• 제목/요약/키워드: L-statistic

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도서관통계의 국제표준화(1)

  • 김세익;박영순
    • 도서관문화
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    • 제12권6호
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    • pp.12-15
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    • 1971
  • UNESCO Bulletin for Libraries, XXX(Jan-Feb. 1971)의 권두논문으로 게재된 Frank L. Schick의 International Standandization of Library Statistics의 전반부를 번역한 것이며 후반부는 도협월보 7월호에 게재될 것입니다. 역자 주

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The Existence of Random Walk in the Philippine Stock Market: Evidence from Unit Root and Variance-Ratio Tests

  • CAMBA, Abraham C. Jr.;CAMBA, Aileen L.
    • The Journal of Asian Finance, Economics and Business
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    • 제7권10호
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    • pp.523-530
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    • 2020
  • The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

REFLECTED DIFFUSION WITH JUMP AND OBLIQUE REFLECTION

  • Kwon, Young-Mee
    • 대한수학회보
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    • 제35권2호
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    • pp.269-278
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    • 1998
  • Let ($G,\;{\upsilon}$) be a bounded smooth domain and reflection vector field on $\partial$G, which points uniformly into G. Under the condition that locally for some coordinate system, ${\mid}{\upsilon^i}{\mid}\;i\;=\;1,{\cdot},{\cdot}$,d - 1, where is constant depending on the Lipschitz constant of G, we have tightness for reflected diffusion with jump on G with reflection $\upsilon$ depending only on c. From this, we obtain some properties of L-harmonic function where L is a sum of Laplacian and integro one.

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중도절단 표본의 지수분포성 적합도 검정을 위한 새로운 통계량 (A goodness-of-fit test for exponentiality with censored samples)

  • 김부용
    • 응용통계연구
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    • 제6권2호
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    • pp.289-302
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    • 1993
  • 본 연구에서는 지수분포성 적합도검정 문제를 다루는데, 모수가 미지인 상황에서 제1종단일 우측중도절단 표본과 제2종우측중도절단 표본인 경우에 각각 적용될 수 있는 새로운 검정통 계량을 제안하였다. 미지의 모수 문제를 해결하기 위해서 K-변환을 고려하였으며 중도절단 균일표본을 완결 균일표본으로 전환시키기 위해서 Rosenblatt 변환을 적용하였다. 전환된 완결 균일표본의 적합도검정을 위한 통계량은 분포함수와 경험분포함수의 편차의 $L_1-norm$ 으로 정의되었다. 검정 통계량의 임계치는 Monte Carlo simulation에 의해 구 했으며, 잘 알려진 Pettit 검정법과 검정력을 비교하였는데, 새로 제안된 검정통계량의 검정 력이 대체로 우수한 것으로 평가되었다.

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Nonparametric Tests for Monotonicity Properties of Mean Residual Life Function

  • Jeon, Jong-Woo;Park, Dong-Ho
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.101-116
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    • 1997
  • This is primarily an expository paper that presents several nonparametric procedures for testing exponentiality against certain monotonicity properties of the mean residual life function, tests against the trend change in such function attract a great deal of attention of late in reliability analysis. In this note, we present some of the known testing procedures regarding the behavior of mean residual life function. These tests are also compared in terms of asymptotic relative efficiency and empirical power against a few alternatives. The tests based on incomplete data are also briefly discussed.

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한국(韓國)의 성성심성암류연구(醒性深成岩類硏究)의 몇가지 과제(課題) (Some Problems on Acidic Plutonic Rocks in Korea)

  • 이대성
    • 자원환경지질
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    • 제5권1호
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    • pp.21-38
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    • 1972
  • In this paper, the author discussed about following subjects for the studies of acidic plutonic rocks in Korea. (1) The criteria of distinction between ortho-origin and para.origin of acidic plutonic rocks using the statistic chemical treatment of lognormal type distribution of H.L. Arhens (1954, 1957, 1963), the normative Q-Ab-Or triangle of O.F. Tuttle and N.L. Bowen(1958), plagioclase twin type of M. Gorai(1952) and optical measurement of ordering degree of plagioclase of K. Uruno(1963), (2) Macroscopic structural classification of migmatites of K.R. Mehnert(l968), (3) Volcano-plutonism comparing the geological features in the younger orogenic belts in Japan and Cordillera in America and (4) The original sources of granitic magma in the viewpoint of isotope geology.

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Toxicological Investigation of Radioactive Uranium in Seawater

  • Ly, Suw-Young;Bae, Jeong-Mi;Kim, Jin
    • Toxicological Research
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    • 제28권1호
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    • pp.67-71
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    • 2012
  • Trace uranium detection measurement was performed using DNA immobilized on a graphite pencil electrode(DGE). The developed probe was connected to the portable handheld voltammetric systems used for seawater analysis. The sensitive voltammogram was obtained within only 30 s accumulation time, and the anodic stripping working range was attained at 100~800 ${\mu}g/l$ U and 10~50 ${\mu}g/l$. The statistic relative standard deviation of 30.0 mg/l with the $15^{th}$ stripping was 0.2115. Here, toxicological and analytical application was performed in the seawater survey in a contaminated power plant controlling water. The results were found to be applicable for real-time toxicological assay for trace control.

Diagnostic ex vivo assay of glucose in live cell using voltammetry

  • Ly, Suw Young;Leea, Chang Hyun
    • 한국응용과학기술학회지
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    • 제35권4호
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    • pp.1379-1385
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    • 2018
  • The hand held voltammetry systems searched diabetic assay using glucose sensor of fluorine nafion doped carbon nanotube electrode (FCNE). An inexpensive graphite carbon pencil was used as an Ag/AgCl reference and Pt counter electrode. Upon combining and using three electrode systems, optimum square wave (SW) stripping results were attained to 1.0-9.0 ug/L with 8 points. Statistic RSD precision was of 6.02 % with n=15 in 0.1 mg/L glucose. After a total of 200 second accumulation times, analytical detection limit of 0.8 ug/L was obtained. This developed technique was applied to urine samples from diabetic patients urine for fluid analysis, it was determined that the sensor can be used with a diagnostics in the ex vivo of live cells and non treated biological fluid.

육가공품(肉加工品)의 유통(流通) 및 산업구조(産業構造) 분석(分析) (An Analysis of Marketing and Industrial Structure in Meat Processing Products)

  • 김철호;조경란
    • 농업과학연구
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    • 제15권2호
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    • pp.164-173
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    • 1988
  • This study is to analyse marketing and industrial structure of meat processing industry and to examine it's current situation related to agriculture. For this purpose 1. This paper surveys the history of meat processing industry, and analyses current situation of meat processing industry, based upon economic statistic data. 2. For the research of marketing structure of meat processing products, this paper not only ciassifies into three catagories; the supply of raw meat, main marketing organization, and path, but measures magnitude of Marketing Bill and Farmer's Share practically through statistic data and an on-the-spot survey. 3. This study also attempt to explain the relation of meat processing industry and the other industry and role of meat processing industry is Korean economy by the use of input-output table. The results of the study are as follows; 1. The meat processing industry in Korea produces low quality, and expensive raw meat with limited quality, inefficiency of marketing structure, and unrelated livestock and meat processing industry. 2. Korea market structure of meat processing products has been changed into oligopoly from monopoly by a new corporation entered into monopoly and the size of meat processing market firms has been normalized. 3. Meat processing industry is very important considering with its high back-linkage-effect. In order to develop meat processing industry and marketing, it is essential that operation of intergrated meat market center, meat market center should be efficiently operated. The efficient utilization of domestic resource for raw meat and development of processing technique have to be required, by means of the governmental support.

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