• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.453-465
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• 1997

The family of power-divergence statistics conditional on margins is considered for testing homogeneity of .tau. multinomial populations with equal sample size and the exact Bahadur slope is obtained. It is shown that the likelihood ratio test conditional on margins is the most Bahadur efficient among the family of power-divergence statistics.

• Journal of the Korean Statistical Society
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• 제34권1호
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• pp.61-71
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• 2005

A class of asymmetric ARCH processes is proposed via binary random power transformations. This class accommodates traditional nonlinear models such as threshold ARCH (Rabemanjara and Zacoian (1993)) and Box-Cox type ARCH models(Higgins and Bera (1992)). Stationarity condition of the model is addressed. Iterative least squares(ILS) and pseudo maximum like-lihood(PML) methods are discussed for estimating parameters and related algorithms are presented. Illustrative analysis for Korea Stock Prices Index (KOSPI) data is conducted.

• Journal of the Korean Statistical Society
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• 제31권1호
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• pp.17-31
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• 2002

This paper considers noninformative priors for the power law process under failure truncation. Jeffreys'priors as well as reference priors are found when one or both parameters are of interest. These priors are compared in the light of how accurately the coverage probabilities of Bayesian credible intervals match the corresponding frequentist coverage probabilities. It is found that the reference priors have a definite edge over Jeffreys'prior in this respect.

• Journal of the Korean Data and Information Science Society
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• 제17권1호
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• pp.31-39
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• 2006

In many cases, we frequently get a desired information based on the appropriate statistical analysis of collected data sets. Lots of statistical theory rely on the assumption of the normality of the data. In this paper, we compare the empirical power of some normality tests including sample entropy quantity. Monte carlo simulation is conducted for the calculation of empirical power of considered normality tests by varying sample sizes for various distributions.

• Communications for Statistical Applications and Methods
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• 제6권3호
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• pp.919-928
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• 1999

We shall propose the MME MLE and UMVUE for the mean parameter and the right-tail probability in a power function distribution and obtain the mean squared errors for the proposed estimators. And we shall compare numerically efficiencies of the MME MLE and UMVUE of the mean parameter and the right-tail probability in a power function distribution.

• 대한기계학회논문집B
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• 제37권11호
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• pp.1053-1060
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• 2013

본 연구의 목적은 원자력 발전소에서 사용되는 동력구동밸브의 패킹 마찰력 예측에 대한 적절한 방법을 찾는 것이다. 밸브의 패킹은 스템을 통한 누설을 방지하는 것이 목적이나 누설방지를 위하여 글랜드 너트 강하게 조여줄 경우 패킹의 마찰력으로 인하여 밸브 작동성이 떨어지게 된다. 본 연구에서 패킹 마찰력 예측을 위하여 실험적 방법과 통계적 방법을 사용하였다. 실험적 방법은 패킹 조합의 fY값 측정후 현장 밸브에 적용하였으며, 통계적 방법은 과거 10년간의 안전관련 밸브의 진단시험 데이터의 패킹 마찰력값을 표본으로 신뢰구간을 만들어 분석에 이용하였다. 두 방법 모두 실측값과는 상당한 차이를 보였으나 fY값 측정을 통한 실험적 방법 보다는 과거 진단시험 데이터를 이용한 예측이 좀 더 정확한 결과를 보였다.

• Communications for Statistical Applications and Methods
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• 제22권4호
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• pp.389-399
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• 2015

It is important not to overcalculate sample sizes for clinical trials due to economic, ethical, and scientific reasons. Kang and Kim (2014) investigated the accuracy of a well-known sample size calculation formula based on the approximate power for continuous endpoints in equivalence trials, which has been widely used for Development of Biosimilar Products. They concluded that this formula is overly conservative and that sample size should be calculated based on an exact power. This paper extends these results to binary endpoints for three popular metrics: the risk difference, the log of the relative risk, and the log of the odds ratio. We conclude that the sample size formulae based on the approximate power for binary endpoints in equivalence trials are overly conservative. In many cases, sample sizes to achieve 80% power based on approximate powers have 90% exact power. We propose that sample size should be computed numerically based on the exact power.

• Communications for Statistical Applications and Methods
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• 제28권5호
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• pp.463-475
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• 2021

Desgagné and de Micheaux (2018) proposed an alternative univariate normality test to the Jarque-Bera test. The proposed statistic is based on the sample second power skewness and kurtosis while the Jarque-Bera statistic uses sample Pearson's skewness and kurtosis that are the third and fourth standardized sample moments, respectively. In this paper, we generalize their statistic to a multivariate version based on orthogonalization or an empirical standardization of data. The proposed multivariate statistic follows chi-squared distribution approximately. A simulation study shows that the proposed statistic has good control of type I error even for a very small sample size when critical values from the approximate distribution are used. It has comparable power to the multivariate version of the Jarque-Bera test with exactly the same idea of the orthogonalization. It also shows much better power for some mixed normal alternatives.

• Communications for Statistical Applications and Methods
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• 제27권6호
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• pp.589-602
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• 2020

The development of smart grids has enabled the easy collection of a large amount of power data. There are some common patterns that make it useful to cluster power consumption patterns when analyzing s power big data. In this paper, clustering analysis is based on distance functions for time series and clustering algorithms to discover patterns for power consumption data. In clustering, we use 10 distance measures to find the clusters that consider the characteristics of time series data. A simulation study is done to compare the distance measures for clustering. Cluster validity measures are also calculated and compared such as error rate, similarity index, Dunn index and silhouette values. Real power consumption data are used for clustering, with five distance measures whose performances are better than others in the simulation.

• 보건행정학회지
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• 제9권2호
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• pp.1-20
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• 1999

This study was conducted to investigate the predictors of hospital bankruptcy in Korea and to examine the predictive power for 3 types of statistical models of hospital bankruptcy. Data on 17 financial and 4 non-financial indicators of 30 bankrupt and 30 profitable hospitals in 1. 2, and 3 years before bankruptcy were obtained from the hospital performance databank of Korea Institute of Health Services Management. Significant variables were identified through mean comparison of each indicator between bankrupt and profitable hospitals, and the predictive power of statistical models of hospital bankruptcy were compared. The major findings are as follows. 1. Nine out of 21 indicators - fixed ratio, quick ratio, operating profit to total assets, operating profit to gross revenue, normal profit to total assets,normal profit to gross revenue, net profit to gross revenue, inventories turnrounds, and added value per adjusted patient - were found to be significantly predictitive variables in Logit and Probit models. 2. The predicdtive power of discriminant model of hospital bankruptcy in 1. 2, and 3 years before bankruptcy were 85.4, 79.0, and 83.8% respectively. With regard to the predictive power of the Logit model of hospital bankruptcy, they were 82.3, 75.8, and 80.6% respectively, and of the Probit model. 87.1. 80.6, and 88.7% respectively. 3. The predictive power of the Probit model of hospital bankruptcy is better than the other two predictive models.