• 대한수학회지
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• 제61권2호
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• pp.293-307
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• 2024

In this paper, we give a general method to compute the linear independence measure of 1, log(1 - 1/r), log(1 + 1/s) for infinitely many integers r and s. We also give improvements for the special cases when r = s, for example, ν(1, log 3/4, log 5/4) ≤ 9.197.

• 응용통계연구
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• 제17권2호
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• pp.337-346
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• 2004

랜덤표본에 관한 이원분할표의 독립성검정에는 통상 피어슨의 카이제곱적합도검정과 우도비검정을 사용한다. 그러나 랜덤표본이 아닌 집락자료에 관한 분할표의 경우에는 이들 검정법은 잘못된 결과를 나타낸다. 이러한 경우에는 공변량의 고정효과 외에 집락에 따른 변량효과를 함께 포함하는 일반화선형혼합모형을 고려함으로써 집락간의 이질성과 집락내의 종속성을 반영할 수 있다. 본 연구에서는 집락자료의 분할표에 대한 일반화선형혼합모형을 소개하고 실례를 통하여 이들 모형의 적합에 대해 논의한다.

• 정보보호학회논문지
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• 제28권6호
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• pp.1379-1392
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• 2018

차분선형 분석의 복잡도는 라운드 독립성, 선형 근사식 독립성, 차분 경로를 만족하지 못하는 경로에 대한 균일성 가정 아래 계산되는 차분선형 특성의 확률에 큰 영향을 받는다. 따라서 차분선형 특성의 정확한 확률을 계산하는 것은 공격의 유효성과 관련된 매우 중요한 문제이다. 본 논문은 차분선형 분석을 위한 새로운 개념 DLCT(Differential-Linear Connectivity Table)를 제안한다. 그리고 DLCT를 적용하여 선형 근사식 독립성 가정을 완화할 수 있는 차분선형 특성의 향상된 확률 계산 방법을 제안하며, DES와 SERPENT에 적용하여 기존 분석결과를 재분석한다. DES의 7-라운드 차분선형 특성의 확률은 $1/2+2^{-5.81}$, SERPENT의 9-라운드 차분선형 특성의 확률은 $1/2+2^{-57.9}$로 다시 계산되었고 공격에 필요한 데이터 복잡도는 각각 $2^{0.2}$, $2^{2.2}$배 감소한다.

• Communications for Statistical Applications and Methods
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• 제13권2호
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• pp.219-231
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• 2006

When the correlation of two random variables is weak, the value of one variable can not be used effectively to predict the other. Even when most of the values are overlapped, it is difficult to find a linear relationship. In this paper, we propose two graphical methods of representing the measures of correlation and independence between two random variables. The first method is used to represent their degree of correlation, and the other is used to represent their independence. Both of these methods are based on the cumulative distribution functions defined in this work.

• Communications for Statistical Applications and Methods
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• 제23권3호
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• pp.215-230
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• 2016

The powers of some tests for independence hypothesis against positive (negative) quadrant dependence in generalized Farlie-Gumbel-Morgenstern distribution are compared graphically by simulation. Some of these tests are usual linear rank tests of independence. Two other possible rank tests of independence are locally most powerful rank test and a powerful nonparametric test based on the $Cram{\acute{e}}r-von$ Mises statistic. We also evaluate the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987) based on the asymptotic distribution of a U-statistic and the test statistic proposed by $G{\ddot{u}}ven$ and Kotz (2008) in generalized Farlie-Gumbel-Morgenstern distribution. Tests of independence are also compared for sample sizes n = 20, 30, 50, empirically. Finally, we apply two examples to illustrate the results.

• 한국운동역학회지
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• 제28권2호
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• pp.127-134
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• 2018

Objective: In a statistical linear model estimating the center of rotation of a human hip joint, which is the parameter related to the mean of response vectors, assumptions of homoscedasticity and independence of position vectors measured repeatedly over time in the model result in an inefficient parameter. We, therefore, should take into account the variance-covariance structure of longitudinal responses. The purpose of this study was to estimate the efficient center of rotation vector of the hip joint by using covariance pattern models. Method: The covariance pattern models are used to model various kinds of covariance matrices of error vectors to take into account longitudinal data. The data acquired from functional motions to estimate hip joint center were applied to the models. Results: The results showed that the data were better fitted using various covariance pattern models than the general linear model assuming homoscedasticity and independence. Conclusion: The estimated joint centers of the covariance pattern models showed slight differences from those of the general linear model. The estimated standard errors of the joint center for covariance pattern models showed a large difference with those of the general linear model.

• 한국수학교육학회지시리즈A:수학교육
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• 제12권2호
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• pp.1-4
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• 1974

Matroid theory, which was first introduced in 1935 by Whitney (2), is a branch of combinational mathematics which has some very much to the fore in the last few years. H. Whitney had just spent several years working in the field of graph theory, and had noticed several similarities between the ideas of independence and rank in graph theory and those of linear independence and dimension in the study of vector spaces. A matroid is essentially a set with some kind of 'independence structure' defined on it. There are several known results concerning how matroids can be induced from given matroid by a digraph. The purpose of this note is to show that, given a matroid M$_{0}$ (N) and a digraph $\Gamma$(N), then a new matroid M(N) is induced, where A⊆N is independent in M(N) if and only if A is the set of initial vertices of a family of pairwise-vertex-disjoint paths with terminal vertices independent in M$_{0}$ (N).(N).

• East Asian mathematical journal
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• 제36권1호
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• pp.25-34
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• 2020

The classical limit theorems like strong law of large numbers, central limit theorems and law of iterated logarithms are fundamental theories in probability and statistics. These limit theorems are proved under additivity of probabilities and expectations. In this paper, we investigate strong law of large numbers under sub-linear expectation which generalize the classical ones. We give strong law of large numbers under sub-linear expectation with respect to the partial sums and some conditions similar to Petrov's. It is an extension of the classical Chung type strong law of large numbers of Jardas et al.'s result. As an application, we obtain Chung's strong law of large number and Marcinkiewicz's strong law of large number for independent and identically distributed random variables under the sub-linear expectation. Here the sub-linear expectation and its related capacity are not additive.

• 응용통계연구
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• 제19권2호
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• pp.361-368
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• 2006

이차원 범주형 자료를 시각적으로 표현하는 이차원과 삼차원 그래프는 많이 존재한다. 그중에서 Li등(2003)은 삼차원 그래프를 이차원 평면에 투영시키는 다이아몬드 그래프를 제안하였다. 여기서 세번째 차원은 면적과 높이 그리고 길이가 관찰값에 대응하는 다이아몬드 모양으로 대체하였다. 본 논문에 서는 이차원 자료에 대하여는 두 범주형 변수의 독립성을 검정하기 위하여 다이아몬드 그래프를 이용한다. 그리고 삼차원 이상의 자료에 대해서는 자료에 가장 적합한 로그선형모형을 설정하는데 활용할 수 있다.

• The Journal of Asian Finance, Economics and Business
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• 제8권3호
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• pp.341-350
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• 2021

This study tested the effect of the board of directors' (BOD) characteristics on the corporate performance of the Jordanian industrial and service companies listed on the Amman Stock Exchange (ASE) during the period 2015-2019. The characteristics of the BOD were measured through the following variables: MO = managerial ownership; CEODU = CEO duality; BI = board independence; GD = gender diversity; ND = nationality diversity; AE = advanced education; BM = board meetings; BSIZ = board size; CSIZ = corporate size; CA = corporate age. The corporate performance was measured by return on assets (ROA) and return on equity (ROE). The corporate size and corporate age were used as control variables. The study sample consisted of 85 industrial and service companies with 425 observations to identify the nature of the effect of the BOD characteristics on performance. This study applied time-series data (panel data), and the multiple linear regression method was used to achieve study objectives. Results showed a positive effect of the study variables on performance, while the corporate age and the education level (BOD members) have a negative effect on performance.