• Journal of the Korean Data and Information Science Society
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• 제16권1호
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• pp.137-144
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• 2005

In $I{\times}J$ incomplete contingency tables, the test of independence proposed by Chen and Fienberg(1974) uses $I{\times}J-1$ instead of (I-1)(J-1) degrees of freedom without providing much of an increase in the value of the test statistic. For these reasons, Chen and Fienberg tests are expected to have less power. New Wald test statistic related to the part of Chen and Fienberg test statistic is proposed using delta method. These two tests are compared through Monte Carlo studies.

• 통합자연과학논문집
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• 제7권3호
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• pp.208-213
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• 2014

National-wide and/or large scale sample surveys generally use complex sample design. Traditional Pearson chi-square test is not appropriate for the categorical complex sample data. Rao-Scott suggested an adjustment method for Pearson chi-square test, which uses the average of eigenvalues of design matrix of cell probabilities. This study is to compare the efficiency of Rao-Scott first order adjusted test to Wald test for homogeneity between two populations using 2009 Gyeongnam regional education offices's customer satisfaction survey (2009 GREOCSS) data. The 2009 GREOCSS data were collected based on stratified three-stage cluster sampling with probability proportional to size. The empirical results show that the Rao-Scott adjusted test statistic using only the variances of cell probabilities is very close to the Wald test statistic, which uses the covariance matrix of cell probabilities, under the 2009 GREOCSS data based. However it is necessary to be cautious to use the Rao-Scott first order adjusted test statistic in the place of Wald test because its efficiency is decreasing as the relative variance of eigenvalues of the design matrix of cell probabilities is increasing, specially more when the number of degrees of freedom is small.

• Journal of the Korean Statistical Society
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• 제33권4호
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• pp.411-433
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• 2004

The shrinkage preliminary test ridge regression estimators (SPTRRE) based on Wald (W), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests for estimating the regression parameters of the multiple linear regression model with multivariate Student's t error distribution are considered in this paper. The quadratic biases and risks of the proposed estimators are compared under both null and alternative hypotheses. It is observed that there is conflict among the three estimators with respect to their risks because of certain inequalities that exist among the test statistics. In the neighborhood of the restriction, the SPTRRE based on LM test has the smallest risk followed by the estimators based on LR and W tests. However, the SPTRRE based on W test performs the best followed by the LR and LM based estimators when the parameters move away from the subspace of the restrictions. Some tables for the maximum and minimum guaranteed efficiency of the proposed estimators have been given, which allow us to determine the optimum level of significance corresponding to the optimum estimator among proposed estimators. It is evident that in the choice of the smallest significance level to yield the best estimator the SPTRRE based on Wald test dominates the other two estimators.

• 대한간호학회지
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• 제52권2호
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• pp.121-133
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• 2022

Purpose: This study examined the impact of a virtual reality intervention program based on psychological needs on behavioral and psychological symptoms, apathy, and quality of life (QOL) in patients with dementia or mild cognitive impairment living in nursing facilities. Methods: This study is nonequivalent control group pretest-posttest design of quasi-experimental study. The study collected data from November 18, 2020 to July 24, 2021 from patients with dementia or mild cognitive impairment (30 in the experimental group and 30 in the control group) at three nursing facilities in G city using self-reporting and caregiver-informant reporting methods. The analysis employed the chi-square test, Fisher's exact test, paired t-test, independent t-test, Wilcoxon signed rank test, Mann-Whitney U, repeated measures ANOVA, GEE, using SPSS/WIN 27.0. Results: The severity of behavioral and psychological symptoms (Wald 𝛘² = 2.68, p = .102) and the care burden of caregivers (Wald 𝛘² = 1.72, p = .190) were not significant and was no significant time and group interaction effect (Wald 𝛘² = 0.63, p = .426, Wald 𝛘² = 0.52, p =. 471). The difference in apathy and QOL score were statistically significant for the group-time interaction (F = 43.65, p < .001; F = 4.35, p = .041). Conclusion: The virtual reality intervention program of this study shows a positive effect on the apathy reduction and QOL of patients with dementia or mild cognitive impairment residing in nursing facilities.

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.419-437
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• 1995

Given the specific mean shift outlier model, several standard approaches to obtaining test statistic for outliers are discussed. Each of these is developed in detail for the nonlinear regression model, and each leads to an equivalent distribution. The geometric interpretations of the statistics and accuracy of linear approximation are also presented.

• 응용통계연구
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• 제1권2호
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• pp.66-81
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• 1987

이 연구에서는 새로운 방법의 비모수적 축차검정방법이 제시되었다. 먼저 축차적으로 얻어지는 관측치를 일정수의 집단으로 분류하고 각집단으로부터 주어진 가설에 적절한 비모수 통계량을 구하여 이것을 축차확률비검정에서 사용되는 로그확률비통계량에 대체하여 Wald의 축차검정을 수행하는 방법이다. 이러한 검정의 특성은 Wiener과정에 의해 근사적으로 규명되었다.

• The Journal of Asian Finance, Economics and Business
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• 제7권10호
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• pp.523-530
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• 2020

The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

• Communications for Statistical Applications and Methods
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• 제4권3호
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• pp.677-683
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• 1997

For an AR(1) model with intercept $y_t=\mu+\rho{y_{t-1}}+e_t$, a test for random walk hypothesis $H_0:(\mu, \rho)=(0, 1)$is proposed, which is based on the symmetric estimator. In the vicinity of the null, the test in shown to be more powerful than the test of Dickey and Fuller(1981) based on the ordinary least squares estimator.

• 대한원격탐사학회지
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• 제32권5호
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• pp.453-469
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• 2016

최근 영상융합 기법의 품질평가를 위하여 다양한 방법이 제안되었다. 품질평가를 위한 일련의 과정들을 통틀어 프로토콜이라 정의되었으며, Wald's 프로토콜, QNR 프로토콜, Khan's 프로토콜 등의 다양한 품질평가 프로토콜이 제시되었다. 본 논문에서는 KOMPSAT-2/3/3A 위성영상을 활용하여 제시된 세 가지 품질평가 프로토콜을 각기 다른 융합 기법에 적용하였을 때 나타나는 결과를 비교하고, KOMPSAT 위성영상에의 활용가능성을 알아보는 한편 각 프로토콜의 장단점을 분석하였다. 이 때 기존의 연구와 달리 융합 영상의 품질이 시각적으로 뚜렷하게 구분되는 융합 기법을 사용하여 육안 분석을 통한 정성적 분석을 진행함과 동시에 각 품질평가 프로토콜을 통한 정량적 분석을 수행하였다. 이를 통해 분광정보 보존의 측면과 공간 정보 보존의 측면에서 정성적 결과와 정량적 결과의 유사성을 파악하였다. 분석 결과, 각 프로토콜의 과정상 특징을 반영하는 결과를 나타내었다. Wald's 프로토콜의 경우 정성적/정량적 분석 결과가 동일하였으나, 프로토콜 수행 과정이 번거로우며 특히 영상의 공간해상도를 강제로 저하시킨 후 융합을 진행하여도 그 결과가 실제 공간해상도의 융합 결과와 동일하다는 전제를 가정하고 있다는 한계점이 존재하였다. QNR 프로토콜의 경우 원 영상의 융합 결과를 평가할 수 있다는 장점이 존재하였다. 그러나 분광정보 보존 분석 시 Wavelet 융합 결과의 aliasing 현상을 반영하지 못하는 등의 불안정성이 존재하여 프로토콜을 활용할 때 주의해야하는 단점이 있었다. Khan's 프로토콜의 경우 분광정보 보존 분석의 경우에 정성적/정량적 분석 결과가 Wavelet 융합 기법에서 일치하지 않았다. 이는 품질평가 시 공간해상도를 강제로 저하시킬 때 융합 영상의 품질이 변하여 발생하는 문제였다. 공간정보 보존 분석의 경우 Wald's 프로토콜의 한계점과 QNR 프로토콜의 단점을 모두 보완하여 품질평가를 수행하는 프로토콜이라 할 수 있음을 확인하였다.

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.275-284
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• 2007

Confidence intervals for the population proportion in a double sampling scheme subject to false-positive misclassification are considered. The confidence intervals are obtained by applying Agresti and Coull's approach, so-called "adding two-failures and two successes". They are compared in terms of coverage probabilities and expected widths with the Wald interval and the confidence interval given by Boese et al. (2006). The latter one is a test-based confidence interval and is known to have good properties. It is shown that the Agresti and Coull's approach provides a relatively simple but effective confidence interval.