• 제목/요약/키워드: Test hypothesis

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KOSPI 200 주가지수옵션시장에서 내재변동성 기간구조의 기대가설검정에 관한 연구 (A Empirical Study on Expectations Hypothesis of the Term Structure of Implied Volatility in Kospi 200 Options Market)

  • 강병영;민경태
    • 재무관리연구
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    • 제22권2호
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    • pp.91-105
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    • 2005
  • 본 연구는 합리적 기대가설에 입각하여 내재변동성의 장기변화율과 단기변화율사이의 관계에 대해 Campa and Chang(1995)의 모형을 토대로 분석하였다. 합리적기대가설이란 옵션시장 참가자들이 기대하는 장기내재변동성이 미래단기의 내재변동성을 결정한다는 가설이다. 1999년 1월부터 2003년 12월까지 한국의 KOSPI 200 주가지수옵션시장에서 장기내재변동성과 단기내 재변동성과의 관계를 분석해 본 결과 우리나라 주가지수 옵션시장에서는 기대가설을 지지하지 않는다는 결론을 도출하게 되었다. 하지만 기대가설은 그 자체가 내포하고 있는 무시할 수 없는 중요한 의미를 지닌다는 것을 발견하였다. 첫째, 장기내재변동성 변화율이 기대 미래단기내재변동성 변화율과 같은 방향으로 움직인다는 것과 둘째, 단기변동성에 대한 장기변동성의 증가가 다음 장기변동성에 있어서는 증가 혹은 감소를 동반한다는 것을 분석하게 되었다. 즉, 어떠한 규칙적인 사이클을 찾을 수는 없었다는 것이다.

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Small Target Detection with Clutter Rejection using Stochastic Hypothesis Testing

  • Kang, Suk-Jong;Kim, Do-Jong;Ko, Jung-Ho;Bae, Hyeon-Deok
    • 한국멀티미디어학회논문지
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    • 제10권12호
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    • pp.1559-1565
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    • 2007
  • The many target-detection methods that use forward-looking infrared (FUR) images can deal with large targets measuring $70{\times}40$ pixels, utilizing their shape features. However, detection small targets is difficult because they are more obscure and there are many target-like objects. Therefore, few studies have examined how to detect small targets consisting of fewer than $30{\times}10$ pixels. This paper presents a small target detection method using clutter rejection with stochastic hypothesis testing for FLIR imagery. The proposed algorithm consists of two stages; detection and clutter rejection. In the detection stage, the mean of the input FLIR image is first removed and then the image is segmented using Otsu's method. A closing operation is also applied during the detection stage in order to merge any single targets detected separately. Then, the residual of the clutters is eliminated using statistical hypothesis testing based on the t-test. Several FLIR images are used to prove the performance of the proposed algorithm. The experimental results show that the proposed algorithm accurately detects small targets (Jess than $30{\times}10$ pixels) with a low false alarm rate compared to the center-surround difference method using the receiver operating characteristics (ROC) curve.

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Elastic modulus in large concrete structures by a sequential hypothesis testing procedure applied to impulse method data

  • Antonaci, Paola;Bocca, Pietro G.;Sellone, Fabrizio
    • Structural Engineering and Mechanics
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    • 제26권5호
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    • pp.499-516
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    • 2007
  • An experimental method denoted as Impulse Method is proposed as a cost-effective non-destructive technique for the on-site evaluation of concrete elastic modulus in existing structures: on the basis of Hertz's quasi-static theory of elastic impact and with the aid of a simple portable testing equipment, it makes it possible to collect series of local measurements of the elastic modulus in an easy way and in a very short time. A Hypothesis Testing procedure is developed in order to provide a statistical tool for processing the data collected by means of the Impulse Method and assessing the possible occurrence of significant variations in the elastic modulus without exceeding some prescribed error probabilities. It is based on a particular formulation of the renowned sequential probability ratio test and reveals to be optimal with respect to the error probabilities and the required number of observations, thus further improving the time-effectiveness of the Impulse Method. The results of an experimental investigation on different types of plain concrete prove the validity of the Impulse Method in estimating the unknown value of the elastic modulus and attest the effectiveness of the proposed Hypothesis Testing procedure in identifying significant variations in the elastic modulus.

The Status of Paid and Free Star Chart Game Applications: Focus on Google Play in Korea

  • Nam, Sang-Zo
    • International Journal of Contents
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    • 제14권3호
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    • pp.46-52
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    • 2018
  • The objective of this study was to determine the status of star chart game applications in the Google play store in Korea. The share of game genres in paid and free star charts of game applications was searched. Also, the average reviewer's rating, average number of reviews, and average age rating based on the genre of paid and free star charts of game applications, and the average price of paid applications based on genre were analyzed. Hypothesis tests for the differences in average reviewer's rating, average number of reviews, average age rating according to the genre of game applications were performed. Also, hypothesis tests for the differences in average reviewer's rating, average number of reviews, average age rating between the paid and free game applications along with the hypothesis test for the differences in price according to the genre of paid game applications were performed. Lastly, hypothesis tests for the correlation between the start chart ranking and number of reviews in association with the correlation between the start chart ranking and reviewer's rating were performed. Statistically significant differences in average reviewer's rating, average number of reviews, average age rating according to the genre of game applications, and between the paid and free game applications were verified. However, the correlation between the start chart ranking and number of reviews in association with the correlation between the start chart ranking and reviewer's rating were not statistically significant.

모바일 결제 서비스의 수용-저항 동기에 대한 실증연구: 다변인 판별분석을 중심으로 (An Empirical Study on the Acceptance-Resistance Motivation to Use A Mobile Payment Service : Applying Multivariate Discriminant Analysis)

  • 정지영;정하영;조현
    • 한국정보시스템학회지:정보시스템연구
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    • 제27권2호
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    • pp.115-134
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    • 2018
  • Purpose In recent years, mobile payment service users have been rapidly increasing. Previous researchers focused on the mobile usage situation such as the elements of mobile payment service, usage pattern, and user behaviors, and the research that is approached from the viewpoint of the user is still insufficient. The aim of this study is to suggest a acceptance-resistance motivation model of choosing a mobile payment service based on the Herzbergs Two-Factor Theory by investigating users' motivation and hygiene factors. Design/methodology/approach For the purpose, literature reviews on factors of choosing a mobile payment service were conducted and classified motivation and hygiene factors. Two hypotheses were set as follows: Hypothesis I is that motivation factors have a positive impact on the choice of mobile payment service, and Hypothesis II is that hygiene factors have a negative impact on the choice of mobile payment service. To test two hypotheses, this study conducted an online questionnaire survey and a multivariate discriminant analysis. Findings The result found that mobile payment service is more likely to be replaced with mobile by improving convenience, simplicity, and ease of use that affect the acceptance motivation of mobile payment service. This result supported the Hypothesis I but not Hypothesis II and contributed to provide implications for future mobile payment service development and marketing utilization.

Determinant of Market Orientation on SME Performance: RBV and SCP Perspective

  • NURHILALIA, NURHILALIA;RAHMAN Kadir, Abdul;MAHLIA, Muis;JUSNI, JUSNI;ADITYA, Halim Perdana Kusuma Putra
    • 유통과학연구
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    • 제17권9호
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    • pp.35-45
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    • 2019
  • Purpose - This study analyzes the relationship between inter-function coordination variables, competitor, customer and innovation orientation that has been developed by Narver & Slater (1990), also known as Market Orientation Strategy on SME Sutera's marketing performance, through direct and indirect effect relationships. Research design, data, and methodology - This study uses a sample of 168 respondents who are silk SME entrepreneurs in eleven Silk Craftsman sub-districts in Wajo Regency - South Sulawesi Province, Indonesia. Data collection using a questionnaire with a period between January - June 2019. Data analysis use PLS. The stages of testing the results of analysis go through several stages: the first stage, analysis of variable descriptions, the goodness of fit model (AVE, CR, Cronbach Alpha, R2) and hypothesis test. Results and Findings - From the fifteen hypothesis by direct and indirect effect state six hypothesis are rejected and eleven hypothesis are accepted. Overall, the concepts of Resource Based View theory (RBV) and Structure-Conduct- Performance theory (SCP) also provide a strategic picture for businessmen related to product innovation and service innovation and the urgency of regeneration in order to maintain the continuity of superior products in the future.

한국의 서비스화에 대한 연구: Baumol 가설을 중심으로 (A Study on Tertiarization in Korea: Test of Baumol's Hypothesis)

  • 서환주;이영수
    • 한국산학기술학회논문지
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    • 제8권1호
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    • pp.143-150
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    • 2007
  • 본 연구는 우리나라 서비스화의 특징을 분석하기 위하여 서비스화에 대한 유력한 설명인 수요편향가설 및 Baumol 가설을 우리나라 경험과 비교하였다. 이를 위하여 Baumol의 모형을 확장하여 패널 GMM방식으로 고용함수를 추정하였다. 분석결과를 요약하면 다음과 같다. 첫째, Clark의 수요편향가설을 살펴보기 위하여 1인당 GDP증가와 서비스고용간의 상관관계를 살펴본 결과 서비스화에 있어 소득증가가 절대적인 역할을 수행한다는 Clark의 수요편향가설을 우리나라의 경우에도 확인할 수 있었다. 둘째, 서비스화에 있어서 생산성격차를 강조하는 Baumol의 가설은 도소매, 음식 및 숙박서비스를 제외하고 모든 서비스분류에서 확인할 수 있었다. 즉 제조업과 각 서비스산업의 노동생산성격차가 확대될수록 서비스업의 고용이 증가한다는 사실을 우리나라의 경우에도 확인할 수 있었다.

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Effects of Lexical Aspect on the Interlanguage of Ibibio ESL Learners: Later than Sooner

  • Willie, Willie U.
    • 비교문화연구
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    • 제43권
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    • pp.459-483
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    • 2016
  • The main objective of this paper is to test the major prediction of the Aspect Hypothesis on interlanguage narratives collected from 171 Ibibio ESL learners in a classroom setting using sets of picture stories. Aspect Hypothesis predicts that lexical aspectual classes of verbs would determine the pattern of acquisition and distribution of tense-aspect morphology at the very early stages of L2 acquisition of tense-aspect verbal morphology. That is, telic verbs would be marked with the past tense-aspect verbal morphology before atelic verbs in the interlanguage of ESL learners irrespective of their L1 background. The results of our data analyses show a significant effect from the lexical aspect on the acquisition and distribution of tense-aspect morphology with chi-square statistics of ($x^2=196.92$,df = 6, n = 1664, p = <.0001). However, the effect of the lexical aspect is shown to be more prominent among Ibibio ESL learners at higher levels of proficiency. This is contrary to the prediction regarding Aspect Hypothesis. The paper concludes that the influence of the lexical aspect on the pattern of acquisition and distribution of tense-aspect morphology may be universal but the actual point along the developmental pathway when such influence is obtainable is yet to be determined. This calls for more research into the pattern of the L2 acquisition of tense-aspect verbal morphology.

Lower cellular metabolic power can be an explanation for obesity trend in Tae-Eum type: hypothesis and clinical observation

  • Shim, Eun Bo;Leem, Chae Hun;Kim, Joong Jae;Kim, Jong Yeol
    • Integrative Medicine Research
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    • 제6권3호
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    • pp.254-259
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    • 2017
  • Background: Those classified as Tae-Eum (TE)-type people in Sasang constitutional medicine (SCM) are prone to obesity. Although extensive clinical observations have confirmed this tendency, the underlying physiological mechanisms are unknown. Here, we propose a novel hypothesis using integrative physiology to explain this phenomenon. Methods: Hypoactive lung function in the TE type indicates that respiration is attenuated at the cellular level - specifically, mitochondrial oxygen consumption. Because a functional reduction in cellular energy metabolism is suggestive of intrinsic hypoactivity in the consumption (or production) of metabolic energy, we reasoned that this tendency can readily cause weight gain via an increase in anabolism. Thus, this relationship can be derived from the graph of cellular metabolic power plotted against body weight. We analyzed the clinical data of 548 individuals to test this hypothesis. Results: The statistical analysis revealed that the cellular metabolic rate was lower in TEtype individuals and that their percentage of obesity (body mass index >25) was significantly higher compared to other constitutional groups. Conclusion: Lower cellular metabolic power can be an explanation for the obesity trend in TE type people.

용서간호중재 프로그램이 여성 암환자의 희망과 삶의 질에 미치는 영향 (Effects of a Forgiveness Nursing Intervention Program on Hope and Quality of life in Woman Cancer Patients)

  • 태영숙;윤수정
    • 종양간호연구
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    • 제6권2호
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    • pp.111-120
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    • 2006
  • Purpose: The purpose of this study was to analysis the effects of a forgiveness nursing intervention program on hope and quality of life in woman with cancer. Methods: The used design was a nonequivalent control group design with pretest and post-test. Thirty patients diagnosed with uterine cervical cancer, breast cancer, ovarian cancer were recruited from a University Hospital in Busan, Korea. An experimental group (n=15) was given the forgiveness nursing intervention program, and a control group (n=15) was done a common nursing intervention. The period of data collection was from June 10 to September 10, 2004. The obtained data were analyzed using ${\chi}^2-test$, Fisher's exact test, t-test, and ANCOVA. Results: The first hypothesis, "The experimental group would have higher hope state than control group" was supported(F =16.967, p = .000). The second hypothesis, "The experimental group would have higher quality of life state than control group" was supported (F =4.850, p =.036). Conclusions: The findings showed that the forgiveness nursing intervention program was effective to increase hope and quality of life in women with cancer. Therefore, this program may be used for a nursing practice for cancer patients who are suffering from emotional distress.

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