• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.495-500
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• 2012

We consider a Bayesian test of independence in a two-way contingency table that has some zero cells. To do this, we take a three-stage hierarchical Bayesian model under each hypothesis. For prior, we use Dirichlet density to model the marginal cell and each cell probabilities. Our method does not require complicated computation such as a Metropolis-Hastings algorithm to draw samples from each posterior density of parameters. We draw samples using a Gibbs sampler with a grid method. For complicated posterior formulas, we apply the Monte-Carlo integration and the sampling important resampling algorithm. We compare the values of the Bayes factor with the results of a chi-square test and the likelihood ratio test.

• Communications for Statistical Applications and Methods
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• v.23 no.5
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• pp.433-444
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• 2016

When we observe binary responses in a cluster (such as rat lab-subjects), they are usually correlated to each other. In clustered binomial counts, the independence assumption is violated and we encounter an extra-variation. In the presence of extra-variation, the ordinary statistical analyses of binomial data are inappropriate to apply. In testing the homogeneity of proportions between several treatment groups, the classical Pearson chi-squared test has a severe flaw in the control of Type I error rates. We focus on modifying the chi-squared statistic by incorporating variance inflation factors. We suggest a method to adjust data in terms of dispersion estimate based on a quasi-likelihood model. We explain the testing procedure via an illustrative example as well as compare the performance of a modified chi-squared test with competitive statistics through a Monte Carlo study.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.4
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• pp.404-414
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• 2016

So called quaternary quasi-orthogonal sequence spatial modulation (Q-QOS-SM) has been presented with an advantage of improved throughputs compared to the conventional SM and generalized spatial modulation (GSM) by virtue of a larger set size of QOSs and its minimized correlation value between these QOSs. However the Q-QOS-SM has been originally invented for limited transmit antennas of only powers of two. In this paper, by extending the Q-QOS-SM to any number of transmit antennas, we propose a generalized Q-QOS-SM, referred as G-QO-SM. Unlike the conventional Q-QOS-SM using the Q-QOSs of length of any power of two, the proposed G-QO-SM is constructed based on the Q-QOSs of only the lengths of 2 and 4. The proposed scheme guarantees the transmission of the total $N_t$ spatial bits with $N_t$ transmit antennas, and thus achieves greatly higher throughputs than the other existing schemes including the SM, GSM, Q-QOS-SM, Quadrature-SM, and Enhanced-SM. The performance improvements of the proposed G-QO-SM is justified by comparing the analytically derived BER upper bounds and also the exact Monte Carlo simulation results.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.563-585
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• 2008

This paper presents how to improve the efficiency and accuracy in the pricing and sensitivity evaluation for derivatives, since the need for the evaluation of complicated derivatives is increased. The Monte Carlo(MC) simulation using the quasi random number instead of pseudo random number can improve the elapsed time and accuracy for the valuation of European-type derivatives. However, the quasi MC simulation method has its limit for applying it in the multi-dimensional case such as American-type and path-dependent options due to the increased correlation between dimensions as the dimension of random numbers is increased. In order to complement this problem, we develop a modified method in which correlation values are controlled to be below a pre-specified value. Thus, this method is applicable for the pricing of either derivatives ill which underlying assets or risk factors are several or derivatives having path-dependent or early redemption property. Furthermore, we illustrate that it is important to take an appropriate grid interval for the use of finite difference method(FDM) by applying the FDM to one example of non-symmetrical butterfly spreads.

• Survey Research
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• v.7 no.2
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• pp.39-52
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• 2006

Most of Korean survey institutions adopt quota sampling for telephone surveys based on region, gender and age-band. In weekdays, it is well blown that there exist substantial differences in day time in-house rate by individual's socio-demographic attributes. So, quota sampling may induce systematic respondent selection bias. To solve the problem, we propose "time-balanced quota sampling" in which interviewer's call time-band is added as an quota variable. Furthermore, we propose "time-balanced quasi-quota sampling" which is derived by partially relaxing evening time quotas in time-balanced quota sampling. We compare the conventional and the newly proposed quota sampling schemes by drawing Monte Carlo samples from the hypothetical population for which the Korea 2004 time use survey data is assumed.

• Journal of the Korean Vacuum Society
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• v.16 no.6
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• pp.489-495
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• 2007

The assembly of the main system of the KSTAR tokamak has been recently completed, and the preparation for the 1st plasma and test operations is progressed. The fueling system established for these purposes uses only one port placed at the opposite side of the pumping duct, and has a difficulty of attaining a uniform and fast supply of fuel particles to the plasma. At the base operation stage after finishing the test operation, the fueling system must be improved to provide a uniform fueling and a feed-back control in accordance with a high-density tokamak plasma maintained for a long period. As a part for understanding the points to be improved in the fueling system, a Monte Carlo simulation on the gas fueling into the tokamak plasma has been executed. After modeling the vacuum vessel and the plasma of quasi-D shapes as tori of rectangular cross-sections, the influences of the position and the number of the fueling inputs on the particle density distribution for a given pumping probability and mean free path were investigated.

• Journal of the Korean Vacuum Society
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• v.7 no.s1
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• pp.183-189
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• 1998

A new computer simulation method for film growth, the kinetic Monte Carlo simulation in combination with the results obtained from molecular dynamics simulation for the transient process induced by deposited atoms, was developed. The behavior of energetic atom in Au/Au(100) thin film deposition was investigated by the method. The atomistic mechanism of energetic atom deposition that led to the smoothness enhancement and the relationship between the role of transient process and film growth mechanism were discussed. We found that energetic atoms cannot affect the film growth mode in layer-by-layer at high temperature. However, at temperature of film growth in 3-dimensional mode and in quasi-two-dimensional mode, energetic atoms can enhance the smoothness of film surface. The enhancement of smoothness is caused by the transient mobility of energetic atoms and the suppression for the formation of 3-dimensional islands.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.3 no.4
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• pp.839-847
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• 1999

This paper presents the performance evaluation of direct broadcasting satellite by monte-carlo(MC) and quasi-analytic(QA) simulation method in the existence of uplink/downlink adjacent channel interference(ACI), co-channel interference(CCI), and gaussian noise. Korea's satellite system parameters and link design are used at the simulation. MC and QA simulation methods are a valuable adjunct to analytical performance.

• Structural Monitoring and Maintenance
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• v.1 no.4
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• pp.427-449
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• 2014

A hybrid optimization method for the identification of state-space models is presented in this study. Hybridization is succeeded by combining the advantages of deterministic and stochastic algorithms in a superior scheme that promises faster convergence rate and reliability in the search for the global optimum. The proposed hybrid algorithm is developed by replacing the original stochastic mutation operator of Evolution Strategies (ES) by the Levenberg-Marquardt (LM) quasi-Newton algorithm. This substitution results in a scheme where the entire population cloud is involved in the search for the global optimum, while single individuals are involved in the local search, undertaken by the LM method. The novel hybrid identification framework is assessed through the Monte Carlo analysis of a simulated system and an experimental case study on a shear frame structure. Comparisons to subspace identification, as well as to conventional, self-adaptive ES provide significant indication of superior performance.

• Journal of the Korean Data and Information Science Society
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• v.27 no.3
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• pp.815-825
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• 2016

Marginalized random effects models (MREMs) are often used to analyze longitudinal categorical data. The models permit direct estimation of marginal mean parameters and specify the serial correlation of longitudinal categorical data via the random effects. However, it is not easy to estimate the random effects covariance matrix in the MREMs because the matrix is high-dimensional and must be positive-definite. To solve these restrictions, we introduce two modeling approaches of the random effects covariance matrix: partial autocorrelation and the modified Cholesky decomposition. These proposed methods are illustrated with the real data from Korean genomic epidemiology study.