• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.71-86
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• 2005

Testing for normality has always been an important part of statistical methodology. In this paper a test statistic for multivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is representable as the supremum over an index set of the integral of a suitable Gaussian process.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.123-130
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• 2003

We define a broad class of rotation designs whose monthly sample is balanced in interview time, level of recall, and rotation group, and whose rotation scheme is time-invariant. The necessary and sufficient conditions are obtained for such designs. Using these conditions, we derive a minimum variance unbiased generalized composite estimator (MVUGCE). To examine the existence of time-in-sample bias and recall bias, we also propose unbiased estimators and their variances. Numerical examples investigate the impacts of design gap, non-sampling error sources, and two types of correlations on the variance of MVUGCE.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.275-283
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• 1999

In order to estimate a parameter $(\alpha,\beta^r), r\epsilonN$, in a distribution belonging to a location-scale family we usually use best invariant estimator (BIE) and best unbiased estimator (BUE). But in some conditions Ryu (1996) showed that BIE is better than BUE. In this paper we calculate risks of BIE and BUE in a normal and an exponential distribution respectively and calculate a percentage risk improvement exponential distribution respectively and calculate a percentage risk improvement (PRI). We find the sample size n which make no significant differences between BIE and BUE in a normal distribution. And we show that BIE is always significantly better than BUE in an exponential distribution. Also simulation in a normal distribution is given to convince us of our result.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.1-9
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• 2003

In this article, we consider a Bayesian estimation method for the geometric mean of $textsc{k}$ exponential parameters, Using the Tibshirani's orthogonal parameterization, we suggest an invariant prior distribution of the $textsc{k}$ parameters. It is seen that the prior, probability matching prior, is better than the uniform prior in the sense of correct frequentist coverage probability of the posterior quantile. Then a weighted Monte Carlo method is developed to approximate the posterior distribution of the mean. The method is easily implemented and provides posterior mean and HPD(Highest Posterior Density) interval for the geometric mean. A simulation study is given to illustrates the efficiency of the method.

• The KIPS Transactions:PartB
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• v.11B no.4
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• pp.403-410
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• 2004

Recently, studies of image analysis, as the preprocessing stage for medical image analysis or image retrieval, are actively carried out. This paper intends to propose a way of utilizing color components for image retrieval. For image retrieval, it is based on color components, and for analysis of color, CLCM (Color Level Co-occurrence Matrix) and statistical techniques are used. CLCM proposed in this paper is to project color components on 3D space through geometric rotate transform and then, to interpret distribution that is made from the spatial relationship. CLCM is 2D histogram that is made in color model, which is created through geometric rotate transform of a color model. In order to analyze it, a statistical technique is used. Like CLCM, GLCM (Gray Level Co-occurrence Matrix)[1] and Invariant Moment [2,3] use 2D distribution chart, which use basic statistical techniques in order to interpret 2D data. However, even though GLCM and Invariant Moment are optimized in each domain, it is impossible to perfectly interpret irregular data available on the spatial coordinates. That is, GLCM and Invariant Moment use only the basic statistical techniques so reliability of the extracted features is low. In order to interpret the spatial relationship and weight of data, this study has used Principal Component Analysis [4,5] that is used in multivariate statistics. In order to increase accuracy of data, it has proposed a way to project color components on 3D space, to rotate it and then, to extract features of data from all angles.

• Proceedings of the Korean Statistical Society Conference
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• 2001.11a
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• pp.131-136
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• 2001

projection pursuit을 이용하여 이변량 정규분포의 적합도 검정을 위한 통계량을 제안한다. 기본적인 생각은 이변량 정규분포의 가정하에 표준정규분포를 갖는 모든 선형조합을 고려하여 이들의 순서통계량과 이론적인 분위수를 비교하는 것이다. 이와 같이 제안된 통계량은 선형변환에 대해서 불변(invariant)이다. 본 논문에서는 제안된 통계량의 극한분포를 적절한 Gaussian process의 적분으로 표현한다.

• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.97-106
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• 2000

In time series analysis we generally use Box-Cox power transformation for variance stabilization. In this paper we show that order estimator and one step ahead forecast of transformed AR(1) model are approximately invariant to those of the original model under some assumptions. A small Monte-Carlo simulation is performed to support the results.

• International Journal of Reliability and Applications
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• v.10 no.1
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• pp.59-62
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• 2009

We comment on a new testing procedure for testing exponentiality against different ageing classes. We show that the proposed test is inappropriate at least for two alternatives. We point out the subtle flaw in their argument.

• Communications for Statistical Applications and Methods
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• v.28 no.6
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• pp.595-610
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• 2021

Recently a few articles have derived robust first-order rotatable and D-optimal designs for the lifetime response having distributions gamma, lognormal, Weibull, exponential assuming errors that are correlated with different correlation structures such as autocorrelated, intra-class, inter-class, tri-diagonal, compound symmetry. Practically, a first-order model is an adequate approximation to the true surface in a small region of the explanatory variables. A second-order model is always appropriate for an unknown region, or if there is any curvature in the system. The current article aims to extend the ideas of these articles for second-order models. Invariant (free of the above four distributions) robust (free of correlation parameter values) second-order rotatable designs have been derived for the intra-class and inter-class correlated error structures. Second-order rotatability conditions have been derived herein assuming the response follows non-normal distribution (any one of the above four distributions) and errors have a general correlated error structure. These conditions are further simplified under intra-class and inter-class correlated error structures, and second-order rotatable designs are developed under these two structures for the response having anyone of the above four distributions. It is derived herein that robust second-order rotatable designs depend on the respective error variance covariance structure but they are independent of the correlation parameter values, as well as the considered four response lifetime distributions.

• Magazine of the Korean Society of Agricultural Engineers
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• v.37 no.3_4
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• pp.34-47
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• 1995

It is experienced fact as a regular annual event that the structure to he designed on unreasonable flood for the agricultural structures including reservoirs have been brought not only loss of lives, but also enormous property damage. For the solution of this problem at issue, this study was conducted to develop an optimal runoff hydrograph model by comparison of the peak flows and time to peak between observed and simulated flows derived by linear time-invariant and linear time-variant models under the condition of having a short duration of heavy rainfall with uniform rainfall intensity at nine small watersheds which are within the range of 55.9 to 140.7 square kilometers in area in Han, Geum, Nagdong and Yeongsan Rivers. The results obtained through this study can be summarized as follows. 1. Storage constants and Gamma function arguments were calculated within the range of 1.2 to 6.42 and of 1.28 to 8.05 respectively by the moment method as the parameters for the analysis of runoff hydrograph based on linear time-invariant model. 2. Parameters for both linear time-invariant and linear time-variant models were calibrated with nine gaged watershed data, using a trial and error method. The resulting parameters including Gamma function argument, N and storage constant, K for linear time-invariant model were related statistically to watershed characteristic variables such as area, slope, length of main stream and the centroid length of the basin. 3. Average relative errors of the simulated peak discharge of calibrated runoff hydrographs by using linear time-variant and linear time-invariant models were shown to be 0.75 and 5.42 percent respectively to the peak of observed runoff hydrographs. Correlation coefficients for the statistical analysis in the same condition were shown to be 0.999 and 0.978 with a high significance respectively. Therefore, it can be concluded that the accuracy of a linear time-variant model is approaching more closely to the observed runoff hydrograph than that of a linear time-invariant model in the applied watersheds. 4. Average relative errors of the time to peak of calibrated runoff hydrographs by using linear time-variant and linear time-invariant models were shown to be 16.44 and 19.89 percent respectively to the time to peak of observed runoff hydrographs. Correlation coefficients in the same condition were also shown to be 0.999 and 0.886 with a high significance respectively. 5. It can be seen that the shape of simulated hydrograph based on a linear time- variant model is getting closer to the observed runoff hydrograph than that of a linear time-invariant model in the applied watersheds. 6. Two different models were verified with different rainfall-runoff events from data for the calibration by relative error and correlation analysis. Consequently, it can be generally concluded that verification results for the peak discharge and time to peak of simulated runoff hydrographs were in good agreement with those of calibrated runoff hydrographs.