• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.13-15
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• 2005

In this paper, we propose an extension of the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. We presented the finite sample distribution of the associated rank test statistics for daily data.

• Journal of the Korean Data and Information Science Society
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• v.11 no.2
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• pp.139-155
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• 2000

An exclusive simulation study is conducted in computing means for order statistics in standard normal variate. Monte Carlo moments are used in Shapiro-Francia W' statistic computation. Finally, quantiles for Shapiro-Francia W' are generated. The study shows that in computing means for order statistics in standard normal variate, complicated distributions and intensive numerical integrations can be avoided by using Monte Carlo simulation. Lack of accuracy is minimal and computation simplicity is noteworthy.

• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.963-972
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• 2006

This paper focuses on the likelihood based confidence intervals for two inverse gaussian distributions when the parameter of interest is common scale parameter. Confidence intervals based on signed loglikelihood ratio statistic and modified signed loglikelihood ratio statistics will be compared in small sample through an illustrative simulation study.

• Journal of the Korean Data and Information Science Society
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• v.22 no.6
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• pp.1233-1240
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• 2011

An augmented asymmetric power GARCH(p, q) process is considered and conditions for stationarity, geometric ergodicity and ${\beta}$-mixing property with exponential decay rate are obtained.

• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.119-127
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• 1996

In this paper, we derive the Hall-Wellner band and the equal precistion band for survival function based on Hjort when the data are randomly right censored. The bands ate illustrated and compared by applying them to data from a preoperative radiation therapy.

• The Mathematical Education
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• v.42 no.4
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• pp.561-577
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• 2003

Because statistical concepts are important parts in school mathematics, mathematics teachers have trained by special education model. In this study, a desirable direction of curriculum on probability and statistics at pre-service for mathematics teacher is considered. We proposed four subjects as Exploration and Analysis of Data for Mathematics Teacher, Probability and Statistics I, II for Mathematics Teacher and Statistical Software for Mathematics, and suggested the constituents and something being kept in mind for each subject.

• Communications for Statistical Applications and Methods
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• v.17 no.4
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• pp.493-505
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• 2010

Developing a test for independence of random variables X and Y against the alternative has an important role in statistical inference. Kochar and Gupta (1987) proposed a class of tests in view of Block and Basu (1974) model and compared the powers for sample sizes n = 8, 12. In this paper, we evaluate Kochar and Gupta (1987) class of tests for testing independence against quadrant dependence in absolutely continuous bivariate Farlie-Gambel-Morgenstern distribution, via a simulation study for sample sizes n = 6, 8, 10, 12, 16 and 20. Furthermore, we compare the power of the tests with that proposed by G$\ddot{u}$uven and Kotz (2008) based on the asymptotic distribution of the test statistics.

• The Korean Journal of Applied Statistics
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• v.25 no.6
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• pp.1009-1018
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• 2012

Persistence homology (a type of methodology in computational algebraic topology) can be used to capture the topological characteristics of functional data. To visualize the characteristics, a persistence diagram is adopted by plotting baseline and the pairs that consist of local minimum and local maximum. We use the bottleneck distance to measure the topological distance between two different functions; in addition, this distance can be applied to multidimensional scaling(MDS) that visualizes the imaginary position based on the distance between functions. In this study, we use handwriting data (which has functional forms) to get persistence diagram and check differences between the observations by using bottleneck distance and the MDS.

• Journal of Environmental Science International
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• v.18 no.10
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• pp.1079-1088
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• 2009

The statistics of monitoring on soil quality is a report statistics which is made on the basis of Article 15, Environment Strategy Basic Law and Article 5, Soil Environment Conservation Law. This study was conducted according to quality assessment of Korea National Statistical Office. The assessment of quality infrastructure advised that the authority bring up and increase completely responsible officer and secure the budget. The assessment of user satisfaction and reflection of request propose that the statistics is focused on soil background concentration, decrease soil sampling points and extend survey period. The assessment of error management system per processes of detailed preparation suggest change of the statistics objective, a reduction of sampling points and improvement of survey period and soil measurement properties. Accuracy assessment of data proposed cuts of sampling points, accessibility increment and build up of management system linking subordinates and Ministry of Environment. The substantiality assessment of data service demonstrated information environment improvement for users including reference expression and records of statistics table and figure contents.

• Journal of Korea Society of Digital Industry and Information Management
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• v.6 no.2
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• pp.71-80
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• 2010

This thesis is purposed on developing security product co-evaluation statistics administrate program which is can administrate or analysis CC accreditation product using by DEVS modeling via portal site of member of CCRA. Via developing security product evaluation statistics administrate program, it can analysis the trend of all countries of the world in many ways, and noticed the ways of evaluation and accreditation of most countries via scheme analysis. Except this, it can analysis the situation of accreditation trend of any countries via data analysis of ICCC 2009. Also, For trend analysis to evaluation technique of CCRA member, it analyzed up to date technology and policy of the evaluation organization and the Certification Authority of most countries. And it peformed analysis the most trend of information security of evaluation authorization in CCRA member countries. In this program, It provide the function of trend statistics analysis which can statically analyzed the evaluation accreditation trends of most countries and automatical statistics by categorization ( by Product, Class and statistics in national) and report creation functions which can easily extraction and use the needed data. It has been updated the related informations until latest accredited product using by CC(Common Criteria) portal home page's data.