• Journal of Korean Society of Transportation
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• v.27 no.2
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• pp.23-34
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• 2009

This paper is described as an experimental analysis for the probabilistic directional design hour volume estimation. The main objective of this paper is to derive acceptable design rankings, PK factors, and PD factors. In order to determine an appropriate distribution for acceptable design rankings, 12 probability distribution functions were employed. The parameters were estimated based on the method of maximum likelihood. The goodness of fit test was performed with a Kolmogorov-Smirnov test. The Beta General distribution among the probability distributions was selected as an appropriate model for 2 lane roadways. On the other hand, the Weibull distribution is superior for 4 lanes. The method of the inverse cumulative distribution function came up with an acceptable design ranking of design for LOS D. An acceptable design ranking of 2 lanes is 190, while an acceptable design ranking for 4 lanes is 164. The PK factor and PD factor of 2 lanes was elicited for 0.119 (0.100-0.139) and 0.568 (0.545-0.590), respectively. On the other hand, the PK factor and PD factor for 4 lanes was elicited as 0.106 (0.097-0.114) and 0.571 (0.544-0.598), respectively.

• Communications for Statistical Applications and Methods
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• v.5 no.2
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• pp.539-557
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• 1998

This article is concerned with the problem of estimating the mean of a one-parameter exponential family through sequential sampling in three stages under quadratic error loss. This more general framework differs from those considered by Hall (1981) and others. The differences are : (i) the estimator and the final stage sample size are dependent; and (ii) second order approximation of a continuously differentiable function of the final stage sample size permits evaluation of the asymptotic regret through higher order moments. In particular, the asymptotic regret can be expressed as a function of both the skewness $\rho$ and the kurtosis $\beta$ of the underlying distribution. The conditions on $\rho$ and $\beta$ for which negative regret is expected are discussed. Further results concerning the stopping variable N are also presented. We also supplement our theoretical findings wish simulation results to provide a feel for the triple sampling procedure presented in this study.

• 한국해양학회지
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• v.12 no.1
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• pp.7-12
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• 1977

Vertical mixing in the ocean affects the formation of water masses as well as the vertical distribution of nutrients and dissolved substances. this study is to investigate the effect of stability on the intensity of vertical transfer in the case of shallow and straitfied channel. It is found that the relation of the stability and vertical turbulent diffusion is given by K$\sub$z/ = -${\beta}$-(c+${\beta}$) / ${\alpha}$(E-1/${\alpha}$) where K$\sub$z/ and E denotes the vertical turbulent diffusion coefficient and stability, respectively. The empirical coefficients ${\alpha}$, ${\beta}$ and c depend on the magnitude of vertical components and stability, i.e., through thermocline intensity. The study indicates that the diffusivity of the surface mixed layer is (K$\sub$z/)=300∼1,200$\textrm{cm}^2$/sec, the thermocline layer is (K$\sub$z/)= 50∼200$\textrm{cm}^2$/sec and the cold layer is (K$\sub$z/)=200∼600$\textrm{cm}^2$/sec based on near- minimum least-squares error estimates from the regression analysis. An important result of our study comes out that the model is in accordance with the general trends of the effect of stability on the vertical turbulent diffusion coefficients in the case of shallow and strongly stratified channel.

• Journal of Families and Better Life
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• v.33 no.6
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• pp.115-128
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• 2015

This study aims to examine the general tendency of suicidal ideation in single person households and to analyse the differences and effects of related variables(sociodemographic variables, characteristics of single person households, happiness and depression) on suicidal ideation. For achieving these purposes, a survey was conducted using questionnaires, based on quota sampling that considers the distribution of population in each dong of one Gu in Gwangju. Finally, data of 686 single person households were used for analysis. The study findings were as follows. The average score of suicidal ideation in single person households was 6.47 points, it was somewhat higher as compared to prior research that was targeting general households. And the average score of happiness index was 4.17 points, depression was 33.11 points. The level of suicidal ideation in single person households was significantly different according to age, occupation, economic status, health status, period of single life, life satisfaction, and contact with family. In addition, the level of depression(${\beta}=.24$, p<.01) had the biggest effect on suicidal ideation in single person households and it was followed by happiness index(${\beta}=-.19$, p<.05) and family visit(${\beta}=-.15$, p<.05). The total explanatory power was 37%. These findings imply that it is important to find a high mental health risk group and treat it early, because there is a high possibility that single person households might have mental health problems by being isolated or alienated from society. In addition, diverse program and services designed to maintain familial bonds despite family members living separately are needed.

• Food Science and Biotechnology
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• v.15 no.5
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• pp.773-777
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• 2006

Growth of Bacillus cereus was assessed during the storage of seasoned soybean sprouts at 0,5, 10, and $15^{\circ}C$. No lag time in its growth curve was observed and thus the specific growth rate of B. cereus in the exponential growth phase was estimated for bootstrapped microbial count data. The distribution of the specific growth rate could be explained by the BetaGeneral distribution function, and temperature dependence was described by the Ratkowsky square root model. The temperature dependence of the growth could be successfully incorporated into the differential equation of microbial growth to predict the B. cereus count on the seasoned soybean sprouts under fluctuating temperature conditions. Safe shelf lives with different probabilities to reach $10^5\;CFU/g$ were presented at four different temperatures, considering the variation in initial contamination and specific growth rate by the Monte Carlo method and 2-step bootstrapping, respectively. Safe shelf lives defined as the time with a probability of less than 0.1% of reaching the critical limit, were 13.4, 5.2, 3.6, and 2.8 days at 0, 5, 10, and $15^{\circ}C$, respectively.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.3 no.3
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• pp.95-106
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• 1983

The probability of failure is used to analyze the reliability of three dimensional slope failure, instead of conventional factor of safety. The strength parameters are assumed to be normal variated and beta variated. These are interval estimated under the specified confidence level and maximum likelihood estimation. The pseudonormal and beta random variables are generated using the uniform probability transformation method according to central limit theorem and rejection method. By means of a Monte-Carlo Simulation, the probability of failure is defined as; $$P_f$$=M/N N: Total number of trials M: Total number of failures some of the conclusions derived from the case study include; 1. If the strength parameters are assumed to be normal variated, the relationship between safety factor and the probability of failure is fairly consistent, regardless of the procedures of analysis and dimensions of assumed rupture surfaces. 2. However if the strength parameters are beta variated, general relationship between $F_s$ and $P_f$ is hardly found.

• The Journal of Asian Finance, Economics and Business
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• v.5 no.1
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• pp.11-16
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• 2018

This research examines the alternative ways of estimating the coefficient of non-diversifiable risk, namely beta coefficient, in Capital Asset Pricing Model (CAPM) introduced by Sharpe (1964) that is an essential element of assessing the value of diverse assets. The non-parametric methods used in this research are the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator). The Jackknife, the resampling technique, is also employed to validate the results. According to finance literature and common practices, these coecients have often been estimated using Ordinary Least Square (LS) regression method and monthly return data set. The empirical results of this research pointed out that the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) performed much better than Ordinary Least Square (LS) in terms of eciency for large-cap stocks trading actively in the United States markets. Interestingly, the empirical results also showed that daily return data would give more accurate estimation than monthly return data in both Ordinary Least Square (LS) and robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) regressions.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.12
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• pp.261-269
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• 2021

This study examines the effect of block diversity on the risk of firms listed on the Korean Stock Exchange between 2010 and 2017. To examine the effect of block diversity on corporate risk, we measure block diversity in terms of a single component, portfolio size, by referring to prior literature. This diversity component accounts for the differences in portfolio size across corporate blocks. In line with existing research on corporate risk, we consider several variables to measure corporate risk: volatility, beta, and idiosyncratic risk. The results show a negative relationship between the size of a block shareholder's portfolio and corporate risk. We also show no difference in the effect of block diversity on the corporate risk between KOSPI and KOSDAQ. This implies that the difference in portfolio size among corporate blocks reduces corporate risk. This may be due to the effect of inter-block monitoring activities in the Korean securities market, which benefits from block diversity. This empirical result supports previous studies that predicted that block diversity would have beneficial influences on firm monitoring in general. This study is significant in that it analyzes the relationship between block diversity and firm risk and provides relevant information to business practitioners and investors.

• Korean Journal of Clinical Laboratory Science
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• v.50 no.4
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• pp.484-491
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• 2018

Primer $Sj{\ddot{o}}gren's$ Syndrome (pSS) is an autoimmune/inflammatory illness. The platelet indices (PIs) indicate the inflammatory response and activity/severity of many diseases. A vitamin D deficiency is accompanied by the increased tendency of autoimmune diseases. This study investigated whether the vitamin D levels are related to the altered platelet indices in pSS. A total of 261 individuals were included in this analytical cross-sectional study. The laboratory data of pSS patients were evaluated and the relationship between the PIs and vitamin D status was examined. According to these findings, in patients with pSS, the vitamin D levels were lower than the healthy control group (P<0.05). The vitamin D levels were negatively associated with PDW (P=0.012), but positively correlated with PCT (P<0.001). The cut-off point was obtained with receiver operating characteristics (ROC) curves for PDW: 12.53 (AUC 0.921, sensitivity 90%, specificity 85%), for PCT; 0.29 (AUC 0.660, sensitivity 68%, specificity 55%). In multivariate linear regression analysis, the most significant parameters for the effects of PDW are the following: vitamin D (${\beta}=-0.373$; t=-2.626; sig.=0.013) and plateletcrit (${\beta}=-0.308$; t=-2.13; sig.=0.040). A vitamin D deficiency may be accompanied by changes in PIs in pSS. A higher PDW and lower PCT supports the underlying inflammation, which may be vitamin D related useful parameters to consider in approaching to pSS.

• Proceedings of the Korean Society of Applied Pharmacology
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• 1993.04a
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• pp.75-75
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• 1993

The general pharmacological profiles of SKI 2053R were investigeted on the central nervous system, autonomic nervous system, respiratory-cardiovascular system, digestive system and other systems. SKI 2053R had no significant pharmacological effects. Pharmacokinetic studies on time-course of blood levels, tissue distribution and excretion of SKI 20S3R were performed in rats and beagle dogs after intravenous administration of $^{14}$ C-labeled SKI 2053R. The blood level of radioactivity decreased in bi-or tri-exponential manners: rapidly decreased at $\alpha$-phase but slowly decreased at $\beta$-or ${\gamma}$-phase. $^{14}$ C SKI 2053R was well distributed to all tissues except central nervous system. Tissue concentration profiles of radioactivity were almost consistent wi th those of blood, but higher than those of plasma from 1 to 168 hrs after administration. Also, these results were consistent wi th those of whole body ARG study. The urinary and fecal excretions of radioactivity within 168 hr after administration were 84-87 and 9-11 ％ of total radioactivity of $^{14}$ C-SKI 2053R administered. In lactating rats, the levels of radioactivity in the milk were significantly lower than that in the blood, but slightly higher than that in the plasma. The disapperance of the radioactivity from the milk was similar as that in the plasma.