• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.477-491
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• 1997

A new predictive classification rule for assigning future cases into one of two multivariate normal population (with unknown normal mixture model) is considered. The development involves calculation of posterior probability of each possible normal-mixture model via a default Bayesian test criterion, called intrinsic Bayes factor, and suggests predictive distribution for future cases to be classified that accounts for model uncertainty by weighting the effect of each model by its posterior probabiliy. In this paper, our interest is focused on constructing the classification rule that takes care of uncertainty about the types of covariance matrices (homogeneity/heterogeneity) involved in the model. For the constructed rule, a Monte Carlo simulation study demonstrates routine application and notes benefits over traditional predictive calssification rule by Geisser (1982).

• The Journal of Asian Finance, Economics and Business
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• 제8권8호
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• pp.297-309
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• 2021

In this study, to capture the skewness and kurtosis detected in both conditional and unconditional return distributions of the stock markets of Kazakhstan and Russia, two versions of normal mixture GARCH models are employed. The data set consists of daily observations of the Kazakhstan and Russia stock prices, and world crude oil price, covering the period from 1 June 2006 through 1 March 2021. From the empirical results, incorporating the long memory effect on the returns not only provides better descriptions of dynamic behaviors of the stock market prices but also plays a significant role in improving a better understanding of the return dynamics. In addition, normal mixture models for time-varying volatility provide a better fit to the conditional densities than the usual GARCH specifications and has an important advantage that the conditional higher moments are time-varying. This implies that the volatility skews implied by normal mixture models are more likely to exhibit the features of risk and the direction of the information flow is regime-dependent. The findings of this study contain useful information for diverse purposes of cross-border stock market players such as asset allocation, portfolio management, risk management, and market regulations.

• 성인간호학회지
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• 제20권2호
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• pp.209-218
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• 2008

Purpose: Regarding the respiratory function of patients with an artificial airway, this study compared the effects between normal saline with chest vibration and normal saline with expectorant mixture, administered before endotracheal suction. Methods: The study was conducted in the ICUs of one university hospital located in Incheon. The experimental group I received normal saline with chest vibration administered before endotracheal suction while the experimental group II received normal saline with expectorant mixture administered before endotracheal suction. For respiratory function, $PaO_2$, $PaCO_2$, and $O_2$ saturation were measured by ABGA at 3 minutes after endotracheal suction for both pre-test and post-test. Results: The two groups were not different significantly regarding $PaO_2$ level and $O_2$ saturation after the treatments, while, the experimental group II had lower $PaCO_2$ level than the experimental group I after the treatments (t = 2.075, p = .042). For experimental group II, post-test score of $PaCO_2$ level was significantly lower than that of the pre-test score (t = 1.842, p = .075). Conclusion: The administration of normal saline with expectorant mixture before endotracheal suction reduced $PaCO_2$ level and improved the respiratory function.

• 한국농공학회지
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• 제41권5호
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• pp.104-105
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• 1999

This study was performend to examine Poisson's ration of polymer-modified asphalt concrete due to temperature variatino . Asphalt binder used in this study was an AC85-100, penetration grade of 85-100, and polymer for modifying asphalt were domestic LDPE(Low-density polyethylene) and SBS(Styrene-butadiene-styrene). Aggregate was a crushed gneiss which was most widely used in the middle part of Korea. Using these materias, asphalt mixture slab(340mm$\times$240mm$\times$80mm) with optimum asphalt content from mix design was made and cut into square pillar (80mm$\times$80mm$\times$160mm). Poisson's ration was measured in various temperture (-15$^{\circ}C$, -1$0^{\circ}C$, -5$^{\circ}C$,$0^{\circ}C$,5$^{\circ}C$,1$0^{\circ}C$ and 2$0^{\circ}C$) under the load of one axis repeated compression mode. Poisson's ration of normal asphalt polymer modified asphalt mixtures in normal temperatures. This indicated that AP mixture was more susceptible to temperature effects. From regression aalysis of experimental results, the difference of Poisson's ration between normal and low temperature showed that polymer modified asphalt mixture were lower than AP mixture except for SBS modified asplat mixture.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2020년도 가을 학술논문 발표대회
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• pp.83-84
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• 2020

The purpose of this study is to achieve a sufficient fluidity without segregation for normal compressive strength grade concrete mixture. The major obstacle of achieving fluidity of normal compressive strength grade concrete mixture is segregation. Therefore, in this research, the proper use of VMA was suggested to prevent segregation.

• 한국건축시공학회:학술대회논문집
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• 한국건축시공학회 2020년도 봄 학술논문 발표대회
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• pp.56-57
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• 2020

The purpose of this study is to achieve a sufficient fluidity without segregation for normal compressive strength grade concrete mixture. The major obstacle of achieving fluidity of normal compressive strength grade concrete mixture is segregation. Hence, in this research, VMA was used to prevent segregation.

• 응용통계연구
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• 제29권3호
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• pp.513-523
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• 2016

다중 치우침 모수벡터를 가진 다변량 치우친 정규분포 (MSNMix)를 EM 알고리즘으로 적합하려면 E-step에서 다변량 절단 정규분포의 적률과 확률을 계산해야 하는데 이것은 매우 큰 계산 시간을 요구한다. 그래서 비대칭 자료를 적합하는데 흔히 단순 치우침 모수를 가진 모형을 적용한다. 이 모형은 단변량 처리방식으로 적합하는 것이 가능하기 때문에 처리속도가 매우 빠르다. 그러나 단순 치우침 모수를 적용하는 것은 응용에서 비현실적인 경우가 많다. 본 논문에서는 다중 치우침 모수를 가지는 MSNMix의 근사적 추정법을 제안하는데, 이 방법은 단변량 처리방식이 적용되므로 향상된 처리속도를 보장한다. 그리고 제안된 방법의 실효성을 보이기 위해 몇 가지 실험 결과를 제공한다.

• Communications for Statistical Applications and Methods
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• 제13권1호
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• pp.113-123
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• 2006

Normal mixture model(NMM) frequently used to cluster genes on microarray gene expression data. In this paper some of component means of NMM are modelled by a linear regression model so that its design matrix presents the pattern between sample classes in microarray matrix. This modelling for the component means by given design matrices certainly has an advantage that we can lead the clusters that are previously designed. However, it suffers from 'overfitting' problem because in practice genes often are highly dimensional. This problem also arises when the NMM restricted by the linear model for component-means is fitted. To cope with this problem, in this paper, the use of the factor analyzer NMM restricted by linear model is proposed to cluster genes. Also several design matrices which are useful for clustering genes are provided.

• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.407-420
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• 1998

This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

• 응용통계연구
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• 제25권5호
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• pp.803-811
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• 2012

For credit evaluation models, we extend the study of discriminatory power based on AUC obtained from a ROC curve when the number of defaults is small and distribution functions of the defaults and non-defaults are normal distributions. Since distribution functions do not satisfy normality in real world, the distribution functions of the defaults and non-defaults are assumed as normal mixture distributions based on results that the normal mixture could be better fitted than other distribution estimation methods for non-normal data. By using several AUC statistics, the discriminatory power under such a circumstance is explored and compared with those of normal distributions.