• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.341-352
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• 2003

Collecting data through experiment, the observers are an import source of measurement error and the inference on the measure of agreement, say kappa, is necessary. The models commonly used are complicated general mixture model, which have many nuisance parameters. Orthogonalization of parameters reduce the effect of nuisance parameter. Orthogonalization of estimating function gives the same effect as the parameter orthogonalization. In this study, the method for orthogonalization of estimating equation is studied and applied to the Beta-binomial model to examine the properties of the estimate of kappa. As a result, the likelihood function is insensitive to the change of the nuisance parameter and bias is smaller than the result of m.1.e. when kappa has extreme values

• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.715-723
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• 2002

This paper is to show a clustering application of a density estimation method that utilizes the Gaussian mixture model. We define "closeness measure" as a clustering criterion to see how close given two Gaussian components are. Closeness measure is defined as the ratio of log likelihood between two Gaussian components. According to simulations using artificial data, the clustering algorithm turned out to be very powerful in that it can correctly determine clusters in complex situations, and very flexible in that it can produce different sizes of clusters based on different threshold valuesold values

• 가정과삶의질연구
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• 제10권1호통권19호
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• pp.131-138
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• 1992

Regression analysis has become a standard statistical tool in the behavioral science. Because of its widespread popularity. regression has been often misused. Such is the case when the dependent variable is a qualitative measure rather than a continuous, interval measure. Regression estimates with a qualitative dependent variable does not meet the assumptions underlying regression. It can lead to serious errors in the standard statistical inference. Logit model is recommended as alternatives to the regression model for qualitative dependent variables. Researchers can employ this model to measure the relationship between independent variables and qualitative dependent variables without assuming that logit model was derived from probabilistic choice theory. Coefficients in logit model are typically estimated by the method of Maximum Likelihood Estimation in contrast to ordinary regression model which estimated by the method of Least Squares Estimation. Goodness of fit in logit model is based on the likelihood ratio statistics and the t-statistics is used for testing the null hypothesis.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.773-781
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• 2005

Pearson $X^2$ statistics can be used as the measure of association for two-way contingency tables. However, it's magnitude depends on the sample size N, the normalized index ${\phi}^2 = X^2\;/\;N$ has. been widely used in many researches instead of that. In this study, we firstly point out that the actual upper bound of ${\phi}^2$ can be affected by the given marginals of the tables, so that ${\phi}^2$ should be adjusted the actual maximum to get the proper range [ 0, 1]. Also we point out that the maximum could be found easily by using several algorithms like Hu and Mukerjee(2002). With the actual maximum, we propose the relative measure of association which is normalized by it.

• 한국수학사학회지
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• 제17권2호
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• pp.85-96
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• 2004

본 연구에서 카오스 모형을 직접적으로 검정하기 위한 표준적인 기법 중의 하나인 R/S 분석(resealed range statistical analysis)과 허스트 지수를 'sinusoid' 패턴 평가하는 데 적용하였다. 이는 다소 잡음이 섞여 있으면서 동시에 준주기 성향을 갖는 시계열자료에 대해서 허스트 지수가 이를 간접적으로 평가 할 수 있는 측도(measure)로 활용될 수 있음을 논하였다.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.487-493
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• 2009

We consider a multiple defaultable zero coupon bond. Assuming defaults occur according to a marked point process, we explain how to estimate the time-t discounted price of zero coupon bond by simulation. For the special case of a given specific random face value, we show that the real probability measure is the risk neutral probability measure. In this case the time-t discounted conditional price can be obtained by observing a single sample path upto the time t in the real world. Furthermore the time-t discounted price can be estimated by observing real situations or by simulation under the real probability measure.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.521-531
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• 2002

Various diagnostic techniques for identifying influential observations are mostly based on the deletion of a single observation. While such techniques can satisfactorily identify influential observations in many cases, they will not always be successful because of some mask effect. It is necessary, therefore, to develop techniques that examine the potentially influential effects of a subset of observations. The partial regression plots can be used to examine an influential observation for a single parameter in multiple linear regression. However, it is often desirable to detect influential observations for a subset of regression parameters when interest centers on a selected subset of independent variables. Thus, we propose a diagnostic measure which deals with detecting influential observations on a subset of regression parameters. In this paper, we propose a measure M, which can be effectively used for the detection of influential observations on a subset of regression parameters in multiple linear regression. An illustrated example is given to show how we can use the new measure M to identify influential observations on a subset of regression parameters.

• Journal of the Korean Statistical Society
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• 제34권4호
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• pp.297-309
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• 2005

We consider 'efficiency versus privacy-protection' problem concerned with several well-known randomized response (RR) devices to estimate pro­portion of people bearing a stigmatizing characteristic in a community. The literature of RR on respondent's privacy protection discusses only about response specific jeopardy measures. We propose a measure of jeopardy that is independent of the RR offered by the interviewee and recommend it for using as a technical characteristic of the RR device. For ensuring better cooperation from the interviewees this new measure that depends only on the design parameters of the RR devices may be disclosed to the respondents before producing the RR by implementing the randomization device.

• 대한수학회논문집
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• 제37권3호
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• pp.765-800
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• 2022

Quantization for probability distributions concerns the best approximation of a d-dimensional probability distribution P by a discrete probability with a given number n of supporting points. In this paper, we have considered a probability measure generated by an infinite iterated function system associated with a probability vector on ℝ. For such a probability measure P, an induction formula to determine the optimal sets of n-means and the nth quantization error for every natural number n is given. In addition, using the induction formula we give some results and observations about the optimal sets of n-means for all n ≥ 2.

• 한국지능시스템학회논문지
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• 제18권2호
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• pp.200-205
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• 2008

데이터 분석을 위하여 데이터의 불확실성에 대한 측도로서 퍼지 집합에 대한 엔트로피를 소개하였고, 또한 데이터간의 유사도를 나타내는 유사측도를 구성하였다. 퍼지 소속 함수간의 유사측도는 거리측도를 이용하여 구성하였고, 제안한 유사측도를 증명을 통하여 확인하였다. 제안한 유사측도의 유용성을 확인하기 위하여 신뢰성 있는 데이터추출 예제에 적용하였다. 적용결과를 퍼지 엔트로피와 통계적 지식을 통하여 얻어진 이전의 결과와 비교하였다.