• 노동경제논집
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• 제24권3호
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• pp.1-12
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• 2001

지방 출신은 서울/경기 출신에 비해 임금이 낮다. 이 차이가 기호적 차별에 기인하는지 또는 통계적 차별에 기인하는지를 판별하기 위해 임금격차에 대한 계량경제학적 모형을 제시했으며 그것을 이용하여 검정하였다. 이에 따르면 출신지역간 임금격차가 온전히 기호적 차별에 기인한다는 가설은 한계적으로 기각되었다. 즉 이 격차의 일부는 통계적 차별에 기인한다. 본고의 통계적 차별은 임금이 생산성에 따라 결정되는 과정에서 나오는 것으로 문제가 되지 않으므로 정부가 개입할 필요가 없다.

• Communications for Statistical Applications and Methods
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• 제19권3호
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• pp.495-500
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• 2012

We consider a Bayesian test of independence in a two-way contingency table that has some zero cells. To do this, we take a three-stage hierarchical Bayesian model under each hypothesis. For prior, we use Dirichlet density to model the marginal cell and each cell probabilities. Our method does not require complicated computation such as a Metropolis-Hastings algorithm to draw samples from each posterior density of parameters. We draw samples using a Gibbs sampler with a grid method. For complicated posterior formulas, we apply the Monte-Carlo integration and the sampling important resampling algorithm. We compare the values of the Bayes factor with the results of a chi-square test and the likelihood ratio test.

• 응용통계연구
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• 제13권2호
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• pp.515-523
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• 2000

본 논문에서는 변화점 문제(change-point problem)에 대한 통계적 방법들을 사용하여 에지를 검출하고자 한다. 이를 위해 $n\timesn$ 부분영상을 선택하고 선택된 영상이 농도값에서 유의한 차이가 있는 두 개의 영역으로 분할하는 경계에 대응되는 에지점(edge point)을 포함하는지에 대해 가설 검정을 한다. 에지 검출에 사용되는 통계적 방법은 이표본 Kolmogorov-Smirnov 검정에 기초해서 얻은 제안된 방법과 기존의 우도비(likelihood ratio)방법,비모수적인 Wolfe-Schechtman 방법 등이다. 위 방법들의 성능을 평가하기 위해 접음영상과 잡음없는 영상에 대해 실험을 실시하고 비교 분석한다.

• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.199-210
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• 1997

Using regression methods based on quasi-likelihood equation, one only needs to specify the conditional mean and variance functions for the response variable in the analysis. In this paper, an omnibus lack-of-fit test is proposed to test the validity of these two functions. Our test is consistent against the alternative under which either the mean or the variance is not the one specified in the null hypothesis. The large-sample null distribution of our test statistics can be approximated through simulations. Extensive numerical studies are performed to demonstrate that the new test preserves the prescribed type I error probability. Power comparisons are conducted to show the advantage of the new proposal.

• Communications for Statistical Applications and Methods
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• 제6권1호
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• pp.237-249
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• 1999

It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.41-50
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• 2007

This study attempts to test the lead-lag relationship between the stock price and the business indicator in the multivariate context. It additionally investigates the short and long-run dynamic relationships among the four market variables. The hypothesis that the stock price leads the business indicator is found to be rejected for the whole study period. When structural change is considered, the statistical result appears to reflect the reality. The causal relationships among the variables in the former period are simpler than those in the latter period, and the stock price significantly appears to lead the business indicator. On the other hand, the relationship between the stock price and the business indicator in the latter period appears to prove the recent hypothesis of their coincidence.

• Communications for Statistical Applications and Methods
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• 제5권1호
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• pp.35-42
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• 1998

Once a contingency table is constructed, the first interest will be the hypotheses of either homogeneity or independence depending on the sampling scheme. The most widely used test statistic in practice is the classical Pearson's $\chi^2$ statistic. When the null hypothesis is rejected, another natural interest becomes which cell contributed to the rejection of the null hypothesis more than others. For this purpose, so called cell $\chi^2$ components are investigated. In this paper, the influence function of a cell to the $\chi^2$ statistic is derived, which can be used for the same purpose. This function measures the effect of each cell to the $\chi$$^2$ statistic. A numerical example is given to demonstrate the role of the new function.

• 지역사회간호학회지
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• 제12권3호
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• pp.773-784
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• 2001

The study was conducted to test the effectiveness of thermotherapy for high school girls who suffered from disruption in school activities through dysmenorrhea, and to study the extent of its availability in school infirmaries as one of the nursing methods. The test for the study was designed to make a contrast between half of the subjects (20) who did not receive the thermotherapy, and the rest (20) who did during the period from February 15th to April 14th, 2001. Measurements were taken of the subjects who complained of painful menstruation by a set of variables. The variables that were established and complemented by Hur, Mung-heang (1985) consist of 29 items that assess the dysmenorrhea and vitality through the symptoms of primary menstruation visually. Spsswin was used to analyze the data. The Cronbach-${\alpha}$ method was used for statistic confidence, and the test effect of both the subjects and the contrary ones was analyzed by way of T-test. The conclusions are as follow. (1) The hypothesis 1 states that the subjects with themotherapy have a lower degree of dysmenorrhea rather than the contrary ones without it. By the above assessment, there was a quantitative difference between the subjects at 39.40, and the contrary ones at 22.0. After the themotherapy, the degree of dysmenorrhea in the subjects was low indicating that there is a still 5% chance of statistic meaningful difference (t= 2.651. P= .012). As a result, the first hypothesis was accepted. (2) The hypothesis 2 states that the subjects with themotherapy have a different primary menstruation than those without. Data indicate that there was a difference of -5.95 and -4.80. The subjects showed low degrees. Since it was statistically insignificant (t=-1.398, P=.170), the second hypothesis was rejected. (3) The hypothesis 3 states that the subjects with themotherapy have a different vitality. The vitality was measured in three aspects. (1) pulse rate (/min) The hypothesis 3' states that the subjects with themotherapy have the different pulse rate from those without. Data indicate that there was no statistically meaningful difference between the two groups (t=.237, P=. 814). Therefore, the third 1st hypothesis was rejected. (2) Respiration rate The hypothesis 3' states that the subjects with themotherapy have a different respiration rate between pre-thermotherapy and post-thermotherapy. in contrast with the ones without it. The data show that there was no statistically meaningful difference (t=.133. P=.895). A little respiration rate difference was shown between pre-and post-. Likewise. the third 2nd hypothesis was rejected. (3) Blood pressure In the 3rd sub-hypothesis that there would be a difference between experimental and controlled groups was also rejected. because there was no statistically significant difference between the contracting blood pressure and the relaxing blood pressure. In terms of vitality. the pulse rate, respiration rate and blood pressure have no statistical meaning but the first two ones show the decreasing in the rate. In short, though exclusive studies focused on thermo therapy have not been conducted and the comparison can not be made, this study shows not only that the thermotherapy is very effective to dysmenorrhea, but also that it can be available in school infirmaries as one of the nursing methods.

• Communications for Statistical Applications and Methods
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• 제15권5호
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• pp.709-717
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• 2008

The difference of two one-sided kernel estimators is usually used to detect the location of the discontinuity points of regression function. The large absolute value of the statistic imply discontinuity of regression function, so we may use the difference of two one-sided kernel estimators as the test statistic for testing null hypothesis of a smooth regression function. The problem is, however, we only know the asymptotic distribution of the test statistic under $H_0$ and we hardly expect the good performance of test if we rely solely on the asymptotic distribution for determining the critical points. In this paper, we show that if we adjust the bias of test statistic properly, the asymptotic rules hold for even small sample size situation.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.235-240
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• 2000

In this paper a test of fit for exponentiality and we propose the estimator of Kullback-Leibler Information functions using the data from accelerated life tests. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter based on the data from accelerated life tests is or is not specified under null hypothesis. Using Simulations, the power of the proposed test based on use condition of accelerated life test under alternatives is compared with that of other standard tests in the small sample.