• Journal of the Korean Data and Information Science Society
• /
• 제9권2호
• /
• pp.255-262
• /
• 1998

In this paper, we study the saddlepoint approximations for the ratio of independent random variables. In Section 2, we derive the saddlepoint approximation to the probability density function. In Section 3, we represent a numerical example which shows that the errors are small even for small sample size.

• Communications for Statistical Applications and Methods
• /
• 제7권2호
• /
• pp.403-414
• /
• 2000

A diagnostic tool for testing homogeneity for random effects is proposed in unbalanced linear mixed model based on score statistic. The finite sample behavior of the test statistic is examined using Monte Carlo experiments examine the chi-square approximation of the test statistic under the null hypothesis.

• Communications for Statistical Applications and Methods
• /
• 제8권3호
• /
• pp.859-866
• /
• 2001

The problem of wavelet density estimation is studied when the sample observations are contaminated with random noise. In this paper a linear wavelet estimator based on Meyer-type wavelets is shown to be L$_1$ strongly consistent for f(x) with bounded support when Fourier transform of random noise has polynomial descent or exponential descent.

• Communications for Statistical Applications and Methods
• /
• 제8권3호
• /
• pp.603-613
• /
• 2001

A test based on score statistic is derived for detecting homoscedasticity of errors in unbalanced random effects linear model. A small simulation study is performed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

• Communications for Statistical Applications and Methods
• /
• 제9권1호
• /
• pp.241-248
• /
• 2002

The problem of wavelet density estimation based on Shannon's wavelets is studied when the sample observations are contaminated with random noise. In this paper we will discuss the asymptotic normality for deconvolving wavelet density estimator of the unknown density f(x) when courier transform of random noise has polynomial descent.

• Communications for Statistical Applications and Methods
• /
• 제11권2호
• /
• pp.297-311
• /
• 2004

In the sample survey for a highly skewed population, stratum jumpers often occur. Stratum jumpers are units having large discrepancies between a stratification variable and a study variable. We propose two models for stratum jumpers: a multiplicative model and a random replacement model. We also consider the modification of the L-H stratification algorithm such that we apply the previous models to L-H algorithm in determination of the sample sizes and the stratum boundaries. We evaluate the performances of the new stratification algorithms using real data. The result shows that L-H algorithm for the random replacement model outperforms other algorithms since the estimator has the least coefficient of variation.

• Proceedings of the Korean Association for Survey Research Conference
• /
• 한국조사연구학회 2000년도 추계학술대회 발표논문집
• /
• pp.157-168
• /
• 2000

In this paper we point out another advantage of systematic sampling over simple random sampling, which have not yet been spelled out in the literature. After a single sample is drawn by a sampling scheme, it is important to check whether the achived sample represents the population well or not. Therefore, a sampling scheme which avoids the possibility of selecting non-preferred samples is desirable. The simulation results are given to illustrate that, in the ordered population, the possibility of selecting non-preferred sample by systematic sampling is lower than that by simple random sampling.

• Korean Management Science Review
• /
• 제19권1호
• /
• pp.117-128
• /
• 2002

In this Paper we investigate the performance of the five efficiency estimation methods which include the stochastic frontier model estimated by maximum likelihood (SFML), the stochastic frontier model estimated by corrected ordinary least squares (SFCOLS), the data envelopment analysis (DIA) model, the combined estimation of SFML and DEA (SFML + DEA), and the combined estimation of SFCOLS arid DIA (SFCOLS+ DEA) using Monte Carlo analysis. The results include: 1) SFML provides most accurate efficiency estimates for the sample sloe 150 or over,2) SFML+DEAor SFCOLS + DIA Perform better for the cases with sample sloe 25, 50, and low random errors, 3) SFCOLS performs better for the close with sample sloe 25, 50, and very high random errors.

• The Pure and Applied Mathematics
• /
• 제4권1호
• /
• pp.97-104
• /
• 1997

The large deviations theorem of Cramer is extended to conditional probabilities in the following sense. Consider a random sample of pairs of random vectors and the sample means of each of the pairs. The probability that the first falls outside a certain convex set given that the second is fixed is shown to decrease with the sample size at an exponential rate which depends on the Kullback-Leibler distance between two distributions in an associated exponential familiy of distributions. Examples are given which include a method of computing the Bahadur exact slope for tests of certain composite hypotheses in exponential families.

• Journal of the Korean Statistical Society
• /
• 제22권2호
• /
• pp.339-345
• /
• 1993

It is well known that distribution of functions of eigen values and vectors of a certain matrix plays an important role in multivariate analysis. This paper deals with the transformation of a correlation-type random matrix to its eigen values and vectors. Properties of the transformation are also considered. The results obtained are applied to express the joint distribution of eigen values and vectors of the correlation matrix when sample is taken from a m-variate spherical distribution.