• Journal of the Korean Data and Information Science Society
• /
• 제18권1호
• /
• pp.41-50
• /
• 2007

This study attempts to test the lead-lag relationship between the stock price and the business indicator in the multivariate context. It additionally investigates the short and long-run dynamic relationships among the four market variables. The hypothesis that the stock price leads the business indicator is found to be rejected for the whole study period. When structural change is considered, the statistical result appears to reflect the reality. The causal relationships among the variables in the former period are simpler than those in the latter period, and the stock price significantly appears to lead the business indicator. On the other hand, the relationship between the stock price and the business indicator in the latter period appears to prove the recent hypothesis of their coincidence.

• 유통과학연구
• /
• 제10권7호
• /
• pp.13-22
• /
• 2012

The effect of the September 2008 global financial crisis weighed heavily on stock markets around the world. The purpose of this study is to empirically investigate the impact of the crisis on Amman Stock Exchange. Event study methodology has been adopted on a period of 24 months, from January 2008 to December 2009. Monthly average abnormal returns across a sample of 52 industrial and services companies have been tested separately. The results reveal that Amman Stock Exchange experienced significant negative abnormal returns in the fourth quarter of the year 2008. However, there were no significant abnormal returns observed thereafter. This means that Amman Stock Exchange managed to overcome its adverse consequences. Since the event study tests for market efficiency, as well, the results show that Amman Stock Exchange reaction is consistent with the semi-strong form of the efficient market hypothesis.

• Industrial Engineering and Management Systems
• /
• 제15권4호
• /
• pp.432-445
• /
• 2016

A random profile is the result of a process, the output of which is a function instead of a scalar or vector quantity. In the nature of these objects, two main dimensions of "functionality" and "randomness" can be recognized. Valuable researches have been conducted to present control charts for monitoring such processes in which a regression approach has been applied by focusing on "randomness" of profiles. Performing other statistical techniques such as hypothesis testing for different parameters, comparing parameters of two populations, ANOVA, DOE, etc. has been postponed thus far, because the "functional" nature of profiles is ignored. In this paper, first, some needed theorems are proven with an applied approach, so that be understandable for an engineer which is unfamiliar with advanced mathematical analysis. Then, as an application of that, a statistical test is designed for mean of continuous random profiles. Finally, using experimental operating characteristic curves obtained in computer simulation, it is demonstrated that the presented tests are properly able to recognize deviations in the null hypothesis.

• 자원ㆍ환경경제연구
• /
• 제19권3호
• /
• pp.571-595
• /
• 2010

본 연구는 1971년~2007년까지 아시아 11개국에 대한 일인당 상대(relative per capita) $CO_2$배출량의 확률적 수렴성(stochastic convergence)을 검정하고 일인당 상대 GDP와의 환경쿠즈네츠곡선(Environmental Kuznets Curve: EKC)가설을 검정하고자 하였다. 본 분석을 위하여 다중의 내생적 구조변화(multiple structural breaks)를 허용하고 횡단면 주체간 의존성(cross-sectional dependence)을 고려하는 Carrion-i-Silvestre et al. (2005)의 패널정상성검정(panel stationarity test)과 Banerjee and Carrion-i-Silvestre (2006)과 Westerlund and Edgerton (2007)의 패널공적분(panel cointegration) 검정 방법 등을 사용하였다. 분석 결과 아시아 국가들에서의 일인당 상대 $CO_2$배출량에서 장기 그룹평균 수준으로 확률적 수렴이 이루어지고 있었고 일인당 상대 GDP와의 사이에 공적분관계가 성립하였지만 EKC 가설의 존재를 발견하지 못하였다. 경제성장 발전에 우선적으로 정책을 집행하고 있는 아시아 국가에서는 오염배출량 감소보다 증가하는 국가들의 영향력이 크게 나타나 EKC 가설이 성립하지 않는 것으로 나타났다.

• 지역사회간호학회지
• /
• 제30권3호
• /
• pp.336-344
• /
• 2019

Purpose: This study tries to examine the effects of hand moxibustion and press pellet by applying them to male manufacturing workers with low back pain, and use them to develop nursing interventions for workers. Methods: The data were collected from August to October, 2018, and the subjects were 60 men, processed by using SPSS/WIN 21.0 to perform homogeneity test with $x^2$-, t-, and hypothesis tests with repeated measures, ANOVA and $Scheff{\acute{e}}$ test. Results: Hypothesis 1 that "the experimental group provided with hand moxibustion and hand press pellet would give lower scores for low back pain than the control group" was supported (F=78.71, p<.001). Hypothesis 2 that "the experimental group provided with hand moxibustion and hand press pellet would have a wider range of motion than the control group" was also supported (F=17.44, p<.001). Hypothesis 3 that "the experimental group provided with hand moxibustion and hand press pellet would give lower scores for depression than the control group," again, was supported (F=16.95, p<.001). Conclusion: Hand moxibustion and hand press pellet are effective in relieving low back pain for male workers, in increasing the range of motion, and in decreasing depression.

• Journal of the Korean Data and Information Science Society
• /
• 제25권6호
• /
• pp.1499-1506
• /
• 2014

랜덤워크는 다양한 분야에서 랜덤현상을 기술하는데 이용되고 있으나, 현재까지 개발된 랜덤워크 검정법에는 유의수준 왜곡과 낮은 검정력 등의 문제가 있는 것으로 알려져 있다. 이러한 문제점들을 개선하기 위해 Kim 등 (2014)은 부호검정에 기초한 랜덤워크 검정 (${\rho}=1$)방법을 제안하였다. 본 논문에서는 보다 개선된 랜덤워크 검정법을 제안하고자 부호검정보다 검정력이 우수한 것으로 알려진 윌콕슨 부호순위검정을 이용한 랜덤워크 검정법을 제안하고, 모의실험을 통해 부호검정, 윌콕슨 부호순위검정, 확장 Dickey-Fuller 검정의 성능을 비교하였다. 모의실험 결과 소표본에서 비모수 검정기법들이 ADF 검정보다 우월하다는 사실을 재확인하였다. 새롭게 밝혀진 사실은 부호검정이 윌콕슨 부호순위검정에 비해 높은 검정력을 가지며, 또한 비모수 검정기법들은 ${\rho}$가 양의 부호를 가지는 경우 (0 < ${\rho}$ < 1) 정규분포보다 이중지수분포에서 낮은 검정력을 가지게 되나, ${\rho}$가 음의 부호(-1 < ${\rho}$ < 0)를 갖는 경우에는 정규분포보다 이중지수분포에서 높은 검정력을 보인다는 사실이다.

• Journal of the Korean Data and Information Science Society
• /
• 제14권2호
• /
• pp.247-255
• /
• 2003

Hypothesis testing for the equality of two distributions were considered. Nonparametric kernel density estimates were used for testing equality of distributions. Cross-validatory choice of bandwidth was used in the kernel density estimation. Sampling distribution of considered test statistic were developed by resampling method, called the bootstrap. Small sample Monte Carlo simulation were conducted. Empirical power of considered tests were compared for variety distributions.

• Communications for Statistical Applications and Methods
• /
• 제6권3호
• /
• pp.893-900
• /
• 1999

We use statistical tests which are useful for two-sample problem for detecting edges in gray-level images. An edge is detected by examining changes in gray-level value between adjacent pixel neighborhoods. Some experimental results show that nonparametric detectors such as Mann-Whitney test median test and Kolmogorov-Smirnov test perform effectively in both noisy and noise-free images while parametric T test is sensitive to noise.

• 의정연구
• /
• 제24권2호
• /
• pp.67-99
• /
• 2018

본 연구는 "국회법으로 통칭하는 국회를 운영하는 절차적 규칙 개정에 누가 관여하며, 무엇이 이를 추동하는가?"라는 연구 질문을 가지고 국회선진화법이 시행된 제19대 국회에서 일어난 국회법 개정안 발의를 분석한다. 국회법 개정안 대표 발의자를 중심으로 공동 발의 네트워크를 분석한 결과 정파성에 따라 뚜렷하게 구별되었다. 연결 중심성이 높은 소수의 의원은 발의 시 여야 간 협력을 시도하였으나 이들이 발의한 법안은 결과적으로 상임위원회의 관문을 넘지 못했다. 또한, 개별 의원을 단위로 국회법 개정안 발의 동인에 대한 네 가지 경쟁적 가설('위원회 가설', '분배의 정치 가설', '이념적 거리 가설', '소속 정파 가설')을 새로운 측정변수를 포함하여 회귀분석한 결과, '위원회 가설'과 '소속 정파 가설'만이 경험적으로 지지 되었다. 결국, 그 내용상 비정파적이고 탈이념적인 규칙에 관한 국회법에 대한 개정안 발의는 국회선진화법 이후에도 여전히 철저하게 정파적 고려만이 중요하다는 점에서 제도보다는 정당 지도부의 지도력과 그들의 타협 의지가 국회 갈등 해결의 핵심이라는 함의를 도출한다.

• 한국지반공학회:학술대회논문집
• /
• 한국지반공학회 2003년도 사면안정학술발표회
• /
• pp.119-127
• /
• 2003

For the calculation of internal stability, the hypothesis in conventional design is on the basis of two distinct zones, which are‘active zone’and‘passive zone’. This means that there is an abrupt discontinuous transition from active to passive states across a potential failure line. The existence of a discontinuity of this nature appears physically unreasonable, especially from kinematic considerations. A series of pull-out model tests was undertaken from a wall being rotated about the toe to find the strain distribution mobilized from near the wall face into the deep, stable zone through the centre plane. With this finding of transition zone, the objective of study is aiming at identifying the likely effect of this zone in designing method by comparing with the prevailing design method.