• The Korean Journal of Applied Statistics
• /
• v.17 no.3
• /
• pp.499-505
• /
• 2004

The Pareto diagram analysis of the experimental data by the two level orthogonal arrays has been used widely in practice since it is a graphical, quick and easy method to analyze experimental results, which does not use the analysis of variance to screen significant effects. For the analysis of the experimental data by $L_{18}(2 \times 3^7)$ orthogonal array, Park(1996) proposed Pareto ANOVA in which the size of effects is defined by the mean squares of effects and the Pareto principle is used. In this paper, a new approach of the Pareto diagram analysis of the experimental data by $L_{18}(2 \times 3^7)$ orthogonal array is proposed. The main idea is to partition the size of three level effects by that of linear and quadratic orthogonal contrasts of those effects.

• 한국벤처창업학회:학술대회논문집
• /
• 2022.11a
• /
• pp.237-240
• /
• 2022

창업기업은 ICO나 크라우드펀딩 등을 통해 소액주주로부터 자금을 조달하여 캐즘(chasm)을 무사히 통과하게 되면 전문투자기관으로부터 시리즈 투자를 유치하게 된다. 이는 시리즈 단계에서는 창업기업의 불확실성을 줄여주는 전문투자기관이 필요한 반면, 사업의 불확실성이 더 높은 캐즘단계에서는 전문투자기관이 존재하지 않아도 소액투자자들의 모집이 가능하다는 역설이라 할 수 있다. 이러한 역설을 설명하기 위해 본 연구에서는 일반투자자들이 복권형투자(lottery-type investment)에 참여하고 있음을 가정하고, 이에 대한 이론적인 고찰을 시도하였다. 복권형투자는 수익률의 분포가 높은 양의 왜도를 가질 때 이론적으로 가능하다. 사실 경제현상에서 정규분포를 찾아보긴 어렵고 왜도가 높은 파레토분포가 더 일반적이다. 정규분포에 기초한 기존의 가격모델은 오히려 특수해라고 할 수 있다. 기대효용이론에 기초한 복권형투자 모형은 실증분석을 통해 파레토분포의 형상모수(𝛼) 값이 먼저 추정되어야 설계가 가능하다.

• Proceedings of the Korea Information Processing Society Conference
• /
• 2003.05b
• /
• pp.1105-1108
• /
• 2003

통신망을 효율적으로 설계하고 운영하기 위하여 통신망에 대한 구체적인 시뮬레이션이 필요하며 이에 관한 연구가 현재 활발히 이루어지고 있다. 본 논문에서는 통신망 성능 분석을 위한 시뮬레이션 시 필요한 트래픽 생성기의 설계를 위해 실제 트래픽 자료를 수집, 분석하여 HTTP 요구 수준에서 통계적 방법을 통해 확률 분포로 모델링하였다. 기존 연구에서는 응답 크기에 대하여 파레토 분포만을 사용하여 그 특성을 모델링하였지만, 본 연구에서는 지수 분포와 파레토 분포의 혼합으로 모델링할 수 있음을 확인하였다. 또한 응답 크기의 특성은 서버 내 파일 크기의 특성을 그대로 반영하는 것이 아니라 사용자의 웹 문서 요청의 편중화 현상에 영향을 받아 그 특성이 달라질 수 있다는 것을 분석을 통해 확인하였다.

• Journal of the Korean Geographical Society
• /
• v.42 no.6
• /
• pp.940-954
• /
• 2007

This study was to analyze a total of 18,068 farm reservoirs in Korea with their basic measures, and estimate their average characteristics. These characteristics have also been compared with those of foreign countries. Histograms of seven measures(approval area, beneficial area, watershed area, effective storage, full water area, dam length, and dam height) of reservoirs are made to characterize their distributions and to apply the Pareto analysis with the power law to evaluate their inequalities. The histogram analysis shows that the measures of dam(channel cross-section) characteristics follow the log-normal distributions, on the other hand, those of the basin characteristics the exponential-type distributions. Pareto analysis was done for the five measures of having exponential distribution. The Pareto exponents estimated are 0.38 for the approval area, 0.42 for the beneficial area, -0.19 for the effective storage, 0.30 for the watershed area, and 0.22 for the full water area, so the inequality of the beneficial area is the highest and that of the effective storage is the lowest. Analysis of morphology index versus watershed area shows that most reservoirs are categorized into deep or normal ones. These characteristics are also found to be similar to those of foreign countries.

• The Korean Journal of Applied Statistics
• /
• v.26 no.5
• /
• pp.713-723
• /
• 2013

An objective Bayesian estimation procedure of the two-parameter Pareto distribution is presented under the reference prior and the noninformative prior. Bayesian estimators are obtained by Gibbs sampling. The steps to generate parameters in the Gibbs sampler are from the shape parameter of the gamma distribution and then the scale parameter by the adaptive rejection sampling algorism. A numerical study shows that the proposed objective Bayesian estimation outperforms other estimations in simulated bias and mean squared error.

• Journal of the Korean BIBLIA Society for library and Information Science
• /
• v.31 no.1
• /
• pp.237-255
• /
• 2020

Pareto principle states that, for many events, roughly 80% of the effects come from 20% of the causes. This study clarified if there is Pareto principle in Korean universities' academic information resource sharing network and calculates the Gini efficient about inequality in sharing academic resources. As a result, top 20% libraries led 80% of performance and inequality degree showed 0.8 as very serious condition. Relative Gini efficient which is recalculated considering scale of each libraries stay 0.7 that is adjusted slightly down. It means that such phenomenon is not caused by the difference of each universities scale with high contribution of big university and low contribution of small university. And in comparison of inequality between university's types, inequality between community colleges and private universities is more serious than four-year-course college and national university respectfully. Finally, as a result of visualizing the distribution of participating libraries, there were libraries with overwhelming contributions, and libraries with small but relatively high contribution levels were also distributed.

• The Korean Journal of Applied Statistics
• /
• v.24 no.5
• /
• pp.931-939
• /
• 2011

In practice, thresholds are determined by the two subjective assessment methods in a generalized pareto distribution of mean extreme function(MEF-graph) or Hill-graph. To remedy the problem of subjectiveness of these methods, we propose an alternative method to determine the threshold based on the robust statistics. We compared the MEF-graph, Hill-graph and our method through VaRs on the Korean stock market data from January 5, 1987 to August 3, 2009. As a result, the VaR based on the proposed method is not much different from the existing methods, and the standard deviation of VaR for our method was the smallest. The results show that our method can be a promising alternative to determine thresholds of the generalized pareto distributions.

• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 2006.11a
• /
• pp.383-387
• /
• 2006

자기유사(self-similar)과정은 인터넷 트래픽을 보다 정확하게 분석하는데 꼭 필요한 확률과정이다. 본 연구는 계산이 간편하고 다양한 시간범위의 종속성을 반영할 수 있는 M/G/${\infty}$에 모형을 기반으로 하여 자기유사과정을 생성하는 방법을 채택하고 G를 파레토 분포로 표준화하여 적용 가능성을 다양하게 실험한다. 시뮬레이션에서 이산화를 매 단위시점으로 설정하지 않고 대기열에서의 도착, 이탈시점으로 설정하여 시뮬레이션의 속도를 높이고 보다 정확한 성능측정이 이루어지도록 시도한다.

• Proceedings of the Korean Statistical Society Conference
• /
• 2003.05a
• /
• pp.121-126
• /
• 2003

소득분배의 가장 대표적인 불평등척도는 Gini index이며, 이것은 통계학자인 Gini가 제안한 지표로서 소득분배에 관한 분석에서 가장 널리 이용되고 있다. 본 논문에서는 두 원의 호에 의해 Lorenz 곡선을 추정하고 코사인법칙을 이용하여 Gini index를 추정하기 위한 새로운 간편한 방법을 제시하여, 소득분포를 따르는 파레토분포에서 모의실험을 통해 Ogwang and Rao (1996)의 추정방법과 평균제곱오차 면에서 비교 분석한다.

• Journal of Korea Technology Innovation Society
• /
• v.16 no.4
• /
• pp.937-953
• /
• 2013

The theoretical discussion of generation process and development directions of economic fluctuations are actively discussed. This study describes the economic changes applied to empirical research on economic volatility in Korea under the economic theory of network theory [Acemoglu, et al. 2012, 2010]. For the three years in 2000, 2005, and 2010, the network analysis were applied to industry input-output tables. The research results show that the network economic structures in Korea is shifted from a high connectivity among sectors to a lower connectivity. Also, the impact of key industries and the mutual connectivity of input and out among industrial sectors are weaken. Implications for industry and technology policy are derived form the study results.