• Title/Summary/Keyword: statistical theory

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A BAYESIAN METHOD FOR FINDING MINIMUM GENERALIZED VARIANCE AMONG K MULTIVARIATE NORMAL POPULATIONS

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.411-423
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    • 2003
  • In this paper we develop a method for calculating a probability that a particular generalized variance is the smallest of all the K multivariate normal generalized variances. The method gives a way of comparing K multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approach for the probability is intractable and thus a Bayesian method is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach. Necessary theory involved in the method and computation is provided.

A Bayesian Test Criterion for the Multivariate Behrens-Fisher Problem

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.28 no.1
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    • pp.107-124
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    • 1999
  • An approximate Bayes criterion for multivariate Behrens-Fisher problem is proposed and examined. Development of the criterion involves derivation of approximate Bayes factor using the imaginary training sample approach introduced by Speigelhalter and Smith (1982). The criterion is designed to develop a Bayesian test, so that it provides an alternative test to other tests based upon asymptotic sampling theory (such as the tests suggested by Bennett(1951), James(1954) and Yao(1965). For the derived criterion, numerical studies demonstrate routine application and give comparisons with the classical tests.

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A Bayes Criterion for Testing Homogeneity of Two Multivariate Normal Covariances

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.11-23
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    • 1998
  • A Bayes criterion for testing the equality of covariance matrices of two multivariate normal distributions is proposed and studied. Development of the criterion invloves calculation of Bayes factor using the imaginary sample method introduced by Spiegelhalter and Smith (1982). The criterion is designed to develop a Bayesian test criterion, so that it provides an alternative test criterion to those based upon asymptotic sampling theory (such as Box's M test criterion). For the constructed criterion, numerical studies demonstrate routine application and give comparisons with the traditional test criteria.

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Fractal Interest Rate Model

  • Rhee, Joon-Hee;Kim, Yoon-Tae
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.179-184
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    • 2005
  • Empirical findings on interet rate dynamics imply that short rates show some long memories and non-Markovin. It is well-known that fractional Brownian motion(fBm) is a proper candidate for modelling this empirical phenomena. fBm, however, is not a semimartingale process. For this reason, it is very hard to apply such processes for asset price modelling. With some modifications, this paper investigate the fBm interest rate theory, and obtain a pure discount bond price and Greeks.

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A Comparison on the Empirical Power of Some Normality Tests

  • Kim, Dae-Hak;Eom, Jun-Hyeok;Jeong, Heong-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.31-39
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    • 2006
  • In many cases, we frequently get a desired information based on the appropriate statistical analysis of collected data sets. Lots of statistical theory rely on the assumption of the normality of the data. In this paper, we compare the empirical power of some normality tests including sample entropy quantity. Monte carlo simulation is conducted for the calculation of empirical power of considered normality tests by varying sample sizes for various distributions.

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On Large Deviation of the Sample Medians

  • Hong, Chong-Sun
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.122-127
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    • 1990
  • Consider the following problem in the large deviation theory. For constants $a_1, \cdots, a_p$ the tail probability $P(M_1 > a_1, \cdots, M_p > a_p)$ of the sample medians $(M_1, \cdots, M_p)$ is supposed to converge to zero as sample size increases. This paper shows that this probability converges to zero exponentially fast and estimates the convergence rates of the above tail probability of the sample medians. Also compare with the rates about the sample means.

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A Study on times to the First Overflow in M/G/1/K/N Queueing Systems

  • Lee, Kyu-Noh;Kim, Hong-Gie
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.871-880
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    • 1999
  • The main purpose of queueing theory is to find the optimal solution for maintaining systems such as service facilities. Analyzing the overfolw process provides an important information for the solution in queueing systems with finite capacity. In this thesis we approximate the expected time until the first overflow in M/G/1/K/N queueing systems. Results will be applied to approximate the expected time until the first reduction of source population system. Simulation results show that our approximation is applicable to real situations.

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The Effects of an Art Education Program Based on Multiple Intelligence Theory on Children's Creativity and Spatial Ability (다중 지능 이론에 기초한 미술 교육 프로그램이 유아의 창의성과 공간능력에 미치는 효과)

  • Chung, Chung-Hee;Choi, Hyo-Jung;Park, Chun-Hee
    • Korean Journal of Child Studies
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    • v.26 no.5
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    • pp.217-232
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    • 2005
  • This study examined the effects of an art program based on multiple intelligence theory on children's creativity and spatial ability. The art education program focused on three processes : perception, production and reflection. Subjects were 68 five-year-old children. The experimental design was 'The Untreated Control Group Design with Pretest & Posttest'. ANCOV was employed for statistical analysis. Results were that the children in the experimental group scored significantly higher on creativity and spatial ability than the children in the control group. Results imply that an art education program based on multiple intelligence theory can be an effective teaching model for improving children's creativity and spatial ability.

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Comparison of the Effect of the Behaviorist and Interactionist Theories on Pedagogy in Kindergarten (행동주의와 상호작용주의 이론에 기초한 유아교사의 교수행위 분석)

  • Kim, Soo Young
    • Korean Journal of Child Studies
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    • v.15 no.2
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    • pp.129-140
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    • 1994
  • The purpose of this study was to analyze consistency between theories of early childhood education and the teaching practices of kindergarten teachers. The subjects were 24 teachers selected from a pool of 125 teachers in the city of Taegu. The instruments employed for this study were the teacher belief test inventory (TBTI) and teacher practices observation form (TPOF). The data were analyzed by SPSS statistical package. The results of this study are as follows: (1) most of the teachers supported the interactionist theory. (2) A significant positive correlation was found between teachers' behaviorist theory and teaching practices. A positive but nonsignificant correlation was found between teachers' interactionist theory and teaching practices. (3) A significant positive correlation was found in the amount of teaching experience on behaviorist theory and teaching practices.

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A Study of Development of Evaluation Technique for the Subjective Clothing Comfort in Hot-humid Environment -Comparision between the utilization of Fuzzy theory and Factor Analysis- (고온 다습한 환경에서의 주관적 착용 쾌적감 평가도구 개발을 위한 기초 연구 -Fuzzy 이론의 적용방법과 요인분석 방법간의 비교-)

  • 김정화;조승식
    • Journal of the Korean Society of Clothing and Textiles
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    • v.20 no.2
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    • pp.362-372
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    • 1996
  • Recently, need for the development of the quantification of subjective evaluation is growing for the production of high-touch and high-tech textile products. In this study, Fuzzy theory is utilized for the evaluation of the wear comfort of the various blouses. Result of a new evaluation method and factor scores, validity of the new evalution technique adopted fuzzy theory was crosschecked with the results of fator analysis and factor scores. As results, fuzzy theory was proved to be adequate methodology to objectify the subjective evaluation of the adequacy of clothing which is worn. When DUNCAN'S multiple comparion among median of the fuzzy composite score were compared with the results of factor score, the sensitivity of the test methods tends to increase. Therefore, it is suggested that fuzzy weighted checklist is an alternative evaluation scale for the subjective comparison of the textile products. In addition, individual median of fuzzy composite score value should be treated by statistical for the sensitive analysis of subjective evalution.

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