• Bulletin of the Korean Mathematical Society
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• v.43 no.1
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• pp.169-178
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• 2006

For double arrays of constants ${a_{ni},\;1{\leq}i{\leq}k_n,\;n{\geq}1}$ and sequences ${X_n,\;n{\geq}1}$ of asymptotically almost negatively associated (AANA) random variables the almost sure convergence of $\sum\limits{_{i=1}}{^{k_n}}\;a_{ni}X_i$ is derived.

• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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• pp.29-34
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• 2002

$p=(p_{}1,p_{2},{\cdots},p_{k})^{T}$의 확률벡터를 가진 다항분포로부터 관측된 칸 돗수(cell frequency) 벡터가 $N=(N_{1},N_{2},{\cdots},N_{k})^{T}$이며 ${\sum}{\limits}_{j=1}^{k}N_{j}=n$이라 하자. 총돗수 n이 칸의 총갯수 k에 비하여 상대적으로 매우 작을 때 이러한 이산형 자료를 희박다항분포자료(sparse multinomial data)라 한다. 이러한 희박다항분포자료의 칸들이 순서화 되어 있을 때 우리는 i번째 칸의 확률 $p_{i}$를 돗수 추정량 $N_{j}/n$ 들을 평활함으로써 추정 할 수 있다. Aerts, et al.(1997)과 Baek(1998) 등에 의해 제안된 국소최소제곱기준에 근거한 국소다항커널추정량은 희박점근일치성의 좋은 성질을 가짐에도 불구하고 확률추정지가 음수값을 가질 수 있는 단점을 내포하고 있다. 본 연구에서는 이러한 단점을 극복하기 위하여 국소최대우도 기준에 근거한 새로운 커널추정량을 제안하고, 그것의 점근적 성질을 연구하였다.

• Water Engineering Research
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• v.2 no.4
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• pp.209-218
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• 2001

Generation of evaporation data generally assists in planning, operation, and management of reservoirs and other water works. Annual and monthly evaporation series were generated for King Fahad Dam Lake in Bishah, Saudi Arabia. Data was gathered for period of 22 years. Tests of homogeneity and normality were conducted and results showed that data was homogeneous and normally distributed. For generating annual series, an Autoregressive first order model AR(1) was used and for monthly evaporation series method of fragments was used. Fifty replicates for annual series, and fifty replicates for each month series, each with 22 values length, were generated. Performance of the models was evaluated by comparing the statistical parameters of the generated series with those of the historical data. Annual and monthly models were found to be satisfactory in preserving the statistical parameters of the historical series. About 89% of the tested values of the considered parameters were within the assigned confidence limits

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.765-774
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• 2002

Suppose one is given a vector X of a finite set of quantities $X_i$ which are independent Poisson random variables. A null hypothesis $H_0$ about E(X) is to be tested against an alternative hypothesis $H_1$. A quantity $\sum\limits_{i}w_ix_i$ is to be computed and used for the test. The optimal values of $W_i$ are calculated for three cases: (1) signal to noise ratio is used in the test, (2) normal approximations with unequal variances to the Poisson distributions are used in the test, and (3) the Poisson distribution itself is used. The above three cases are considered to the situations that are without background noise and with background noise. A comparison is made of the optimal values of $W_i$ in the three cases for both situations.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.513-524
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• 2006

In this paper, we introduce a new notions of conditionally weak dependence and we study their properties, preservation of the conditionally weak independent and positive and negative quadrant dependent(CWQD) property under mixtures, limits, closure under convex combinations, and their interrelationships. Furthermore, we extend multivariate stochastic dependence to stronger conditions of dependence.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.635-644
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• 1999

This study aims at solving the problem in the application method of the comparative school record which is currently being discussed in depth among colleges. The application method of Kay O. Lee and Yeon Soo Cung(1997) which was appied in the 1999 Korean air force Academy Admission Process was found to be problematic in the following respects. First the setting of the standard which divides all the high schools in kora into five groups relative to their scholastic level is somewhat vague and subjective secondly the difference among those levels which resulted from the five grouping could greatly influence on the admission of the applicants and thirdly there is no standard in choosing those few promising individuals with high scholastic aptitude test results from the low level groups such as level four and five,. Therefore this study suggests and introduces a nationwide individual scholastic evaluation that would complement the limits and problems in the application method of the comparative school record.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.25 no.4
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• pp.1-7
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• 2002

Statistical process control is used widely as an effective tool to solve the quality problems in practice fields. All the control charts used in statistical process control are parametric methods, suppose that the process distributes normal and observations are independent. But these assumptions, practically, are often violated if the test of normality of the observations is rejected and/or the serial correlation is existed within observed data. Thus, in this study, to screening process, the Combined Shewhart - CUSUM quality control chart is described and evaluated that used bootstrap method. In this scheme the CUSUM chart will quickly detect small shifts form the goal while the addition of Shewhart limits increases the speed of detecting large shifts. Therefor, the CSC control chart is detected both small and large shifts in process, and the simulation results for its performance are exhibited. The bootstrap CSC control chart proposed in this paper is superior to the standard method for both normal and skewed distribution, and brings in terms of ARL to the same result.

• Journal of The Korean Astronomical Society
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• v.21 no.2
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• pp.155-171
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• 1988

We have examined how sensitively the extinction value determined by the method of star-count depends on such factors as the plate limit, the size of counting reseau, the non-linearity in the number distribution of stars with magnitude, and the angular resolution demanded by the given problem. We let the Poisson distribution portray the statistical nature of the countings, and chose the region containing the globule Barnard 361 as an example field. Uncertainties due to various combinations of the factors are presented in graphic forms: (1) Dynamic range in the extinction measurements is evaluated as a function of reseau size for varying plate limits. (2) Statistical errors involved in the star-count are analized in terms of the signal-to-noise ratio, the plate limit and the reseau size. (3) Systematic error due to the non-linearity in the number distribution are thoroughly analized. (4) Finally, a methodology is presented for correcting the systematic error in the observed radial density gradient. These graphs are meant to be used in selecting proper size of the reseau and in estimating errors inherent to the star-count analysis.

• Journal of The Korean Astronomical Society
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• v.46 no.2
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• pp.65-74
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• 2013

We probe the feasibility of high-frequency radio observations of very rapid flux variations in compact active galactic nuclei (AGN). Our study assumes observations at 230GHz with a small 6-meter class observatory, using the SNU Radio Astronomical Observatory (SRAO) as an example. We find that 33 radio-bright sources are observable with signal-to-noise ratios larger than ten. We derive statistical detection limits via exhaustive Monte Carlo simulations assuming (a) periodic, and (b) episodic flaring flux variations on time-scales as small as tens of minutes. We conclude that a wide range of flux variations is observable. This makes high-frequency radio observations-even with small observatories-a powerful probe of AGN intra-day variability; especially, those which complement observations at lower radio frequencies with larger observatories like the Korean VLBI Network (KVN).

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.159-165
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• 2005

Recently, as a result of the growing interest in modelling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of theses models is the integer-valued autoregressive(INAR) models. However, when modelling with integer-valued autoregressive processes, there is not yet distributional properties of forecasts, since INAR process contain an accrued level of complexity in using the Steutal and Van Harn(1979) thinning operator 'o'. In this study, a manageable expression for the asymptotic mean square error of predicting more than one-step ahead from an estimated poisson INAR(1) model is derived. And, we present a bootstrap methods developed for the calculation of forecast interval limits of INAR(p) model. Extensive finite sample Monte Carlo experiments are carried out to compare the performance of the several bootstrap procedures.