• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.376-386
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• 1995

Designs for polynomial approximation to the unknown response function are considered. Optimality criteria are monotone functions of the mean squared error matrix of the least squares estimator. They correspond to the classical A-, D-, G- and Q-optimalities. Optimal first order designs are chosen from the invariant designs and then compared with optimal second order designs.

• Proceedings of the Korean Society for Quality Management Conference
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• 1998.11a
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• pp.580-593
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• 1998

The small composite design for second order response surface might be appropriate when experimentation is expensive, difficult, or time-consuming, especially when an independent estimate of experimental error is available. It is important that the small composite designs for response surface analysis would be rotatable and slope-rotatable. Therefore the small composite designs are studied from the viewpoint of rotatability and slope-rotatability, and the optimal values of a(the distance of axial points from the center) are investigated as k(the number of independent variables) and $n_0$(the number of center points) are changed.

• Journal of Positioning, Navigation, and Timing
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• v.1 no.1
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• pp.7-14
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• 2012

Due to inaccurate safe navigation estimates, maritime accidents have been occurring consistently. In order to solve this, the precise positioning technology using carrier phase information is used, but due to high buildings near inland waterways or inclination, satellite signals might become weak or blocked for some time. Under this weak signal environment for some time, the GPS raw measurements become less accurate so that it is difficult to search and maintain the integer ambiguity of carrier phase. In this paper, a method to generate code and carrier phase measurements under this environment and maintain resilient navigation is proposed. In the weak signal environment, the position of the receiver is estimated using an inertial sensor, and with this information, the distance between the satellite and the receiver is calculated to generate code measurements using IGS product and model. And, the carrier phase measurements are generated based on the statistics for generating fractional phase. In order to verify the performance of the proposed method, the proposed method was compared for a fixed blocked time. It was confirmed that in case of a weak or blocked satellite signals for 1 to 5 minutes, the proposed method showed more improved results than the inertial navigation only, maintaining stable positioning accuracy within 1 m.

• The Korean Journal of Applied Statistics
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• v.18 no.1
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• pp.43-56
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• 2005

In this study, a robust estimation method for the first-order autocorrelation coefficient in the time series model following AR(l) process with additive outlier(AO) is investigated. We propose the L-type trimmed least squares estimation method using the preliminary estimator (PE) suggested by Rupport and Carroll (1980) in multiple regression model. In addition, using Mallows' weight function in order to down-weight the outlier of X-axis, the bounded-influence PE (BIPE) estimator is obtained and the mean squared error (MSE) performance of various estimators for autocorrelation coefficient are compared using Monte Carlo experiments. From the results of Monte-Carlo study, the efficiency of BIPE(LAD) estimator using the generalized-LAD to preliminary estimator performs well relative to other estimators.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.757-773
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• 2012

Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.10
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• pp.5219-5243
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• 2019

In electronic ticketing system, the malicious behavior of scalpers damages the customer's interest and disturbs the normal order of market. In order to solve the problem of scalpers, we took two steps. Firstly, we established the electronic ticketing system based on the consortium blockchain (CB-ETS). By establishing CB-ETS, we can make the ticketing market develop better in a controlled environment and be managed by the members in the consortium blockchain. Secondly, we put forward a kind of taxation mechanism for suppressing scalpers based on CB-ETS. Together with the regulatory mechanism, our scheme can effectively reduce the scalpers' profits and further inhibit scalpers. Through the above two steps, the scheme can effectively resist the malicious behavior of scalpers. Among them, in the process of transferring tickets, we optimized the transfer mechanism to achieve a win-win situation. Finally, we analyzed the security and efficiency of our scheme. Our scheme realizes the anonymity through the mixed currency protocol based on ring signature and guarantees the unforgeability of tickets by multi-signature in the process of modifying the invalidity of tickets. It also could resist to Dos attacks and Double-Spending attacks. The efficiency analysis shows that our scheme is significantly superior to relevant works.

• Genomics & Informatics
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• v.8 no.3
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• pp.142-149
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• 2010

In recent years, genome-wide association (GWA) studies have successfully led to many discoveries of genetic variants affecting common complex traits, including height, blood pressure, and diabetes. Although GWA studies have made much progress in finding single nucleotide polymorphisms (SNPs) associated with many complex traits, such SNPs have been shown to explain only a very small proportion of the underlying genetic variance of complex traits. This is partly due to that fact that most current GWA studies have relied on single-marker approaches that identify single genetic factors individually and have limitations in considering the joint effects of multiple genetic factors on complex traits. Joint identification of multiple genetic factors would be more powerful and provide a better prediction of complex traits, since it utilizes combined information across variants. Recently, a new statistical method for joint identification of genetic variants for common complex traits via the elastic-net regularization method was proposed. In this study, we applied this joint identification approach to a large-scale GWA dataset (i.e., 8842 samples and 327,872 SNPs) in order to identify genetic variants of obesity for the Korean population. In addition, in order to test for the biological significance of the jointly identified SNPs, gene ontology and pathway enrichment analyses were further conducted.

• The Korean Journal of Applied Statistics
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• v.29 no.2
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• pp.279-289
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• 2016

Bioequivalence trials based on higher order crossover designs have recently been conducted for highly variable drugs since the Ministry of Korea Food and Drug Safety (MFDS) added new regulations in 2013 to widen bioequivalence limits for highly variable drugs. However, a statistical discussion of higher order crossover designs have not been discussed yet. This research proposes the statistical inference of bioequivalence based on $3{\times}3$ crossover design and discusses it with the MFDS regulations. An illustrated example is also given.

• The Bulletin of The Korean Astronomical Society
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• v.46 no.2
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• pp.72.3-73
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• 2021

Baryon Acoustic Oscillations (BAO) are caused by acoustic density waves in the early universe and act as a standard ruler in the clustering pattern of galaxies in the late Universe. Measuring the BAO feature in the 2-point correlation function of a sample of galaxies allows us to estimate cosmological distances to the galaxies mean redshift, , which is important for testing and constraining the cosmology model. The BAO feature is also expected to appear in the higher order statistics. In this work we measure the generalized spatial N-point point correlation functions up to 4th order. We made measurements of the 2, 3, and 4-point correlation functions in the SDSS-III DR12 CMASS data, comprising of 777,202 galaxies. The errors and covariances matrices were estimated from 500 mock catalogues. We created a theoretical model for these statistics by measuring the N-point functions in halo catalogues produced by the approximate Lagrangian perturbation theory based simulation code, PINOCCHIO. We created simulations using initial conditions with and without the BAO feature. We find that the BAO is detected to high significance up to the 4-point correlation function.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.1161-1168
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• 2011

The approximation for the distribution functions of nonparametric test statistics is a significant step in statistical inference. A rank sum test for dispersions proposed by Ansari and Bradley (1960), which is widely used to distinguish the variation between two populations, has been considered as one of the most popular nonparametric statistics. In this paper, the statistical tables for the distribution of the nonparametric Ansari-Bradley statistic is produced by use of polynomially adjusted normal approximation as a semi parametric density approximation technique. Polynomial adjustment can significantly improve approximation precision from normal approximation. The normal-polynomial density approximation for Ansari-Bradley statistic under finite sample sizes is utilized to provide the statistical table for various combination of its sample sizes. In order to find the optimal degree of polynomial adjustment of the proposed technique, the sum of squared probability mass function(PMF) difference between the exact distribution and its approximant is measured. It was observed that the approximation utilizing only two more moments of Ansari-Bradley statistic (in addition to the first two moments for normal approximation provide) more accurate approximations for various combinations of parameters. For instance, four degree polynomially adjusted normal approximant is about 117 times more accurate than normal approximation with respect to the sum of the squared PMF difference.