• 한국데이터정보과학회:학술대회논문집
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• 2003.10a
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• pp.147-152
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• 2003

본 논문에서는 일반화극치분포(GEV)와 r개의 순서통계량을 이용한 r-GEV를 기술하였다. 모수 $\mu,\;\sigma$, k 를 추정하기 위해 최우추정법(MLE)과 Penalized MLE(P-MLE) 방법을 적용해 보았다. 이 분포를 원/달러 환율자료에 적용하여 일종의 재정위기 분석을 실시하였다.

• Journal of the Korean Data and Information Science Society
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• v.14 no.4
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• pp.799-803
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• 2003

We obtained the best linear unbiased estimator for the scale parameter of the generalized Pareto Distribution by the order statistics.

• The Korean Journal of Applied Statistics
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• v.9 no.2
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• pp.83-94
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• 1996

The probability of Yut was calculated by using the physical property in previous study, but this article suggested empirical estimators for probability of Yut. In practice, physics-based probability imposes too strong assumptions, which result in the difference between the calculated probabilies and empirical relative frequencies. Experiment shows the probabilities of Yut depend on the integrated shape of Yut rather than the floor type. Maximum likelihood estimator and empirical Bayes estimators are compared and all turn out to be almost identicla for more than 40 trials. For smaller number of trials, Bayes estimators are recommended for its stability. Regression approach is also adopted as an easy-to-use method without empirical trials.

• 한국항공운항학회:학술대회논문집
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• 2015.11a
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• pp.272-276
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• 2015

원재료 성분, 프리프레그 제작공정, 재료 취급, 부품 제작 기술, 적층순서, 환경조건, 그리고 시험방법 등 여러 요인으로 인해 복합재 물성치는 일반적으로 금속재에 비해 변동성이 높다. 따라서, 이러한 높은 변동성을 고려하기 위해서는 엄격한 통계분석기법을 적용하여 복합재의 기계적 물성에 대한 설계 허용치를 계산해야 한다. 1990년대 후반 미국에서는 FAA와 NASA를 중심으로 표준화된 절차에 따라 항공기 설계에 적용가능한 복합재 물성 데이터베이스를 구축하고 공유하기 위한 프로세스를 개발하기 시작하였고, 현재 NCAMP를 중심으로 복합재 데이터베이스 구축 작업이 진행되고 있다. NCAMP는 기본적으로 CMH-17에서 채택한 통계분석기법을 이용하여 허용치를 계산하고 있으며, 본 논문에서는 복합재 허용치 계산 기법 중 점추정 방법을 이용한 통계분석 기법과 그 적용에 대해 논하고자 한다.

• The Korean Journal of Applied Statistics
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• v.10 no.1
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• pp.163-175
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• 1997

Randomization of the run order within a block is a technique commonly employed by the experimenters of block designs to avoid biases in the estimates of the effects of interest. In practice, however the experimental responses are sometimes affected by the spatial or temporal position of the experimental units within a block. In such cases, it is preferable to use a systematic ordering of the treatments. It is often possible to find an ordering which will allow the estimation of treatment effects independently of any trend is known as a trend-free block designs. In many idustrial and agricultural experiments, treatments are applied to experimental units sequentially in time or space. This paper begins with a review of concepts and properties of trend-free designs. We, then devise algorithms to generate linear trend-free designs. We extend and modify the existing algorithm which is given by Bradley and Odeh(1988). Also, the algorithm which generate all possible linear trend-free designs in provided.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.443-455
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• 2015

The Korean game of yut is a traditional games that everyone can enjoy regardless of gender or ages. Yut consists of four sticks with a Head and Tail. We are interested in the course probabilities in the game of yut that are different according to the starting order of the four pieces of yut. So we consider the probabilities of five results of yut which we toss according to the probability of Head. We calculate probabilities according to 4 courses where one piece of yut can go through in a yutpan according to the starting order of each piece of yut.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.1073-1084
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• 2009

For ordinal categorical $R{\times}R$ tables, a weighted measure of association, $H_{\omega}$, was proposed and its maximum likelihood estimator and asymptotic variance were drived. We redefined the last paradox of ${\kappa}$ and proved its relation to marginal distributions. We also introduced the new paradox of ${\kappa}$ and summaried the general relationships between ${\kappa}$ and marginal distributions.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.37 no.2
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• pp.437-444
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• 2017

The purpose of this study is to analyze the factors affecting the reverse mortgage utilization and satisfaction of the elderly. Based on the survey data of the reverse mortgage demand in 2016, we carried out empirical analysis using the binary logit model and the ordered logit model. First of all, as a result of the empirical analysis using the binary logit model, the determinants of using the reverse mortgage were age, region, assets, household member, children with financial help, and education level. As a result of the empirical analysis using the ordered logit model, the determinants of the satisfaction level of the reverse mortgage were estimated to be age, gender, and region. Based on the results of the empirical analysis, it is necessary to find a way to increase the participation rate of the reverse mortgage and to improve the satisfaction of the user.

• The Korean Journal of Applied Statistics
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• v.31 no.3
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• pp.409-416
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• 2018

Significant research has been conducted in the financial sector on the behavior of investors in the stock market. In this paper, we directly measure the degree of interest using the ranking of the frequency mentioned in the stock message board operated by Daum Communications Corp. and test the fact that the higher ranking of the frequency results in the higher stock returns in order to investigate the attention effect on the stock returns in the Korean stock market. We also propose and apply the likelihood ratio test procedure for order restricted hypotheses in order to test the attention effect. The test results shows that the higher rank in the frequency mentioned in the message board is related to stock returns (p-value < $10^{-6}$). Therefore, we conclude that an investors' attention effects exist in the Korean stock market.

• The Journal of the Korea Contents Association
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• v.10 no.11
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• pp.275-284
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• 2010

The purpose of this study is to investigate the relationship between family environment and developmental delay in a sample of normal 3-5 years old children. Developmental evaluation is performed using K-DDST II and K-ASQ. Family environment is researched by survey. The survey questions include children's order, family numbers, religion, patient's age, patient's education history. Subject is selected between the age of 3-5 years old children. The test has been conducted to find an interrelationship between a developmental delayed result and family environment. Study has found that there is a strong relationship between developmental delay and children's family environment. Family environment factor includes children's gender, birth order, parent's age, education history. Therefore, developmental evaluation must have consideration on the element of children's family environment for developmental delay test because of a strong relationship between family environment and developmental delay result.