• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.161-166
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• 2003

In this paper, a new form of generalized linear models is proposed. The proposed models consist of a distribution function of the mean response and a weighted linear combination of distribution functions of covariates. This form addresses a structural problem of the link function in the generalized linear models. Markov chain Monte Carlo methods are used to estimate the parameters within a Bayesian framework.

• Communications for Statistical Applications and Methods
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• v.23 no.1
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• pp.85-91
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• 2016

Aggregate claim amounts with a large claim frequency represent a major concern to automobile insurance companies. In this paper, we show that a new hybrid method to combine the analytical saddlepoint approximation and Monte Carlo simulation can be an efficient computational method. We provide numerical comparisons between the hybrid method and the usual Monte Carlo simulation.

• The Mathematical Education
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• v.23 no.1
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• pp.45-50
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• 1984

A problem of estimating the means of Poisson populations using independent samples is considered. The total loss is the sum of component, normalized squared error losses. An empirical Bayes estimator is derived and compared, by Monte Carlo methods, with existing estimators which are proposed as improving estimators upon the usual one. Monte Carlo results show that the performance of the derived estimator is satisfactory over the whole parameter space.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.183-189
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• 2003

A momentum threshold autoregressive (MTAR) model, a nonlinear autoregressive model, is analyzed in a Bayesian framework. Parameter estimation in the presence of missing data is done by using Markov chain Monte Carlo methods. We also propose simple Bayesian test procedures for asymmetry and unit roots. The proposed method is applied to a set of Korea unemployment rate data and reveals evidence for asymmetry and a unit root.

• Communications for Statistical Applications and Methods
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• v.18 no.5
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• pp.595-601
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• 2011

A community of the social network refers to the subset of nodes linked more densely among them than to others. In this study, we propose a Monte-Carlo method for generating random social unipartite and bipartite networks with two or more communities. Proposed random networks can be used to verify the small world phenomenon of the social networks with several communities.

• Communications for Statistical Applications and Methods
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• v.11 no.3
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• pp.597-607
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• 2004

The primary interest of drug development studies is identifying the lowest dose level producing a desirable effect over that of the zero-dose control, which is referred as the minimum effective dose (MED). In this paper, we suggest a nonparametric procedure for identifying the MED with binary or ordered categorical response data. Proposed test and Williams' test are compared by Monte Carlo simulation study and discussed.

• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.53-67
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• 1996

Numerous classical as well as robust methods have been proposed in the literature for the detection of multiple outlier in multivariate data. The effectiveness and power of each of these methods have not been thoroughly investigated. In this paper we first reduce the vast number of outlier detection methods to a small number of viable ones. This reduction is based on previous work of other researches and on some theoretical arguments. Then we design and implement a Monte Carlo experiment for comparing these methods. The main goal of our study is to determine which methods are most powerful in the detection of multiple outlier and in dealing with the masking and swamping problems. The results of the Monte Carlo study indicate that two of the methods seem to hace better performances than the others for the detection of multiple outlier in multivariate data.

• Journal of Radiation Protection and Research
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• v.42 no.1
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• pp.48-55
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• 2017

Background: Simultaneous detection of neutrons and gamma rays have become much more practicable, by taking advantage of good gamma-ray discrimination properties using pulse shape discrimination (PSD) technique. Recently, we introduced a commercial CLYC system in Korea, and performed an initial characterization and simulation studies for the CLYC detector system to provide references for the future implementation of the dual-mode scintillator system in various studies and applications. Materials and Methods: We evaluated a CLYC detector with 95% $^6Li$ enrichment using various gamma-ray sources and a $^{252}Cf$ neutron source, with validation of our Monte Carlo simulation results via measurement experiments. Absolute full-energy peak efficiency values were calculated for gamma-ray sources and neutron source using MCNP6 and compared with measurement experiments of the calibration sources. In addition, behavioral characteristics of neutrons were validated by comparing simulations and experiments on neutron moderation with various polyethylene (PE) moderator thicknesses. Results and Discussion: Both results showed good agreements in overall characteristics of the gamma and neutron detection efficiencies, with consistent ~20% discrepancy. Furthermore, moderation of neutrons emitted from $^{252}Cf$ showed similarities between the simulation and the experiment, in terms of their relative ratios depending on the thickness of the PE moderator. Conclusion: A CLYC detector system was characterized for its energy resolution and detection efficiency, and Monte Carlo simulations on the detector system was validated experimentally. Validation of the simulation results in overall trend of the CLYC detector behavior will provide the fundamental basis and validity of follow-up Monte Carlo simulation studies for the development of our dual-particle imager using a rotational modulation collimator.

• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.217-227
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• 2015

In observational study, handling confounders is a primary issue in measuring treatment effect of interest. Historically, a regression with covariate adjustment (covariate-adjusted regression) has been the typical approach to estimate treatment effect incorporating potential confounders into model. However, ever since the introduction of the propensity score, covariate-adjusted regression has been gradually replaced in medical literatures with various balancing methods based on propensity score. On the other hand, there is only a paucity of researches assessing propensity score methods compared with the covariate-adjusted regression. This paper examined the performance of propensity score methods in estimating risk difference and compare their performance with the covariate-adjusted regression by a Monte Carlo study. The study demonstrated in general the covariate-adjusted regression with variable selection procedure outperformed propensity-score-based methods in terms both of bias and MSE, suggesting that the classical regression method needs to be considered, rather than the propensity score methods, if a performance is a primary concern.

• Progress in Medical Physics
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• v.31 no.2
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• pp.29-34
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• 2020

Purpose: The interaction of various substances inserted into the human body and radiation can confirm the radiation enhancement effect. A Leksell frame inserted into the human body for gamma knife treatment will cause not only pain and inconvenience to the patient, but also additional exposure to the patient's normal tissues. In this study, we attempt to confirm the additional exposure caused by the interaction of the Leksell frame and thermoplastic mask, and ⁶⁰Co used for gamma knife treatment. Methods: A ⁶⁰Co energy of 1.17, 1.33 MeV is applied using Monte Carlo simulation, and fixation screws and thermoplastic mask are fabricated using aluminum and titanium alloy, and Carbon compounds. Results: Results show a dose enhancement of up to 396.27% higher compared with that without a Leksell frame and up to 391.25% in thermoplastic mask. Conclusions: Hence, appropriate treatment methods and materials must be used to reduce additional exposure to normal tissues.