• The Pure and Applied Mathematics
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• v.19 no.4
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• pp.363-381
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• 2012

Shortfall risk is considered by taking some exposed risks because the superhedging price is too expensive to be used in practice. Minimizing shortfall risk can be reduced to the problem of finding a randomized test ${\psi}$ in the static problem. The optimization problem can be solved via the classical Neyman-Pearson theory, and can be also explained in terms of hypothesis testing. We introduce the classical Neyman-Pearson lemma expressed in terms of mathematics and see how it is applied to shortfall risk in finance.

• Proceedings of the Safety Management and Science Conference
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• 2008.04a
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• pp.451-460
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• 2008

This paper reviews nonparametric statistics by Neyman-Pearson test and Fisher test. Nonparametric statistics deal with the small sample with distribution-free assumption in multi-product and small-volume production. Two tests for various nonparametric statistic methods such as sign test, Wilcoxon test, Mann-Whitney test, Kruskal-Wallis test, Mood test, Friedman test and run test are also presented with the steps for testing hypotheses and test of significance.

• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.435-441
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• 2000

Ko(1998, 1999) proposed certain flexible two-stage plans that could be served as one-step interim analysis in on-going clinical trials. The proposed Plans are optimal simultaneously in both a Bayes and a Neyman-Pearson sense. The Neyman-Pearson interpretation is that average expected sample size is being minimized, subject just to the two overall error rates $\alpha$ and $\beta$, respectively of first and second kind. The Bayes interpretation is that Bayes risk, involving both sampling cost and wrong decision losses, is being minimized. An example of this correspondence are given by using a binomial setting.

• Proceedings of the IEEK Conference
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• 2003.07e
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• pp.1739-1742
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• 2003

본 논문에서는 입력영상의 휘도 신호에 Neyman-pearson Test를 이용하여 descramble error를 효과적으로 보정하는 기법을 제안한다. 아날로그 회로의 오차와 noise 의 영향으로 scramble 된 라인의 오프셋 값을 정확히 보상하지 못할 경우에 발생하는 descramble error를 scrambler/ descrambler 의 기기별 차이에 관계없이, 또한 scrambler 와 descrambler로부터 어떠한 정보 없이 descramble 시에 발생한 error 의 offset 값과 scramble 된 라인을 검출하여 보상하는 방법을 논하였다.

• Journal of the Korea Society for Simulation
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• v.28 no.2
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• pp.89-95
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• 2019

This paper introduces the simulation concepts and technical approach of underwater weapon system performance analysis simulator, especially focused on probabilistic target detection concepts. We calculated the signal excess (SE) value using SONAR equation, then derived the probability density function(PDF) for target presence($H_1$) or absence($H_0$) cases, respectively. With the Neyman-Pearson detector criterion, we got the probability of detection($P_D$) while satisfying the given probability of false alarm($P_{FA}$). At every instance of simulation, target detection is decided in the probabilistic perspective. With the proposed detection implementation, we improved the model fidelity so that it could support the tactical decision during the operation.

• Journal of Korean Society for Quality Management
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• v.22 no.3
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• pp.179-190
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• 1994

Financial variables have been used in bankruptcy prediction. Despite of possible errors in prediction, most existing approaches do not consider the causal time sequence of prediction activity and bankruptcy phenomena. This paper proposes a prediction method using Neyman-Pearson Theorem and Bayes' rule. The proposed method uses posterior probability concept and determines a prediction policy with appropriate error rate.

• Journal of Korea Multimedia Society
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• v.6 no.1
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• pp.67-77
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• 2003

Watermark detection has a crucial role in copyright protection and authentication for multimedia Because be the correlation -based algorithm which has widely been used in the watermark detection doesn't utilize the distributional characteristics of cover image to be marked, its performance is not optimum. So a new detection algorithm is proposed which is optimum for multiplicative watermark embedding. By relying on statistical decision method, the proposed method is derived according to the Bayes decision theory. Neyman Pearson criterion, and distribution of wavelet coefficients, thus Permitting to minimize the missed detection probability subject to a given false detection probability The superiority of the proposed method has been tested from a robustness perspective. The results confirm the superiority of the proposed technique over classical correlation -based method.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.40 no.1
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• pp.39-49
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• 2003

Watermark detection has a crucial role in copyright protection of and authentication for multimedia and has classically been tackled by means of correlation-based algorithms. Nevertheless, when watermark embedding does not obey an additive rule, correlation-based detection is not the optimum choice. So a new detection algorithm is proposed which is optimum for non-additive watermark embedding. By relying on statistical decision theory, the proposed method is derived according to the Bayes decision theory, Neyman-Pearson criterion, and distribution of wavelet coefficients, thus permitting to minimize the missed detection probability subject to a given false detection probability. The superiority of the proposed method has been tested from a robustness perspective. The results confirm the superiority of the proposed technique over classical correlation- based method.

• Journal of the Korea Safety Management & Science
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• v.10 no.2
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• pp.205-210
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• 2008

The research interprets the principles of sampling error design for quality statistics models such as hypothesis test, interval estimation, control charts and acceptance sampling. Introducing the proper discussions of the design of significance level according to the use of hypothesis test, then it presents two methods to interpret significance by Neyman-Pearson and Fisher. Second point of the study proposes the design of confidence level for interval estimation by Bayesian confidence set, frequentist confidential set and fiducial interval. Third, the content also indicates the design of type I error and type II error considering both productivity and customer claim for control chart. Finally, the study reflects the design of producer's risk with operating charistictics curve, screening and switch rules for the purpose of purchasing and subcontraction.

• Journal for History of Mathematics
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• v.26 no.4
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• pp.277-299
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• 2013

It was not until the early twentieth century that statistics emerged as an independent academic discipline. The developments of statistical theory and methods would not have been possible without heated controversies among founding fathers. One of them, controversy on the statistical test between R. A. Fisher and J. Neyman, E. S. Pearson had been very fierce and long-lasting. On the other hand it was in the early twentieth century that psychologists began to utilize statistical test which was a hybrid of tests developed by Fisher and Neyman-Pearson. By considering the history of fields such as psychology, we can see distinctive characteristics specific to the history of statistics.