• Communications for Statistical Applications and Methods
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• v.18 no.2
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• pp.219-227
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• 2011

In this paper, we proposed a generalized bivariate negative binomial distribution allowing heterogeneous dispersions on two dependent variables based on a trivariate reduction technique. In this model, we propose the score and LR tests for testing the equality of dispersions and compare the efficiencies of the proposed tests using a Monte Carlo study. The Monte Carlo study shows that the proposed score and LR tests prove to be an efficient test for the equality of dispersions in the view of the significance level and power. However, the score test is easier to compute than the LR test and it shows a slightly better performance than the LR test from the Monte Carlo study, we suggest the use of score tests for testing the equality of dispersions on two dependent variables. In addition, an empirical example is provided to illustrate the results.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.351-364
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• 2003

This paper derives Lagrange multiplier tests based on Double-Length Artificial Regression and Outer-Product Gradient for testing linear and log-linear panel regressions against Box-Cox alternatives. The proposed DLR based LM tests are easy to implement in an error component model. From the Monte Carlo study, the DLR based LM tests are recommended for testing functiona forms.

• The Journal of the Korea Contents Association
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• v.8 no.9
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• pp.204-217
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• 2008

This study is designed for the purpose to provide realistic way for the increasing of organizational citizenship behavior(OCB) through the experimental analysis regarding the mediating role of variables of trust. It also aimed to find out the effect that main subordinate variables of transformational leadership and empowerment leadership are influenced on the subordinate variables of organizational citizenship behavior. The result of study is summarized as followings. First, individual consideration of transformational leadership has a positive effect on the knowledge based trust.. It also impact of empowerment leadership has a positive effect on the knowledge based trust. On the other hand ,analysis show the knowledge based trust has a positive effect to altruism, civic virtue and sportsmanship of OCB. Second, individual consideration of transformational leadership has no effect to altruism, civic virtue and sportsmanship of OCB. The impact of empowerment leadership has a positive effect only on the civic virtue, other two hypothesis are not selected due to ineffective factors. The result, accordingly, of this study indicate that the knowledge based trust has a mediating role between leadership(transformational, empowerment leadership) and organizational citizenship behavior.

• The Korean Journal of Financial Studies
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• v.7 no.1
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• pp.153-170
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• 2001

선물의 만기효과는 선물의 만기일에 가까워질수록 선물가격의 변동성이 증가하는 현상으로 사무엘슨 효과라고도 하는데, 이는 선물가격의 행태를 이해하고 투자전략과 헤지전략을 수립하는 데 매우 중요하다. 그 동안 미국을 비롯한 선진국에서 이에 대한 많은 실증연구가 있었다. 본 연구에서는 KSE의 KOSPI 200 지수선물과 KOFEX의 CD 금리선물, 국채선물, 미국달러선물, 금선물을 대상으로 선물가격의 만기효과를 검정하였으며, 그 결과는 다음과 같다. 먼저, Conover 제곱순위검정과 F-검정의 결과, KOSPI 200 지수선물에서는 만기일에 가까워질수록 변동성이 증가하는 만기효과가 나타난 반면에 CD 금리선물과 국채선물에서는 만기일에 가까워질수록 변동성이 오히려 감소하는 역 만기효과가 나타났다. 그러나 미국달러선물과 금선물에서는 만기효과를 판단하기가 어려웠다. 나아가, 연도효과를 통제한 회귀분석 결과, KOSPI 200 지수선물에서는 5% 수준에서 유의한 만기효과가 나타났다. 이는 금융선물에서 만기효과를 처음으로 발견한 Milonas(1986)의 연구와 일치하지만, Chen-Duan-Hung(1999)의 연구와는 상반된다. 그리고 CD 금리선물에서는 1% 수준에서, 그리고 국채선물에서는 5% 수준에서 각각 유의한 역 만기효과가 나타났으며, 미국달러와 금 선물에서는 만기효과가 나타나지 않았다. 또한 CD 금리선물을 제외한 KOSPI 200 지수, 국채, 미국달러 및 금 선물에서 모두 1% 수준에서 유의한 연도효과가 나타났다. 이는 Milonas-Vora(1985), Khoury-Yourougou(1993), Galloway-Kolb(1996) 등의 연구와 일치한다.

• Journal of the Korean Society of Hazard Mitigation
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• v.9 no.6
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• pp.17-30
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• 2009

In this study, the existence of possible deterministic longterm trend of precipitation amount, monthly maximum precipitation, rain day, the number of rain day greater than 20mm, 30mm, and 80mm was analyzed using the Mann-Kendall rank test and the data from 62 stations between 1905 and 2004 in South Korea. Results indicate that the annual and monthly rainfall amount increases and the number of rain days which have more than 80mm rainfall a day, increases. However the number of rain days decreases. Also, monthly trend analysis of precipitation amount and monthly maximum precipitation increases in Jan., May, Jun., Jul., Aug., and Sep. and they decrease in Mar., Apr., Oct., Nov., and Dec. Monthly trend of the number of rain day greater than 20mm, 30mm, and 80mm increases in Jun., Jul., Aug., and Sep. However results of Mann-Kedall test demonstrated that the ratio of stations, which have meaningful longterm trend in the significance level of 90% and 95%, is very low. It means that the random variability of the analyzed precipitation related data is much greater than their linear increment.

• The Korean Journal of Applied Statistics
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• v.22 no.4
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• pp.781-792
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• 2009

At an early stage of genomic investigations, a small sample of microarrays is used in gene expression experiments to identify small subsets of candidate genes for a further accurate investigation. Unlike the statistical analysis methods for a large sample of microarrays, an appropriate statistical method for identifying small subsets is a randomization test that provides exact P values. These exact P values from a randomization test for a small sample of microarrays are discrete. The possible existence of differentially expressed genes in the sample of a full set of genes can be tested for the null hypothesis of a uniform distribution. Subsets of smaller P values are of prime interest for a further accurate investigation and identifying these outlier cells from a multinomial distribution of P values is possible by M test of Fuchs et al. (1980). Above all, the genome-wide gene expressions in microarrays are correlated, but the majority of statistical analysis methods in the microarray analysis are based on an independence assumption of genes and ignore the possibly correlated expression levels. We investigated with simulation studies the effect that correlated gene expression levels could have on the randomization test results and M test results, and found that the effects are often not ignorable.

• KOREAN JOURNAL OF CROP SCIENCE
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• v.50 no.3
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• pp.191-196
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• 2005

Fusarium head blight (FHB) is a severe disease problem that affects the quality and yield of barley grain. The evaluation of FHB resistance is difficult because environmental conditions greatly influence FHB infection and development. The objectives of this study were to: 1) establish an efficient screening method for selecting resistant barley to FHB, 2) compare FHB severity between the cut-spike method and pot-plant method for development of mass screening, and 3) estimate FHB resistance for barley germplasms. Barley cultivars and lines were evaluated for reaction to FHB in controlled-greenhouse condition. Spikes were spray-inoculated with a suspension $(5.0\times10^5\;macroconidia\;mL^{-1})$ of Fusarium graminearum SCK-O4 strain, and then kept in a greenhouse at $18-25^{\circ}C$ with $80-100\%$ relative humidity. Inoculation were employed at 3 different heading growth stages (heading date, three days after heading, and five days after heading). The inoculation was performed in 2 consecutive days in order to avoid escapes. The inoculated plants were maintained in the greenhouse at 4 different free moisture periods (1, 3, 5, and 7 days). The percentage of FHB severity was scored from 0 to 9 according to the rate of infected kernels per spike, and three spikes were evaluated per replication with 3 replicates. There were significant differences of FHB severity depending on the different free moisture periods, but not by the inoculation at different heading stages. The optimum evaluation point of FHB severity in the greenhouse condition was on the 7th day under free moisture condition after inoculation at the heading date. Infection level in cut-spike method highly correlated with that in pot-plant method. This suggested that cut-spike method is useful in evaluating of FHB resistance in barley. Six cultivars, such as Jinkwang, Buheung, Atahualpha 92, Chevron-b, Gobernadora-d, and MNBrite-c, were selected as resistant varieties to FHB. Correlation coefficient for the FHB severity evaluated by the pot-plant method between two seasons was 0.794, indicating the stability and accuracy of the screening method.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.9 no.2
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• pp.143-150
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• 1976

A trial has been made to find out a new method of calculating the survival rate of a fish Population utilizing the length composition data and the characteristics of the frequency curve of the length which usually is normal distribution curve. In this paper, a stochastic method is introduced and applied to calculate the survival rate of yellow croaker caught by Korean trawlers in the Yellow Sea and the East China Sea in 1971. The results are as follows : Mean of survival rate 0.46089 Variance 0.03073 Standard deviation 0.17529 95 percent confidence interval 0.36040-0.56138.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1349-1357
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• 2013

In clinical research, sample size determination is one of the most important things. There are parametric method using t-test and non-parametric method suggested by Kim and Kim (2007) based on Wilcoxon's rank sum test for determining sample size in non-inferiority trials. In this paper, we propose sample size calculation method based on placements method suggested by Orban and Wolfe (1982) and using the power calculated by Kim (1994) in non-inferiority trials. We also compare proposed sample size with that using Kim and Kim (2007)'s formula and that of t-test for parametric methods. As the result, sample size calculated by proposed method based on placements is the smallest. Therefore, proposed method based on placements is better than parametric methods in case that it's hard to assume specific distribution function for population and also more efficient in terms of time and cost than method based on Wilcoxon's rank sum test.

• The Korean Journal of Financial Management
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• v.9 no.1
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• pp.207-222
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• 1992

본(本) 연구(硏究)는 주식시장의 변화가 경기변동에 대하여 갖는 선행성(先行性)의 유무(有無)와 선행기간(先行期間) 및 선행패턴을 검정하였다. 기존의 경기 정점(peak)과 저점(trough)에 따른 선행시차분석(先行時差分析)이나 주식시장과 경기변동간의 단순회귀모형에 의한 ${\beta}$계수 측정 방법과는 달리, 교차상관관계(交叉相關關係)에 의한 선행 결합여부를 검정하고 Granger 정의에 입각한 인과관계검정(因果關係檢定)을 시도하였다. 1975년부터 1991년까지의 월별자료를 이용하여 교차상관계수(交叉相關係數)에 의한 Ljung-Box Q-통계량 검정을 실시한 결과 주식수익률과 경기동행지수 순환변동치는 선행결합(先行結合)하고 있음을 알 수 있었으며, t-7기의 주식수익률과 t기의 경기동행지수 순환변동치간의 계수가 가장 크게 나타났다. 또한 주식수익률의 lead 1에서 3기까지 보다는 lead 4기 이후에 크게 나타났으며 업종별(業種別)로는 제조업(製造業) 관련분야에서 유의적으로 나타났다. Granger 정의에 의한 인과관계(因果關係) 검정(檢定)을 실시한 결과, 12개월 내지 9개월 전부터 1개월 전까지의 주식수익률을 이용하는 것이 경기동행지수 순환변동치의 과거 정보만을 이용하는 것보다 예측오차를 줄일 수 있는 것으로 나타나 주식수익률이 경기동행지수 순환변동치의 원인변수라 할 수 있을 것이다. 업종별(業種別) Granger 검정결과는 교차상관계수(交叉相關係數)에 의한 Ljung-Box Q-통계량 검정결과와 유사하게 나타났는데 이는 검정결과의 신뢰성을 높여주었다.