• 제목/요약/키워드: measure of association

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A Measures of Association for Two-way Contingency Tables by Maximum Association

  • Kim, Sang-Giun;Lee, Woo-Rhee
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.773-781
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    • 2005
  • Pearson $X^2$ statistics can be used as the measure of association for two-way contingency tables. However, it's magnitude depends on the sample size N, the normalized index ${\phi}^2 = X^2\;/\;N$ has. been widely used in many researches instead of that. In this study, we firstly point out that the actual upper bound of ${\phi}^2$ can be affected by the given marginals of the tables, so that ${\phi}^2$ should be adjusted the actual maximum to get the proper range [ 0, 1]. Also we point out that the maximum could be found easily by using several algorithms like Hu and Mukerjee(2002). With the actual maximum, we propose the relative measure of association which is normalized by it.

The Development of Relative Interestingness Measure for Comparing with Degrees of Association

  • Park, Hee-Chang
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1269-1279
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    • 2008
  • Data mining is the technique to find useful information in huge databases. One of the well-studied problems in data mining is exploration for association rules. An association rule technique finds the relation among each items in massive volume databases by several interestingness measures. An important and useful classification scheme of interestingness measures may be based on user-involvement. This results in two categories - objective and subjective measures. This paper present some relative interestingess measures to compare with degrees of association for two groups. A comparative study with some relative interestingness measures is shown by numerical example. The results show that the relative net confidence is the best relative interestingness measure.

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흥미도 측도 관점에서 상대적 인과 강도의 고찰 (A study on the relatively causal strength measures in a viewpoint of interestingness measure)

  • 박희창
    • Journal of the Korean Data and Information Science Society
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    • 제28권1호
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    • pp.49-56
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    • 2017
  • 빅 데이터를 분석하기 위한 기법 중에서 연관성 규칙은 여러 가지 연관성 평가 기준을 이용하여 항목들 간에 연관성 유무를 탐색하는 기법이다. 이러한 연관성 규칙 기법은 규칙의 생성 방향에 따라 정과 부, 그리고 역의 연관성 규칙 등이 있다. 본 논문에서는 여러 가지 상대적 인과 강도를 흥미도 측도의 관점에서 어떤 유형의 연관성 규칙에 적용 가능한 지를 탐색하는 동시에 기존의 기본적인 평가측도 증에서 여러 가지 유형의 신뢰도들과의 관계를 규명하고자 하였다. 그 결과, 후항변수가 발생할 비율이 0.5 이상이면 Good이 제안한 측도 ($RCS_{IJ1}$)가 Lewis가 제안한 측도 ($RCS_{LR1}$) 보다 값의 변화폭이 더 크므로 $RCS_{IJ1}$이 더 바람직한 측도가 되며, 그 비율이 0.5 미만이면 $RCS_{LR1}$이 더 바람직하다고 할 수 있다.

Three-dimensional Teleoperation Performance Measures: Their correlations and effects of task difficulty

  • Park, Sung Ha
    • 대한인간공학회지
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    • 제19권2호
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    • pp.33-45
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    • 2000
  • Present study was performed to compare different types of teleoperation performance measures. A modified Cooper-Harper rating scale and a distance measure were newly introduced and compared to two traditional measures, the error rate and time-to-completion. Participants performed a simulated telerobotic task with varying visual display interfaces. The results of correlation analyses revealed that the modified Cooper-Harper ratings had a close association with the error rate measure. The distance measure also appeared to be a consistent performance measure, which accounted for both the error rate and time-to-completion. A further analysis, however, showed that the effectiveness of each performance measure varied with the level of task difficulty. The results imply that the choice of performance measure should be made based on the task difficulty as well as the particular task being studied. The results revealed here also have implication for performance measures of various display and control systems including aircraft navigation displays and tactical displays.

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Association of Mutual Fund Risk Measures and Return Parameters: A Juxtapose of Ranking for Performance in Pakistan

  • KHURRAM, Muhammad Usman;HAMID, Kashif;JAVEED, Sohail Ahmad
    • The Journal of Asian Finance, Economics and Business
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    • 제8권2호
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    • pp.25-39
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    • 2021
  • This purpose of this study is to investigate the association among mutual funds (MFs) risk measures and return parameters, evaluate mutual fund performance and also explore the best appropriate mutual fund performance measure for investment in Pakistan. Therefore, thirty-five mutual funds have been selected for the period 2007-2015. The Sharpe, Treynor, Jensen Alpha, Information ratio and Fama's Net Selectivity measures has been used to analyze MF performance. Our study findings show significant positive relation exist between Sharpe and Jenson alpha & information ratio (IR); Treynor ratio is negatively correlated to Jenson alpha and Jenson alpha is positively allied with IR. Moreover, association among performance measures, Fama's net selectivity is a major driver in leading to other measures but Sharpe and IR lead to Treynor ratio as well. Furthermore, performance measures are ranked in accordance standard deviation with the arrangement of Fama's net selectivity at top, Jenson Alpha at second, Sharpe ratio at third, IR at fourth and Treynor ratio at fifth position according to risk parameters in Pakistan. Overall, Jensen Alpha measure appears to be the best suitable mutual fund performance measure in Pakistan due to its practical nature. Finally, the Pakistani stock market index KSE100 (as benchmark) performs better than MF industry of Pakistan.

A bivariate extension of the Hosking and Wallis goodness-of-fit measure for regional distributions

  • Kjeldsen, Thomas Rodding;Prosdocimi, Ilaria
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2015년도 학술발표회
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    • pp.239-239
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    • 2015
  • This study presents a bivariate extension of the goodness-of-fit measure for regional frequency distributions developed by Hosking and Wallis [1993] for use with the method of L-moments. Utilising the approximate joint normal distribution of the regional L-skewness and L-kurtosis, a graphical representation of the confidence region on the L-moment diagram can be constructed as an ellipsoid. Candidate distributions can then be accepted where the corresponding the oretical relationship between the L-skewness and L-kurtosis intersects the confidence region, and the chosen distribution would be the one that minimises the Mahalanobis distance measure. Based on a set of Monte Carlo simulations it is demonstrated that the new bivariate measure generally selects the true population distribution more frequently than the original method. An R-code implementation of the method is available for download free-of-charge from the GitHub code depository and will be demonstrated on a case study of annual maximum series of peak flow data from a homogeneous region in Italy.

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가족주의가치 측정을 위한 기초연구 - 가족주의척도 제작을 중심으로 - (A Study on the Measure of Familism : Familism Scale)

  • 옥선화
    • 대한가정학회지
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    • 제24권3호
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    • pp.143-153
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    • 1986
  • This study is intended to develop a scale to measure familism. Construction of this scale is based on a sample of 448 married males and females living in Seoul. This scale to measure familism is developed by employing a type of item analysis method called correlation analysis. 13 items are selected by correlation analysis, and these are found statistically significant even by analysis based on the criterion of internal consistency. Validity of this scale is evidenced by logical validation, jury opinion and independent criteria. Reliability estimate assessed by Cronbach's alpha coefficients is .759. This scale comprises the following 4 aspects of familism: 1) Support for filial piety and ancestor worship. 2) Integration of individual activities into family ones for achievement of family objectives. 3) Obligation to support individual family members and give them financial assistance when needed, on the assumption that properties such as land, money, etc. belong to family. 4) Mutual aid in psychological and social aspects between parents and married children, and married children and their married siblings. It is concluded that this familism scale represents an improvement on other measure of familism, but that a number of methodological issues remain to be further studied.

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준노름 퍼지적분의 비 선형성 (Non-Linearity of the Seminormed Fuzzy Integral)

  • Kim, Mi-Hye
    • 한국콘텐츠학회논문지
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    • 제2권2호
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    • pp.91-97
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    • 2002
  • Let (X, F, g) be a fuzzy measure space. Then for any h$\in$ $L^{0}$ (X) , a$\in$[0 , 1] , and $A\in$F ∫$_{A}$aㆍh($\chi$)┬g=aㆍ∫$_{A}$h($\chi$)┬g with the t-seminorm ┬(x, y)= xy. And we prove that the Seminormed fuzzy integral has some linearity properties only for {0,1}-classes of fuzzy measure as follow, For any f, h$\in$ $L^{0}$ ($\chi$), any a, b$\in$R+: af+bh$\in$ $L^{0}$ ($\chi$)⇒ ∫$_{A}$(af+bh)┬g=a∫$_{A}$f┬g+b∫$_{A}$h┬g; if and only if g is a probability measure fulfilling g(A) $\in${0, 1} for all $A\in$F.n$F.

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공동주택의 건강성능 평가지표 개발에 관한 연구 (A Study on the Evaluation Indicators of Healthy Housing Quality of Multi-Family Housing)

  • 조성희;강나나
    • 한국주거학회논문집
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    • 제22권1호
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    • pp.43-55
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    • 2011
  • The purpose this study is to develop indicators that measure the healthy housing condition of multi-family housing. The major findings are as follow: first, healthy housing was defined by physical, mental, social, and management aspects and proposed the conceptual model of hierarchy structure of evaluation of healthy housing by literature reviews. Second, evaluating items were selected based on literature reviews of existing indicators and preceding studies about both domestic and overseas multi-family housing. The evaluating indicators were identified as a total of 87 evaluating items which were composed of four dimensions and 16 attributes on the basis of the conceptual model. They cover comprehensive scope of the multi-family housing such as unit, building, complex, and site. Third, as the measurement, the 5-point ordinal scale measure was suggested. The evaluating measurement including measure standards, measure methods, and measure contents were developed by each evaluating items. Lastly, the weighting of evaluating indicators was developed by AHP method conducted by survey of an expert group. Items were identified as high contributors or low contributors. The weighting of these items could suggest several evaluations according to the situation. The level of healthy housing condition may be evaluated by both total evaluation and a specific field of evaluation.

사용자 기반의 협력필터링 시스템을 위한 유사도 측정의 최적화 (Optimization of the Similarity Measure for User-based Collaborative Filtering Systems)

  • 이수정
    • 컴퓨터교육학회논문지
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    • 제19권1호
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    • pp.111-118
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    • 2016
  • 협력 필터링 기반의 추천시스템에서 유사도 측정은 시스템의 성능에 큰 영향을 미치는데, 이는 유사한 다른 사용자들로부터 항목을 추천받기 때문이다. 본 연구에서는 전통적인 유사도 측정 방법의 가장 큰 문제인 데이터 희소성을 극복하기 위해, 기존의 유사도 측정값과 공통평가항목수의 반영값을 최적으로 결합하는 새로운 유사도 측정방식을 제안한다. 제안 방식의 성능 평가를 위해 다양한 조건으로 실험한 결과 기존 방식들보다 우수한 예측 정확도를 나타냈으며, 구체적으로 전통적인 피어슨 상관보다 최대 약 7%, 코사인 유사도보다는 최대 약 4% 향상된 결과를 보였다.