• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1365-1374
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• 2006

In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with known variances. We derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We show the similarity between derived two-sample results and the results for the one-sample case in Bernardo(1999).

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1309-1317
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• 2006

The paper considers some Bayes estimators of the finite population mean with auxiliary information under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. The proposed estimators are quite robust in general. Numerical methods of finding Bayes estimators under these heavy tailed priors are given, and are illustrated with an actual example.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.207-216
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• 1994

Count data are often overdispersed, and an appropriate test for the existence of the overdispersion is necessary. In this paper we derive a score test based on the extended quasi-likelihood and the pseudolikelihood after adjusting to the Bartlett factor. Also, we compare it with Levene (1960)'s F-type test suggested by Ganio and Schafer (1992).

• Journal of the Korean Statistical Society
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• v.31 no.2
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• pp.237-250
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• 2002

Motivated by Cook's (1986) assessment of local influence by investigating the curvature of a surface associated with the overall discrepancy measure, this paper extends this idea to the linear regression model with AR(p) disturbances. Diagnostic for the linear regression models with AR(p) disturbances are discussed when simultaneous perturbations of the response vector are allowed. For the derived criterion, numerical studies demonstrate routine application of this work.

• Communications for Statistical Applications and Methods
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• v.4 no.2
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• pp.497-505
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• 1997

We attempt to get a probabilistic model of a queueing system in the maximum entropy condition. Applying the maximum entropy principle to the queueing system, we obtain the most uncertain probability model compatible with the available information expressed by moments.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.199-205
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• 2005

In general, simple correspondence analysis has handled mainly correspondence relations between the row and column categories but can not display the trends of their change over the time. For solving this problem, we will propose DSCA(Dynamic Simple Correspondence Analysis) of transition matrix data using supplementary categories in this study, Moreover, DSCA provides its trend of the change for the future by predicting and displaying trend toward the change from a standard point of time to the next.

• Journal of the Korean Statistical Society
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• v.16 no.2
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• pp.117-127
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• 1987

The Simpson's paradox is a paradoxical phenomenon which might occur when analyzing $2 \times 2$ contingency table. This paper considers the role of probability assignment of the experimental units in reducing the chances of Simpson's paradox. Numerical results are given to illustrate how the chance of Simpson's paradox behaves.

• Journal of the Korean Statistical Society
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• v.13 no.1
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• pp.20-24
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• 1984

In analogy to the theorem proved by So and Jeon (1982), we give a multi-dimensional version of local limit theorem for large deviations in the continuous case. We also prove a similar theorem in the case of lattice random vectors. Some examples are given.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.413-422
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• 1999

Multivariate EWMA control charts to simultaneously monitor correlation coefficients of correlated quality characteristics under multivariate normal process are proposed. Performances of the proposed charts are measured in terms of average run length(ARL). Numerical results show that smalle values for smoothing constant with accumulate-combine approach are preferred for detecting smalle shifts.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.479-486
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• 1999

In this paper we propose the test statistic for ordered alternatives on multiple ranked set samples. Since the proposed test statistic is Page type its asymptotic properties are easily obtained. From the simulation works we calculate the power of test statistic($P_{RSS}$) under the underlying distributions such as uniform normal double exponential logistic and Cauchy distribution.