• Title/Summary/Keyword: Statistical estimation

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A Study on Sample Allocation for Stratified Sampling (층화표본에서의 표본 배분에 대한 연구)

  • Lee, Ingue;Park, Mingue
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1047-1061
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    • 2015
  • Stratified random sampling is a powerful sampling strategy to reduce variance of the estimators by incorporating useful auxiliary information to stratify the population. Sample allocation is the one of the important decisions in selecting a stratified random sample. There are two common methods, the proportional allocation and Neyman allocation if we could assume data collection cost for different observation units equal. Theoretically, Neyman allocation considering the size and standard deviation of each stratum, is known to be more effective than proportional allocation which incorporates only stratum size information. However, if the information on the standard deviation is inaccurate, the performance of Neyman allocation is in doubt. It has been pointed out that Neyman allocation is not suitable for multi-purpose sample survey that requires the estimation of several characteristics. In addition to sampling error, non-response error is another factor to evaluate sampling strategy that affects the statistical precision of the estimator. We propose new sample allocation methods using the available information about stratum response rates at the designing stage to improve stratified random sampling. The proposed methods are efficient when response rates differ considerably among strata. In particular, the method using population sizes and response rates improves the Neyman allocation in multi-purpose sample survey.

Comparative Study on the Estimation of CO2 absorption Equilibrium in Methanol using PC-SAFT equation of state and Two-model approach. (메탄올의 이산화탄소 흡수평형 추산에 대한 PC-SAFT모델식과 Two-model approach 모델식의 비교연구)

  • Noh, Jaehyun;Park, Hoey Kyung;Kim, Dongsun;Cho, Jungho
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.10
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    • pp.136-152
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    • 2017
  • The thermodynamic models, PC-SAFT (Perturbed-Chain Statistical Associated Fluid Theory) state equation and the Two-model approach liquid activity coefficient model NRTL (Non Random Two Liquid) + Henry + Peng-Robinson, for modeling the Rectisol process using methanol aqueous solution as the $CO_2$ removal solvent were compared. In addition, to determine the new binary interaction parameters of the PC-SAFT state equations and the Henry's constant of the two-model approach, absorption equilibrium experiments between carbon dioxide and methanol at 273.25K and 262.35K were carried out and regression analysis was performed. The accuracy of the newly determined parameters was verified through the regression results of the experimental data. These model equations and validated parameters were used to model the carbon dioxide removal process. In the case of using the two-model approach, the methanol solvent flow rate required to remove 99.00% of $CO_2$ was estimated to be approximately 43.72% higher, the cooling water consumption in the distillation tower was 39.22% higher, and the steam consumption was 43.09% higher than that using PC-SAFT EOS. In conclusion, the Rectisol process operating under high pressure was designed to be larger than that using the PC-SAFT state equation when modeled using the liquid activity coefficient model equation with Henry's relation. For this reason, if the quantity of low-solubility gas components dissolved in a liquid at a constant temperature is proportional to the partial pressure of the gas phase, the carbon dioxide with high solubility in methanol does not predict the absorption characteristics between methanol and carbon dioxide.

A Study on The Content of Liver Protein, Nucleic Acids, and Guanine Deaminase Activity of Mouse During Acute Starvation (급성(急性) 기아(饑餓)마우스의 간단백질(肝蛋白質), 핵산(核酸) 및 Guanine Deaminase 활성(活性)에 관(關)한 연구(硏究))

  • Park, Seung-Hee;Kim, Seung-Won
    • Journal of Nutrition and Health
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    • v.1 no.2
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    • pp.107-115
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    • 1968
  • Number of aspects, not only nutritional but social as well as political involved in human starvation pose nowadays global problems. In order to help establish the minimum nutritional requirements in the daily life of a man and to free people as well from either undernourishment, malnutrition or even starvation many workers have devoted themselves so far on the research programs to know what and how number of metabolic events take place in animals in vivo. It is the purpose of the present paper to examine in effect to what extent both of the protein and nucleic acids (DNA & RNA) together with an enzyme, guanine deaminase, which converts guanine into xanthine and in turn ends up to uric acid as an end product, undergo changes, quantitatively during acute starvation, using the mouse as an experimental animal. The mouse was strictly inhibited from taking foods except drinking water ad libitum and was sacriflced 24, 48, and 72 hours following starvation thus acutely induced. The animals consisted of two experimental groups, one control and another starvation groups, each being consisted of 6-24 mice of whose body weights ranged in the vicinity of 10 g. The animals were sacriflced by a blow on the head, followed by immediate excision of their livers into ice-cold distilled water, washing adherent blood and other contaminant tissues. The liver was minced foramin, by an all-glass homogenizer immersing it in an ice-bath, followed by subsequent fractionatin of the homogenate (10% W/V in 0.25M sucrose solution made up with 0.05M phosphate buffer of pH 7.4). For the liver protein and guanine deaminase assay, the 10% homogenate was centrifuged at 600 x g for 10 minutes to eliminate the nuclear fraction; and for the estimation of DNA and RNA, the homogenate was prepared by the addition of 10% trichloroacetic acid in order to free the homogenate from the acid-soluble fraction, the remaining residue being delipidate by the addition of alcohol and dried in vacuo for later KOH (IN) hydrolysis. The changes in body and liver wegihts during acute starvation were checked gravimetrically. Protein contents in the liver were monitored by the method of Lowry et al; and guanine deaminase activities were followed by the assay of liberated ammonia from the substrate utilizing the Caraway's colorimetry. The extraction of both DNA and RNA was performed by the Schmidt-Thannhauser's method, which was followed by Marmur's method of purification for DNA and by Chargaff's method of purification for RNA. The determinations of both DNA and RNA were carried out by the diphenylamine reaction for the former and by the orcinol reaction for the latter. The following resume was the results of the present work. 1. It was observed that the body as well as liver weights fall abruptly during starvation, and that the loss of body weight showed no statistical correlation with the decreases in the content of liver protein. 2. The content of liver protein and activity of liver guanine deaminase activity as well decline dramatically, and the specific activities of the enzyme (activity/protein), however, decreased gradually as starvation proceeded. 3. Both of the nucleic acids, DNA and RNA, showed decrements in the liver of mouse during acute starvation; the latter, however, being more striking in the decline as compared to the former. 4. The decreases in the liver protein content as resulted from the acute starvation had no statistically significant correlation with the decrements of DNA in the same tissue, but had regressed with a significant statistical correlation with the fall of RNA in the tissue. 5. The decrease in the activity of guanine deaminase in the liver of mouse during acute starvation was functionally more proportional to the decrease in RNA than DNA, and moreover correlated with the changes in the content of the liver protein. 6. The possible mechanisms involved during in this acute starvation as bring the decreases in the contents of DNA, protein, and guanine deaminase were discussed briefly.

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Genetic Correlation of Carcass and Meat Production Traits with Hormones and Metabolic Components in Hawoo (가축의 혈청 호르몬 및 대사물질 농도와 도체 및 산육형질에 대한 유전상관에 관한 연구)

  • Jeon G. J.;Juong H. Y.;Cho K. H.;Kim M. J.;Kim I. C.;Kim J. B.
    • Journal of Embryo Transfer
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    • v.20 no.3
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    • pp.255-269
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    • 2005
  • This study was aimed to investigate genetic relationships, variables, and correlations between economic traits and metabolic materials in serum components according to bleeding periods and breeding locations for the castrated and not castrated Hanwoo cattle at National Livestock Research Institute. Analysis of variance for serum hormones and metabolic materials showed significant differences by breeding locations except for testosterone and globulin. Statistical differences for serum components were detected by birth year except for cortisol, total protein, globulin and creatinine, and by castration except for total protein and BUN. All the serum components were tended to have sire effects except for testosterone resulting in some degree of additive gene actions. Breeding locations showed statistical significances for carcass weight and back fat thickness, but not in carcass rate, KPH, live weight and transportation weight loss. Effects of breeding locations and castration were significant for all weight measurement periods except for 9 month and 6 month, respectively. A significant sire effect was observed in all weight measurements. Least squared means for concentration of serum components by breeding year, season and castration were not significant. High concentration of cortisol, creatinine and triglyceride and low concentration of IGF-1 and glucose were detected in castrated cattle. Concentration of testosterone with castrated cattle was $5.2\%$ corresponding to non castrated cattle. Estimation of heritabilities of serum components using a sire model with restricted maximum likelihood were ranged 0.07 to 0.58. High heritabilities were estimated for total protein, albumin, globulin, cortisol, creatinine and BUN were 0.53, 0.54, 0.42, 0.45, 0.58 and 0.54, respectively. Low heritabilities were estimated fur calcium, testosterone and IGF-1 for 0.07, 0.15 and 0.12, respectively. Heritabilities for carcass weight, back fat thickness, meat yield index, KPH, and IMF were estimated as 0.39, 0.45, 0.30 0.13, and 0.93. Heritabilities of weights on 18, 12, 9, 6, and 24 month were estimated as 0.78, 0.76, 0.62, 0.58 and 0.58. Estimated heritabilities for average daily gain on 6${\~}$2, 12${\~}$18, and 18${\~}$24 month were 0.80, 0.75 and 0.19, respectively.

A Study on the Factors Causing Analytical Errors through the Estimation of Uncertainty for Cadmium and Lead Analysis in Tomato Paste (불확도 추정을 통한 토마토 페이스트에서 카드뮴 및 납 분석의 오차 발생 요인 규명)

  • Kim, Ji-Young;Kim, Young-Jun;Yoo, Ji-Hyock;Lee, Ji-Ho;Kim, Min-Ji;Kang, Dae-Won;Im, Geon-Jae;Hong, Moo-Ki;Shin, Young-Jae;Kim, Won-Il
    • Korean Journal of Environmental Agriculture
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    • v.30 no.2
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    • pp.169-178
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    • 2011
  • BACKGROUND: This study aimed to estimate the measurement uncertainty associated with determination of cadmium and lead from tomato paste by ICP/MS. The sources of measurement uncertainty (i.e. sample weight, final volume, standard weight, purity, molecular weight, working standard solution, calibration curve, recovery and repeatability) in associated with the analysis of cadmium and lead were evaluated. METHODS AND RESULTS: The guide to the expression of uncertainty was used for the GUM (Guide to the expression of Uncertainty in Measurement) and Draft EURACHEM/CITAC (EURACHEM: A network of organization for analytical chemistry in Europe/Co-Operation on International Traceability in Analytical Chemistry) Guide with mathematical calculation and statistical analysis. The uncertainty components were evaluated by either Type A or Type B methods and the combined standard uncertainty were calculated by statistical analysis using several factors. Expected uncertainty of cadmium and lead was $0.106{\pm}0.015$ mg/kg (k=2.09) and $0.302{\pm}0.029$ mg/kg (k=2.16), on basis of 95% confidence of Certified Reference Material (CRM) which was within certification range of $0.112{\pm}0.007$ mg/kg for cadmium (k=2.03) and $0.316{\pm}0.021$ mg/kg for lead (k=2.01), respectively. CONCLUSION(s): The most influential components in the uncertainty of heavy metals analysis were confirmed as recovery, standard calibration curve and standard solution were identified as the most influential components causing uncertainty of heavy metal analysis. Therefore, more careful consideration is required in these steps to reduce uncertainty of heavy metals analysis in tomato paste.

Agroclimatology of North Korea for Paddy Rice Cultivation: Preliminary Results from a Simulation Experiment (생육모의에 의한 북한지방 시ㆍ군별 벼 재배기후 예비분석)

  • Yun Jin-Il;Lee Kwang-Hoe
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.2 no.2
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    • pp.47-61
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    • 2000
  • Agroclimatic zoning was done for paddy rice culture in North Korea based on a simulation experiment. Daily weather data for the experiment were generated by 3 steps consisting of spatial interpolation based on topoclimatological relationships, zonal summarization of grid cell values, and conversion of monthly climate data to daily weather data. Regression models for monthly climatological temperature estimation were derived from a statistical procedure using monthly averages of 51 standard weather stations in South and North Korea (1981-1994) and their spatial variables such as latitude, altitude, distance from the coast, sloping angle, and aspect-dependent field of view (openness). Selected models (0.4 to 1.6$^{\circ}C$ RMSE) were applied to the generation of monthly temperature surface over the entire North Korean territory on 1 km$\times$l km grid spacing. Monthly precipitation data were prepared by a procedure described in Yun (2000). Solar radiation data for 27 North Korean stations were reproduced by applying a relationship found in South Korea ([Solar Radiation, MJ m$^{-2}$ day$^{-1}$ ] =0.344 + 0.4756 [Extraterrestrial Solar Irradiance) + 0.0299 [Openness toward south, 0 - 255) - 1.307 [Cloud amount, 0 - 10) - 0.01 [Relative humidity, %), $r^2$=0.92, RMSE = 0.95 ). Monthly solar irradiance data of 27 points calculated from the reproduced data set were converted to 1 km$\times$1 km grid data by inverse distance weighted interpolation. The grid cell values of monthly temperature, solar radiation, and precipitation were summed up to represent corresponding county, which will serve as a land unit for the growth simulation. Finally, we randomly generated daily maximum and minimum temperature, solar irradiance and precipitation data for 30 years from the monthly climatic data for each county based on a statistical method suggested by Pickering et a1. (1994). CERES-rice, a rice growth simulation model, was tuned to accommodate agronomic characteristics of major North Korean cultivars based on observed phenological and yield data at two sites in South Korea during 1995~1998. Daily weather data were fed into the model to simulate the crop status at 183 counties in North Korea for 30 years. Results were analyzed with respect to spatial and temporal variation in yield and maturity, and used to score the suitability of the county for paddy rice culture.

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Synthetic Application of Seismic Piezo-cone Penetration Test for Evaluating Shear Wave Velocity in Korean Soil Deposits (국내 퇴적 지반의 전단파 속도 평가를 위한 탄성파 피에조콘 관입 시험의 종합적 활용)

  • Sun, Chang-Guk;Kim, Hong-Jong;Jung, Jong-Hong;Jung, Gyung-Ja
    • Geophysics and Geophysical Exploration
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    • v.9 no.3
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    • pp.207-224
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    • 2006
  • It has been widely known that the seismic piezo-cone penetration test (SCPTu) is one of the most useful techniques for investigating the geotechnical characteristics such as static and dynamic soil properties. As practical applications in Korea, SCPTu was carried out at two sites in Busan and four sites in Incheon, which are mainly composed of alluvial or marine soil deposits. From the SCPTu waveform data obtained from the testing sites, the first arrival times of shear waves and the corresponding time differences with depth were determined using the cross-over method, and the shear wave velocity $(V_S)$ profiles with depth were derived based on the refracted ray path method based on Snell's law. Comparing the determined $V_S$ profile with the cone tip resistance $(q_t)$ profile, both trends of profiles with depth were similar. For the application of the conventional CPTu to earthquake engineering practices, the correlations between $V_S$ and CPTu data were deduced based on the SCPTu results. For the empirical evaluation of $V_S$ for all soils together with clays and sands which are classified unambiguously in this study by the soil behavior type classification index $(I_C)$, the authors suggested the $V_S-CPTu$ data correlations expressed as a function of four parameters, $q_t,\;f_s,\;\sigma'_{v0}$ and $B_q$, determined by multiple statistical regression modeling. Despite the incompatible strain levels of the downhole seismic test during SCPTu and the conventional CPTu, it is shown that the $V_S-CPTu$ data correlations for all soils, clays and sands suggested in this study is applicable to the preliminary estimation of $V_S$ for the soil deposits at a part in Korea and is more reliable than the previous correlations proposed by other researchers.

A Study on Developing a VKOSPI Forecasting Model via GARCH Class Models for Intelligent Volatility Trading Systems (지능형 변동성트레이딩시스템개발을 위한 GARCH 모형을 통한 VKOSPI 예측모형 개발에 관한 연구)

  • Kim, Sun-Woong
    • Journal of Intelligence and Information Systems
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    • v.16 no.2
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    • pp.19-32
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    • 2010
  • Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.

Climate Change Impact on Korean Forest and Forest Management Strategies (기후변화가 한국 산림에 미치는 영향과 관리 전략)

  • Kim, Moonil;Yoo, Somin;Kim, Nahui;Lee, Wona;Ham, Boyoung;Song, Cholho;Lee, Woo-Kyun
    • Korean Journal of Environmental Biology
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    • v.35 no.3
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    • pp.413-425
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    • 2017
  • This manuscript describes the relationship between climate change and forest growth, forest species, carbon stocks, and tree mortality. 1) In the aspect of forest growth, the growth of major coniferous species, including Pinus densiflora, had a negative correlation with temperature. On the other hand, major deciduous oak species, including Quercus variabilis and Quercus mongolica, had a positive correlation with temperature. 2) When considered in the aspect of the forest species distribution, various models commonly showed a decrease in the distribution of coniferous species and an increase in oak species due to climate change in the medium to long term. 3) From the carbon stock perspective, there was a difference in the estimation according to the status of forest management. Most of Korean forests will mature to become over-matured forest after year 2030 and are estimated to produce approximately 410 million ton forest biomass until 2090 with the current cutting regulations for sustainable forest management announced by the Korean Forest Service. 4) In the forest mortality, the mortality rate of the major coniferous species showed a clear tendency to increase higher temperatures while it decreased for the oak species with no verification of statistical significance. Moreover, the mortality of the subalpine coniferous species was projected to progress rapidly. considering the overall impacts described above, there should be a management strategy for coniferous species that are relatively vulnerable to climate change. Moreover, a sustainable forest plan in the aspect of ecosystem services, carbon sequestration and storage, which is linked to global issues such as Sustainable Development Goals, ecosystem services and negative emission.

Genetic Parameter Estimation of Carcass Traits of Hanwoo Steers (한우 거세우의 도체형질에 대한 유전모수 추정)

  • Hwang, Jeong-Mi;Kim, Sidong;Choy, Yun-Ho;Yoon, Ho-Baek;Park, Cheol-Jin
    • Journal of Animal Science and Technology
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    • v.50 no.5
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    • pp.613-620
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    • 2008
  • The genetic parameters used in National Hanwoo Genetic Evaluation(NHGE) were needed to be monitored and updated periodically for accounting any possible changes in population parameters due to selection and environmental changes. Genetic parameters were estimated with single and two-trait models with MTDFREML package using 2,791 carcass records of steers collected from Hanwoo Progeny Test Program(HPTP). Single and two-trait models gave similar parameter estimates for all traits. The heritability estimates from single and two-trait models for carcass weight(CW), dressing percentage(DP), eye muscle area(EMA), back fat thickness(BFT) and marbling score(MS) were 0.30, 0.30, 0.37, 0.44 and 0.44, respectively. The heritability estimates for all the traits except BFT were slightly lower than those used in NHGE but seemed to be within the acceptable ranges. However, further monitoring is needed because the data might not have fully reflected the changes such as carcass grading standards in performance testing program. In order to shift statistical model of NHGE from single trait model to multiple-trait model, the genetic correlations between carcass traits were estimated with pairwise two-trait models. The genetic correlation coefficients between CW and DP, between CW and EMA, between CW and BFT and between CW and MS were 0.44, 0.63, 0.17 and 0.06, respectively. Those between DP and EMA, between DP and BFT and between DP and MS were 0.29, 0.40 and 0.20. Those between EMA and BFT and between EMA and MS were -0.24 and 0.15, respectively. The genetic correlation coefficient between BFT and MS was 0.03.