• 응용통계연구
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• 제24권4호
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• pp.575-586
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• 2011

본 연구는 보험산업에서 관심을 갖는 파산확률의 근사적 추이를 살펴보기 위하여 크레임의 분포가 정규변동성 성질을 갖는 사례를 통하여 파산가능성의 추이를 살펴보고, 정확한 파산확률 유도에 결정적인 역할을 하는 계수를 추정하는 실증연구에 초점을 둔다. 추정된 결정계수와 보험위험 확률모형의 안전지수와의 연관성을 분석하여 파산확률의 추이를 진단하는 방법도 함께 진행된다.

• 한국학교수학회논문집
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• 제4권2호
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• pp.49-60
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• 2001

This paper is dedicated to the enhancement of the second-grade students of middle school students' understanding of the basic principles and concepts of probability with the help of Web-browser-used WBI programs relating to probability and statistics in teaching them the unit of probability. I have come up with the following research problems with a view to applying and analyzing the findings. (1) A web sites in relation to the learning of probability and statistics is to be developed with the second graders of middle school in mind. (2) Is there any difference between the experiment group exposed to web-sites-aided classes and the control group going through the conventional ways of math classes when the sites is made trial use of \ulcorner (3) What response do the learners show in regard to classes which makes use of the web sites when the sites is applied\ulcorner After making an experiment with the aid of the web sites and teaching plans, I made a measurement and an analysis of the academic achievement of the subjects, their understanding of classes based on the web sites, the concentration of the learners, and their responses relating to the contents of web sites concentrating on probability and statistics. I have come to the following conclusions based on the findings. First there was a significant difference between the classes of honor students and the classes of backward pupils when T-Test was made with regard to the achievement of the subjects who divided into the experiment group and the control group. The former made use of the web sites whereas the latter stuck to the conventional way of teaching math. The former scored higher than the latter. Second, the research based on questionnaire findings shows that the web-site-aided experiment classes proved to be more effective than the traditional control classes. All in all, I think that web-aided classes will have a more positive influence on the students' interest in math and on the scholastic achievement of math than conventional classes.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.109-113
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• 2000

We consider the probability that the total population of a Jackson network exceeds a given large value. By using the relation to the stationary distribution, we derive upper and lower bounds on this probability. These bounds imply the stronger logarithmic limit than that in Glasserman and Kou(1995) when several nodes have the same maximal load.

• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1405-1412
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• 2006

We shall derive the UMVUE of the tail probability in Poisson, Binomial, and negative Binomial distributions, and compare means squared errors of the UMVUE and the MLE of the tail probability in each case.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.201-205
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• 2003

We show how some probability nonreplacement sampling designs can be implemented using nonlinear programming, The efficiency of the proposed approach is compared with selected probability sampling schemes in the literature. The approach is simple to use and appears to have reasonable variance.

• Journal of the Korean Statistical Society
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• 제36권3호
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• pp.349-355
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• 2007

In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

• Communications for Statistical Applications and Methods
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• 제24권5호
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• pp.481-492
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• 2017

This paper investigates a convergence rate of a test statistics given by two scale sampling method based on $A\ddot{i}t$-Sahalia and Jacod (Annals of Statistics, 37, 184-222, 2009). This statistics tests for longitudinal data having the existence of long memory dependence driven by fractional Brownian motion with Hurst parameter $H{\in}(1/2,\;1)$. We obtain an upper bound in the Kolmogorov distance for normal approximation of this test statistic. As a main tool for our works, the recent results in Nourdin and Peccati (Probability Theory and Related Fields, 145, 75-118, 2009; Annals of Probability, 37, 2231-2261, 2009) will be used. These results are obtained by employing techniques based on the combination between Malliavin calculus and Stein's method for normal approximation.

• Journal of the Korean Statistical Society
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• 제26권3호
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• pp.365-382
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• 1997

In this paper we study the behaviors of the generalized Durbin-Watson (DW) statistics when the nonstationary seasonal time series regression model is misspecified. It is observed that when the series is seasonally integrated the generalized DW statistic for the seasonal period order autocorrelation converges in probability to zero while teh generalized DW statistic for the first order autocorrelation has nondegenerate asymptotic distribution. When the series is regularly and seasonally integrated the generalized DW for the first order autocorrelation still converges in probability to zero.

• 대한수학회보
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• 제50권2호
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• pp.611-626
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• 2013

In the paper we study the finite-time ruin probability in a general risk model with constant interest force, in which the claim sizes are pairwise quasi-asymptotically independent and arrive according to an arbitrary counting process, and the premium process is a general stochastic process. For the case that the claim-size distribution belongs to the consistent variation class, we obtain an asymptotic formula for the finite-time ruin probability, which holds uniformly for all time horizons varying in a relevant infinite interval. The obtained result also includes an asymptotic formula for the infinite-time ruin probability.

• Communications for Statistical Applications and Methods
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• 제13권2호
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• pp.243-254
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• 2006

The relative frequency of order statistics is investigated for independent and identically distributed (i.i.d.) random variables. Specifically, it is shown that the probability $Pr\{X_{[s]}=x\}$ is no less than the probability $Pr\{X_{[r]}=x\}$ at any point $x{\geqq}x_0$ when r$X_{[r]}$ denotes the r-th order statistic of an i.i.d. discrete random vector and $x_0$ depends on the population probability distribution. A similar result for i.i.d. continuous random vectors is also presented.