• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.435-442
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• 2005

The mathematical properties of the sequentially operated systems are often described by integral equations. Reservoir system of a product and sequential probability ratio test (SPRT) are typical examples of sequentially operated systems. When the underlying random quantities follow Erlang distribution, a systematic method was developed to solve the integral equations. We extend the method to the cases having accrual functions of more general types. The solutions of the integral equations are represented as a linear combination of distribution functions, and the coefficients of the linear combination are obtained by solving linear system derived from the continuity condition of the solutions.

• 응용통계연구
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• 제25권6호
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• pp.1037-1047
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• 2012

The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 1999년도 추계학술대회-지능형 정보기술과 미래조직 Information Technology and Future Organization
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• pp.303-311
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• 1999

The amount of financial information in today's sophisticated large data bases is huge and makes comparisons between company performance difficult or at least very time consuming. The purpose of this paper is to investigate whether neural networks in the form of self-organizing maps can be used to manage the complexity in large data bases. This paper structures and analyzes accounting numbers in a large data base over several time periods. By using self-organizing maps, we overcome the problems associated with finding the appropriate underlying distribution and the functional form of the underlying data in the structuring task that is often encountered, for example, when using cluster analysis. The method chosen also offers a way of visualizing the results. The data base in this study consists of annual reports of more than 80 Korean companies with data from the year 1998.

• 환경영향평가
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• 제4권2호
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• pp.93-103
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• 1995

This study was carried out to suggest the best statistical test to analyze the trend in monthly water quality data. Traditional parametric tests such as t-test and regression analysis are based on the assumption that the underlying population has a normal distribution and regression analysis additionally assumes that residual errors are independent. Analyzing 9-years monthly COD data collected at Paldang in Han River, the underlying population was found to be neither normal nor independent. Therefore parametric tests are invalid for trend detection. Four Kinds of nonparametric statistical tests, such as Run Test, Daniel test, Mann-Kendall test, and Time Series Residual Analysis were applied to analyze the trend in the COD data, Daniel test and Mann-Kendall test indicated upward trend in COD data. The best nonparametric test was suggested to be Daniel test, which is simple in computation and easy to understand the intuitive meaning.

• 한국콘크리트학회:학술대회논문집
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• 한국콘크리트학회 2008년도 춘계 학술발표회 제20권1호
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• pp.337-340
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• 2008

The important factors that should be considered when designing and constructing the precast prestressed concrete pavement were investigated in this study. Those factors included traffic and environmental loads, interaction between the concrete slab and the underlying layers, determination of the slab thickness and the prestressing amount. In addition, the behaviors of the precast prestressed concrete pavement when post-tensioning was applied were analyzed using a finite element model. The effects of the number of anchors, the horizontal resistance of underlying layers, the pavement length, the slab thickness, and the bearing area of the anchorage on the distribution of compressive stresses were analyzed.

• 유통과학연구
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• 제14권11호
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• pp.83-90
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• 2016

Purpose - During the last two years, convenient stores (CS) are emerging as one of the most fast-growing retail trades in Korea. The goal of this work is to forecast and to analyze sales at CS using ARIMA-Intervention model (IM) and exponential smoothing method (ESM), together with sales at supermarkets in South Korea. Considering that two retail trades above are homogeneous and comparable in size and purchasing items on off-line distribution channel, individual behavior and characteristic can be detected and also relative superiority of future growth can be forecasted. In particular, the rapid growth of sales at CS is regarded as an everlasting external event, or step intervention, so that IM with season variation can be examined. At the same time, Winters ESM can be investigated as an alternative to seasonal ARIMA-IM, on the assumption that the underlying series shows exponentially decreasing weights over time. In case of sales at supermarkets, the marked intervention could not be found over the underlying periods, so that only Winters ESM is considered. Research Design, Data, and Methodology - The dataset of this research is obtained from Korean Statistical Information Service (1/2010~7/2016) and Survey of Service Trend of Korea Statistics Administration. This work is exploited time series analyses such as IM, ESM and model-fitting statistics by using TSPLOT, TSMODEL, EXSMOOTH, ARIMA and MODELFIT procedures in SPSS 23.0. Results - By applying seasonal ARIMA-Intervention model to sales at CS, the steep and persisting increase can be expected over the next one year. On the other hand, we expect the rate of sales growth of supermarkets to be lagging and tied up constantly in the next 2016 year. Conclusions - Based on 2017 one-year sales forecasts for CS and supermarkets, we can yield the useful information for the development of CS and also for all retail trades. Future study is needed to analyze sales of popular items individually such as tobacco, banana milk, soju and so on and to get segmented results. Furthermore, we can expand sales forecasts to other retail trades such as department stores, hypermarkets, non-store retailing, so that comprehensive diagnostics can be delivered in the future.

• 환경정책연구
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• 제2권1호
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• pp.77-86
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• 2003

입도분포는 토양의 수리특성을 추정하는 데 많이 사용되고 있다. 본 연구는 다양한 가정조건을 가진 9개의 입도분포모형을 가지고 한국토양을 대상으로 어떤 모형이 가장 잘 입도분포를 모사하는지를 조사하였다. 4개의 추정변수를 가진 Fredlund모형, 로지스틱성장곡선, 그리고 Weibull분포가 다른 모형에 비해 PSD를 잘 모사하였다. 특히 추정변수가 없는 로지스틱 성장곡선 함수가 좋은 모사를 나타낸 것이 흥미로웠다.

• Communications for Statistical Applications and Methods
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• 제12권1호
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• pp.71-86
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• 2005

Testing for normality has always been an important part of statistical methodology. In this paper a test statistic for multivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is representable as the supremum over an index set of the integral of a suitable Gaussian process.

• 한국지진공학회논문집
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• 제19권3호
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• pp.93-102
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• 2015

This study evaluates collapse probabilities of structures which are designed according to a domestic seismic design code, KBC2009. In evaluating their collapse probabilities, to do this, probabilistic distribution models for seismic hazard and structural capacity are required. In this paper, eight major cities in Korea are selected and the demand probabilistic distribution of each city is obtained from the uniform seismic hazard. The probabilistic distribution for the structural capacity is assumed to follow a underlying design philosophy implicitly defined in ASCE 7-10. With the assumptions, the structural collapse probability in 50 years is evaluated based on the concept of a risk integral. This paper then defines an mean value of the collapse probabilities in 50 years of the selected major cities as the target risk. Risk-targeted spectral accelerations are finally suggested by modifying a current mapped spectral acceleration to meet the target risk.

• 한국국방경영분석학회지
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• 제22권2호
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• pp.126-138
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• 1996

The statistical control chart has been proven to be the effective tool most widely used in the manufacturing industry for monitoring and controlling the manufacturing processes. However, the Shewhart chart sometimes gives us false information when the distribution of quality characteristics is skewed. Therefore, it cannot serve as the universal quality control chart if there exist odd events in the manufacturing process. The objective of this study is thus to develop the new technique for constructing the limits of quality control chart based on a sample median and range when the distribution of the underlying population is skewed. This new control chart can effectively solve and manage the processes which have the non-normally distributed quality characteristics frequently occurring in the practical situation.