• Journal of the Korean Data and Information Science Society
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• 제15권3호
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• pp.523-529
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• 2004

In Korea, mathematics education has been changed according to the 7th national mathematics curriculum renovated by the Ministry of Education and Human Resources Development announcement in 1997. The education of probability and Statistics has been carried out as a part of this curriculum. We analyze and compare 3 kinds of mathematics textbooks for 10-12 grade students. Descriptions of random variable, sample variance and sample standard deviation, distribution of sample mean, and etc. which are on some textbooks, are misleaded in school education. We suggest the unbiased estimator of sample variance in textbooks and distributions of sample means with normal population assumption.

• 한국통신학회논문지
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• 제41권12호
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• pp.1759-1761
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• 2016

본 논문에서는 항법을 위해 가장 많이 사용하는 GPS 민간용 신호의 재방송 재밍에 의한 영향 분석을 바탕으로 수평 위치해의 표본분산에 따른 GPS 재방송 재밍신호 검출 기법을 제안하고, 그 성능을 분석한다.

• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.911-918
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• 2013

This study deals with the small sample likelihood based inference for the ratio of two normal variances. The small sample likelihood inference is an approximation method. The signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic, which converge to standard normal distribution, are proposed for the normal variance ratio. Through the simulation study, the coverage probabilities of confidence interval and power of the exact, the signed log-likelihood and the modified signed log-likelihood ratio statistic will be compared. A real data example will be provided.

• Communications for Statistical Applications and Methods
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• 제19권2호
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• pp.287-292
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• 2012

Sample periodogram is widely known as an inconsistent estimator for true spectral density. We show that it becomes consistent when the true spectrum at the zero frequency (often known as long-run variance) equals zero. Asymptotic results for consistency of the periodogram as well as the rate of convergence are formally derived.

• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.147-155
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• 2012

We propose some properties for a fuzzy correlation test by reduced-spread fuzzy variance for sample fuzzy data. First, we define the condition of fuzzy data for repeatedly observed data or that which includes error term data. By using the average of spreads for fuzzy numbers, we reduce the spread of fuzzy variance and define the agreement index for the degree of acceptance and rejection. Given a non-normal random fuzzy sample, we have bivariate normal distribution by apply Box-Cox power fuzzy transformation and test the fuzzy correlation for independence between the variables provided by the agreement index.

• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.291-301
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• 2017

It is well known in a small sample that the maximum likelihood (ML) approach for variance components in the general linear model yields estimates that are biased downward. The ML estimate of residual variance tends to be downwardly biased. The underestimation of residual variance, which has implications for the estimation of marginal effects and asymptotic standard error of estimates, seems to be more serious in some limited dependent variable models, as shown by some researchers. An alternative frequentist's approach may be restricted or residual maximum likelihood (REML), which accounts for the loss in degrees of freedom and gives an unbiased estimate of residual variance. In this situation, the REML estimator is derived in a censored regression model. A small sample the REML is shown to provide proper inference on regression coefficients.

• 수산해양교육연구
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• 제28권1호
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• pp.127-136
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• 2016

The purpose of this research is to conduct a comparative study on the characteristics of daily volatility spillovers across the stock markets of Korea, China, and Japan. We employ generalized spillover definition and measurement developed by Diebold & Yilmaz (2009, 2012). The sample period is January 5, 1993 to September 25, 2015. From a static full-sample analysis, we find that 8.60% of forecast error variance comes from volatility spillovers. From a 250-day rolling-sample analysis, we discover that there exist significant volatility fluctuations in the stock markets of Korea, China and Japan, expecially during the Asian Financial Crisis (1998-1999) and the US Credit Crisis (2008-2009) after the collapse of Lehman Brothers. From the net directional spillovers across three countries, we come upon that there is neither a definite leader nor a significant follower during the sample period.

• 대한안전경영과학회지
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• 제9권2호
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• pp.123-134
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• 2007

This paper focuses on the in-house reliability assurance plan for the bulk materials of each company. The reliability assurance needs in essence a long time and high cost for testing the materials. In order to reduce the time and cost, accelerated life test is adopted. The bulk sampling technique was used for acceptance. Design parameters might be total sample size(segments and increments}, stress level and so on. We focus on deciding the sample size by minimizing the asymptotic variance of test statistics as well as satisfying the consumer's risk. In bulk sampling, we also induce the sample size by adapting the normal life time distribution model when the variable of the lognormal life time distribution is transformed and adapted to the model. In addition, the sample size for both the segments and increments can be induced by minimizing the asymptotic variance of test statistics of the segments and increments with consumer's risk met. We can assure the reliability of the mean life and B100p life time of the bulk materials by using the calculated minimum sample size.

• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.23-32
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• 2012

본 논문은 유한모집단에서 회귀계수추정량의 근사편향과 근사분산을 다루고 있다. 유한모집단에서 고정크기 포함확률비례표본을 추출하고 이 표본에서 조사된 데이터에 기초하여 회귀계수를 일반최소제곱추정량과 가중최소제곱추정량으로 추정할 때 두 추정량의 편향, 분산 그리고 평균제곱오차의 근사식을 유도하였다. 그리고 두 추정량의 효율을 비교하기 위하여 두 추정량의 분산을 비교하는 필요충분조건을 제시하였다. 또한 수치적인 비교를 위하여 간단한 예제를 소개하였다.

• The Journal of Asian Finance, Economics and Business
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• 제9권7호
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• pp.1-15
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• 2022

Combining the strength of both Mixed Data Sampling (MIDAS) Regression and realized variance measures, this paper seeks to investigate two objectives: (1) evaluate the post-sample performance of the proposed weekly Realized Variance-MIDAS (RVar-MIDAS) in one-week ahead volatility forecasting against the established Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and the less explored but robust STES (Smooth Transition Exponential Smoothing) methods. (2) comparing forecast error performance between realized variance and squared residuals measures as a proxy for actual volatility. Data of seven private equity mutual fund indices (generated from 57 individual funds) from two different time periods (with and without financial crisis) are applied to 21 models. Robustness of the post-sample volatility forecasting of all models is validated by the Model Confidence Set (MCS) Procedures and revealed: (1) The weekly RVar-MIDAS model emerged as the best model, outperformed the robust DAILY-STES methods, and the weekly DAILY-GARCH models, particularly during a volatile period. (2) models with realized variance measured in estimation and as a proxy for actual volatility outperformed those using squared residual. This study contributes an empirical approach to one-week ahead volatility forecasting of mutual funds return, which is less explored in past literature on financial volatility forecasting compared to stocks volatility.