• Title/Summary/Keyword: T-검정 분석

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Estimation of VaR Using Extreme Losses, and Back-Testing: Case Study (극단 손실값들을 이용한 VaR의 추정과 사후검정: 사례분석)

  • Seo, Sung-Hyo;Kim, Sung-Gon
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.219-234
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    • 2010
  • In index investing according to KOSPI, we estimate Value at Risk(VaR) from the extreme losses of the daily returns which are obtained from KOSPI. To this end, we apply Block Maxima(BM) model which is one of the useful models in the extreme value theory. We also estimate the extremal index to consider the dependency in the occurrence of extreme losses. From the back-testing based on the failure rate method, we can see that the model is adaptable for the VaR estimation. We also compare this model with the GARCH model which is commonly used for the VaR estimation. Back-testing says that there is no meaningful difference between the two models if we assume that the conditional returns follow the t-distribution. However, the estimated VaR based on GARCH model is sensitive to the extreme losses occurred near the epoch of estimation, while that on BM model is not. Thus, estimating the VaR based on GARCH model is preferred for the short-term prediction. However, for the long-term prediction, BM model is better.

A Study on Change of Travel Patterns According to Public Transportation Reform (A Case Study of Gyeongsan City) (대중교통체계 개편에 따른 대중교통 이용자들의 통행패턴 변화에 관한 연구 (경산시를 사례로))

  • Yun, Dae-Sik;Park, Hyeon-Cheol
    • Journal of Korean Society of Transportation
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    • v.28 no.1
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    • pp.51-61
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    • 2010
  • The main objective of this paper is to analyze change of travel patterns according to public transportation reform. The paper uses data collected from Gyeongsan City. So far few researches, especially using before-and-after individual travel survey, have been conducted on analyzing effects of public transportation reform. For this research, some descriptive statistical analyses and statistical hypotheses tests were conducted. Furthermore, some empirical logit models were estimated for analyzing the individual effects of the public transportation reform. Finally, some important foundings, policy implications, and limitations of this research are discussed.

Analysis of Thyroid Nodule Prevalence and Related Factors in Adult Men and Women (성인 남녀에서 갑상선결절 유병률과 관련 인자 분석)

  • Ye-Eun Oh;Jung-Hoon Kim;Sung-Hee Yang
    • Journal of the Korean Society of Radiology
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    • v.18 no.4
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    • pp.373-381
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    • 2024
  • This study aimed to identify and assess the influence of risk factors on the frequency of thyroid nodules diagnosed through ultrasonography among adults visiting for health screenings. The study analyzed 210 adult men and women who underwent thyroid ultrasound at J Hospital in Busan. The differences in variables were analyzed using Chi-square and independent t-tests, and risk ratios were calculated using binary logistic regression. The results showed significant differences in gender, age, T3, Free T4, Uric acid, T-chol, HDL-C and LDL-C. The risk ratios for risk factors indicated that women had a 2.42 times higher risk compared to men, and the age groups 41-50 and over 61 had risks 2.32 and 2.22 times higher, respectively compared to those under 40. Conversely, and increase in T3 and Free T4 levels was associated with a decreased risk of 0.12 and 0.86 times, respectively, while lipid levels had negligible influence. Based on these findings, it is concluded that regular ultrasonography monitoring, rather than solely relying on biochemical markers, is crucial for the early detection and management of thyroid nodules.

Analysis of Hematological Factor to Predict of the Gallbladder Stone in Abdominal Ultrasound Images (복부초음파 영상에서 담낭담석을 예측하는 혈액학적 수치의 분석)

  • An, Hyun;Hwang, Chul-Hwan;Im, In-chul
    • Journal of the Korean Society of Radiology
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    • v.11 no.3
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    • pp.131-137
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    • 2017
  • This study investigated the risk factor of Gallbladder stone in Busan and Kyungnam area. The subjects of the experiment was performed with patients by abdominal ultrasonography among the patients who came to the P hospital from June 2016 to December 2016. Among them, risk factors were analyzed on 353 people at the same time when abdominal ultrasonography and hematological test. The statistical analysis of risk factors related to the Gallbladder stone was performed by independent t-test and chi-square test. In consider of difference verification result for calculations odds ratio about independent variables, multiple logistic regression analysis to conduct verify adequacy by calculating forecasting model from variable. As a result, Gallbladder stone risk factors have relevance to age ${\gamma}GTP$ with probability model and values to calculated. Age was showed sensitivity 49.7%, specificity 82.2%, receiver operating characteristic area under curve 0.724. Forecasting probability sensitivity 69.3%, specificity 62.4%, receiver operating characteristic area under curve 0.699 showed, ${\gamma}GTP$ confirmed validity of forecasting model.

A Study on the Recognition and Demand of Teachers and Parents of Using IoT Health-Care Devices in Day-Care Centers (어린이집에서의 IoT 헬스케어 디바이스 활용에 대한 교사와 부모의 인식 및 요구)

  • Kwon, Hye-Jin
    • The Journal of the Korea Contents Association
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    • v.19 no.11
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    • pp.71-79
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    • 2019
  • This study was conducted to examine the awareness and demands of parents and teachers on the use of IoT healthcare devices at daycare centers. A survey was conducted on 200 teachers and 200 parents. Collected data were analyzed by Frequency analysis, t-test, 𝑥2, using the SPSS WIN 22.0. The results of this study are as follows. First, teachers showed a higher level of preference for using IoT healthcare devices as they showed positive perception and support compared to parents, and showed higher recognition of information leakage than parents. Second, teachers and parents were most hoping to use IoT healthcare devices at emergency response in daycare-centers and had the highest demands for wearable devices. As a result of the both parents and teachers demand cost-sharing. Based on the results of this study, the possibility of utilizing IoT healthcare devices in daycare centers were discussed.

Logistic Regression Accident Models by Location in the Case of Cheong-ju 4-Legged Signalized Intersections (사고위치별 로지스틱 회귀 교통사고 모형 - 청주시 4지 신호교차로를 중심으로 -)

  • Park, Byung-Ho;Yang, Jeong-Mo;Kim, Jun-Young
    • International Journal of Highway Engineering
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    • v.11 no.2
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    • pp.17-25
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    • 2009
  • The goal of this study is to develop Logistic regression model by accident location(entry section, exit section, inside intersection and pedestrian crossing section). Based on the accident data of Chungbuk Provincial Police Agency(2004$\sim$2005) and the field survey data, the geometric elements, environmental factor and others related to traffic accidents were analyzed. Developed models are all analyzed to be statistically significant(chi-square p=0.000, Nagelkerke $R^2$=0.363$\sim$0.819). The models show that the common factors of accidents are the traffic volume(ADT), distant of crossing and exclusive left turn lane, and the specific factors are the minor traffic volume(inside intersection model) and U-turn of main road(pedestrian crossing model). Hosmer & Loineshow tests are evaluated to be statistically significant(p$\geqq$0.05) except the entry section model. The correct classification rates are also analyzed to be very predictable(more than 73.9% to all models).

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Influence of Different Perspectives about Well-being Trend LOHAS on the Menu Selecting Behavior of Diners-out (웰빙 트렌드 로하스(LOHAS)에 관한 외식 소비자의 인식 차이가 메뉴 선택 행동에 미치는 영향)

  • Cho, Woo-Je
    • Culinary science and hospitality research
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    • v.15 no.3
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    • pp.307-323
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    • 2009
  • This study aims to redefine people's attitudes about well-being trend LOHAS(Lifestyles Of Health And Sustainability) by a systematic research on diners' perspectives about LOHAS and menu-selecting behavior since well-being trend has been a main interest of the media and the food service industry. Also, this study has focused on understanding customers' menu-selecting behavior through a customer interest survey and on customers' interests and verifying factors for healthy food inclination and satisfaction level to give basic information and marketing suggestions for healthful menu. SPSS 12.0 was used for the data analysis, and $x^$-test was carried to make clear the different perspectives about well-being trend LOHAS according to the general characteristics of those polled. Factor analysis was done to menu-selecting behavior. Differences between sampling menu-selecting factors and general characteristics(t-test & ANOVA) were inspected and multiple regression analysis between health inclination and satisfaction level was also conducted. According to the survey, customers' well-being menu selecting behavior showed highly in married women, relatively older people, those with higher general income and higher education. Regression analysis showed that menu-selecting behavior influenced customers' inclination toward health and satisfaction level. Therefore, the food service industry should target those groups and improve its promotional communication strategy with proper menu development and an improved concept.

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Study on Residential Environment Improvement Directions of Different Housing Types through an Analyses on Expected Value and Perceived Value (기대가치와 인지가치 분석을 통한 주택유형별 주거환경 개선 방향에 관한 연구)

  • Jin, Hyun-Soo;Kim, Kyong-Hoon;Kim, Jae-Jun
    • Journal of the Korea Institute of Building Construction
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    • v.13 no.4
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    • pp.382-390
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    • 2013
  • Recently, the housing problem has been recognized as a matter of housing supply with a certain environmental level and not simply a matter of handing as a quantitative problem, and the demand for pleasant residential environments and requirements for residential environments are increasing more and more. However, it is necessary to establish the directions for improvement of the residential environment according to the house type, as the requirements and levels of satisfaction differ. This study aimed to deduce the level of resident satisfaction with the residential environments according to house type, and determine the direction for improvement of the residential environment. To achieve this, the difference between the house types was analyzed through ANOVA analysis and T-Test, and the major factors on the improvement direction of the residential environment were derived through Action-grid analysis.

Responses in Partial, Residual and Annual Egg Production Expected from Selection on Part Record in Synthetic White Leghorn flock (산란계의 합성종계통에 있어서 부분검정에 의한 선발효과 추정에 관한 연구)

  • 오봉국;이정구;이문연
    • Korean Journal of Poultry Science
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    • v.9 no.1
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    • pp.35-42
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    • 1982
  • Data pertaining to the first generation of a Synthetic White Leghorn flock were used to estimate the heritabilities of and genetic correlation between partial egg production(egg number or percentage) or diversely segmented part records and other traits such as age at sexual maturity, residual and annual egg production, and to compare the expected genetic gain from selection on partial egg number or partial percent production with correlated response in other traits. The estimated heritabilites for six measures of egg Production were ranged from 29 to 35, while heritability for age at sexual maturity (SM) was intermediate (48). Genetic correlations between partial egg number (P) and annual egg number. (A), and partial percent production (P') and annual percent production (A') were 51 and 72, respectively. Genetic correlation between P and SM was estimated largely negative (-.64), while correlation bettween P' and SM was positively intermediate(34). In comparing direct response from selection on partial production (P or P') with another response in correlated trait, selection on P would be 25% more efficient than selection of P' for improving A, while selection of P' would be 94% more efficient than selection P for improving A' For shortening SM selection of P would be 98% more efficient than selection on P'.

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Analysis on the Area by Forest Function and the Reflection of Ecosystem Service Concepts in Korea's National Forest Management Plans (최근 국유림경영계획에서 산림기능별 면적구분과 생태계서비스 개념의 반영에 관한 분석)

  • Ko, Kiyeon;Choi, Jaeyong
    • Journal of Korean Society of Forest Science
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    • v.109 no.2
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    • pp.211-222
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    • 2020
  • This study tried to find out whether there is a change over time in the functional classification of forests in relation to human demand for forests. The level in which the concept of ecosystem services has been considered in national forest management plans was also examined. A total of 98 current and previous national forest management plans were available for this study. The composition ratios of the six functions of forests in both the current and previous national forest management plans were surveyed. We used a parametric t-test when the mean values of two (current and previous) groups were normally distributed and used nonparametric Wilcoxon code rank test when the assumption of normality was not met. Timber production forests were shown to follow a normal distribution, while five others, including water regeneration forests, disaster prevention forests, natural environment conservation forests, recreation forests, and living environment conservation forests were not shown to follow a normal distribution. Timber production forests and natural environment forests showed significant changes in the proportion of forest area between previous and current forest management plans. The concept of 'ecosystem services' began to actively appear in the 6th Basic Forest Plan, which started in 2018. However, the level of frequency of the ecosystem services mentioned varied by Regional Forest Services.