• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.233-238
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• 2003

Goodness of fit test statistics based on the information discrepancy have been shown to perform very well (Vasicek 1976, Dudewicz and van der Meulen 1981, Chandra et al 1982, Gohkale 1983, Arizona and Ohta 1989, Ebrahimi et al 1992, etc). Although the test is well defined for the non-censored case, censored case has not been discussed in the literature. Therefore we consider a goodness of fit test based on the partial Kullback-Leibler(KL) information with the type II censored data. We derive the partial KL information of the null distribution function and a nonparametric distribution function, and establish a goodness of fit test statistic. We consider the exponential and normal distributions and made Monte Calro simulations to compare the test statistics with some existing tests.

• Communications for Statistical Applications and Methods
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• 제16권4호
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• pp.647-658
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• 2009

It is already known from the previous study that flood seems to have heavier tail. Therefore, to make prediction of future extreme label, some agreement of tail behavior of extreme data is highly required. The LH-moments estimation method, the generalized form of L-moments is an useful method of characterizing the upper part of the distribution. LH-moments are based on linear combination of higher order statistics. In this study, we have formulated LH-moments of five distributions useful in hydrology such as, two types of three parameter kappa distributions, beta-${\kappa}$ distribution, beta-p distribution and a generalized Gumbel distribution. Using LH-moments reduces the undue influences that small sample may have on the estimation of large return period events.

• 한국인구학
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• 제6권1호
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• pp.115-126
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• 1983

In order for handicapped people to maintain better humane life, it is necessary to get statistics of them in developing appropriate national policy. However, it is very difficult to obtain baseline statistics on regular or occasional basis. It's reason is mainly attributed to attitudes of their family's tendency to conceal any existence of such memeber in the household. As a result, the statis-tics on the handicapped population is very inaccurate and under satisfaction. We must produce such statistics periodically in time and with accuracy. Thus, this study porposes five methods which, we believe, can produce reliable statistics of thehandcapped population : 1) vitalization through enforcement of handicapped information into the registration system, 2) inclusion in population census of items related to handicapped information, 3) improvement of the physically handicapped population survey scheme, 4) utilization of hospital patients' records for development of the statistics, and 5) an estimation through the labor force survey.

• 응용통계연구
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• 제35권1호
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• pp.105-117
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• 2022

최근 전국 대학에서 교양 통계학을 배우는 학생이 크게 늘고 있다. 2022년 대학수능에서 수학영역의 선택과목으로 확률과 통계를 선택한 학생은 53.2%를 차지했다. 통계를 한 학기만 배우고 졸업하는 통계 비전공 학생들은 미래에 데이터를 통계적으로 분석하는 생산자보다 소비자로 살아갈 가능성이 높다. 통계 소비자가 배워야 할 것은 요리법처럼 각종의 통계 분석 기법이 아닌 통계적 문해력과 사고력이다. 이 논문은 통계적 사고력을 함양하는 교양 통계학 교재를 개발하기 위해 고려해야 할 사항들을 논의한다.

• Communications for Statistical Applications and Methods
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• 제30권6호
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• pp.531-550
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• 2023

The estimation of extreme quantiles is one of the main objectives of statistics of extremes (which deals with the estimation of rare events). In this paper, a robust estimator of extreme quantile of a heavy-tailed distribution is considered. The estimator is obtained through the minimum density power divergence criterion on an exponential regression model. The proposed estimator was compared with two estimators of extreme quantiles in the literature in a simulation study. The results show that the proposed estimator is stable to the choice of the number of top order statistics and show lesser bias and mean square error compared to the existing extreme quantile estimators. Practical application of the proposed estimator is illustrated with data from the pedochemical and insurance industries.

• 응용통계연구
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• 제24권1호
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• pp.61-69
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• 2011

다양한 GARCH류 모형들의 변동성 함수를 살펴보면 흥미롭게도 거의 대부분 모형에서 수익률의 일차항( rst or der term)이나 수익률과 변동성의 교차항(interaction term)이 나타나지 않는다. 일차항과 교차항은 변동성의 비대칭성을 설명하는 역할을 할 수 있으며 $h_t$의 회귀분석식의 형태로 볼 때 변동성 함수의 일반적인 이차형식(quadratic form)을 구성한다고 할 수 있다. 본 논문에서는 변동성과 수익률들 사이의 교차항 및 일차항을 포함한 이차형식(quadratic form) 변동성 모형들을 소개하고, 국내 금융시계열 자료에 적용한 후 비교 분석하고자 한다.

• Communications for Statistical Applications and Methods
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• 제25권3호
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• pp.283-296
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• 2018

Ranked set sampling, as introduced by McIntyre (Australian Journal of Agriculture Research, 3, 385-390, 1952), dealt with the estimation of the mean of one population. To deal with two or more variables, different forms of bivariate and multivariate ranked set sampling were suggested. For a technique to be useful, it should be easy to implement in practice. Bivariate ranked set sampling, as introduced by Al-Saleh and Zheng (Australian & New Zealand Journal of Statistics, 44, 221-232, 2002), is not easy to implement in practice, because it requires the judgment ranking of each of the combination of the order statistics of the two characteristics. This paper investigates two modifications that make the method easier to use. The first modification is based on ranking one variable and noting the rank of the other variable for one cycle, and do the reverse for another cycle. The second approach is based on ranking of one variable and giving the second variable the same rank (Concomitant Order Statistic) for one cycle and do the reverse for the other cycle. The two procedures are investigated for an estimation of the means of some well-known distributions. It is show that the suggested approaches can be used in practice and can be more efficient than using SRS. A real data set is used to illustrate the procedure.

• Communications for Statistical Applications and Methods
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• 제28권4호
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• pp.339-350
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• 2021

In medical research, the risk factors associated with human diseases need to be identified to predict the incidence rate and determine the treatment plan. Logistic regression analysis is primarily used in order to select risk factors. However, individuals who are unfamiliar with statistics outcomes have trouble using these methods. In this study, we develop a nomogram that graphically represents the numerical association between the disease and risk factors in order to identify the risk factors for delirium and to interpret and use the results more effectively. By using the logistic regression model, we identify risk factors related to delirium, construct a nomogram and predict incidence rates. Additionally, we verify the developed nomogram using a receiver operation characteristics (ROC) curve and calibration plot. Nursing home, stroke/epilepsy, metabolic abnormality, hemodynamic instability, and analgesics were selected as risk factors. The validation results of the nomogram, built with the factors of training set and the test set of the AUC showed a statistically significant determination of 0.893 and 0.717, respectively. As a result of drawing the calibration plot, the coefficient of determination was 0.820. By using the nomogram developed in this paper, health professionals can easily predict the incidence rate of delirium for individual patients. Based on this information, the nomogram could be used as a useful tool to establish an individual's treatment plan.

• 응용통계연구
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• 제35권6호
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• pp.755-764
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• 2022

본 논문에서는 금융 시계열 변동성 추정을 위한 준-모수(quasi-likelihood) 방법을 다루고 있다. 모형식에서 오차항의 분포를 미지(unknown)로 하여 준-우도 함수를 통한 모수 추정을 하는 경우 이노베이션의 지정을 멱변환을 통해 구성하였다. 고정된 멱변환에 대한 프로파일-정보 행렬을 비교하여 최대값을 제공하는 멱변환을 제안하였다. 이차원 이노베이션으로의 확장을 다루었으며 코로나 펜데믹 기간의 높은 변동성을 보이는 국내 9개 주가 자료 분석을 통해 방법론을 예시하고 있다.

• Communications for Statistical Applications and Methods
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• 제30권4호
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• pp.369-388
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• 2023

In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.