• Title/Summary/Keyword: Wald

Search Result 116, Processing Time 0.029 seconds

Estimation of Design Rainfall Considering the Change of the Number of Years for Observed Data (관측년수변화를 고려한 설계강우량 산정)

  • Ryoo, Kyong-Sik;Lee, Soon-Hyuk;Hwang, Man-Ha;Lee, Sang-Jin
    • Proceedings of the Korean Society of Agricultural Engineers Conference
    • /
    • 2005.10a
    • /
    • pp.284-287
    • /
    • 2005
  • The objective of this study is to check into variation trends of design rainfall according to change of the number of years for observed data. To make comparative study of the relation between design rainfall and recorded year, this study was used maximum rainfall for 24-hr consecutive duration at Gangneung, Seoul, Incheon, Chupungnyeong, Pohang, Daegu, Jeonju, Ulsan, Gwangju, Busan, Mokpo and Yeosu rainfall stations. The tests for Independence, Homogeneity and detection of outliers were used Wald-Wolfowitz's test, Mann-Whitney's test and Grubbs and Beck test respectively. To select appopriate distribution, the distribution of genaralized pareto(GPA), generalized extreme value(GEV), generalized logistic(GLO), lognormal and pearson type 3 distribution is judged by L-moment ratio diagram and Kolmogorov-Smirnov (K-S) test. Design rainfall was estimated by at-site frequency analysis using L-moments and Generalized extreme value(GEV) distribution according to change of the number of years for observed data. Through the comparative analysis for design rainfall induced by L-moments and GEV distribution, relationship between design rainfall and recorded year is provided.

  • PDF

Estimation of Design Floods Using 3 and 4 Parameter Kappa Distributions (3변수 및 4변수 Kappa 분포에 의한 설계홍수량 추정)

  • Maeng, Seung-Jin;Kim, Byeoung-Jun;Kim, Hyung-San
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.51 no.4
    • /
    • pp.49-55
    • /
    • 2009
  • This paper is to induce design floods through L-moment with 3 and 4 parameter Kappa distributions including test of independence by Wald-Wolfowitz, homogeneity by Mann-Whitney and outlier by Grubbs-Beck on annual maximum flood flows at 9 water level gaging stations in Han, Nakdong and Geum Rivers of South Korea. After analyzing appropriateness of the data of annual maximum flood flows by Kolmogorov-Smirnov test, 3 and 4 Kappa distributions were applied and the appropriateness was judged. The parameters of 3 and 4 Kappa distributions were estimated by L-moment method and the design floods by water level gaging station was calculated. Through the comparative analysis using the relative root mean square errors (RRMSE) and relative absolute errors (RAE) calculated by 3 and 4 parameter Kappa distributions with 4 plotting position formulas, the result showed that the design floods by 4 parameter Kappa distribution with Weibull and Cunnane plotting position formulas are closer to the observed data than those obtained by 3 parameter Kappa distribution with 4 plotting position formulas and 4 parameter Kappa distribution with Hazen and Gringorten plotting position formulas.

Factors Influencing Environmental Accounting Information Disclosure of Listed Enterprises on Vietnamese Stock Markets

  • NGUYEN, Tung Dao
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.7 no.11
    • /
    • pp.877-883
    • /
    • 2020
  • The purpose of the article is to evaluate the factors that affect the degree of environmental accounting information disclosure. Data are collected from 87 industry companies listed on the Vietnamese stock market from 2009 to 2019. I focus on the effect of factors such as the Firm size, Profitability, Leverage, Firm age, and Independent auditors. To explain the causal relationship between factors, I construct the regression model and then test it by using different statistical method approaches, including the pooled OLS, the fixed effects model, and the random effects model. Then I conduct testing of model defects: White Test, Wooldridge Test, Hausman Test, and Wald Test. The Feasible Generalized Least Squares (FGLS) method is used to analyze the image factors that affect environmental accounting information disclosure. The results show that the extent of environmental accounting information disclosure is influenced by factors: firm size, uptime and independent audit. These factors positively affect the level of environmental accounting information disclosure; independent audit has the greatest influence. Based on the research results, the author gives recommendations to improve the disclosure of environmental accounting information for industrial enterprises listed on the Vietnamese stock market, increasing the competitiveness of the public company in terms of global integration.

Gender Differences in Correlates of Depression and Suicidal Ideation among Korean Adolescents (한국 청소년의 우울 및 자살생각 영향요인의 남녀차이)

  • Jeon, Gyeong-Suk;Park, So-Youn;Cho, Sunhee
    • The Korean Journal of Health Service Management
    • /
    • v.6 no.4
    • /
    • pp.295-308
    • /
    • 2012
  • This study aimed to investigate gender differences in prevalence and correlates of depression and suicidal ideation among Korean adolescents. The analysis was performed using data from the 2009 Korean Youth Risk Behavior Web-based Survey. Logistic regression models and Wald chi-square statistics were used to identify the difference in the coefficients between the gender-specific models. Female students reported higher prevalence for depression(42.9%) than male students(31.4%), as well as higher level of suicidal ideation(girls:23.1%, boys:14.7%). Lower school achievement, worse self-rated health status, more conflicts were associated with higher level of depression and suicidal ideation. The impact of school achievement and conflicts with friends on mental health was greater among girls than boys. We suggest that the efficient strategies focusing on the gender differences should be established to improve mental health among Korean adolescents.

Untersuchung über die Fluktuation im Dickenwachstum des Baumes (임목(林木) 직경생장(直徑生長)의 변동(變動)에 관(關)한 연구(研究))

  • Kwon, O-Bok;Suzuki, Tasiti
    • Journal of Korean Society of Forest Science
    • /
    • v.34 no.1
    • /
    • pp.57-62
    • /
    • 1977
  • Der Zuwachs des Durchmessers des Einzelbaumes kann durch die Differenzialgleichung dx/dt=k(M-x)+f(t) beschrieben werder, wobei f(t) die von den zuf$\ddot{a}$lligen $\ddot{A}$nderungen der Umwelt bedingte Fluktuation des Wachstums bedeutet. Nach dieser Gleichung kann das Wachstum des Durchmessers des Einzelbaumes in zwei Teile zerlegt werden: der erste systematische Teil k(M-x) repr$\ddot{a}$sentiert den Trend des Wachstums und der zweite Teil die Fluktuation f(t), die f$\ddot{u}$r die Wald bewirtschaftung von Praktischer Bedeutung ist. Die Studie zeigt die mathematische Ableitung zur Bestimmung von f(t).

  • PDF

Updated confidence intervals for the COVID-19 antibody retention rate in the Korean population

  • Kamruzzaman, Md.;Apio, Catherine;Park, Taesung
    • Genomics & Informatics
    • /
    • v.18 no.4
    • /
    • pp.45.1-45.5
    • /
    • 2020
  • With the ongoing rise of coronavirus disease 2019 (COVID-19) pandemic across the globe, interests in COVID-19 antibody testing, also known as a serology test has grown, as a way to measure how far the infection has spread in the population and to identify individuals who may be immune. Recently, many countries reported their population based antibody titer study results. South Korea recently reported their third antibody formation rate, where it divided the study between the general population and the young male youths in their early twenties. As previously stated, these simple point estimates may be misinterpreted without proper estimation of standard error and confidence intervals. In this article, we provide an updated 95% confidence intervals for COVID-19 antibody formation rate for the Korean population using asymptotic, exact and Bayesian statistical estimation methods. As before, we found that the Wald method gives the narrowest interval among all asymptotic methods whereas mid p-value gives the narrowest among all exact methods and Jeffrey's method gives the narrowest from Bayesian method. The most conservative 95% confidence interval estimation shows that as of 00:00 November 23, 2020, at least 69,524 people were infected but not confirmed. It also shows that more positive cases were found among the young male in their twenties (0.22%), three times that of the general public (0.051%). This thereby calls for the quarantine authorities' need to strengthen quarantine managements for the early twenties in order to find the hidden infected people in the population.

The Role of Remittances in Financial Development: Evidence from Nonlinear ARDL and Asymmetric Causality

  • MEHTA, Ahmed Muneeb;QAMRUZZAMAN, Md.;SERFRAZ, Ayesha;ALI, Asad
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.8 no.3
    • /
    • pp.139-154
    • /
    • 2021
  • This study's impetus is to explore fresh evidence to answer the question, i.e., whether remittances asymmetrically influence financial development in Bangladesh from 1975 to 2019. The study employs several tests, i.e., nonlinear unit root test, Autoregressive Distributed Lagged (ARDL), NARDL, and asymmetric causality test for establishing the pattern of association. Nonlinear unit root tests confirm that variables follow a nonlinear system of being stationary after the first difference. nonlinearity among variables is investigated by performing the BDS test and nonlinear OLS. Directional causality is investigated through both linear and nonlinear effects of remittance inflows by following the non-granger casualty test. The test statistics of Fpass and tBDM showed the Long-run cointegration in the empirical model and positive effect running from remittances inflow to financial development both in the long-run and short-run. Furthermore, the results of a standard Wald test divulge the presence of long-run and short-run asymmetry. Asymmetry causality test established unidirectional causality due to positive and negative shocks in remittances inflows to Bank-based financial development and feedback hypothesis hold for explaining causality between positive and negative shocks in remittance inflows and Stock-based financial development.

Symmetric and Asymmetric Effects of Financial Innovation and FDI on Exchange Rate Volatility: Evidence from South Asian Countries

  • QAMRUZZAMAN, Md.;MEHTA, Ahmed Muneeb;KHALID, Rimsha;SERFRAZ, Ayesha;SALEEM, Hina
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.8 no.1
    • /
    • pp.23-36
    • /
    • 2021
  • The study explores the nexus between foreign direct investment (FDI), financial innovation, and exchange rate volatility in selected South Asian countries for 1980 to 2017. The study applies the unit root test, Autoregressive Distributed Lagged, nonlinear ARDL, and causality test following Toda-Yamamoto. Unit root tests ascertain that variables are integrated in a mixed order; few variables are stationary at a level and few after the first difference. Empirical model estimation with ARDL, Long-run cointegration revealed with the tests of FPSS, WPSS, and tBDM by rejecting the null hypothesis of "no cointegration." This finding suggests that, in the long-run financial innovation, FDI inflows, and exchange rate volatility move together. Moreover, study findings established adverse effects running from FDI inflows and financial innovation to exchange rate volatility in the long run. These findings suggest that continual FDI inflows and innovativeness in the financial system assist in lessening the volatility in the foreign exchange market. Furthermore, nonlinear ARDL confirms the presence of asymmetric cointegration in the model. The standard Wald test established asymmetric effects running from FDI inflows and financial innovation to exchange rate volatility, both in the long and short run. Directional causality unveils feedback hypothesis holds for explaining causality between FDI, financial innovation, and exchange rate volatility.

The COVID-19 Pandemic and Instability of Stock Markets: An Empirical Analysis Using Panel Vector Error Correction Model

  • ABDULRAZZAQ, Yousef M.;ALI, Mohammad A.;ALMANSOURI, Hesham A.
    • The Journal of Asian Finance, Economics and Business
    • /
    • v.9 no.4
    • /
    • pp.173-183
    • /
    • 2022
  • The objective of this research is to examine the influence of the COVID-19 pandemic on stock markets in a few developing and developed countries. This study uses daily data from January 2020 to May 2021 and obtained from World Health Organization and Thomson Reuters. The secondary data was evaluated through panel econometric methodology that includes different unit root tests, and to analyze the long-run relationship between variables, panel cointegration techniques were applied. The long-run causality among variables was examined through Panel Vector Error Correction Model. The overall findings of this study suggest a long-run association exists between several cases and death with the stock returns of the GCC and other stock markets. Furthermore, the VECM model also identified a long-run causality running from COVID cases and death towards the stock rerun of both sets of stock markets. However, a subsequent Wald test yielded mixed results, indicating no short-run causality between cases and deaths and stock returns in both groups; however, in the case of GCC, several COVID-19 cases are having a causal impact on stock markets, which is notable in light of the fact that the death rate in GCC is significantly lower than in many developed and developing countries.

Confidence intervals for the COVID-19 neutralizing antibody retention rate in the Korean population

  • Apio, Catherine;Kamruzzaman, Md.;Park, Taesung
    • Genomics & Informatics
    • /
    • v.18 no.3
    • /
    • pp.31.1-31.8
    • /
    • 2020
  • The coronavirus disease 2019 (COVID-19), caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), has become a global pandemic. No specific therapeutic agents or vaccines for COVID-19 are available, though several antiviral drugs, are under investigation as treatment agents for COVID-19. The use of convalescent plasma transfusion that contain neutralizing antibodies for COVID-19 has become the major focus. This requires mass screening of populations for these antibodies. While several countries started reporting population based antibody rate, its simple point estimate may be misinterpreted without proper estimation of standard error and confidence intervals. In this paper, we review the importance of antibody studies and present the 95% confidence intervals COVID-19 antibody rate for the Korean population using two recently performed antibody tests in Korea. Due to the sparsity of data, the estimation of confidence interval is a big challenge. Thus, we consider several confidence intervals using Asymptotic, Exact and Bayesian estimation methods. In this article, we found that the Wald method gives the narrowest interval among all Asymptotic methods whereas mid p-value gives the narrowest among all Exact methods and Jeffrey's method gives the narrowest from Bayesian method. The most conservative 95% confidence interval estimation shows that as of 00:00 on September 15, 2020, at least 32,602 people were infected but not confirmed in Korea.