• 제목/요약/키워드: statistical theory

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대학수학능력시험의 통계단원 문제에 대한 문항반응분석 - 전북지역 예비 수험생을 대상으로 한 탐색연구 - (Item Response Analysis on Items Related to Statistical Unit in the National Academic Aptitude Test -Empirical Study for Jellabuk-do Preliminary Testee-)

  • 최경호
    • Communications for Statistical Applications and Methods
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    • 제17권3호
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    • pp.327-335
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    • 2010
  • 문항반응이론은 문항의 난이도와 변별도가 검사를 치른 집단에 무관하게 항상 일정하며, 학생들이 매번 다른 검사를 치른다고 해도 자신의 고유한 능력점수를 받도록 하기위한 문항분석방법이다. 본 연구에서는 2000년부터 2009년까지 최근 10년 동안 대학수학능력시험에 출제되었던 통계영역 문제에 대하여 문항반응이론을 통한 분석을 실시하고 문항변별도와 문항난이도 등에 대해서 알아보았다. 그 결과 거의 60%의 문항이 어려운 문항으로 나타났다. 그러나 문항변별도는 비교적 양호한 것으로 판명되었다.

Performance Analysis of VaR and ES Based on Extreme Value Theory

  • Yeo, Sung-Chil
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.389-407
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    • 2006
  • Extreme value theory has been used widely in many areas of science and engineering to deal with the assessment of extreme events which are rare but have catastrophic consequences. The potential of extreme value theory has only been recognized recently in finance area. In this paper, we provide an overview of extreme value theory for estimating and assessing value at risk and expected shortfall which are the methods for modelling and measuring the extreme financial risks. We illustrate that the approach based on extreme value theory is very useful for estimating tail related risk measures through backtesting of an empirical data.

STATISTICS PRESENT, NEAR FUTURE, AND BEYOND

  • Johnson, Richard A.
    • Communications for Statistical Applications and Methods
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    • 제8권
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    • pp.5-12
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    • 2001
  • We berlin with a brief review of some important advances made in statistical theory over the last decade. The choice of topics is decidedly influenced by personal interests. Based on this review, we then propose some possible scenarios about the future of statistics.

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통계기법 점검표 작성시 타당성 평가방법 (The method of evaluating the validity in making the checklist of statistical method)

  • 이상복;김말숙
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.323-336
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    • 1998
  • 점검표 설계상의 타당성 평가이론에 근거한 점검표 설계 단계별 타당성 평가와 점검표 사용목적에 따른 타당성 평가방법을 제안하여 한국의류학회지를 대상으로 평가이론에 입각하여 점검표의 각 단계별 타당성 평가기준을 설정하였다.

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Periodization in the History of Statistics

  • Jo, Jae-Keun
    • Communications for Statistical Applications and Methods
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    • 제11권1호
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    • pp.31-47
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    • 2004
  • The history of statistics from the mid-seventeenth to the early twentieth century is considered and a scheme of periodization is proposed. In the first period(1650-1750), named 'the age of probability' in this paper, concept of probability emerged, and in the second period(1750-1820), named 'the age of error theory', statistical techniques such as the least square method are developed by astronomers and geodesists. Their techniques are supported theoretically by mathematicians like Laplace and Gauss in that period. The third period(1820-1880) is called 'the age of statistics(as a plural noun)' since statistical data played prominent roles in social sciences such as sociology, psychology. Finally the last period(1880- ), called 'the age of statistics(as a singular noun)', the discipline of statistics came to maturity both in theory and application.

A Review of Dose Finding Methods and Theory

  • Cheung, Ying Kuen
    • Communications for Statistical Applications and Methods
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    • 제22권5호
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    • pp.401-413
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    • 2015
  • In this article, we review the statistical methods and theory for dose finding in early phase clinical trials, where the primary objective is to identify an acceptable dose for further clinical investigation. The dose finding literature is initially motivated by applications in phase I clinical trials, in which dose finding is often formulated as a percentile estimation problem. We will present some important phase I methods and give an update on new theoretical developments since a recent review by Cheung (2010), with an aim to cover a broader class of dose finding problems and to illustrate how the general dose finding theory may be applied to evaluate and improve a method. Specifically, we will illustrate theoretical techniques with some numerical results in the context of a phase I/II study that uses trinary toxicity/efficacy outcomes as basis of dose finding.

Statistical Inference in Non-Identifiable and Singular Statistical Models

  • Amari, Shun-ichi;Amari, Shun-ichi;Tomoko Ozeki
    • Journal of the Korean Statistical Society
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    • 제30권2호
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    • pp.179-192
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    • 2001
  • When a statistical model has a hierarchical structure such as multilayer perceptrons in neural networks or Gaussian mixture density representation, the model includes distribution with unidentifiable parameters when the structure becomes redundant. Since the exact structure is unknown, we need to carry out statistical estimation or learning of parameters in such a model. From the geometrical point of view, distributions specified by unidentifiable parameters become a singular point in the parameter space. The problem has been remarked in many statistical models, and strange behaviors of the likelihood ratio statistics, when the null hypothesis is at a singular point, have been analyzed so far. The present paper studies asymptotic behaviors of the maximum likelihood estimator and the Bayesian predictive estimator, by using a simple cone model, and show that they are completely different from regular statistical models where the Cramer-Rao paradigm holds. At singularities, the Fisher information metric degenerates, implying that the cramer-Rao paradigm does no more hold, and that he classical model selection theory such as AIC and MDL cannot be applied. This paper is a first step to establish a new theory for analyzing the accuracy of estimation or learning at around singularities.

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STATISTICS PRESENT, NEAR FUTURE, AND BEYOND

  • Johnson Richard A.
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2001년도 추계학술발표회 논문집
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    • pp.5-12
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    • 2001
  • We begin with a brief review of some important advances made in statistical theory over the last decade. The choice of topics is decidedly influenced by personal interests. Based on this review, we then propose some possible scenarios about the future of statistics.

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On the Implementation of Maximum-likelihood Factor Analysis

  • Song, Moon-Sup;Park, Chi-Hoon
    • Journal of the Korean Statistical Society
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    • 제9권1호
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    • pp.13-29
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    • 1980
  • The statistical theory of factor analysis is briefly reviewed with emphasis on the maximum-likelihood method. A modified version of Joreskog(1975) is used for the implementation of the maximum-likelihood method. For the minimization of the conditional minimum function, an adaptive Newton-Raphson method is applied.

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