• Journal of the Korean Statistical Society
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• v.21 no.2
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• pp.187-200
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• 1992

Samples are often found to be too heterogeneous to be explained by a one-parameter family of models in the sense that the implicit mean-variance relationship in such a family is violated by the data. This phenomenon is often called over-dispersion. The most frequently used method in dealing with over-dispersion is to mix a one-parameter family creating a two parameter marginal mixture family for the data. In this paper, we investigate performance of estimators such as maximum likelihood estimator, method of moment estimator, and maximum quasi-likelihood estimator in negative binomial and beta-binomial distribution. Simulations are done for various mean parameter and dispersion parameter in both distributions, and we conclude that the moment estimators are very superior in the sense of bias and asymptotic relative efficiency.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.389-399
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• 2007

In this paper, Bayes estimates for the parameters k, c and reliability function of the Burr type XII model based on a type II censored samples under asymmetric loss functions viz., LINEX and SQUAREX loss functions are obtained. An approximation based on the Laplace approximation method (Tierney and Kadane, 1986) is used for obtaining the Bayes estimators of the parameters and reliability function. In order to compare the Bayes estimators under squared error loss, LINEX and SQUAREX loss functions respectively and the maximum likelihood estimator of the parameters and reliability function, Monte Carlo simulations are used.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.507-518
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• 2017

Volatility plays a crucial role in theory and applications of asset pricing, optimal portfolio allocation, and risk management. This paper proposes a combined model of autoregressive moving average (ARFIMA), generalized autoregressive conditional heteroscedasticity (GRACH), and skewed-t error distribution to accommodate important features of volatility data; long memory, heteroscedasticity, and asymmetric error distribution. A fully Bayesian approach is proposed to estimate the parameters of the model simultaneously, which yields parameter estimates satisfying necessary constraints in the model. The approach can be easily implemented using a free and user-friendly software JAGS to generate Markov chain Monte Carlo samples from the joint posterior distribution of the parameters. The method is illustrated by using a daily volatility index from Chicago Board Options Exchange (CBOE). JAGS codes for model specification is provided in the Appendix.

• Korean Institute of Interior Design Journal
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• v.16 no.2 s.61
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• pp.314-321
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• 2007

The statistical method of human sensibility ergonomics is widely used for analyzing interior design because it has standard processes and it can help to get quantifiable results. However applying this method demands repeated intense work and great time and effort is required. In this study, a tool applying Web and virtual reality techniques for statistical human sensibility ergonomic interior design analysis is proposed and the key parts of the tool including database and interface are implemented. The database contains the sensibility adjective table and the physical interior design factor table for analyzing the relationship between human sense and physical design factors. Interface of the tool is implemented using Web technologies, so testers can evaluate interior design samples via standard Web browsers. The 3D control which is an important component of the interface is also implemented. Employing the suggested tool can reduce effort and time for evaluating human sense in Interior design field.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.733-743
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• 2006

To apply and evaluate the effectiveness of genetic markers on Hanwoo traceability systems, samples of 33 Hanwoo individuals from Korean elite sire families were used, and five microsatellite markers were selected finally, which were located on chromosomes different chromosomes with the end sequencing of 100 HW-YUBAC that were recorded in the NCBI by Yeungnam University. Ten major microsatellite markers were selected from alleles amplified, their frequencies, H(Heterozygosity) and PIC(Polymorphism information content) with Hardy-Weinberg equilibrium. Next, in order to evaluate the power of the markers selected on the individual animal identification, the match probability(MP) and the relatedness coefficient(R) were computed.

• Journal of the Korean Magnetic Resonance Society
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• v.17 no.1
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• pp.1-10
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• 2013

Metabolomics is the study which detects the changes of metabolites level. Metabolomics is a terminal view of the biological system. The end products of the metabolism, metabolites, reflect the responses to external environment. Therefore metabolomics gives the additional information about understanding the metabolic pathways. These metabolites can be used as biomarkers that indicate the disease or external stresses such as exposure to toxicant. Many kinds of biological samples are used in metabolomics, for example, cell, tissue, and bio fluids. NMR spectroscopy is one of the tools of metabolomics. NMR data are analyzed by multivariate statistical analysis and target profiling technique. Recently, NMR-based metabolomics is a growing field in various studies such as disease diagnosis, forensic science, and toxicity assessment.

• KIEE International Transactions on Electrophysics and Applications
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• v.4C no.1
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• pp.1-4
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• 2004

This paper presents an investigation of the phase-resolved partial discharge (PD) pattern of PET (Poly Ethylene Telephthalate) films with carbon black particles. The phase-resolved PD pattern and statistical parameter from PET samples according to the number of included semiconductor particles were measured. The measurement system consisted of a conventional PD detector using a digital signal processing technique. The partial discharge patterns of the PET films that include the semiconductor particles were investigated to simulate an actual situation that may exist in the cable. In addition, difference of PD patterns between semiconducting particles in PET films and artificial voids was studied. The relationship between the numbers of semiconductor particles in PET films was discussed through the difference of Ψ-q-n distribution and statistical analysis.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.173-177
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• 2003

When we have both a paired data set and two independent data sets, neither a paired t-test nor a two-sample t-test can be used to detect differences between two samples. In order to identify differentially expressed genes in a mixed data set, a new test statistic is proposed.

• Communications for Statistical Applications and Methods
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• v.11 no.1
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• pp.161-168
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• 2004

A single-index model is useful in fields which employ multidimensional regression models. Many methods have been developed in parametric and nonparametric approaches. In this paper, posterior inference is considered and a wavelet series is thought of as a function approximated to a true function in the single-index model. The posterior inference needs a prior distribution for each parameter estimated. A prior distribution of each coefficient of the wavelet series is proposed as a hierarchical distribution. A direction $\beta$ is assumed with a unit vector and affects estimate of the true function. Because of the constraint of the direction, a transformation, a spherical polar coordinate $\theta$, of the direction is required. Since the posterior distribution of the direction is unknown, we apply a Metropolis-Hastings algorithm to generate random samples of the direction. Through a Monte Carlo simulation we investigate estimates of the true function and the direction.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.89-98
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• 1999

In this paper we estimate the reliability of parallel system with two components. We assume that the strengths of these components follow bivariate exponential(BVE) models proposed by Marshall-Olkin(1967) Block-Basu(1974) Freund(1961) and Proschan-Sullo(1974) These two components are subjected to a normally distributed random stress which is independent of the strength of the components. If the strengths ($\textit{X}_1$, $\textit{X}_2$) are subjected to a stress($\textit{Y}$) then the system reliability ($\textit{R}$) is given by $\textit{R}=\textit{P}[\textit{Y} We present some numerical results and compare the bias and the mean square error of the maximum likelihood estimator and proposed estimators for a moderate sized samples when $(\textit{X}_1, \textit{X}_2)$ follow BVE of Marshall-Olkin.