• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.227-234
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• 2002

In this paper, we consider hierarchical Bayes generalized linear models for the analysis of longitudinal count data. Specifically we introduce the hierarchical Bayes random effects models. We discuss implementation of the Bayes procedures via Markov chain Monte Carlo (MCMC) integration techniques. The hierarchical Baye method is illustrated with a real dataset and is compared with other statistical methods.

• The Korean Journal of Applied Statistics
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• v.23 no.4
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• pp.669-681
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• 2010

Value-at-Risk(VaR) is an important part of risk management in the financial industry. This paper present a VaR forecasting for financial time series based on the quantile regression for GARCH models recently developed by Lee and Noh (2009). The proposed VaR forecasting features the direct conditional quantile estimation for GARCH models that is well connected with the model parameters. Empirical performance is measured by several backtesting procedures, and is reported in comparison with existing methods using sample quantiles.

• Communications for Statistical Applications and Methods
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• v.20 no.2
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• pp.137-145
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• 2013

The use of pooled standard deviation can reduce the efficiency loss in optimum allocation when strata standard deviations are estimated and several of them are equal. Also shown is that the pooled standard deviation is useful in optimum allocation under a multivariate setting. In addition to theoretical development, we provide the result of simulation study to support the theory.

• Proceedings of the Acoustical Society of Korea Conference
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• spring
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• pp.69-72
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• 2004

In this paper, we tried to develop a vowel training assistant method using vowel formant statistics. Formant statistics were obtained from PBW set consists of 452 words from 8 persons. Then, we calculated distance from input formants to each center of vowel formant space. Based on the distance, direct ions to correct the speaker's manner of articulation, i .e. position of jaw and tongue.

• Journal of the Korean Statistical Society
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• v.18 no.1
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• pp.26-37
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• 1989

When we select the t best out of k populations in the indifference zone formulation, a lower confidence bound on the probability of a correct selection is derived for families with monotone likelihood ratio. The result is applied to the normal means problem when the variance is common, and to the normal variances problem. Tables to implement the confidence bound for the normal variances problem are provided.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.229-240
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• 2005

This study described the application of constructivism and information technology for teaching simple random sampling. We considered more student's participation, more interaction, and more flow in their introductory statistics class. In addition, we presented a web-based teaching and learning system for simple random sampling to demonstrate.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.275-279
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• 2003

We obtain the asymptotic distributions of tests statistics for various types of seasonal cointegration based on GRR estimators of Ahn and Cho (2003). These tests are useful in testing for restrictions about cointegrating vectors after Chi-square tests for CCI and common PCIV in Ahn and Cho (2003) or tests for the known CCI and the known PCIVs have been performed.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.207-212
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• 2003

In this paper, we propose a class of imputed estimators using response probability. The proposed estimator can be justified under the response probability model and thus is robust against the failure of the assumed imputation model. We also propose a variance estimator that is justified under the response probability model.

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.377-387
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• 2012

Job competition among generations has become an important social issue that has yet to be studied from an academic viewpoint. This study performs statistical tests to investigate the interrelation of employment among generations using seasonally adjusted monthly time series data. Employment by generations is not found to be strongly interrelated, even if the employment of 30-year-olds appears to affect those of 40-yearolds in some tests.

• Journal of the Korean Data and Information Science Society
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• v.11 no.1
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• pp.127-137
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• 2000

In this paper, we consider hierarchical Bayesian analysis for P(Y < X) using Gibbs sampler, where X and Y are independent normal distributions with unknown means and variances, respectively. Also numerical study using real data is provided.