• Communications for Statistical Applications and Methods
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• 제26권3호
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• pp.239-259
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• 2019

The transmuted generalized extreme value (TGEV) distribution was first introduced by Aryal and Tsokos (Nonlinear Analysis: Theory, Methods & Applications, 71, 401-407, 2009) and applied by Nascimento et al. (Hacettepe Journal of Mathematics and Statistics, 45, 1847-1864, 2016). However, they did not give explicit expressions for all the moments, tail behaviour, quantiles, survival and risk functions and order statistics. The TGEV distribution is a more flexible model than the simple GEV distribution to model extreme or rare events because the right tail of the TGEV is heavier than the GEV. In addition the TGEV distribution can adjusted various forms of asymmetry. In this article, explicit expressions for these measures of the TGEV are obtained. The tail behavior and the survival and risk functions were determined for positive gamma, the moments for nonzero gamma and the moment generating function for zero gamma. The performance of the maximum likelihood estimators (MLEs) of the TGEV parameters were tested through a series of Monte Carlo simulation experiments. In addition, the model was used to fit three real data sets related to financial returns.

• 응용통계연구
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• 제33권6호
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• pp.805-812
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• 2020

본 논문은 최근 금융시계열 분야에서 자주 등장하는 고빈도 시계열 변동성 분석을 다루고 있다. 고빈도 시계열 변동성 분석을 위해 차원 축소를 목적으로 하는 함수형 주성분분석을 적용하였으며 이를 수행하는 R의 두 함수를 비교하고 있다. 응용으로서, KOSPI 고빈도 자료에 적용해 보았다.

• 응용통계연구
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• 제31권5호
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• pp.539-554
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• 2018

최근 등장하는 다양한 사물인터넷 기기 혹은 상황인식 기반의 인공지능에서는 사용자와 기기의 상호작용이 중요시 된다. 특히 인간을 대상으로 상황에 맞는 대응을 하기 위해서는 인간의 표정을 실시간으로 인식하여 빠르고 정확한 판단을 내리는 것이 필요하다. 따라서, 보다 빠르고 정확하게 표정을 인식하는 시스템을 구축하기 위해 얼굴 이미지 분석에 대한 많은 연구들이 선행되어 왔다. 본 연구에서는 웹사이트 Kaggle에서 제공한 48*48 8-bit grayscale 이미지 데이터셋을 사용하여 얼굴인식과 표정분류로 구분된 두 단계를 거치는 얼굴표정 자동 인식 시스템을 구축하였고, 이를 기존의 연구와 비교하여 자료 및 방법론의 특징을 고찰하였다. 분석 결과, Face landmark 정보에 주성분분석을 적용하여 단 30개의 주성분만으로도 빠르고 효율적인 예측모형을 얻을 수 있음이 밝혀졌다. LDA, Random forest, SVM, Bagging 중 SVM방법을 적용했을 때 가장 높은 정확도를 보이며, LDA방법을 적용하는 경우는 SVM 다음으로 높은 정확도를 보이며, 매우 빠르게 적합하고 예측하는 것이 가능하다.

• Journal of Communications and Networks
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• 제14권1호
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• pp.1-9
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• 2012

We consider a receiving node, located at the origin, and a Poisson point process (PPP) that models the locations of the desired transmitter as well as the interferers. Interference is known to be non-Gaussian in this scenario. The capacity bounds for additive non-Gaussian channels depend not only on the power of interference (i.e., up to second order statistics) but also on its entropy power which is influenced by higher order statistics as well. Therefore, a complete statistical characterization of interference is required to obtain the capacity bounds. While the statistics of sum of signal and interference is known in closed form, the statistics of interference highly depends on the location of the desired transmitter. In this paper, we show that there is a tradeoff between entropy power of interference on the one hand and signal and interference power on the other hand which have conflicting effects on the channel capacity. We obtain closed form results for the cumulants of the interference, when the desired transmitter node is an arbitrary neighbor of the receiver. We show that to find the cumulants, joint statistics of distances in the PPP will be required which we obtain in closed form. Using the cumulants, we approximate the interference entropy power and obtain bounds on the capacity of the channel between an arbitrary transmitter and the receiver. Our results provide insight and shed light on the capacity of links in a Poisson network. In particular, we show that, in a Poisson network, the closest hop is not necessarily the highest capacity link.

• 여성건강간호학회지
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• 제27권1호
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• pp.40-48
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• 2021

Purpose: This study compared maternal age at childbirth, the number of live births, and the weight of live births between Korean women and immigrant women using statistical data from the Republic of Korea for the period of 2008-2018. Methods: The analysis was conducted using data from the Microdata Integrated Service of Statistics Korea (https://mdis.kostat.go.kr/index.do). Results: Korean women and immigrant women showed a higher age at childbirth in 2018 than in 2008. The percentage of newborns of Korean women with a birth weight of less than 2.5 kg increased slightly for 3 consecutive years from 2016 to 2018, whereas for immigrant women, this percentage increased in 2017 compared to 2016 and then decreased again in 2018. Very low birth weight (less than 1.5 kg) became more common among immigrant women from 2016 to 2018. Birth at a gestational age of fewer than 37 weeks increased both among Korean and immigrant women from 2016 to 2018. In both groups, the percentage of women who had their first child within their first 2 years of marriage decreased from 2008 to 2018. Conclusion: Immigrant women had higher birth rates than Korean women, while both groups showed an increasing trend in preterm birth. Greater attention should be paid to the pregnancy and birth needs of immigrant women, and steps are needed to ensure health equity and access in order to prevent preterm births. It is also necessary to identify factors that affect preterm birth and birth of very low birth weight infants among immigrant women in the future.

• Journal of applied mathematics & informatics
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• 제13권1_2호
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• pp.457-470
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• 2003

The comparison of two or more Lorenz curves of Pareto distributions of first kind under arbitrary order restriction is studied. The problem is turned out to be a statistical inference problem concerning scale parameters under order restriction. We assume that the location parameters of Palate distributions are completely unknown. In this paper the maximum likelihood estimation and likelihood ratio tests for and against order restriction are proposed.

• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.981-992
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• 2004

In this paper, we develop the noninformative priors for the common scale parameter in the inverse gaussian distributions. We developed the first and second order matching priors. Next we revealed that the second order matching prior satisfies a HPD matching criterion. Also we showed that the second order matching prior matches alternative coverage probabilities up to the second order. It turns out that the one-at-a-time reference prior satisfies a second order matching criterion. Some simulation study is performed.

• Kyungpook Mathematical Journal
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• 제60권4호
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• pp.797-803
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• 2020

The Brück conjecture is still open for an entire function f with hyper order of no less than 1/2, which is not an integer. In this paper, it is proved that the hyper order of solutions of a linear complex differential equation that is related to the Brüuck Conjecture is infinite. The results show that the conjecture holds in a special case when the hyper order of f is 1/2.

• Journal of the Korean Statistical Society
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• 제32권2호
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• pp.193-202
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• 2003

We consider a double threshold AR-ARCH type process and give sufficient conditions under which the higher-order moments exist. Geometric ergodicity and strict stationarity are also studied.

• 호남수학학술지
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• 제26권4호
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• pp.365-378
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• 2004

The orders in quaternion algebras play central role in the theory of Hecke operators. In this paper, we study the order of two sided ideal group in orders of a quaternion algebra.