• Title/Summary/Keyword: 유의수준왜곡

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A Bootstrap Lagrangian Multiplier Test for Market Microstructure Noise in Financial Assets (금융자산의 시장 미시구조 잡음에 대한 부트스트래핑 라그랑지 승수 검정)

  • Kim, Hyo Jin;Shin, Dong Wan;Park, Jonghun;Lee, Sang-Goo
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.189-200
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    • 2015
  • Stationary bootstrapping is applied to a Lagrangian multiplier (LM) test to test market microstructure noise (MMN) in financial asset prices. A Monte-Carlo experiment shows that the bootstrapping method improves the size of the original LM test which has some size distortion for conditional heteroscedastic models. The proposed test is illustrated for real data sets like KOSPI index and Won-Dollar exchange rate.

Study on shape of floc size distribution (플럭의 입도분포의 형태에 관한 고찰)

  • Son, Minwoo;Byun, Jisun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.181-181
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    • 2020
  • 점착성 유사는 유사가 가지는 점착력에 의해 응집현상을 겪으며 그 크기와 밀도가 변화한다. 유사의 크기와 밀도는 침강속도에 직접적인 영향을 주며 침강속도으 변화는 유사의 거동에 매우 중요한 작용을 한다. 따라서 점착성 유사의 크기 특성을 파악하는 것은 매우 중요하다. 이전의 많은 연구는 점착성 유사의 입도분포가 대수정규분포를 따른다고 주장하고 있다. 그러나 그 가정이 합리적인지에 대해 분석한 연구는 많지 않다. 본 연구는 통계학적 방법 중 적합도 검정을 이용하여 실제 점착성 유사가 어떠한 분포를 모사하는지 분석하였다. 사용된 적합도 검정 방법은 Kolmogorov-Sminorv(K-S) 검정이며 적합도 판정의 기준은 유의수준 5%를 기준으로 하였다. 그 결과, 실험실 실험에서 측정된 플럭의 입도분포와 현장 실험에서 측정된 입도분포는 다른 결과를 보였다. 현장 실험의 경우, 분포가 오른쪽으로 왜곡된 지수분포의 형태를 나타냈으며, Gamma 분포가 가장 우수하게 모사하였다. 실험실 실험의 경우 일반적인 양의 왜도를 가지는 분포를 나타냈으며 GEV분포가 점착성 유사의 입도분포를 가장 잘 모사하였다. 대수정규 분포의 경우 일반적으로 이용하는 2-매개변수 대수정규분포일 경우 현장실험과 실험실 실험 모두 적합하지 않았다. 그러나 위치 매개변수를 추가하여 3-매개변수 대수정규분포를 사용하면 점착성 유사의 입도분포를 잘 모사하는 것으로 판단된다. 따라서 점착성 유사의 입도분포를 무조건적으로 대수정규분포로 사용하는 것은 지양해야할 것으로 판단된다.

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The Effect of Mean Brightness and Contrast of Digital Image on Detection of Watermark Noise (워터 마크 잡음 탐지에 미치는 디지털 영상의 밝기와 대비의 효과)

  • Kham Keetaek;Moon Ho-Seok;Yoo Hun-Woo;Chung Chan-Sup
    • Korean Journal of Cognitive Science
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    • v.16 no.4
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    • pp.305-322
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    • 2005
  • Watermarking is a widely employed method tn protecting copyright of a digital image, the owner's unique image is embedded into the original image. Strengthened level of watermark insertion would help enhance its resilience in the process of extraction even from various distortions of transformation on the image size or resolution. However, its level, at the same time, should be moderated enough not to reach human visibility. Finding a balance between these two is crucial in watermarking. For the algorithm for watermarking, the predefined strength of a watermark, computed from the physical difference between the original and embedded images, is applied to all images uniformal. The mean brightness or contrast of the surrounding images, other than the absolute brightness of an object, could affect human sensitivity for object detection. In the present study, we examined whether the detectability for watermark noise might be attired by image statistics: mean brightness and contrast of the image. As the first step to examine their effect, we made rune fundamental images with varied brightness and control of the original image. For each fundamental image, detectability for watermark noise was measured. The results showed that the strength ot watermark node for detection increased as tile brightness and contrast of the fundamental image were increased. We have fitted the data to a regression line which can be used to estimate the strength of watermark of a given image with a certain brightness and contrast. Although we need to take other required factors into consideration in directly applying this formula to actual watermarking algorithm, an adaptive watermarking algorithm could be built on this formula with image statistics, such as brightness and contrast.

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Cavitation suppression through the modification of spectral characteristics in the field of high intensity focused ultrasound (주파수 특성 변환을 통한 고강도 집속형 초음파 공동 현상의 억제)

  • 최민주
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1998.06c
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    • pp.449-454
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    • 1998
  • 전립선 비대증 및 각종 고형암 조직을 제거하기 위해 이용되는 고강도 집속형 초음파 시스템은 초음파의 조직에 대한 열 효과를 이용한다. 이 경우 수MPa의 고 압력 초음파를 사용하기 때문에 수술시 초음파에 의한 조직내의 공동 현상이 수반되고 이로 인해 초음파의 집속 효과가 감소하게 된다. 본 논문에서는 초음파 공동 현상을 억제하기 위하여 초음파의 주파수 특성을 고려하였다. 초음파의 크기는 일정하게 유지하면서 증가하는 주파수로 변조된 초음파와 비선형 고저파 (nonlinear harmonics) 성분을 포함한 왜곡된 초음파에 대한 기포의 반응을 Gilmore 기포 모델을 이용하여 관찰하였다. 초음파의 주파수 변조는 10 $\mu\textrm{s}$ 동안 초기 주파수 1 MHz부터 시작하여 7 MHz까지 선형적으로 증가하도록 하였다. 파형을 왜곡시키는 고저파 성분의 크기는 주파수에 역 비례 하도록 하였다. 초음파의 기본 주파수는 1 MHz로 하였고, 압력은 0.1 MPa과 1 MPa의 두 경우를 고려하였다. 초기 기포의 반경은 1 $\mu\textrm{m}$으로 하였고, 기포 주위의 유체는 물로 가정하였다. 시뮬레이션 결과로부터, 주파수를 변조시키거나 파형을 왜곡시킨 초음파에 대한 기포의 진동은, 동일한 압력의 정현파에 대한 경우 보다 작은 것으로 나타났다. 주파수 변조된 초음파에 반응한 기포의 진동은 압력이 낮을 때 (0.1 MPa), 변조된 주파수가 기포의 공진 주파수인 3 MHz 부근에서 최대치를 보이다가 이후 급격히 감소하는 경향을 보였다. 반면, 압력이 높아지면 (1 MPa) 기포의 진동은 주파수의 증가와 함께 감소하다가 3 MHz 이상으로 변조 될 경우, 유의한 변화를 보이지 않는 것으로 나타났다. 이 결과는 초음파의 적절한 주파수 성분 조절로 초음파 공동 현상을 일정 수준 억제할 수 있음을 시사한다. 고려가 수반되어야 할 것으로 보인다. 다음 내용을 정리해 보고자 한다.리해 보고자 한다.rc$ 구입할 때 중점적으로 살펴보는 사항은 신선도와 순수재래종 여부, 위생상태였다. 한편 소비자가 언제나 구입할 수 없다는 의견이 85.2%나 되어 원활한 공급과 시장조성이 아직 정착되지 않고 있었다. $\bigcirc$ 현재 유통되고 있는 재래종닭은 소비자 대부분이 잡종으로 인식하고 있었으며, 재래종과 일반육계와의 구별은 깃털색, 피부색, 정강이색등 외관상으로 구별하고 있었다. 체중에 대한 반응은 너무 작다는 의견이었고, 식품으로의 인식도는 비교적 고급식품으로 인식하고 있다. $\bigcirc$ 재래종닭고기의 브랜드화에 대한 견해는 젊고 소득이 높은 계층에서 브랜드화의 필요성을 강조하고 있다. $\bigcirc$ 재래종달걀의 소비형태는 대부분의 소비자가 좋아하였으나 아직 먹어보지 못한 응답자가 많았다. 재래종달걀의 맛에 대해서는 고소하고 독특하여 차별성을 느끼고 있었다. $\bigcirc$ 재래종달걀의 구입장소는 계란판매점(축협.농협), 슈퍼, 백화점, 재래닭 사육 농장등 다양하였으며 포장단위는 10개를 가장 선호하였고, 포장재료는 종이, 플라스틱, 짚의 순으로 좋아하였다. $\bigcirc$ 달걀의 가격은 200원정도를 적정하다고 하였으며, 크기는 (평균 52g)는 가장 적당하다고 인식하고 있으며, 난각색은 대부분의 응답자가 갈색을 선호하였다. $\bigcirc$ 재래종달걀의 구입시 애로사항은 믿을수 없고, 구입장소를 몰라서, 값이 싸다 등이었고, 앞으로 신뢰할 수 있고 위생적인 생산 및 유통체계가 확립될 경우 더 많이 소비하겠다는 의견이었다. $\bigcirc$ 재래닭 판매업소(식당)의 판매형태는 66.7%인 대부분

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The Return to Education and Sheepskin Effect in Korea: Comparison of Male and Female Workers (한국의 교육투자수익률 및 학위효과 : 남녀 비교)

  • Han, Sung Shin;Cho, In Sook
    • Journal of Labour Economics
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    • v.30 no.1
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    • pp.1-30
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    • 2007
  • Using the Korean Labor and Income Panel Study 2001 (KLIPS 2001), this paper examines gender differences in the return to education in Korea. On average, there is little difference in return to education between male and female workers. However, this paper provides evidence that the impact of education on wages is greater for female workers compared to that for male workers using three different estimation strategies. First, a simple cohort analysis shows that the estimated returns to education for male and female workers have different patterns by age cohort and this is the main reason we observe little gap in average returns to education between men and women. Second, we find that college degree has a significant impact on women's labor market outcomes, while there is little gain for men in terms of wage levels by having college degree. Finally, when controlling unobservable individual ability level with test scores, education has no significant impact on male workers' wage levels, while the impact of education on wages is considerably large for female workers. All three findings support that the impact of education on labor market outcomes is greater for female workers compared to that for male workers as many researchers have found in other OECD countries.

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Problem Solving Ability and Social Anxiety in Nursing Students (간호대학생의 문제해결능력과 사회불안)

  • Cha, Kyeong-Sook;Jun, Won-Hee;Hong, Sung-Sil
    • The Journal of the Korea Contents Association
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    • v.14 no.7
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    • pp.324-333
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    • 2014
  • This study was conducted to investigate the factors affecting the social anxiety in nursing students. A total of 227 nursing students participated in the study. Data were analyzed by frequencies, t-test, ANOVA, Pearson correlation coefficient, and multiple stepwise regression with SPSS WIN 18.0. The mean scores for problem solving ability and social anxiety were at the intermediate level. Problem solving ability negatively correlated with social anxiety. The significant predictors of social anxiety included cognitive reaction within the seven problem solving ability subscales and perceived interpersonal relationship. The regression model explained 22.6% of social anxiety. As a result, to decrease social anxiety in nursing students, nursing educators should develop educational intervention programs to change cognitive distortions presented in unfamiliar social situations and improve interpersonal relationships ability.

A Change of Apparent Diffusion Coefficient in Diffusion Weighted Imaging Applied with Rectangular FOV Technique (확산강조영상 검사 시 rectangular FOV 적용에 따른 ADC 값의 변화)

  • Na, Sa-Ra;Choi, Kwan-Woo;Koo, No-Hyun;Yoo, Beong-Gyu;Son, Soon-Yong
    • Journal of the Korean Society of Radiology
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    • v.10 no.7
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    • pp.545-550
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    • 2016
  • The purpose of this study is to improve the mapping between functional image and conventional image by using rectangular FOV technique. Diffusion weighted imaging which is widely used for stroke was acquired by reducing the FOV and compared each Apparent Diffusion Coefficient(ADC). As a result, there is no significant difference of each ADC value in one-way-anova analysis and post-hoc analysis. Thus, Mismatching problem may be improved by matching the FOV with rectangular FOV technique because there is no difference in ADC values.

Result of Multiphasic Military Personality Inventory Among Grave's Disease in 19-Year-Old Men (19세 남성에서 그레이브스병의 다면적 군인성검사 결과)

  • Jong Hyun, Kim;Jonggook, Lee;Jeong Seok, Seo;Juhyun, Kim;Keun, Oh;Taehyun, Kim
    • Korean Journal of Psychosomatic Medicine
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    • v.30 no.2
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    • pp.196-202
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    • 2022
  • Objectives : The purpose of this study was to quantitatively assess the degree of Graves' Disease affecting mental health through the results of multiphasic military personality inventory (MPI) in 19-year-old men. Methods : We collected and analyzed the results of the MPI for 592 healthy subjects and 148 Graves' disease patients among the 19-year-old men who visited the Military Manpower Administration from February 2008 to January 2010. Results : Among demographic characteristics, both Graves' disease and control group are 19-year-old men. Educational level, socioeconomic status, parental relationship, and BMI were not statistically different between the two groups (χ2=0.089, p=0.766; χ2=5.090, p=0.278; χ2=5.988, p=0.112 ; t=-0.635, p=0.526). In the MPI, among validity scales, the score of the faking-good subscale was significantly lower in the Graves' group (t=3.507, p<0.001), but in the faking-bad and infrequency subscales scores were not significantly different between two groups (t=-1.700, p=0.090; t=-0.519, p=0.604). Among the neurosis scale, anxiety, depression, somatization, and personality disorder subscale scores were all significantly higher in Graves' disease group (t=-3.323, p<0.001; t=-4.210, p<0.001; t=-6.202, p<0.001; t=-2.872, p<0.01). Among the psychopath scale, each score of schizophrenia and paranoia subscales were not statistically different between the two groups (t=-0.158, p=0.874; t=-0.846, p=0.398). Conclusions : According to MPI result, we can confirm that Graves' disease patients in 19-year-old-men may appear features such as anxiety, depression, somatization and personality tendency (introversion or impulsivity) than the control group.

A Study on the Effectiveness of the Audit Review System (감리제도의 실효성에 대한 연구 - 회계정보의 질을 중심으로 -)

  • Kwak, Young-Min;Jung, Jae-Jin
    • Management & Information Systems Review
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    • v.33 no.5
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    • pp.71-84
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    • 2014
  • We examine evidence on the relationship between firms that targeted by the Financial Supervisory Service for allegedly manipulating annual earnings and accounting quality measured by the discretionary accruals, an issue with important public policy implications. The main purpose of this paper is to empirically investigate the extent to which Korean WDS(Window Dressing Settlement) firms identified by the financial supervisory service in their audit review exhibit higher level of accounting quality in order to avoid any potential negative effects and to regain public confidence after audit review. In this study, we analyzed 51 WDS firms and 102 control firms which traded in the Korean Stock Exchange market during the period from 2000 to the 2010. The number of observations subject to various tests are 251 and 502 firm-years for WDS and control samples respectively across the 5 year sample period. The results of the study show that the accounting quality after auditor review be significantly improved. This result suggests that the FSS's audit review system would control the accounting quality and then improve the transparency of the accounting information. Thus it may be suggested that the current audit review system is efficient ways to lead listed firms to provide transparent financial statements.

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Underweight Related Factors in School-Aged Children in Daegu (대구지역 초등학생의 저체중 현황파악 및 관련요인 분석)

  • Yun, Young-Hee;Park, Kyong
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.42 no.10
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    • pp.1592-1599
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    • 2013
  • Despite numerous studies regarding overweight or obese children, only a limited number of studies have investigated the effect of underweight. The purpose of this study is to investigate the determinants of underweight among school-aged children. A total of 493 students (86 underweight and 407 normal weight students) aged 11 to 13 years were included in our study. Socio-demographic characteristics, eating habits, health information, self-perception of weight, weight-control efforts and birth-related information were collected by using survey questionnaires for children and parents. Dietary information was obtained by two 24-hour food records, which were completed by both children and their parents. The prevalence of underweight was significantly higher in girls than boys, and the frequency of medical treatment and flu symptoms were higher in underweight children than normal ones. Overall, girls tended to overestimate their own weight; this misclassification was greater among underweight girls. Birthweight was positively correlated with current weight (P<0.05) and height (P<0.01) in girls, but these correlations were not seen in boys. In conclusion, underweight girls had inappropriate self-perception of weight, and underweight in girls may be related with birthweight and inadequate dietary intakes. Therefore, it is important to build a well-designed framework that integrates efforts of home, school, and community to maintain a healthy weight with balanced diet and exercise throughout the lifetime.