• The Korean Journal of Applied Statistics
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• v.17 no.1
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• pp.49-60
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• 2004

In this paper, when the observations are distributed as inverse gaussian, we developed the noninformative priors for ratio of the parameters of inverse gaussian distribution. We developed the first order matching prior and proved that the second order matching prior does not exist. It turns out that one-at-a-time reference prior satisfies a first order matching criterion. Some simulation study is performed.

• The Journal of the Convergence on Culture Technology
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• v.8 no.1
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• pp.531-536
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• 2022

This paper compared the performance of the parametric method and the nonparametric method when estimating the distribution for the tail of the distribution with heavy tails. For the parametric method, the generalized extreme value distribution and the generalized Pareto distribution were used, and for the nonparametric method, the kernel density estimation method was applied. For comparison of the two approaches, the results of function estimation by applying the block maximum value model and the threshold excess model using daily fine dust public data for each observatory in Seoul from 2014 to 2018 are shown together. In addition, the area where high concentrations of fine dust will occur was predicted through the return level.

• Korean Journal of Agricultural and Forest Meteorology
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• v.19 no.4
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• pp.203-214
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• 2017

There are two references of genetic information in Korean soybean cultivar. This study suggested that the new seven genetic information to supplement the uncertainty on prediction of potential yield of two references in soybean, and assessed the availability of two references and seven genetic information for future research. We carried out evaluate the prediction on flowering time and potential yield of the two references of genetic parameters and the new seven genetic parameters (New1~New7); the new seven genetic parameters were calibrated in Jinju, Suwon, Chuncheon during 2003-2006. As a result, in the individual and regional combination genetic parameters, the statistical indicators of the genetic parameters of the each site or the genetic parameters of the participating stations showed improved results, but did not significant. In Daegu, Miryang, and Jeonju, the predictability on flowering time of genetic parameters of New7 was not improved than that of two references. However, the genetic parameters of New7 showed improvement of predictability on potential yield. No predictability on flowering time of genetic parameters of two references as having the coefficient of determination ($R^2$) on flowering time respectively, at 0.00 and 0.01, but the predictability of genetic parameter of New7 was improved as $R^2$ on flowering time of New7 was 0.31 in Miryang. On the other hand, $R^2$ on potential yield of genetic parameters of two references were respectively 0.66 and 0.41, but no predictability on potential yield of genetic parameter of New7 as $R^2$ of New7 showed 0.00 in Jeonju. However, it is expected that the regional combination genetic parameters with the good evaluation can be utilized to predict the flowering timing and potential yields of other regions. Although it is necessary to analyze further whether or not the input data is uncertain.

• Environmental and Resource Economics Review
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• v.25 no.1
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• pp.1-25
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• 2016

This study investigated the variability of WTP estimates(i.e. mean or median) with ad hoc assumptions of specific parametric probability distributions(i.e. normal, logistic, lognormal, and exponential distribution) to estimate WTP function using dichotomous choice CV data on mortality risk reduction. From the perspective of policy decision, the variability of these WTP estimates are intolerable in comparison with those of Turnbull nonparametric estimation method which is free from ad hoc distribution assumptions. The Turnbull nonparametric estimation can avoid a kind of misspecification bias due to ad hoc assumption of specific parametric distributions. Furthermore, the WTP estimates by Turnbull nonparametric estimation are robust because the similar estimates are elicited from a dichotomous choice or double dichotomous choice CV data, and the statistically significant WTP estimates can be obtained even though it is not possible by parametric estimation methods. If there are considerable variability among those WTP estimates by parametric estimation methods in condition with no criteria of model adequacy, the mean WTPs from Turnbull nonparametric estimation can be the robust estimates without ad hoc assumptions, which can avoid controversial issues in the perspective of policy decisions.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.141-146
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• 2000

Shapiro와 Wilk(1972)는 위치모수와 척도모수가 미지인 경우 지수분포의 검정통계량을 제안하였다. 그것은 척도모수의 일반화 최소제곱추정량과 표본분산의 비로 구성되었다. 그러나 이 검정통계량은 일치성을 갖지 않는다. 본 논문에서는 척도모수의 두개의 점근유효추정량으로 구성된 통계량을 고려하고 이의 극한분포를 구하였다. 또한 두 개의 통계량의 검정력을 비교한 결과 제안된 통계량이 변동계수가 1보다 크거나 같은 분포에서 더 좋은 검정력을 가짐을 볼 수 있었다.

• The Korean Journal of Applied Statistics
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• v.13 no.1
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• pp.71-80
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• 2000

본 논문에서는 이변량 분포함수의 위치모수에 대한 교대위치이동 대립가설에 대한 비모수적 검정법을 제안하였다. 소표본의 경우 실제 자료에 대해 순열원리에 기초한 근사적 검정법을 제시하였다. 모의실험을 통하여 Bhattacharyya와 Johnson(1970)의 층계순위(layer ranks)에 기초한 검정법과 검정력을 비교하였다.

• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.239-244
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• 2003

본 연구에서는 확률모형의 모수로부터 얻어지는 여러형태의 함수간의 크기를 다중비교 하는 방법을 제안하고자 한다. 이 방법은 비교대상인 모수 함수간의 선호확률을 베이지안 방법으로 추정하고, 이들로부터 얻어지는 선호행렬을 이용한 새로운 다중비교법이다. 이러한 방법의 제안에 필요한 이론과 비교기준을 고안하였으며, 응용 예로, 제안된 방법을 s개의 독립인 지수분포 모수의 기하평균 크기비교에 적용하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2008.05a
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• pp.1369-1372
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• 2008

소수력자원은 신재생에너지 중에서도 온실가스 배출량이 가장 적고 에너지밀도가 매우 높기 때문에 개발할 가치가 큰 청정부존자원으로 평가되고 있다. 강우상태의 변화는 Weibull분포의 축척모수와 형상모수를 인위적으로 변화시켜 소수력발전소의 설계인자들의 변화를 모사하였다. 분석 결과, 소수력발전입지의 수문학적 성능특성은 해당유역의 강우상태에 따라 변하는 것으로 밝혀졌다.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.717-732
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• 2011

We consider bootstrap confidence intervals for high quantiles of heavy-tailed distribution. A semi-parametric method is compared with the non-parametric and the parametric method through simulation study.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.11 no.2
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• pp.540-549
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• 2010

The existing reliability evaluation models which have already developed by the corporations are so various because of using Maximum Likelihood Method. The existing models are very complicated owing to using system designing methods. Therefore, it is very difficult to utilize the existing models in business fields of many corporations. The purposes of this paper are as follows: The first purpose is to study the simple estimated Parameter to be easily utilized in the business fields of the corporations. The second purpose is to testify the simplification of the developed Parameter of estimated method by comparing the developed reliability evaluation model with the existing reliability evaluation models which are used in the business fields of the corporations.