• Title/Summary/Keyword: numerical statistical study

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Development of Numerical and Graph Interpretation Skills - Prerequisites for Statistical Literacy

  • Watson, Jane M.;Kelly, Ben A.
    • Research in Mathematical Education
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    • v.10 no.4 s.28
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    • pp.259-288
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    • 2006
  • This study considers the performance of students in Grades 5 to 10 on four tasks assessing students' ability to evaluate data presented in numerical form, for example, in a list or table, or in graphical form, for example, in a frequency graph or scatter graph. The ability to tell a story from data or a graph is an important aspect of statistical literacy. The samples provide the opportunity to consider the association of two pairs of items, one from each type of interpretation, numerical and graphical. Educational implications for the outcomes and the classroom use of the items are considered.

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Numerical Iteration for Stationary Probabilities of Markov Chains

  • Na, Seongryong
    • Communications for Statistical Applications and Methods
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    • v.21 no.6
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    • pp.513-520
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    • 2014
  • We study numerical methods to obtain the stationary probabilities of continuous-time Markov chains whose embedded chains are periodic. The power method is applied to the balance equations of the periodic embedded Markov chains. The power method can have the convergence speed of exponential rate that is ambiguous in its application to original continuous-time Markov chains since the embedded chains are discrete-time processes. An illustrative example is presented to investigate the numerical iteration of this paper. A numerical study shows that a rapid and stable solution for stationary probabilities can be achieved regardless of periodicity and initial conditions.

Graphical Study on the Entropy of Order Statistics

  • Park, Sang-Un
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.307-313
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    • 1998
  • The entropy measure is considered to denote the uncertainty of order statistics filters and choose the length of consecutive order statistic filters. However, it needs much calculations to get the amount of the entropy of all possible sets of consecutive order statistics, and the results of those calculations return many numerical values. Thus we provide an efficient graphical presentation of those numerical values, which make it easy to understand the distribution of the entropy among order statistics.

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Asymptotic computation of Greeks under a stochastic volatility model

  • Park, Sang-Hyeon;Lee, Kiseop
    • Communications for Statistical Applications and Methods
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    • v.23 no.1
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    • pp.21-32
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    • 2016
  • We study asymptotic expansion formulae for numerical computation of Greeks (i.e. sensitivity) in finance. Our approach is based on the integration-by-parts formula of the Malliavin calculus. We propose asymptotic expansion of Greeks for a stochastic volatility model using the Greeks formula of the Black-Scholes model. A singular perturbation method is applied to derive asymptotic Greeks formulae. We also provide numerical simulation of our method and compare it to the Monte Carlo finite difference approach.

Parallel Coordinate Plots of Mixed-Type Data

  • Kwak, Il-Youp;Huh, Myung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.587-595
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    • 2008
  • Parallel coordinate plot of Inselberg (1985) is useful for visualizing dozens of variables, but so far the plot's applicability is limited to the variables of numerical type. The aim of this study is to extend the parallel coordinate plot so that it can accommodate both numerical and categorical variables. We combine Hayashi's (1950, 1952) quantification method of categorical variables and Hurley's (2004) endlink algorithm of ordering variables for the parallel coordinate plot. In line with our former study (Kwak and Huh, 2008), we develop Andrews' type modification of conventional straight-lines parallel coordinate plot to visualize the mixed-type data.

Canonical Correlation Biplot

  • Park, Mi-Ra;Huh, Myung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.3 no.1
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    • pp.11-19
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    • 1996
  • Canonical correlation analysis is a multivariate technique for identifying and quantifying the statistical relationship between two sets of variables. Like most multivariate techniques, the main objective of canonical correlation analysis is to reduce the dimensionality of the dataset. It would be particularly useful if high dimensional data can be represented in a low dimensional space. In this study, we will construct statistical graphs for paired sets of multivariate data. Specifically, plots of the observations as well as the variables are proposed. We discuss the geometric interpretation and goodness-of-fit of the proposed plots. We also provide a numerical example.

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Numerical Analysis for Dynamic Response of Railway Plate Girder Bridges according to Types of Train (판형교의 열차유형별 동적응답에 대한 수치해석)

  • 오지택;박문석;최진유
    • Proceedings of the KSR Conference
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    • 2001.10a
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    • pp.310-315
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    • 2001
  • In this study, railway plate girder bridges are modeled in detail for finite elements within 3-dimension and analyzed by SAP 2000N, a commercial finite element analysis tool. Especially, loads of trains gained by statistical averages of measured true loads of trains are used for analysis. When the loads are adapted, the numerical dynamic responses are very close to real measurements. Resonant speed areas by train types are evaluated from the results of numerical analyses by different driving speeds of trains. For dynamic numerical analysis of railway bridges, reasonable guides are also discussed.

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A Statistics Education Package Tong-Gramy for 5-8 Graders (초중등학생 교육용 통계패키지 통그라미 개발)

  • Lee, Jung Jin;Lee, Tae Rim;Kang, Gunseog;Kim, Sungsoo;Park, Heon Jin;Lee, Yoon-Dong;Sim, Songyong
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.487-500
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    • 2014
  • The elementary school curriculum includes some statistical concepts and many graphical methods. However, statistical concepts are difficult to understand; consequently, many of those graphs and numerical summaries are obtained by hand. We develop an intuitive statistics education package called Tong-Gramy focused on 5-8 graders to help students and teachers study statistics. This software covers numerical and graphical statistics that appear in 5-8 graders' textbooks. The graphs provided are dynamically linked to data and every graph is linked to every datum. The graphs of Tong-Gramy are dynamic graphs and morphing technology is used where applicable.

Intensive numerical studies of optimal sufficient dimension reduction with singularity

  • Yoo, Jae Keun;Gwak, Da-Hae;Kim, Min-Sun
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.303-315
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    • 2017
  • Yoo (2015, Statistics and Probability Letters, 99, 109-113) derives theoretical results in an optimal sufficient dimension reduction with singular inner-product matrix. The results are promising, but Yoo (2015) only presents one simulation study. So, an evaluation of its practical usefulness is necessary based on numerical studies. This paper studies the asymptotic behaviors of Yoo (2015) through various simulation models and presents a real data example that focuses on ordinary least squares. Intensive numerical studies show that the $x^2$ test by Yoo (2015) outperforms the existing optimal sufficient dimension reduction method. The basis estimation by the former can be theoretically sub-optimal; however, there are no notable differences from that by the latter. This investigation confirms the practical usefulness of Yoo (2015).

Direct Numerical Simulation of Mass Transfer in Turbulent new Around a Rotating Circular Cylinder ( I ) - At Sc=1670 - (회전하는 원형단면 실린더 주위의 난류유동 물질전달에 대한 직접수치모사 ( I ) - 높은 Schmidt 수에 대하여 -)

  • Hwang Jong-Yeon;Yang Kyung-Soo
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.29 no.7 s.238
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    • pp.837-845
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    • 2005
  • In this paper, an investigation on high-Schmidt number (Sc=1670) mass transfer in turbulent flow around a rotating circular cylinder is carried out by Direct Numerical Simulation. The concentration field is computed for three different values of low Reynolds number, namely 161, 348 and 623 based on the cylinder radius and friction velocity. Statistical study reveals that the thickness of Nernst diffusive layer is very small compared with that of viscous sub-layer in the case of high Sc mass transfer. Strong correlation of concentration field with streamwise and vertical velocity components is observed. However, that is not the case with the spanwise velocity component. Instantaneous concentration visualization reveals that the length scale of concentration fluctuation typically decreases as Reynolds number increases. Statistical correlation between Sherwood number and Reynolds number is consistent with other experiments currently available.