• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.193-207
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• 2001

When designing a test set, we need to consider constraints on items that are deemed important by item developers or test specialists. The constraints are essentially on the components of the test domain or abilities relevant to a given test set. And so if the test domain could be represented in a more refined form, test construction would be made in a more efficient way. We assume that relationships among task abilities are representable by a causal model and that the item response theory (IRT) is not fully available for them. In such a case we can not apply traditional item selection methods that are based on the IRT. In this paper, we use entropy as an uncertainty measure for making inferences on task abilities and developed an optimal item selection algorithm which reduces most the entropy of task abilities when items are selected from an item pool.

• Communications for Statistical Applications and Methods
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• v.25 no.1
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• pp.29-42
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• 2018

We combine the integer-valued GARCH(1, 1) model with a generalized regime-switching model to propose a dynamic count time series model. Our model adopts Markov-chains with time-varying dependent transition probabilities to model dynamic count time series called the generalized regime-switching integer-valued GARCH(1, 1) (GRS-INGARCH(1, 1)) models. We derive a recursive formula of the conditional probability of the regime in the Markov-chain given the past information, in terms of transition probabilities of the Markov-chain and the Poisson parameters of the INGARCH(1, 1) process. In addition, we also study the forecasting of the Poisson parameter as well as the cumulative impulse response function of the model, which is a measure for the persistence of volatility. A Monte-Carlo simulation is conducted to see the performances of volatility forecasting and behaviors of cumulative impulse response coefficients as well as conditional maximum likelihood estimation; consequently, a real data application is given.

• The Korean Journal of Applied Statistics
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• v.11 no.1
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• pp.177-184
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• 1998

Most of the research on discrimination and classification analysis has been directed to the situation where the data consist of independent observations. However, it is often the case in practice that a dependence structure between objects does exist, in particular, for the time series data. This article is handling such a case and is concerned with the problem of classifying new object when the dependence can be modelled by a discrete time series via conditional autologistic transition probability.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.1
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• pp.20-33
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• 2015

Spectrum sensing is a key component of cognitive radio. The prediction of the primary user status in a low signal-to-noise ratio is an important factor in spectrum sensing. However, because of noise uncertainty, secondary users have difficulty distinguishing between the primary signal and an unauthorized signal when an unauthorized user exists in a cognitive radio network. To resolve the sensitivity to the noise uncertainty problem, we propose an entropy-based spectrum sensing scheme to detect the primary signal accurately in the presence of an unauthorized signal. The proposed spectrum sensing uses the conditional entropy between the primary signal and the unauthorized signal. The ability to detect the primary signal is thus robust against noise uncertainty, which leads to superior sensing performance in a low signal-to-noise ratio. Simulation results show that the proposed spectrum sensing scheme outperforms the conventional entropy-based spectrum sensing schemes in terms of the primary user detection probability.

• The Pure and Applied Mathematics
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• v.4 no.1
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• pp.97-104
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• 1997

The large deviations theorem of Cramer is extended to conditional probabilities in the following sense. Consider a random sample of pairs of random vectors and the sample means of each of the pairs. The probability that the first falls outside a certain convex set given that the second is fixed is shown to decrease with the sample size at an exponential rate which depends on the Kullback-Leibler distance between two distributions in an associated exponential familiy of distributions. Examples are given which include a method of computing the Bahadur exact slope for tests of certain composite hypotheses in exponential families.

• Transactions of the Korean Society of Mechanical Engineers
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• v.14 no.1
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• pp.230-240
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• 1990

An exprimental research has been carried out to find the intermittent flow pattern in the transition region of a turbulent round jet in order to elucidate detailed turbulence structure and to accumulate basic data necessary for computational turbulence modelling. Turbulent signals were processed digitally to obtain conventional or conditional velocity components. The high-order conditional correlations obtained in this study showed similar trends as those of other free shear flows. It was found that the non-turbulent fluid contributes negligibly to the turbulent kinetic energy production and its diffusive transport and that the diffusion by bulk convection has the same order of magnitude as the gradient diffusion in the free boundary region. The statistical analyses such as flatness factor, skewness factor and probability density functions of turbulent and non-turbulent zone durations have also been performed.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.435-443
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• 2022

In this paper, using Covid-19 diagnostic data provided by the Korea Disease Control and Prevention Agency (KDCA), we examine the probability of confirmed cases and the probability of actually being confirmed when the rapid test is negative according to the sensitivity and specificity of the rapid diagnostic kit. When we know the conditional probability of confirmation given a positive test, we induce the relationship between sensitivity and specificity, and compute the actual sensitivity of the rapid diagnosis kit based on the data of KDCA.

• Journal of applied mathematics & informatics
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• v.27 no.3_4
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• pp.843-856
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• 2009

In possibility framework, we propose two risk measures named Fuzzy Value-at-Risk and Fuzzy Conditional Value-at-Risk, based on Credibility measure. Two portfolio optimization models for fuzzy portfolio selection problems are formulated. Then a chaos genetic algorithm based on fuzzy simulation is designed, and finally computational results show that the two risk measures can play a role in possibility space similar to Value-at-Risk and Conditional Value-at-Risk in probability space.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• 2012.05a
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• pp.274-277
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• 2012

Large eddy simulation is applied to the turbulent flow and heat transfer in straight cooling passages with varying aspect ratio. The turbulent statistics of the flow and thermal quantities are calculated and the characteristics of Nusselt number are investigated. To scrutinize near-wall streamwise vortices, a conditional sampling technique is adopted. Clockwise and counter-clockwise rotating streamwise vortices are sampled and the probability density function of the vortex circulation Reynolds number and wall Nusselt number are calculated.

• Journal of Korean Society of Rural Planning
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• v.24 no.2
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• pp.109-114
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• 2018

In this study, we estimate the greenhouse farmers' willingness to pay of agricultural water supply through pipeline. First, in the questionnaire design, orthogonal design and block design were used to enhance the ease of survey. Second, the theoretical model was constructed through the setting of the probability utility function, and the parameters were estimated by using the conditional logit model. Third, all of the estimation coefficients were statistically significant at the 1% significance level. The results of analysis are summarized as follows. First, the probability of selection is increased when maintenance is carried out by Korea Rural Community Corporation or local government. Second, the probability of selection is increased when agricultural water supply through pipeline is higher than the current level. Third, if the Korea Rural Community Corporation carries out maintenance management, the marginal willingness to pay is 44 won per ton. And if the local government carries out maintenance management, the marginal willingness to pay is 25 won per ton. Fourth, according to the quality level of agricultural water supply, the marginal willingness to pay is 101 won, 114 won and 120 won per ton, respectively. This study can be used as a basic data on the cost setting for agricultural water supply through pipeline.