• 응용통계연구
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• 제32권3호
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• pp.331-348
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• 2019

전이성 종양의 성장패턴 차이와 변화율에 따른 종양 이질성(tumor heterogeneity)을 파악하는 것은 종양세포의 약물에 대한 민감성을 파악하고 적절한 치료법을 찾아내기 위해 중요하다. 일반적으로 N개의 표본의 집단이 구분된다면 t-test 혹은 ANOVA 분석을 통해 집단별 평균의 차이에 대한 검정이 가능하다. 그러나 본 논문에서 다루는 데이터와 같이 집단이 구분되지 않는 경우 이러한 방법들은 사용될 수 없다. 표본들 사이의 이질성을 검정하기 위한 통계적 방법들이 연구되어 왔다. 최소 조합 t-검정 방법은 그 중 하나이다. 본 논문에서는 상이한 비율로 데이터를 양분하는 조합도 고려하는 최대 조합 t-검정 방법을 제안한다. 한편, 표본의 이질성을 검정하는 것이 군집분석에서 최적의 군집의 개수가 2개 이상인지를 검정하는 것과 같음에 착안하여 새로운 방법을 제안한다. 최대 조합 t-검정과 gap통계량을 이용하면 이전에 제안된 방법보다 개선된 제1종의 오류를 범할 확률과 검정력을 갖는다는 것을 모의실험을 통해 확인하였고 실제 자료 분석을 통해 결과를 도출하였다.

• 유통과학연구
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• 제14권1호
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• pp.93-102
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• 2016

Purpose - The purpose of paper is studying the static and dynamic side for long-term memory storage properties, and increase the explanatory power regarding the long-term memory process by looking at the long-term storage attributes, Korea Composite Stock Price Index. The reason for the use of GPH statistic is to derive the modified statistic Korea's stock market, and to research a process of long-term memory. Research design, data, and methodology - Level shifts were subjected to be an empirical analysis by applying the GPH method. It has been modified by taking into account the daily log return of the Korea Composite Stock Price Index a. The Data, used for the stock market to analyze whether deciding the action by the long-term memory process, yield daily stock price index of the Korea Composite Stock Price Index and the rate of return a log. The studies were proceeded with long-term memory and long-term semiparametric method in deriving the long-term memory estimators. Chapter 2 examines the leading research, and Chapter 3 describes the long-term memory processes and estimation methods. GPH statistics induced modifications of statistics and discussed Whittle statistic. Chapter 4 used Korea Composite Stock Price Index to estimate the long-term memory process parameters. Chapter 6 presents the conclusions and implications. Results - If the price of the time series is generated by the abnormal process, it may be located in long-term memory by a time series. However, test results by price fixed GPH method is not followed by long-term memory process or fractional differential process. In the case of the time-series level shift, the present test method for a long-term memory processes has a considerable amount of bias, and there exists a structural change in the stock distribution market. This structural change has implications in level shift. Stratum level shift assays are not considered as shifted strata. They exist distinctly in the stock secondary market as bias, and are presented in the test statistic of non-long-term memory process. It also generates an error as a long-term memory that could lead to false results. Conclusions - Changes in long-term memory characteristics associated with level shift present the following two suggestions. One, if any impact outside is flowed for a long period of time, we can know that the long-term memory processes have characteristic of the average return gradually. When the investor makes an investment, the same reasoning applies to him in the light of the characteristics of the long-term memory. It is suggested that when investors make decisions on investment, it is necessary to consider the characters of the long-term storage in reference with causing investors to increase the uncertainty and potential. The other one is the thing which must be considered variously according to time-series. The research for price-earnings ratio and investment risk should be composed of the long-term memory characters, and it would have more predictability.

• 응용통계연구
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• 제22권6호
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• pp.1249-1263
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• 2009

표본수 결정에서 요구되는 검정력 함수는 연구가설에 상응하는 가장 적절한 검정방법에 의한 것이어야 한다. 의학연구의 논문에 자주 나타나는 순위자료 또는 범주형 빈도자료의 분석에는 비모수적 방법이 적절하며, 본 논문에서는 단변량 및 이변량 순위변수에 대한 윌콕슨-만-휘트니(Wilcoxon-Mann-Whitney; WMW) 검정법에 의한 표본수 결정방법을 제시한다. 단변량 순위변수의 윌콕슨 검정에서는 귀무가설과 대립가설 하의 분산을 이용한 표본수 공식이 귀무가설 하의 분산만 이용한 표본수 공식보다 정확하지만, 대립가설 하의 분산식에 나타나는 확률값이 일반적으로 알려져 있지 않으므로 이 확률값의 추정이 문제가 된다. 모의실험으로 두 방법에 대한 장, 단점을 알아본다. 효능과 안전성의 이변량 순위변수에서는 이변량 WMW 검정법에 의한 표본수 결정방법이 모수적 검정법에 의한 표본수 결정방법보다 더욱 바람직하다.

• Communications for Statistical Applications and Methods
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• 제6권3호
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• pp.687-694
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• 1999

The goodness of fit statistics of normality plots are obtained using the Receiver Operating Characteristic(ROC) method. This work is intended to compare with Shapiro-Wilk W statistic. Wel will use and discuss an accuracy of the test and the best cut-off value which minimizes the sum of the type I and II error probabilities.

• The Journal of Korean Physical Therapy
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• 제10권1호
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• pp.81-98
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• 1998

Isokinetic evaluation of trunk flexors and trunk extensors was performed at $60^{\circ}/sec\;and\;120^{\circ}/sec$ of angular velocity by using cybex 6000TEF Unit on 31 healthy male white workers and 15 post-operative HILD patients with no significant difference in mean age and mean body weight between two groups, and compared each other. The purpose of this study is to obtain the isokinetic normative strength values and endurance latins for Dunk extensors and trunk flexors, and is to provide a guideline for rehabilitation program of post-operative HILD patients. The collected data were analyzed by ANOVA, Duncan's Nyktuoke Range Test, and Pearson correlation coefficiency in PC-SAS program, The results obtained were as follow ; 1. Post-operative subjects has lower isokinetic values than normal subjects in peak torque, peak torque $\%$ by body weight, total work, total work $\%$ by body weight, average power, average power $\%$ by body weight, TAAE of trunk flexors and trunk extensors, and there are significant differences with statistic value in trunk extensors at $60^{\circ}/sec$ and in trunk flexors and trunk extensors at $120^{\circ}/sec$ between two groups(p<0.05). 2. Pest-ooperative subjects has lower values for angle of peak torque than normal subjects in trunk extensors, and there are significant differences with statistic value at $60^{\circ}/sec$ and $120^{\circ}/sec$ between two groups. 3. Post-operative subjects has higher values for endurance ratios than normal subjects in trunk extensors and flexors, but there are no significant differences with statistic value between two groups. 4. Post-operative subjects has higher values than normal subjects in peak torque ratios, total work ratios, average power ratios of trunk flexors to trunk extensors, and there are significant differences with statistic value between two groups(p<0.01). 5. There is significant positive-correlation with statistic valve between peak torque and height and body weight in normal subjects(p<0.05), but Thjere is significant negative-correlation between peak torque of trunk extensor at $120^{\circ}/sec$ and age (p<0.05). 6. There is significant positive-correlation with statistic value between peak torque of trunk flexors and body weight in post-operative subjects (p<0.05), but There is significant negative-correlation between peak torque of trunk extensor add age (p<0.05). In conclusion, post-operative subjects have greater weakness in trunk musculature than normal subjects, especially there is more significant weakness in trunk extensors than in trunk flexors

• Journal of the Korean Data and Information Science Society
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• 제16권3호
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• pp.609-620
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• 2005

In the secondary data analysis for categorical data, situations often arise in which the estimated cell variances are available, but not the full matrix of variances. In this case researchers are often inclined to use Pearson-type test statistics for homogeneity. However, for a complex sample observed cell proportions are not distributed as multinomial and Pearson-type test statistic generally is not distributed asymptotically as chi-square distribution. This paper evaluates powers for Wald test and Pearson-type test and the first order corrected test of Pearson-type test for homogeneity. The resulting power curves indicate that as the misspecification effect increases, the amount of inflation of significance level and the loss of power Pearson-type test are getting more severe.

• 응용통계연구
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• 제8권2호
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• pp.109-119
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• 1995

두 모집단에서 임의로 관측중단도니 두 표본을 얻었을 때, 두 모집단의 분포가 같다는 가설을 검정하기 위한 카이제곱 검정방법이 제안되었다. 여기서 제안된 통계량은 대립가설이 두 모집단의 분포가 같지 않다는 양측가설일 때 쓰일 수 있다. 귀무가설이 사실일 때 제안된 통계량의 극한분포는 카이제곱 분포가 된다. 두 가지 형태의 카이제곱 검정통계량이 제안되었는데, 하나는 product-limit 추정치로부터 얻은 관측된 칸(cell) 확률의 차이들의 벡터의 이차형식으로 표현된 것이고, 다른 하나는 간단한 합의 모양으로 표현된 것이다. 두 형태의 검정통계량을 사용하여 암치료를 위한 화학요법 실험으로부터 얻은 자료를 분석하여 보았다.

• 응용통계연구
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• 제29권1호
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• pp.75-83
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• 2016

본 연구에서는 금융시장 통합화에 따른 금융 시장 전염을 생물학적 전염개념에 기초하여 분석하는 검정 방법론을 제시하였다. 금융 시장 통합화를 측정하기 위하여 U-통계량을 사용하였고, 금융 시장 전염 검정을 위하여 단일방정식 오차수정 모형을 중심으로 잠재 요인모형, 분위수 회귀모형과 런검정을 사용하였다. 시뮬레이션결과 단일방정식 오차수정 모형이 자기상관을 갖는 오차항을 포함한 선형 회귀모형에서 비교적 높은 수준의 적합도를 일관성 있게 보여 주고 있다.

• Journal of the Korean Data and Information Science Society
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• 제23권5호
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• pp.1037-1044
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• 2012

Multivariate control charts for effectively monitoring every component in the dispersion matrix of multivariate normal process are considered. Through the numerical results, we noticed that the multivariate control charts based on sample statistic $V_i$ by Hotelling or $W_i$ by Alt do not work effectively when the correlation coefficient components in dispersion matrix are increased. We propose a combined procedure monitoring every component of dispersion matrix, which operates simultaneously both control charts, a chart controlling variance components and a chart controlling correlation coefficients. Our numerical results show that the proposed combined procedure is efficient for detecting changes in both variances and correlation coefficients of dispersion matrix.

• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.193-209
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• 2017

The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.