• 대한수학회논문집
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• 제13권2호
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• pp.385-391
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• 1998

In this note, we study a weak law of large numbers for sequences of exchangeable random variables. As a special case, we have an extension of Kolmogorov's generalization of Khintchine's weak law of large numbers to i.i.d. random variables.

• Communications for Statistical Applications and Methods
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• 제4권3호
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• pp.859-862
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• 1997

In this paper a general result on almost sure properties is proved for a sequence of exchangeable random variables. Some known results follow from the theorem as special cases.

• 응용통계연구
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• 제24권5호
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• pp.809-820
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• 2011

VaR는 투자목적이나 위험관리수단으로 시장위험을 측정하는 방법으로 현실생활에서는 다변량 분포에 대하여 추정을 필요로 한다. 본 연구는 다변량 확률변수들의 분포를 생성하기 위하여 Copula 함수를 사용한다. 확률변수들의 종속구조를 exchangeable Copula, fully nested Copula, partially nested Copula로 구별하여 토론한다. 국내의 네 종류의 산업체의 수익률 자료를 실증예제로 하여 Clayton, Gumbel, Frank Copula 함수가 포함된 Archimedean Copula 함수의 모수들을 세 종류의 종속구조를 이용하여 구하고, 이 자료에 적합한 Copula 함수와 각 함수에 대응하는 VaR를 추정하고 비교탐색한다.

• Journal of Preventive Medicine and Public Health
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• 제37권4호
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• pp.381-389
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• 2004

Objective : To compare the efficacy between SKI306X and Diclofenac by using generalized estimating equations (GEE) methodology in the analysis of correlated bivariate binary outcome data in Osteoarthritis (OA) diseases. Methods : A randomized, double-blind, active comparator-controlled, non-inferiority clinical trial was conducted at 5 institutions in Korea with the random assignment of 248 patients aged 35 to 75 years old with OA of the knee and clinical evidence of OA. Patients were enrolled in this study if they had at least moderate pain in the affected knee joint and a score larger than 35mm as assessed by VAS (Visual Analog Scale). The main exposure variable was treatment (SKI 306X vs. Diclofenac) and other covariates were age, sex, BMI, baseline VAS, center, operation history (Yes/No), NSAIDS (Y/N), acupuncture (Y/N), herbal medicine (Y/N), past history of musculoskeletal disease (Y/N), and previous therapy related with OA (Y/N). The main study outcome was the change of VAS pain scores from baseline to the 2nd and 4th weeks after treatment. Pain scores were obtained as baseline, 2nd and 4th weeks after treatment. We applied GEE approach with empirical covariance matrix and independent(or exchangeable) working correlation matrix to evaluate the relation of several risk factors to the change of VAS pain scores with correlated binary bivariate outcomes. Results : While baseline VAS, age, and acupuncture variables had protective effects for reducing the OA pain, its treatment (Joins/Diclofenac) was not statistically significant through GEE methodology (ITT:aOR=1.37, 95% CI=(0.8200, 2.26), PP:aOR=1.47, 95% CI=(0.73, 2.95)). The goodness-of-fit statistic for GEE (6.55, p=0.68) was computed to assess the adequacy of the fitted final model. Conclusions : Both ANCOVA and GEE methods yielded non statistical significance in the evaluation of non-inferiority of the efficacy between SKI306X and Diclofenac. While VAS outcome for each visit was applied in GEE, only VAS outcome for the fourth visit was applied in ANCOVA. So the GEE methodology is more accurate for the analysis of correlated outcomes.