• Communications for Statistical Applications and Methods
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• v.18 no.2
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• pp.245-255
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• 2011

There are two nonparametric methods that use empirical distribution functions and probability density estimators for the test of the distribution change of data. In this paper we investigate the two methods precisely and summarize the results of previous research. We assume several probability models to make a simulation study of the change point analysis and to examine the finite sample behavior of the two methods. Empirical powers are compared to verify which is better for each model.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.867-889
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• 2014

Nonparametric Bayesian (np Bayes) statistical models are popularly used in a variety of research areas because of their flexibility and computational convenience. This paper reviews the np Bayes models focusing on biomedical research applications. We review key probability models for np Bayes inference while illustrating how each of the models is used to answer different types of research questions using biomedical examples. The examples are chosen to highlight the problems that are challenging for standard parametric inference but can be solved using nonparametric inference. We discuss np Bayes inference in four topics: (1) density estimation, (2) clustering, (3) random effects distribution, and (4) regression.

• The Korean Journal of Applied Statistics
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• v.10 no.1
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• pp.137-149
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• 1997

In this paper we propose a logdensity estimation based on a Fourier expansion. The basis functions consisting of trigonometric functions are determinded by stepwise addition and deletion and the Bayes Information Criterion, where the maximum likelihood method is used to estimate the parameters. Numericla examples using real data and simulated data are provided to show the performance of proposed method.

• The KIPS Transactions:PartB
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• v.19B no.3
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• pp.201-208
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• 2012

Accurately segmenting lumen border in intravascular ultrasound images (IVUS) is very important to study vascular wall architecture for diagnosis of the cardiovascular diseases. After each of IVUS image is transformed to a polar coordinated image, initial points are detected using wavelet transform. Then, lumen border is initialized as the set of important points using non parametric probability density function and smoothing function by removing outlier initial points occurred by noises and artifacts. Finally, polynomial curve fitting is applied to obtain real lumen border using filtered important points. The evaluation of proposed method was performed with related method and the proposed method produced accurate lumen contour detection when compared to another method in most types of IVUS images.

• The Korean Journal of Applied Statistics
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• v.5 no.1
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• pp.103-111
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• 1992

The projection pursuit method has been gussested as a technique for the analysis of the multivariate data. This method seeks out interesting linear projections of the multivariate data onto a line of a plane to solve the curse or dimensionality. In this paper we developed the discriminant analysis by using the projection method and simulations were used for comparison between this and other existing discriminant analysis methods.

• The Korean Journal of Financial Management
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• v.20 no.2
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• pp.73-94
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• 2003

In general, the interest rate is forecasted by the parametric method which assumes the interest rate follows a certain distribution. However the method has a shortcoming that forecasting ability would decline when the interest rate does not follow the assumed distribution for the stochastic behavior of interest rate. Therefore, the nonparametric method which assumes no particular distribution is regarded as a superior one. This paper compares the interest rate forecasting ability between the two method for the Monetary Stabilization Bond (MSB) market in Korea. The daily and weekly data of the MSB are used during the period of August 9th 1999 to February 7th 2003. In the parametric method, the drift term of the interest rate process shows the linearity while the diffusion term presents non-linear decline. Meanwhile in the nonparametric method, both drift and diffusion terms show the radical change with nonlinearity. The parametric and nonparametric methods present a significant difference in the market price of interest rate risk. This means in forecasting the interest rate and the market price of interest rate risk, the nonparametric method is more appropriate than the parametric method.

• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1155-1168
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• 2016

This paper considers a probability density estimation problem of climate values. In particular, we focus on estimating probability densities of summer extreme temperature over South Korea. It is known that the probability density of climate values at one location is similar to those at near by locations and one doesn't follow well known parametric distributions. To accommodate these properties, we use a mixture of conditional autoregressive species sampling model, which is a nonparametric Bayesian model with a spatial dependency. We apply the model to a dataset consisting of summer maximum temperature and minimum temperature over South Korea. The dataset is obtained from University of East Anglia.

• Journal of Korea Game Society
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• v.8 no.3
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• pp.23-30
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• 2008

To strengthen the competitiveness of the game industry, one needs to develope a tool for evaluation of the satisfaction level of the game users, which leads to the improvement of the quality of games and increment of the amount of game trade. In this study, we developed factors to measure the satisfaction level and estimate their distributional properties. For the purpose, using a survey data for RPG games, we discussed several aspects for normalization of score distribution for satisfaction factors and estimated their density function by use of parametric density estimation of SAS/INSIGHT. We believe that the proposed results help us to predict or estimate the satisfaction level of newly developed games as well as the current popular games.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.24 no.1
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• pp.1-9
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• 2012

Tidal residual is being an important factor by the influence of the climate change in terms of the coastal safety and defense. It is one of the most important factor for the determination of the reference sea level in order to check the safety and performance of the coastal structures in company with the typhoon intensity variation. The probability density function (pdf) of tidal residuals in the Korean coasts have a non-ignorable skewness and high kurtosis. It is highly restricted to the application of the normal pdf assumption as an approximated pdf of tidal residuals. In this study, the pdf of tidal residuals estimated using the Kernel function is suggested as a more reliable and accurate pdf of tidal residuals than the normal function. This suggested pdf shows a good agreement with the empirical cumulative distribution function and histogram. It also gives the more accurate estimation result on the extreme values in comparison with the results based on the normal pdf assumption.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.9-19
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• 1994

Beta-binomial model, which is reparametrized in terms of the mean probability $\mu$ of a positive deagnosis and the $\kappa$ of agreement, is widely used in psychology. When $\mu$ is close to 0, inference about $\kappa$ become difficult because likelihood function becomes constant. We consider Bayesian approach in this case. To apply Bayesian analysis, Gibbs sampler is used to overcome difficulties in integration. Marginal posterior density functions are estimated and Bayesian estimates are derived by using Gibbs sampler and compare the results with the one obtained by using numerical integration.