• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.155-168
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• 1996

In this paper we consider the multiprocess dynamic normal model with parameters having a time dependent non-linear structure. We develop and study the recursive estimation procedure for the proposed model with normality assumption. It turns out thst the proposed model has nice properties such as insensitivity to outliers and quick reaction to abrupt changes of pattern.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.277-283
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• 2005

In general, stock prices do not follow normal distributions and mean trend indexes, volatility indexes, and volume indicators relating to these non-normal stock price are widely used as buy-sell strategies. These general buy-sell strategies are rather intuitive than statistical reasoning. The non-normality problem can be solved by normalizing process and statistical buy-sell strategy can be obtained by using mean trend and volatility indexes together with normalized stock prices. In this paper, buy-sell strategy based on mean trend and volatility index with normalized stock prices are proposed and applied to KOSPI200 data to see the feasibility of the proposed buy-sell strategy.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2019.11a
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• pp.207-208
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• 2019

Currently, as the public interest for environmental issues has grown rapidly, the needs for G-SEED have also increased. However, as investment according to eco-friendly elements is inevitable to receive G-SEED certification, it is necessary to find out whether or not the sales price of apartments have increased compared to investment costs. Therefore, the objective of this study is to analyze the sales price of apartments according to G-SEED by using T-test. To achieve the objective, First, variables affecting on the sales price of apartments are selected. Second, the data are collected by using GIS(Geographic Information System). Third, after testing the normality, a comparison analysis is conducted on the sales price between G-SEED certified and non-certified apartments by using T-test. As a result, it is concluded that G-SEED certified apartments are more expensive than non-certified apartments. In the future, these findings can be utilized to develop of apartments price calculation model based on the G-SEED.

• Journal of the Korea Society of Computer and Information
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• v.27 no.6
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• pp.167-174
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• 2022

In this paper we investigate the permutation test for the equality of correlation coefficients in several independent populations. Permutation test is a non-parametric testing methodology based upon the exchangeability of observations. Exchangeability is a generalization of the concept of independent, identically distributed random variables. Using permutation method, we may construct asymptotically exact test. This method is asymptotically as powerful as standard parametric tests and is a valuable tool when the sample sizes are small and normality assumption cannot be met. We first review existing parametric approaches to test the equality of correlation coefficients and compare them with the permutation test. At the end, all the approaches are illustrated using Iris data example.

• 한국데이터정보과학회:학술대회논문집
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• 2003.10a
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• pp.19-30
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• 2003

In this paper we present a new family of distributions that allows a continuous variation not only from normality to non-normality but also from unimodality to bimodality. Its properties are especially useful in studying and making inferences about models involving the univariate truncated normal distribution. The properties of the family and its applications are given.

• Journal of the Korean Statistical Society
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• v.30 no.3
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• pp.387-406
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• 2001

Adaptive estimators for a class of nonlinear time series models has been proposed by several authors. Koul and Schick(1997) proposed the adaptive estimators without sample splitting for location-type time series models. They also showed by simulation that the adaptive estimators without sample splitting have smaller mean squared errors than those of the adaptive estimators with sample splitting. the present paper generalized the result in a case of location-scale type nonlinear time series models by simulation.

• Journal of the Korean Operations Research and Management Science Society
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• v.6 no.2
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• pp.35-49
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• 1981

This paper is concerned with developing a Multi-period Behavioral Model for the portfolio selection problem. The unique feature of the model is that it treats a number of factors and decision variables considered germane in decision making on an interrelated basis. The formulated problem has the structure of a Chance Constrained programming Model. Then empoloying arguments of Central Limit Theorem and normality assumption the stochastic model is reduced to that of a Non-Linear Programming Model. Finally, a number of interesting properties for the reduced model are established.

• International Journal of Reliability and Applications
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• v.10 no.2
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• pp.81-88
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• 2009

A non-parametric procedure is presented for testing exponentially against used better than aged in convex ordering class (UBAC) of life distributions based on u-test. Convergence of the proposed statistic to the normal distribution is proved. Selected critical values are tabulated for sample sizes 5(5)40. The Pitman asymptotic relative efficiency of my proposed test to tests of other classes is studied. An example of 40 patients suffering from blood cancer disease demonstrates practical application of the proposed test.

• Journal of the Korean Home Economics Association
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• v.35 no.1
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• pp.415-428
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• 1997

In the present study we examined clothing expenditure patterns and related variables in Korea. In addition we analyzed the differences of clothing expenditure patterns between overall overspenders and non-overspenders. We use the Family Income and Expenditure Study published by the National Statistical Office of Korea. Double logarithm functional forms were used to adjust the normality of sample distribution and multiple regression analyses and t-test were utilized as a statistical tools. The present study was divided into four folders. First the income elasticity of clothing expenditures was examined by different groups such as age job and education levels of households as percentage change of clothing expenditures to a percentage change of income. Second to analyze the effects of demogtraphic and socio-economic variables on clothing expenditure we utlized the standardized coefficients in the separate regression equation by demographic and socio-economic variables. Third using spending to income ratio we investigated the differnces of the clothing expenditure patterns between overall overspenders and non-overspenders. Fourth the effects of independent variables by ovespenders and non-overspenders werediscussed.

• Bulletin of the Korean Mathematical Society
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• v.50 no.6
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• pp.2079-2087
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• 2013

An $\mathcal{SQNS}$-group G is a group in which every proper subgroup of G is either s-quasinormal or self-normalizing and a minimal non-$\mathcal{SQNS}$-group is a group which is not an $\mathcal{SQNS}$-group but all of whose proper subgroups are $\mathcal{SQNS}$-groups. In this note all the finite minimal non-$\mathcal{SQNS}$-groups are determined.