• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.707-716
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• 2006

When the regression function is discontinuous at a point, the variance function is usually discontinuous at the point. In this case, we had better propose a test for the existence of a discontinuity point with the regression function rather than the variance function. In this paper we consider that the variance function only has a discontinuity point. We propose a nonparametric test for the existence of a discontinuity point with the second moment function since the variance function and the second moment function have the same location and jump size of the discontinuity point. The proposed method is based on the asymptotic distribution of the estimated jump size.

• Journal for History of Mathematics
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• v.26 no.4
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• pp.277-299
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• 2013

It was not until the early twentieth century that statistics emerged as an independent academic discipline. The developments of statistical theory and methods would not have been possible without heated controversies among founding fathers. One of them, controversy on the statistical test between R. A. Fisher and J. Neyman, E. S. Pearson had been very fierce and long-lasting. On the other hand it was in the early twentieth century that psychologists began to utilize statistical test which was a hybrid of tests developed by Fisher and Neyman-Pearson. By considering the history of fields such as psychology, we can see distinctive characteristics specific to the history of statistics.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.5 no.7
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• pp.25-27
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• 1982

In most introductory statistics courses and text, the two equal tail test is presented without justification. In the present paper, the two equal tail critical region will be discussed in the light of unbiasedness with some test examples for the mean and the variance based on the random sample $X_1$, $X_2$,....$X_n$ from N($\mu$, $\delta^2$) using only elementary mathematics.

• Journal of the Korean Statistical Society
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• v.3 no.1
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• pp.65-66
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• 1974

통계학의 수리론을 전개한 우리의 저서가 별로 없는 터에 윤기중교수의 '수리통계학'이 박영사를 통하여 간행되었다. 이책은 미적분에 관한 수학지식으로 능히 독파할 수 있도록 순차적으로 차분하게 기술되어 있다. 집합론의 개념에서부터 시작하여 확률론의 기초사항을 친절하게 설명하고 연속확률변수의 분포, 확률표본, 점추정, 다변량정규분포, 각종 통계량의 분포, 통계적 가설검정, 구간추정, 그리고 끝으로 회귀와 상관분석에 이르기까지 각종항목에 걸쳐서 통계학이론이 빠짐없이 기술되어 있다.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2000.11a
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• pp.255-258
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• 2000

We prepose fuzzy statistical test of fuzzy hypotheses membership function with fuzzy number data. Finding the maximum grade of the meeting point for fuzzy hypotheses membership function and membership function of confidence interval. By the maximum grade, we obtain the results to acceptance or reject for the test of fuzzy hypotheses.

• The Korean Journal of Applied Statistics
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• v.5 no.1
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• pp.29-39
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• 1992

A testing and estimation procedure is considered for changes at unknown time point in simple linear regression model. A test statistic of quadratic form is suggested. We also discuss the asymptotic distribution and its level control. The proposed method is compared with the likelihood ratio test through a example.

• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.405-414
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• 2012

In a stratified sample, the sampling frame is divided into non-overlapping groups or strata (e.g. geographical areas, age-groups, and genders). A sample is taken from each stratum, if this sample is a simple random sample it is referred to as stratified random sampling. In this paper, we study the bootstrap inference (including confidence interval) and test for a stratified population mean. We also introduce the bootstrap consistency based on limiting distribution related to the plug-in estimator of the population mean. We suggest three bootstrap confidence intervals such as standard bootstrap method, percentile bootstrap method and studentized bootstrap method. We also suggest a bootstrap test method computing the $ASL_{boot}$(Achieved Significance Level). The results of estimation are verified using simulation.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.239-251
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• 2011

The need for statistical analysis to discern the existence and the type of international business comovement has increased as business and economic variations in one country is directly transmitted to business and financial market conditions in another without a long lag. This study performs the statistical tests for th locomotive hypothesis to understand the structural character of the long-run mechanism among Korea-US current and future business movements and the domestic stock market. The U.S. future business prospect, rather than the US current and the domestic current and future business conditions, appears to signi cantl a ect the domestic stock market movement.

• The Journal of the Korea Contents Association
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• v.15 no.10
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• pp.504-516
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• 2015

This study addresses one of the curent issues in modern finance, which investigates financial profile on the levels of the chaebol firms' cash hoardings in the domestic capital market. Iit may be imperative to search for robust and consistent financial determinants of cash holdings as well as identifying any changes or trend of the determinants affecting the corporate cash reserves in the post-era of the global financial turmoil, considering that interest parties at the government and corporate levels, still seem to have a controversy or debate on excess cash savings. Two hypotheses were postulated and empirically tested for the chaebol firms in the study, such as any transitional changes of the relevant factors on cash holdings and unique attributes of financial factors discriminating between the different type of domestic stock markets.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1355-1364
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• 2009

This work propose a robust test for location parameters in multivariate data based on MVE and MCD with the affine equivariance and the high-breakdown properties. We consider the hypothesis testing satisfying high efficiency and high test power simultaneously to bring in the one-step reweighting procedure upon high-breakdown estimators, which generally suffer from the low efficiency and, as a result, usually used only in the exploratory analysis. Monte Carlo study shows that the suggested method retains nominal significance levels and higher testing power without regard to various population distributions than a Hotelling's $T^2$ test. In an example, a data set containing known outliers does not make an influence toward our proposal, while it renders a Hotelling's $T^2$ useless.