• Journal of the Korean Data and Information Science Society
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• v.25 no.5
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• pp.1079-1094
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• 2014

In this paper, we study efficient gene selection methods by using conditional mutual information. We suggest gene selection methods using conditional mutual information based on semiparametric methods utilizing multivariate normal distribution and Edgeworth approximation. We compare our suggested methods with other methods such as mutual information filter, SVM-RFE, Cai et al. (2009)'s gene selection (MIGS-original) in SVM classification. By these experiments, we show that gene selection methods using conditional mutual information based on semiparametric methods have better performance than mutual information filter. Furthermore, we show that they take far less computing time than Cai et al. (2009)'s gene selection but have similar performance.

• Asia-Pacific Journal of Business Venturing and Entrepreneurship
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• v.12 no.6
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• pp.41-47
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• 2017

This study is an empirical analysis of the welfare of small and medium venture company trade. In the past, although the study analyzes the trade welfare for representative firm, this research is focusing on the distribution of an entire industry of companies analyzed. In this study, medium-to venture enterprise-scale for logarithmic normal distribution and Pareto distribution is estimated, and this study investigates the trading welfare changes. Results of the analysis can be summarized as follows. First of all, greater trade benefits enterprise-scale heterogeneity appeared to be significant. The result of this finding appeared to be the same to large firms as well as small and medium ventures. Trading welfare, assuming the distribution of Pareto rather than logarithmic normal distribution it's supposed to be overwhelmingly large. Secondly, the case of large corporations shows the more trade welfare than that of small and medium venture companies. Third, assuming homogeneous distribution of enterprise-scale trade welfare differences did not exist. Finally, from the point of view of increasing the welfare of trade, the diversity aiming of venture business is a very important role in the long term, because of the small and medium-sized ventures trade role.

• Journal of KIISE:Software and Applications
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• v.30 no.1_2
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• pp.140-152
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• 2003

An XML document has a structure which may be irregular. It is difficult for end-users to comprehend the irregular document structure exactly. For these XML documents, an end-user has a difficulty in using structured query. Therefore, an end-user formulates no structured query or a query which has a little structure information. In this context, we propose new retrieval models which use the structured information for ranking and compensate the difference between user query structure and document structure. To ease with querying, we assume the independence among querying paths which represent structural constraints. Since this assumption makes degradation of the expression power of a query language, we also propose a model which overcome this problem. As there had been no test collections for XML documents, we made a small test collection from TIPSTER of the RTEC and experimented on this collection without a structured query, From this experiment, we showed that our models improve average precision about 67% over conventional Vector-Space model.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.959-967
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• 2016

Distributional assumptions on equity returns play a key role in valuation theories for derivative securities. Elberlein and Keller (1995) investigated the distributional form of compound returns and found that some of standard assumptions can not be justified. Instead, Generalized Hyperbolic (GH) distribution fit the empirical returns with high accuracy. Hu and Kercheval (2007) also show that the normal distribution leads to VaR (Value at Risk) estimate that significantly underestimate the realized empirical values, while the GH distributions do not. We consider saddlepoint approximations to estimate the VaR and the ES (Expected Shortfall) which frequently encountered in finance and insurance as measures of risk management. We supposed GH distributions instead of normal ones, as underlying distribution of linear portfolios. Simulation results show the saddlepoint approximations are very accurate than normal ones.

• The Korean Journal of Applied Statistics
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• v.12 no.1
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• pp.45-65
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• 1999

공정능력지구 $C_{pk}$는 제조공정이 제품을 제대로 생산하고 있는지를 평가하기 위하여 널리 사용되고 있는 측도이다. 최근까지 공정능력지수 $C_{pk}$에 관한 추정문제들이 만히 연구되었는 바, 대부분의 이러한 연구들은 공정분포가 정규분포임을 가정하였다. 하지만 실제 품질관리 현장의 공정으로부터 얻어지는 특성치들이 정규분포를 따르지 않는 경우가 많이 발생하며, 이를 감지하기가 어려울 수 있다. 따라서 본 논문에서는 공정능력지수 $C_{pk}$에 대한 바람직한 구간추정 방법을 제안하기 위하여 6가지 형태의 비모수적인 붓스트랩 신뢰구간을 설정하고 세 가지 공정분포에 대하여 다양하고 포괄적인 모의실험을 통하여 그 효율성에 관하여 비교연구를 하였다.

• The Korean Journal of Applied Statistics
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• v.18 no.2
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• pp.381-393
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• 2005

As a promising technique for dimension reduction in regression analysis, Sliced Inverse Regression (SIR) and an associated chi-square test for dimensionality were introduced by Li (1991). However, Li's test needs assumption of Normality for predictors and found to be heavily dependent on the number of slices. We will provide a unified asymptotic test for determining the dimensionality of the SIR model which is based on the probabilistic principal component analysis and free of normality assumption on predictors. Illustrative results with simulated and real examples will also be provided.

• Journal of the Korean Data and Information Science Society
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• v.26 no.3
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• pp.729-738
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• 2015

In this paper, we compare the robustness to the assumption of normality of the single control charts to control the mean and variance simultaneously. The charts examined were semicircle control chart, max chart and MSE chart with Shewhart individuals control charts. Their in-control and out-of-control performance were studied by simulation combined with computation. We calculated false alarm rate to compare among single charts by changing subgroup size and shifting mean of quality characteristics. It turns out that max chart is more robust than any of the others if the process is in-control. In some cases max chart and MSE chart are more robust than others if the process is out-of-control.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.943-953
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• 2010

From a mixture distribution of the score random variable for credit evaluation, there are many methods of estimating optimal thresholds. Most the research news is based on the assumption of normal distributions. In this paper, we extend non-normal distributions such as Weibull, Logistic and Gamma distributions to estimate an optimal threshold by using a hypotheses test method and other methods maximizing the total accuracy and the true rate. The type I and II errors are obtained and compared with their sums. Finally we discuss their e ciency and derive conclusions for non-normal distributions.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.36 no.12
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• pp.1186-1192
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• 2008

The reliability of gas turbine engine blades was studied. Yield strength, Young’s modulus, engine speed and gas temperature were considered as statistically independent random variables. The failure probability was calculated using five different methods. Advanced Mean Value Method was the most efficient without significant loss in accuracy. When random variables were assumed to have normal, lognormal and Weibull distributions with the same means and standard deviations, the CDF of limit state equation did not change significantly with the distribution functions of random variables. The normalized sensitivity of failure probability with respect to standard deviations of random variables was the largest with gas temperature. The effect of means and standard deviations of random variables was studied. The increase in the mean of gas temperature and the standard deviation of engine speed increased the failure probability the most significantly.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2003.04a
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• pp.221-224
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• 2003

이 연구는 국내의 균열암반에 대한 지하수 유동 연구가 대수층이 등방이라는 가정하에 진행피고 있는 방법에서 벗어나 대수층이 이방성을 띤다는 가정하에 대수층의 수리적 이방성을 해석하는데 중점을 두었다. 수리시험은 30.91 $m^3$/day로 BH-1공에서 300분간 양수였으며, 각각의 관측공 BH-2, BH-3, BH-4, 및 BH-5공에서 시간에 따른 수위강하를 관측하였다. 수리시험에 의해 얻어진 시간별 수위강하 자료를 이용하여 Jacob(1950)의 직선법에 의해서 직선의 기울기(m)와 수위강하가 영이 되는 지점에서의 시간( $t_{0}$)을 계산하였다. 대수층의 수리학적 이방성 텐서 (tensor) 즉, 최대투수량계수텐서 ( $T_{ξξ}$)와 최소투수량계수텐서 ( $T_{ηη}$)를 산출하기 위해서 Stewart(1973)에 의해서 정립된 정규최소제곱(Ordinary least-square)방법을 적용하였으며, 이 방법은 관측공이 최소한 4개를 필요로 한다. 그 결과로, $T_{ξξ}$는 12.21 $m^2$/day이고 $T_{ηη}$는 10.47 $m^2$/day로 산출되었다. 최대투수량계수텐서의 방향은 Nl9.13$^{\circ}$E 이고 이방성율은 1.17로 산출되었다. BH-1공에서 수리시험시 대수층의 이방성은 등방성에 가깝게 표현되었다. 이는 연구지역 대수층이 다수의 균열에 의해서 수리적 상호연결성이 고루 분포된 것으로 판단된다.