다는 극단치이론을 이용한 방법이 최근 관심을 끌고 있다. 지금까지 극단치이론을 이용한VaR의 추정에 관한 연구는 대부분 단변량의 경우에 대해 이루어졌다. 본 논문에서는 코퓰러를 극단치이론에 결부시켜 다변량 극단치분포를 모형화하여 포트폴리오 위험측정을 다루고 있다. 특히 본 연구에서는 포트폴리오 위험 척도로 VaR와 더불어 ES에 대한 추정 방법도 함께 논의하였다. 포트폴리오 위험측정을 위한 방법으로 본 논문에서 논의한 코퓰러-극단치이론에 의한 접근방법이 기존의 분산-공분산 방법보다 상대적으로 우수한지를 실증자료에 대한 사후검증을 통해 살펴보았다.

• 호남수학학술지
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• 제8권1호
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• pp.51-74
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• 1986

The thery of measure is significant in that we extend from it to the theory of integration. AS specific metric outer measures we can take Hausdorff outer measure and Lebesgue-Stieltjes outer measure connecting measure with monotone functions.([12]) The purpose of this paper is to find some properties of Lebesgue-Stieltjes measure by extending it from $R^1$ to $R^n(n{\geq}1)$ $({\S}3)$ and differentiation of the integral defined by Borel measure $({\S}4)$. If in detail, as follows. We proved that if $_n{\lambda}_{f}^{\ast}$ is Lebesgue-Stieltjes outer measure defined on a finite monotone increasing function $f:R{\rightarrow}R$ with the right continuity, then $$_n{\lambda}_{f}^{\ast}(I)=\prod_{j=1}^{n}(f(b_j)-f(a_j))$$, where $I={(x_1,...,x_n){\mid}a_j$<$x_j{\leq}b_j,\;j=1,...,n}$. (Theorem 3.6). We've reached the conclusion of an extension of Lebesgue Differentiation Theorem in the course of proving that the class of continuous function on $R^n$ with compact support is dense in $L^p(d{\mu})$ ($1{\leq$}p<$\infty$) (Proposition 2.4). That is, if f is locally $\mu$-integrable on $R^n$, then $\lim_{h\to\0}\left(\frac{1}{{\mu}(Q_x(h))}\right)\int_{Qx(h)}f\;d{\mu}=f(x)\;a.e.(\mu)$.

• 대한수학회논문집
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• 제12권3호
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• pp.779-788
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• 1997

In this work, using the exact separatrix map which provides an efficient way to describe dynamics near the separatrix, we study the stochastic layer near the separatrix of a one-degree-of-freedom Hamilitonian system with time periodic perturbation. Applying the twist map theory to the exact separatrix map, T. Ahn, G. I. Kim and S. Kim proved the existence of the uniformly hyperbolic invariant set(UHIS) near separatrix. Using the theorems of Bowen and Franks, we prove this UHIS has measure zero.

• 대한가정학회지
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• 제33권4호
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• pp.235-249
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• 1995

The first purpose of this study was to review literatures on marital intimacy. The second purpose was to develop a theory-derived scale to measure marital intimacy. From an original lists of 32 items developed from literatures, the survey was practiced. The data were collected from 344 married adults who had been married more than 5 years. Through this process, a final lists of 19 item scale that were covering 4 different aspects of affectional, sexual, committed, cognitive marital intimacy yielded. reliability estimate assessed by Cronbach's coefficient is .903. Content Validity was evidenced by jury logical opinions. Construct Validity was tested in relation to Spanier's DAS scale.

• 대한수학회지
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• 제45권2호
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• pp.587-596
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• 2008

For convex bodies, chord power integrals were introduced and studied in several papers (see [3], [6], [14], [15], etc.). The aim of this article is to study them further, that is, we establish the Brunn-Minkowski-type inequalities and get the upper bound for chord power integrals of convex bodies. Finally, we get the famous Zhang projection inequality as a corollary. Here, it is deserved to mention that we make use of a completely distinct method, that is using the theory of inclusion measure, to establish the inequality.

• 대한수학회지
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• 제51권6호
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• pp.1123-1139
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• 2014

In this work, we investigate the existence of the extremal solutions for a class of fractional partial differential equations with order 1 < ${\alpha}$ < 2 by upper and lower solution method. Using the theory of Hausdorff measure of noncompactness, a series of results about the solutions to such differential equations is obtained.

• 음성과학
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• 제3권
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• pp.148-155
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• 1998

As an application of dimensional analysis in the theory of chaos and fractals, we studied and estimated the information dimension for various phonemes. By constructing phase-space vectors from the time-series speech signals, we calculated the natural measure and the Shannon's information from the trajectories. The information dimension was finally obtained as the slope of the plot of the information versus space division order. The information dimension showed that it is so sensitive to the waveform and time delay. By averaging over frames for various phonemes, we found the information dimension ranges from 1.2 to 1.4.

• 한국수학교육학회지시리즈D:수학교육연구
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• 제18권1호
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• pp.75-87
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• 2014

It is central to use a scale to measure a person's level of a construct in mathematics education research. This article explains a practical process through which a researcher rapidly can develop an instrument to measure the construct. The process includes research questioning, reviewing the literature, framing a background theory, treating the data, and reviewing the instrument. The statistical treatment of data includes normality analysis, item-total correlation analysis, reliability analysis, and factor analysis. A virtual example is given for better understanding of the process.

• The Journal of the Acoustical Society of Korea
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• 제24권1E호
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• pp.16-20
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• 2005

A novel scheme to measure the speaker information in speech signal is proposed. We develope the theory of quantitative measurement of the speaker characteristics in the information theoretic point of view, and connect it to the classification error rate. Homomorphic analysis based features, such as mel frequency cepstral coefficient (MFCC), linear prediction cepstral coefficient (LPCC), and linear frequency cepstral coefficient (LFCC) are studied to measure speaker specific information contained in those feature sets by computing mutual information. Theories and experimental results provide us quantitative measure of speaker information in speech signal.