• 응용통계연구
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• 제16권2호
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• pp.365-376
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• 2003

본 연구에서는 비정규 시계열 자료에 관한 다양한 회귀모형을 고찰하고, 이들 모형의 선택 기준에 관하여 연구해 보았다. 모형 선택의 기준으로는 AIC (Akaike information criterion), BIC (Baysian information criterion) 그리고 우도비 검정을 확장 적용하였다. 또한, 실제의 Polio 자료분석을 통해 이를 적용해보았다.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.123-135
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• 2000

This paper addresses the Bayesian hypotheses testing for the comparison of exponential population under type II censoring. In Bayesian testing problem, conventional Bayes factors can not typically accommodate the use of noninformative priors which are improper and are defined only up to arbitrary constants. To overcome such problem, we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. We derive the arithmetic, expected and median intrinsic Bayes factors for our problem. The Monte Carlo simulation is used for calculating intrinsic Bayes factors which are compared with P-values of the classical test.

• Journal of the Korean Statistical Society
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• 제28권1호
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• pp.73-92
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• 1999

In Bayesian model selection or testing problems, one cannot utilize standard or default noninformative priors, since these priors are typically improper and are defined only up to arbitrary constants. The resulting Bayes factors are not well defined. A recently proposed model selection criterion, the intrinsic Bayes factor overcomes such problems by using a part of the sample as a training sample to get a proper posterior and then use the posterior as the prior for the remaining observations to compute the Bayes factor. Surprisingly, such Bayes factor can also be computed directly from the full sample by some proper priors, namely intrinsic priors. The present paper explains how to derive intrinsic priors for simple tree ordered exponential means. Some numerical results are also provided to support theoretical results and compare with classical methods.

• 한국환경보건학회지
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• 제48권5호
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• pp.266-271
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• 2022

Background: The selection of distributions of input parameters is an important component in probabilistic exposure assessment. Goodness-of-fit (GOF) methods are used to determine the distribution of exposure factors. However, there are no clear guidelines for choosing an appropriate GOF method. Objectives: The outcomes of probabilistic consumer exposure assessment were compared by using five different GOF methods for the selection of input distributions: chi-squared test, Kolmogorov-Smirnov test (K-S), Anderson-Darling test (A-D), Akaike information criterion (AIC) and Bayesian information criterion (BIC). Methods: Individual exposures were estimated based on product usage factor combinations from 10,000 respondents. The distribution of individual exposure was considered as the true value of population exposures. Results: Among the five GOF methods, probabilistic exposure distributions using the A-D and K-S methods were similar to individual exposure estimations. Comparing the 95th percentiles of the probabilistic distributions and the individual estimations for 10 CPs, there were 0.73 to 1.92 times differences for the A-D method, and 0.73 to 1.60 times differences (excluding tire-shine spray) for the K-S method. Conclusions: There were significant differences in exposure assessment results among the selection of the GOF methods. Therefore, the GOF methods for probabilistic consumer exposure assessment should be carefully selected.

• Asian-Australasian Journal of Animal Sciences
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• 제33권3호
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• pp.408-415
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• 2020

Objective: The aim of the paper was to compare the fit of data derived from daily automatic milking systems (AMS) and monthly test-day records with the use of lactation curves; data was analysed separately for primiparas and multiparas. Methods: The study was carried out on three Polish Holstein-Friesians (PHF) dairy herds. The farms were equipped with an automatic milking system which provided information on milking performance throughout lactation. Once a month cows were also subjected to test-day milkings (method A4). Most studies described in the literature are based on test-day data; therefore, we aimed to compare models based on both test-day and AMS data to determine which mathematical model (Wood or Wilmink) would be the better fit. Results: Results show that lactation curves constructed from data derived from the AMS were better adjusted to the actual milk yield (MY) data regardless of the lactation number and model. Also, we found that the Wilmink model may be a better fit for modelling the lactation curve of PHF cows milked by an AMS as it had the lowest values of Akaike information criterion, Bayesian information criterion, mean square error, the highest coefficient of determination values, and was more accurate in estimating MY than the Wood model. Although both models underestimated peak MY, mean, and total MY, the Wilmink model was closer to the real values. Conclusion: Models of lactation curves may have an economic impact and may be helpful in terms of herd management and decision-making as they assist in forecasting MY at any moment of lactation. Also, data obtained from modelling can help with monitoring milk performance of each cow, diet planning, as well as monitoring the health of the cow.

• Asian-Australasian Journal of Animal Sciences
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• 제29권6호
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• pp.759-767
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• 2016

The aim of this study was to compare two random regression models (RRM) fitted by fourth ($RRM_4$) and fifth-order Legendre polynomials ($RRM_5$) with a lactation model (LM) for evaluating Holstein cattle in Brazil. Two datasets with the same animals were prepared for this study. To apply test-day RRM and LMs, 262,426 test day records and 30,228 lactation records covering 305 days were prepared, respectively. The lowest values of Akaike's information criterion, Bayesian information criterion, and estimates of the maximum of the likelihood function (-2LogL) were for $RRM_4$. Heritability for 305-day milk yield (305MY) was 0.23 ($RRM_4$), 0.24 ($RRM_5$), and 0.21 (LM). Heritability, additive genetic and permanent environmental variances of test days on days in milk was from 0.16 to 0.27, from 3.76 to 6.88 and from 11.12 to 20.21, respectively. Additive genetic correlations between test days ranged from 0.20 to 0.99. Permanent environmental correlations between test days were between 0.07 and 0.99. Standard deviations of average estimated breeding values (EBVs) for 305MY from $RRM_4$ and $RRM_5$ were from 11% to 30% higher for bulls and around 28% higher for cows than that in LM. Rank correlations between RRM EBVs and LM EBVs were between 0.86 to 0.96 for bulls and 0.80 to 0.87 for cows. Average percentage of gain in reliability of EBVs for 305-day yield increased from 4% to 17% for bulls and from 23% to 24% for cows when reliability of EBVs from RRM models was compared to those from LM model. Random regression model fitted by fourth order Legendre polynomials is recommended for genetic evaluations of Brazilian Holstein cattle because of the higher reliability in the estimation of breeding values.

• Communications for Statistical Applications and Methods
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• 제24권4호
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• pp.325-337
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• 2017

In this paper, we proposed a new long-term lifetime distribution with four parameters inserted in a risk competitive scenario with decreasing, increasing and unimodal hazard rate functions, namely the Weibull-Poisson long-term distribution. This new distribution arises from a scenario of competitive latent risk, in which the lifetime associated to the particular risk is not observable, and where only the minimum lifetime value among all risks is noticed in a long-term context. However, it can also be used in any other situation as long as it fits the data well. The Weibull-Poisson long-term distribution is presented as a particular case for the new exponential-Poisson long-term distribution and Weibull long-term distribution. The properties of the proposed distribution were discussed, including its probability density, survival and hazard functions and explicit algebraic formulas for its order statistics. Assuming censored data, we considered the maximum likelihood approach for parameter estimation. For different parameter settings, sample sizes, and censoring percentages various simulation studies were performed to study the mean square error of the maximum likelihood estimative, and compare the performance of the model proposed with the particular cases. The selection criteria Akaike information criterion, Bayesian information criterion, and likelihood ratio test were used for the model selection. The relevance of the approach was illustrated on two real datasets of where the new model was compared with its particular cases observing its potential and competitiveness.

• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.477-491
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• 1997

A new predictive classification rule for assigning future cases into one of two multivariate normal population (with unknown normal mixture model) is considered. The development involves calculation of posterior probability of each possible normal-mixture model via a default Bayesian test criterion, called intrinsic Bayes factor, and suggests predictive distribution for future cases to be classified that accounts for model uncertainty by weighting the effect of each model by its posterior probabiliy. In this paper, our interest is focused on constructing the classification rule that takes care of uncertainty about the types of covariance matrices (homogeneity/heterogeneity) involved in the model. For the constructed rule, a Monte Carlo simulation study demonstrates routine application and notes benefits over traditional predictive calssification rule by Geisser (1982).

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2004년도 학술발표회
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• pp.719-723
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• 2004

본 연구에서는 일 최고, 최소치 유출량 계열을 확충하기 위해 ARIMA(p,d,q) 모형을 이용하였으며, 분석 자료의 경향성 유무를 파악하기 위해 Mann-Kendal 비모수적 검정을 실시하였다. 분석 결과, 최고 최소 유출량 자료 모두 경향성이 없는 것으로 분석되었다. ARIMA(p,d,q) 모형의 최적 차수를 결정하기 위해 ACF, PACF, AIC, 그리고 SBC(Schwarz Bayesian Criterion) 검사를 실시하였으며 이를 통해 최적의 ARMA 모형을 결정하였다. 일 최대치 자료의 경우 추계학적 경향 보다는 무작위적 특성을 보였으며, 일 최소치 자료계열 경우, ARMA(1,0) 모형이 최적 모형으로 선정되었다.

• Animal Bioscience
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• 제34권2호
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• pp.163-171
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• 2021

Objective: Considering the importance of dairy farming and the negative effects of heat stress, more tolerant genotypes need to be identified. The objective of this study was to investigate the effect of heat stress via temperature-humidity index (THI) and diurnal temperature variation (DTV) in the genetic evaluations for daily milk yield of Holstein dairy cattle, using random regression models. Methods: The data comprised 94,549 test-day records of 11,294 first parity Holstein cows from Brazil, collected from 1997 to 2013, and bioclimatic data (THI and DTV) from 18 weather stations. Least square linear regression models were used to determine the THI and DTV thresholds for milk yield losses caused by heat stress. In addition to the standard model (SM, without bioclimatic variables), THI and DTV were combined in various ways and tested for different days, totaling 41 models. Results: The THI and DTV thresholds for milk yield losses was THI = 74 (-0.106 kg/d/THI) and DTV = 13 (-0.045 kg/d/DTV). The model that included THI and DTV as fixed effects, considering the two-day average, presented better fit (-2logL, Akaike information criterion, and Bayesian information criterion). The estimated breeding values (EBVs) and the reliabilities of the EBVs improved when using this model. Conclusion: Sires are re-ranking when heat stress indicators are included in the model. Genetic evaluation using the mean of two days of THI and DTV as fixed effect, improved EBVs and EBVs reliability.