• The Korean Journal of Financial Management
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• v.14 no.1
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• pp.23-50
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• 1997

Shiller(1981)와 LeRoy-Porter(1951)에 의하여 시작된 분산한계검증(分散限界檢證)(variance bounds test)에 관한 연구는 주식시장에서 초과변동성(超過變動性)(excess volatility)의 존재를 통하여 주식시장(株式市場)의 효율성(效率性)을 검증하는 새로운 연구분야로서 주목을 받아왔다. 그리고 이들의 연구방법론을 응용하여 많은 효율적(效率的) 시장가설(市場假說)의 검증에 대한 연구가 이루어져 왔다. 본(本) 연구(硏究)는 이러한 연구(硏究)의 한 범주로써 한국주식시장(韓國株式市場)에서 분산한계검증(分散限界檢證)을 통하여 약형효율성(弱形效率性) 시장가설(市場假說)을 검증(檢證)하고자 하였으며 이를 위하여 먼저 Shiller (1981)의 배당평가모형(配當評價模型)을 이용한 사후적(事後的)인 합리적(合理的) 주가(株價)인 $P_t{^*}$의 추정방법(推定方法) 대신에 이 배당평가모형(配當評價模型)을 변형하여 $P_t{^*}$를 추정(推定)하는 방법을 제시하였다. 그리고 이 $P_t{^*}$를 기초로 Shiller(1981)의 분산한계검증식(分散限界檢證式)을 변형한 분산한계검증(分散限界檢證)의 조건식(條件式)을 유도하고 이에 의해 실증적(實證的) 검증(檢證)을 하였다. 한편, 이러한 검증과정(檢證過程)에서 시계열자료(時系列資料)의 특성상 사전적(事前的)으로 필요로 하는 실제주가(實際株價), $P_t$와 사후적(事後的)인 합리적(合理的) 주가(株價), $P_t{^*}$에 대한 단위근검정(單位根檢定)(unit root test)을 실시하였다. 아울러 $P_t$와 $P_t{^*}$의 선형관계(線形關係)의 안정성을 검정하기 위하여 공적분검정(共積分檢定)(cointegration test)도 실시하였다. 검증결과(檢證結果), Shiller(1981)의 분산한계검증식(分散限界檢證式)을 변형하여 유도된 효율성조건(效率性條件)을 만족시키는 범위(範圍)에 벗어나 한국주식시장(韓國株式市場)에서 주식시장(株式市場)의 비효율성(非效率性)을 배제할 수 없는 것으로 나타났다.

• The Transactions of the Korea Information Processing Society
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• v.4 no.1
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• pp.177-183
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• 1997

The cumulative function of the noncentral t distribution calculate power in testing equality of means of two normal populations and confidence intervals for the ratio of population mean to standard deviation. In this paper, the evaluation of the cumulative function of noncentral t distribution is applied to the neural network consists of the multi-layer perception structure and learning process has the algorithm of the backpropagation. Numerical comparisons are made between the Fisher's values and the results obtained by neural network theory.

• Proceedings of the Korean Society of Computer Information Conference
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• 2018.07a
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• pp.108-109
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• 2018

이벤트는 보다 많은 소비자들을 모으기 위해 행해지는 행사로써, 최근 게임업체는 게임유저의 성격에 따라 신규, 휴면, 충성, 통상 등으로 분류하여 다양한 이벤트를 실시하고 있으며, 게임업체의 이벤트 횟수는 약 400회이며, 평균 이벤트 일수도 약 20여일 정도 진행하고 있다. 본 연구에서는 온라인 게임의 이용등급별로 평균 이벤트 기간과의 관계를 알아보고자 전체이용가, 12세이용가, 15세이용가, 청소년 이용불가 중에서 15세이용가, 청소년 이용불가 두 그룹간의 평균 이벤트 기간의 차이를 연구하였다.

• Journal of the Korean Data and Information Science Society
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• v.23 no.5
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• pp.895-904
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• 2012

This study aims to examine the effects of a 12-week compound exercise program (aerobic exercise+weight training) on obese middle school girls' leptin and insulin before and after the exercise. This is achieved by dividing obese middle school girls whose body fat percentage is over 30% into a compound exercise group (n=20) and a control group (n=20) and conducting comparative analysis on them.After the Shapiro-Wilk normality test of the variables, a two-sample t-test was performed to see if the variables have the same mean between the compound exercise and control groups. A paired t-test was also performed to see if the changes in the variables before and after the compound exercise program were statistically significant. For all the statistical analysis, the significance level was set at ${\alpha}=0.05$. The results of this study showed the leptin and insulin levels in the combined exercise group had been significantly decreased. The regular 12 weeks of combined exercise is considered to have a positive impact on leptin and insulin levels in obese schoolgirls.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.787-796
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• 2012

The aim of this study is to closely examine the changes in their metabolic syndrome index and autonomic nerve systems after the 16-weeks's combined exercise program is carried out on low-level physical strength group (PAPS 4-5 level students). They were divided into two groups; exercise training group (15) and control group (15). This program consisted of five-times-a-week's warm-ups, main activities and warm-downs and it takes 50 minutes per trial. Through SPSS 19.0, all averages and standard deviations of dependent variables were calculated. We first performed Shapiro-Wilk's normality test of the variables. Before verifying the effect of combined exercise program, we tested the equality of means of the variables between combined-exercise-programmed-group and control group through a two-sample t-test and carried out a paired t-test to check if the changes in the variables of two groups before and after 16 weeks are statistically significant. Every statistical test is performed at a significance level of ${\alpha}$=.05. The results are as follows. When it came to metabolic syndrome index, there were statistically meaningful changes in waist measurement, triglyceride, glucose with empty stomach and HDL-C. Also, when it came to autonomic nerve system, there were meaningful changes in all variables. Consequently, it seems that the 16-weeks combined exercise program has positive effects on low level physical strength students.

• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.147-157
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• 2007

Edge detection has been widely used in computer vision and image processing. We describe a new edge detector based on the robust rank-order test which is a useful alternative to Wilcoxon test. Our method is based on detecting pixel intensity changes between two neighborhoods with a $r{\times}r$ window using an edge-height model to perform effectively on noisy images. Some experiments of our robust rank-order detector with several existing edge detectors are carried out on both synthetic images and real images with and without noise.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.15 no.1
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• pp.1-3
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• 1979

The sand-eel, Ammodytes personatus GIRARD, "Kka-na-ri" is an important commercial fish inhabiting the coastal waters of Korea. The numbers of vertebrae (except urostyle) waR statistically analysezed based on the samples collected at three major fishing localitie" Jumunjin (East Sea), Geoje Island (southern coast) and Baegryeong Island (Yellow Sea) from May 1978 to June 1979. It was found that there was a very distinct difference in the numbers of vertebrae in the samples.rae in the samples.

• The Mathematical Education
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• v.45 no.2 s.113
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• pp.145-154
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• 2006

The main purpose of this study is to investigate the effect of departures from normality and equal variance on the two-sample test when the variances are unknown. We have found that type I error brought about a little bit change which is ignorable in relation to kurtosis. But the change of type I error was mainly based on the skewness of the parent population. In introductory statistics classes where data analysis includes techniques for detecting skewness of two populations, we recommend the two-sample t-test when maximal skewness of two populations is smalter than the value 4 when the variances seem equal. Furthermore, our simulations reveal that the two-sample t-test appears somewhat more robust than that of z-test if the assumption of equal variance is satisfied. In the case of unequal variance, the two-sample t-test appears somewhat more robust provided the t-statistic using Satterthwaite's approximate degrees of freedom.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.13 no.8
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• pp.1693-1698
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• 2009

This paper is a research on the feature information using direction information and adjusting constant w for the dynamic signature verification. We could improved processing time and reduce signature database without the increase of error rate. We could confirmed these results by using statistical method T-test.

• Asian Journal of Turfgrass Science
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• v.20 no.2
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• pp.191-201
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• 2006

Dollar spot caused by Sclerotinia homeocarpa is one of major diseases in putting greens. Microorganisms antagonistic to S. homeocarpa, a pathogen of dollar spot, were primarily screened through in vitro tests, including dual culture method and triple layer agar diffusion method. In vivo tests were also conducted to select the best candidate for a biocontrol microorganism, using pot experiment. Bacillus subtilis EW42-1 and Trichoderma harziaum GBF-0208 were finally selected as biocontrol agents against dollar spot. Relative Performance Index(RPI) was used as a criterion of selecting potential biocontrol agents. B. subtilis EW42-1 and T. harzianum GBF-0208 showed resistance to several agrochemicals mainly used in a golf course. B. subtilis EW42-1 and T. harzianum GBF-0208 suppressed effectively the disease progress of dollar spot like synthetic fungicide tebuconazole in the nursery where dollar spot had seriously occurred. B. subtilis EW42-1 and T. harzianum GBF-0208 have a potential to be biocontrol agents for the control of dollar spot.