• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.141-150
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• 2000

In this paper we propose a method of computing Bayes factor to detect an outlier in a random effects model. When no information is available and hence improper noninformative priors should be used Bayes factor includes the unspecified constants and has complicated computational burden. To solve this problem we use the fractional Bayes factor (FBF) of O-Hagan(1995) and the generalized Savage0-Dickey density ratio of Verdinelli and Wasserman (1995) The proposed method is applied to outlier deterction problem We perform a simulation of the proposed approach with a simulated data set including an outlier and also analyze a real data set.

• Journal of Korean Physical Therapy Science
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• v.4 no.1
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• pp.291-301
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• 1997

This study was conducted to fine out factors related with the complains low back pain in eldery persons. The Questionnaires was done for 273 eldery persons who live in Pusan, Anyang, Ansan region from May 1996 ro April 1997. The results were as follows : 1. The prevalence rate were 49.5% and among them 20.74% were male was while 68.12% which shows high prevalance of female 2. There were no statistical significance except sex difference(P>0.05) 3. There statistical different with some factor fators which includes general health condition, the frequency of treatment, sleeping bed style, condition for future life (P<0.05). But showed no statistical significance with the other factors. 4. When compared between rural and urban area, there were some statistical difference among some factor such as ; where to treat, moring exercise frequency, walking duration, sleeping bed style, agricultural work involement, prepartory condition for future life.(P<0.05)

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 1999.10a
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• pp.49-56
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• 1999

This paper present a study on the application of sound pressure and vibration signals to detect the presence of defects in a rolling element bearing using a statistical analysis method. The well established statistical parameters such as the crest factor and the distribution of moments including kurtosis and skewless are utilized in this study. In addition, other statistical parameters derived from the beta distribution function are also used. A comparison study on the performance of the different types of parameter used is also performed. The statistical analysis is used because of its simplicity and quick computation. Under ideal conditions, the statistical method can be used to identify the different types of defect present in the bearing. In addition, the results also reveal that there is no significant advantages in using the beta function parameters when compared to using kurtosis and the crest factor for detecting and identifying defects in rolling element bearings from both sound and vibration signals.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2003.05a
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• pp.797-801
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• 2003

The Statistical Energy Analysis is based on the power flow and the energy conservation between sub-systems, which enable the prediction of acoustic and structural vibration behavior in mid-high frequency ranges. This paper discusses the identification of SEA coupling loss factor parameters from experimental measurements of small reverberation chamber sound pressure levels and structural accelerations. As structural subsystems, steel plates with and without damping treatment are considered. Calculated CLFs were verified by both transmission loss values for air-borne CLF case and running SEA commercial software As a result, CLFs have shown a good agreement with those computed by software. Acoustical behavior of air-borne noise and structure-borne noise has been examined. which shows reasonable results, too.

• Journal of the Korean Statistical Society
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• v.28 no.4
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• pp.503-513
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• 1999

The Bayes factor for the identification of stationary ARM(p,q) models is exactly computed using the Monte Carlo method. As priors are used the uniform prior for (\ulcorner,\ulcorner) in its stationarity-invertibility region, the Jefferys prior and the reference prior that are noninformative improper for ($\mu$,$\sigma$\ulcorner).

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.549-562
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• 2000

Default Bayes factors are computed to test the equality of one Poisson population mean and the equality of two independent Possion population means. As default priors are assumed Jeffreys priors, noninformative improper priors, and default Bayes factors such as three intrinsic Bayes factors of Berger and Pericchi(1996, 1998), the arithmetic, the median, and the geometric intrinsic Bayes factor, and the factional Bayes factor of O'Hagan(1995) are computed. The testing results by each default Bayes factor are compared with those by the classical method in the simulation study.

• Communications for Statistical Applications and Methods
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• v.5 no.3
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• pp.895-904
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• 1998

Two stage shrinkage testimator is a kind of adaptive estimators based on a test on an initial estimate of parameter. Since weighing factor plays an important roll in assessing the properties of testimator, its choice is extremely crucial in two stage testimation. Adke, Waikar and Schuurmann(1987) proposed a testimator for the mean of an exponential distribution defined with their own weighing factor. Two alternative testimators obtained using changed weighing factors are presented, and their Mean squared error(MSE) formulae are provided in this paper. Their properties are compared with those of existing one by means of MSE.

• Journal of the Korean Statistical Society
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• v.27 no.4
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• pp.385-396
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• 1998

A computing method of fractional Bayes factor (FBF) for a point null hypothesis is explained. We propose alternative form of FBF that is the product of density ratio and a quantity using the generalized Savage-Dickey density ratio method. When it is difficult to compute the alternative form of FBF analytically, each term of the proposed form can be estimated by MCMC method. Finally, two examples are given.

• Journal of the Korean Statistical Society
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• v.25 no.4
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• pp.577-588
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• 1996

The Bayes factor provides a possible hierarchical Bayesian approach for studying the change point problems. A hypothesis for testing change versus no change is considered using predictive distributions. When the underlying distribution is in one-parameter exponential family with conjugate priors, Bayes factors are investigated to the hypothesis above. Finally one example is provided .

• Communications for Statistical Applications and Methods
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• v.23 no.6
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• pp.587-592
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• 2016

It is a long-standing issue to correctly determine the number of long-run relationships among time series processes. We revisit nonparametric test for cointegration rank and propose bootstrap refinements. Consistent with model-free nature of the tests, we make use of Cholesky factor bootstrap methods, which require weak conditions for data generating processes. Simulation studies show that the original Breitung's test have difficulty in obtaining the correct size due to dependence in cointegrated errors. Our proposed bootstrapped tests considerably mitigate size distortions and represent a complementary approach to other bootstrap refinements, including sieve methods.