• 응용통계연구
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• 제25권2호
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• pp.331-339
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• 2012

Statistical matching is a methodology used to merge microdata from two (or more) files into a single matched file, the variants of which have been extensively studied. Among existing studies, we focused on Moriarity and Scheuren's (2001) method, which is a representative method of statistical matching for continuous data. We examined this method and proposed a revision to it by using a robust approach in the regression step of the procedure. We evaluated the efficiency of our revised method through simulation studies using both simulated and real data, which showed that the proposed method has distinct advantages over existing alternatives.

• 한국에너지공학회:학술대회논문집
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• 한국에너지공학회 1996년도 춘계학술발표회 초록집
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• pp.144-150
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• 1996

The Energy Efficiency Standards and Labelling Act, as amended by the Rational Energy Utilization Act, provides energy efficiency standards and labellings for six equipment categories(viz, refrigerators, air-conditioners, fluorescent lamps and ballasts, incandescent lamps, cars) authorizes the Ministry of Trade. Industry and Energy (MOTIE) to prescribe amended or new energy efficiency standards and labelling standards. This study was initiated by the KIER(Korea Institute of Energy Research) in 1992. KIER's assessment of the appliance energy efficiency standards is designed to evaluate their statistical and engineering analysis according to Korean Industrial Standards(KS). And to make didtinction between the poor efficiency and good efficiency models. 5 grades are classified depending on their tested energy efficiency. This year, based on our analysis, MOTIE mandated updated standards for refrigerators, air-conditioners, Incandescent lamps, and fluorescent lamps.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.479-485
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• 2009

When a part of data is unobserved the marginal likelihood of parameters given the observed data often involves analytically intractable high dimensional integral and hence it is hard to find the maximum likelihood estimate of the parameters. Simulated maximum likelihood(SML) method which estimates the marginal likelihood via Monte Carlo importance sampling and optimize the estimated marginal likelihood has been used in many applications. A key issue in SML is to find a good proposal density from which Monte Carlo samples are generated. The optimal proposal density is the conditional density of the unobserved data given the parameters and the observed data, and attempts have been given to find a good approximation to the optimal proposal density. Algorithms which adaptively improve the proposal density have been widely used due to its simplicity and efficiency. In this paper, we describe a fully adaptive algorithm which has been used by some practitioners but has not been well recognized in statistical literature, and evaluate its estimation performance and robustness via a simulation study. The simulation study shows a great improvement in the order of magnitudes in the mean squared error, compared to non-adaptive or partially adaptive SML methods. Also, it is shown that the fully adaptive SML is robust in a sense that it is insensitive to the starting points in the optimization routine.

• 상하수도학회지
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• 제22권6호
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• pp.647-655
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• 2008

Sewer Rehabilitation Project (SRP) is planed, designed and constructed to perform its intended performance as sewerage delivery systems. Recently, a subject of performance evaluation methodology development for SRP has become a great deal of concern among researchers in Korea. From the view point of Sewage Treatment Plant (STP), however, the estimation of improvement efficiency for SRP is in lack of reliability due to the fact that affections for the treatment efficiency and operating condition are not reflected on SRP design and construction. In this study, statistical methodology was used in the analysis of data, which are taken during 1,186 days ($1^{st}$ Jan. 2005 - $31^{th}$ Mar. 2008) from the influent, effluent and operating conditions of full-scale STP($25,000m^3/d$). Then the effect of SRP on the influent characteristics and operating conditions changing was compared and evaluated. Results from the statistical evaluation show that SRP causes characteristic changes in influent and exerts a significant effect especially on the performance of STP.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.543-553
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• 2016

The validity of statistical inference depends on proper randomization methods. However, even with proper randomization, we can have imbalanced with respect to important characteristics. In this paper, we introduce a method based on ranked auxiliary variables for treatment allocation in crossover designs using Latin squares models. We evaluate the improvement of the efficiency in treatment comparisons using the proposed method. Our simulation study reveals that our proposed method provides a more powerful test compared to simple randomization with the same sample size. The proposed method is illustrated by conducting an experiment to compare two different concentrations of titanium dioxide nanofiber (TDNF) on rats for the purpose of comparing weight gain.

• 응용통계연구
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• 제33권6호
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• pp.665-682
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• 2020

본 논문은 순수하게 파이썬 언어로 작성된 연산에 대하여 just-in-time (JIT) 컴파일을 적용하여 전체 계산 속도를 향상시킬 수 있는 numba 라이브러리에 대한 사용법과 응용에 대하여 소개한다. 실제 통계 계산 문제에 대한 numba 라이브러리의 적용에 대한 예제로 반복문 사용이 요구되는 통계 계산 문제들 중 순열 검정과 정규 혼합 분포의 모수 추정의 EM 알고리즘을 고려하였으며 순수한 파이썬 구문 및 반복문을 활용한 계산 시간과 numba를 활용한 계산 시간을 비교하여 numba 라이브러리 활용의 효율성을 수치적으로 제시하였다.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.45-62
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• 2000

Rotation design is a sampling technique to reduce response burden and to estimate the population characteristics varying in time. Park and Kim(1999) discussed a generation of one-level rotation design which is called as {{{{r_1^m ~-r_2^m-1}}}} design has more applicable form than existing before. In the structure of {{{{r_1^m ~-r_2^m-1}}}} design, we derive the exact variances of generalized composite estimators for level, change and aggregate level characteristics of interest, and optimal coefficients minimizing their variances. Finally numerical examples are shown by the efficiency of alternative designs relative to widely used 4-8-4 rotation design. This is continuous work of Part Ⅰ studied by Park and Kim(1999).

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.607-617
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• 2003

This paper offers a practical comparison of efficiency between local likelihood approach and conventional kernel approach in density estimation. The local likelihood estimation procedure maximizes a kernel smoothed log-likelihood function with respect to a polynomial approximation of the log likelihood function. We use two types of data driven bandwidths for each method and compare the mean integrated squares for several densities. Numerical results reveal that local log-linear approach with simple plug-in bandwidth shows better performance comparing to the standard kernel approach in heavy tailed distribution. For normal mixture density cases, standard kernel estimator with the bandwidth in Sheather and Jones(1991) dominates the others in moderately large sample size.

• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.595-605
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• 2002

The central composite design is widely used for estimating second order response surfaces. This type of design is composed of $2^k$ factorial points, axial points and center points. In this paper, we suggest a version of central composite design where the positions of the axial points are indicated by two numbers, and study properties of this design. We obtain the variances and covariances of the estimators of the regression coefficients. Conditions are obtained for this design to be orthogonal and rotatable. This design is compared with other designs on the basis of efficiency.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.557-587
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• 2005

This paper elucidates the limiting Gaussian distribution of a class of rank order statistics {$T_N$} for two sample problem pertaining to empirical processes of the squared residuals from two independent samples of GARCH processes. A distinctive feature is that, unlike the residuals of ARMA processes, the asymptotics of {$T_N$} depend on those of GARCH volatility estimators. Based on the asymptotics of {$T_N$}, we empirically assess the relative asymptotic efficiency and effect of the GARCH specification for some GARCH residual distributions. In contrast with the independent, identically distributed or ARMA settings, these studies illuminate some interesting features of GARCH residuals.