• The Korean Journal of Applied Statistics
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• v.21 no.2
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• pp.247-264
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• 2008

This paper considers the integrated process control procedure for detecting special causes in an ARIMA(0,1,1) process that is being adjusted automatically after each observation using a minimum mean squared error adjustment policy. It is assumed that a special cause can change the process mean and the process variance. We derive expressions for the process deviation from target for a variety of different process parameter changes, and introduce a control chart, based on the generalized likelihood ratio, for detecting special causes. We also propose the integrated process control scheme bases on the future loss. The future loss denotes the cost that will be incurred in a process remaining interval from a true out-of-control signal.

• The Korean Journal of Applied Statistics
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• v.4 no.1
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• pp.1-11
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• 1991

It is of great interest to consider the homogeniety of covariance matrices in MANOVA of discriminant analysis. If we lock at the problem of testing hypothesis, H : $\Sigma_1 = \Sigma_2$ from an invariance point of view where $\Sigma_i$ are the covariance matrix of two independent p-variate distribution, the testing problem is invariant under the group of nonsingular transformations and the hypothesis becomes H : $\delta_1 = \delta_2 = \cdots = \delta_p = 1$ where $\delta = (\delta_1, \delta_2, \cdots, \delta_p)$ is a vector of latent roots of $\Sigma$. Bias-corrected estimators of eigenvalues and sampling distribution of the test statistics proposed are obtained. Pooled-bootstrap method also considered for Bartlett's modified likelihood ratio statistics.

• Asian Pacific Journal of Cancer Prevention
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• v.15 no.18
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• pp.7583-7588
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• 2014

Background: Colorectal cancer (CRC) is a major cause of cancer-related death and cancer-related incidence worldwide. The potential of microRNA-21 (miR-21) as a biomarker for CRC detection has been studied in several studies. However, the results were inconsistent. Therefore, we conducted the present meta-analysis to systematically assess the diagnostic value of miR-21 for CRC. Materials and Methods: Using a random-effect model, the pooled sensitivity (SEN), specificity (SPE), positive likelihood ratio (PLR), negative likelihood ratio (NLR), and diagnostic odds ratio (DOR) were calculated to evaluate the diagnostic performance of miR-21 for CRC. A summary receiver operating characteristic (SROC) curve and an area under the curve (AUC) were also generated to assess the diagnosis accuracy of miR-21 for CRC. Q test and I2 statistics were used to assess between-study heterogeneity. Publication bias was evaluated by the Deeks' funnel plot asymmetry test. Results: A total of 986 CRC patients and 702 matched healthy controls from 8 studies were involved in the meta-analysis. The pooled results for SEN, SPE, PLR, NLR, DOR, and AUC were 57% (95%CI: 39%-74%), 87% (95%CI: 78%-93%), 4.4 (95%CI: 2.4-8.0), 0.49 (95%CI: 0.32-0.74), 9 (95%CI: 4-22), and 0.83 (95%CI: 0.79-0.86), respectively. Subgroup analyses further suggested that blood-based studies showed a better diagnostic accuracy compared with feces-based studies, indicating that blood may be a better matrix for miR-21 assay and CRC detection. Conclusions: Our findings suggest that miR-21 has a potential diagnostic value for CRC with a moderate level of overall diagnostic accuracy. Hence, it could be used as auxiliary means for the initial screening of CRC and avoid unnecessary colonoscopy, which is an invasive and expensive procedure.

• Journal of The Geomorphological Association of Korea
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• v.21 no.4
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• pp.133-147
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• 2014

Reducing the range of target landform, is required to save the time and cost before real field survey in the case of inaccessible landform such as talus. In this study, Weight of Evidence modeling, which is a Target-driven spatial analysis statistics methods, has been applied to reduce the field survey range of target landform. In order to apply the Weight of Evidence analysis, a likelihood ratio was calculated on the basis of the result of correlation analysis between geomorphic factors and GIS information after selection of geomorphic factors regarding talus. A best combination, which has the biggest possibility for Talus Potential Index, was found by using SRC and AUC methods after calculating the number of cases for each thematic maps. This combination which includes aspect, geology, slope, land-cover, soil depth and soil drainage factors, showed quite high accuracy by 74.47% indicating the ratio of real existent talus to potential talus distribution.

• The KIPS Transactions:PartD
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• v.9D no.6
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• pp.1119-1126
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• 2002

In this paper, we propose two predictive spatial data mining based on spatial statistics and apply for predicting the forest fire hazardous area. These are conditional probability and likelihood ratio methods. In these approaches, the prediction models and estimation procedures are depending un the basic quantitative relationships of spatial data sets relevant forest fire with respect to selected the past forest fire ignition areas. To make forest fire hazardous area prediction map using the two proposed methods and evaluate the performance of prediction power, we applied a FHR (Forest Fire Hazard Rate) and a PRC (Prediction Rate Curve) respectively. In comparison of the prediction power of the two proposed prediction model, the likelihood ratio method is mort powerful than conditional probability method. The proposed model for prediction of forest fire hazardous area would be helpful to increase the efficiency of forest fire management such as prevention of forest fire occurrence and effective placement of forest fire monitoring equipment and manpower.

• Communications for Statistical Applications and Methods
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• v.25 no.4
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• pp.373-383
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• 2018

The spatial scan statistic is a widely used method to detect spatial clusters. The method imposes a large number of scanning windows with pre-defined shapes and varying sizes on the entire study region. The likelihood ratio test statistic comparing inside versus outside each window is then calculated and the window with the maximum value of test statistic becomes the most likely cluster. The results of cluster detection respond sensitively to the shape and the maximum size of scanning windows. The shape of scanning window has been extensively studied; however, there has been relatively little attention on the maximum scanning window size (MSWS) or maximum reported cluster size (MRCS). The Gini coefficient has recently been proposed by Han et al. (International Journal of Health Geographics, 15, 27, 2016) as a powerful tool to determine the optimal value of MRCS for the Poisson-based spatial scan statistic. In this paper, we apply the Gini coefficient to normal-based spatial scan statistics. Through a simulation study, we evaluate the performance of the proposed method. We illustrate the method using a real data example of female colorectal cancer incidence rates in South Korea for the year 2009.

• Journal of the Korean Data and Information Science Society
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• v.10 no.2
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• pp.369-385
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• 1999

For the growth curve model with arbitrary covariance structure, known as unstructured covariance matrix, the problems of detecting outliers are discussed in this paper. In order to detect outliers in the growth curve model, the likelihood ratio testing statistics in mean shift model is established and its distribution is derived. After we detected outliers in growth curve model, we test homo and/or hetero-geneous covariance matrices using PSR Quasi-Bayes Criterion. For illustration, one numerical example is discussed, which compares between before and after outlier deleting.

• Communications for Statistical Applications and Methods
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• v.25 no.1
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• pp.15-27
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• 2018

Parametric method of flood frequency analysis involves fitting of a probability distribution to observed flood data. When record length at a given site is relatively shorter and hard to apply the asymptotic theory, an alternative distribution to the generalized extreme value (GEV) distribution is often used. In this study, we consider the beta-P distribution (BPD) as an alternative to the GEV and other well-known distributions for modeling extreme events of small or moderate samples as well as highly skewed or heavy tailed data. The L-moments ratio diagram shows that special cases of the BPD include the generalized logistic, three-parameter log-normal, and GEV distributions. To estimate the parameters in the distribution, the method of moments, L-moments, and maximum likelihood estimation methods are considered. A Monte-Carlo study is then conducted to compare these three estimation methods. Our result suggests that the L-moments estimator works better than the other estimators for this model of small or moderate samples. Two applications to the annual maximum stream flow of Colorado and the rainfall data from cloud seeding experiments in Southern Florida are reported to show the usefulness of the BPD for modeling hydrologic events. In these examples, BPD turns out to work better than $beta-{\kappa}$, Gumbel, and GEV distributions.

• Communications for Statistical Applications and Methods
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• v.15 no.5
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• pp.727-735
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• 2008

Consider a clinical trial in which the main end-point is survival. Suppose after the start of the study an intermediate event occurs which may be influenced by a covariate(or treatment). In many clinical studies the occurrence of an intermediate event may change the survival distribution. This investigation develops two-stage model which, in the first stage, models the effect of covariate on the intermediate event and models the relationship between survival time and covariate as well as the intermediate event. In this paper, the two-stage model is presented in order to model intermediate event and a test based on this model is also provided. A numerical simulations are carried out to evaluate its overall significance level.

• The Korean Journal of Applied Statistics
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• v.10 no.1
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• pp.105-119
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• 1997

Barnwal and Paul(1988) derived the likelihood ratio statistic and $C(\alpha)$ statistic for testing the equality of the means of several groups of count data in the presence of a common dispersion parameter. These tests are generalized to be applicable without the restriction of a common dispersion parameter. And the assumed model of data is also extended from negative binomial to double exponential Poisson model. Monte Carlo simulations show the superiority of $C(\alpha)$ statistic based on the double exponential Poisson family which has a very simple form and requires estimates of the parameters only under the null hypothesis.