• Title/Summary/Keyword: Variance of Analysis

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Mean-shortfall optimization problem with perturbation methods (퍼터베이션 방법을 활용한 평균-숏폴 포트폴리오 최적화)

  • Won, Hayeon;Park, Seyoung
    • The Korean Journal of Applied Statistics
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    • v.34 no.1
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    • pp.39-56
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    • 2021
  • Many researches have been done on portfolio optimization since Markowitz (1952) published a diversified investment model. Markowitz's mean-variance portfolio optimization problem is established under the assumption that the distribution of returns follows a normal distribution. However, in real life, the distribution of returns does not follow a normal distribution, and variance is not a robust statistic as it is heavily influenced by outliers. To overcome these potential issues, mean-shortfall portfolio model was proposed that utilized downside risk, shortfall, as a risk index. In this paper, we propose a perturbation method that uses the shortfall as a risk index of the portfolio. The proposed portfolio utilizes an adaptive Lasso to obtain a sparse and stable asset selection because it can reduce management and transaction costs. The proposed optimization is easily applicable as it can be computed using an efficient linear programming. In our real data analysis, we show the validity of the proposed perturbation method.

Factors influencing the intention to engage in cervical cancer preventive behavior in human papillomavirus-infected women: a cross-sectional survey

  • Bogyeong Song;So Young Choi
    • Women's Health Nursing
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    • v.29 no.4
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    • pp.317-327
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    • 2023
  • Purpose: This study investigated the influence of cervical cancer knowledge, human papillomavirus (HPV) knowledge, self-efficacy, and uncertainty on the intention to engage in cervical cancer preventive behavior in HPV-infected women. Methods: This descriptive correlational study was conducted among 129 adult women aged 20 to 65 years who received positive HPV results at a general hospital in Changwon, Korea. The dataset was analyzed using descriptive statistics, the independent t-test, analysis of variance, the Pearson correlation coefficient, and multiple regression. Results: The mean score for the intention to engage in cervical cancer preventive behavior was high (4.43±0.65). This intention was significantly different according to age at first sexual intercourse (F=7.38, p=.001), HPV type (F=4.79, p=.010), vaccination (t=3.19, p=.002), and condom use (t=3.03, p=.003). The intention to engage in cervical cancer preventive behavior showed significant, weak-to-moderate positive correlations with HPV knowledge (r=.22, p=.012) and self-efficacy (r=.42, p<.001). Self-efficacy (β=.46, p<.001), first sexual intercourse at <20 years (β=.45, p<.001), first sexual intercourse at 20-24 years (β=.29, p=. 018), HPV high- and low-risk group infection (β=.26, p=.019), HPV high-risk group infection (β=.26, p=.026), and vaccination (β=.21, p=.007) significantly influenced the intention to engage in cervical cancer preventive behavior. These variables explained 34.6% of variance in intention. Conclusion: Study findings support the need to develop a program that effectively conveys accurate information about cervical cancer prevention to HPV-infected women and helps them enhance self-efficacy to boost the intention to engage in cervical cancer preventive behavior.

A Differences in Preference and Evaluation on the Image of Make-up (Part II) -Focused on Perceiver's Age & Habitant- (화장색 이미지평가와 선호도 차이 (제2보) -지각자의 연령과 거주지를 중심으로-)

  • Lee Yon-Hee
    • Journal of the Korean Society of Clothing and Textiles
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    • v.30 no.5 s.153
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    • pp.684-698
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    • 2006
  • This study consists of the stimuli of a female model in her twenties with twenty-two different facial make-up. The subjects of this study are one thousand low hundred ninety seven purposive sampled-male and female grown-ups throughout the country. The period of the research was the December of 2004, one month, and the materials were analyzed by factor analysis, T-examination, analysis of variance, Cronbach's a, Duncan's Multiple Range Test. Here follows the result of the research. Firstly, Familiarity, Intelligence, Fitness, Charm, Tradition and Youth were came out as the result of factor analysis of make-up color image perception. Secondly, in age/lip color perception of bright skin tone, there was difference of Intelligence and Charm. In age/image make-up perception of bright skin tone, there was difference of Familiarity, Charm especially on Cool image make-up. Thirdly in habitant/lip color perception of dark skin tone, there was difference of Intelligence and Charm. In habitant/image make-up perception of bright skin tone, there was difference of Familiarity, Charm and of bright skin tone, Intelligence, Charm, Tradition and Youth. Fourthly, there were the interaction effects on the gender of perceivers and lip color and image make-up of perceivers habitant. Lastly, in preference rate, lip color was more affected by age and image make-up were more affected by perceivers habitant.

Development of a Task Performance Evaluation Instrument for Clinical Nurses (임상간호사의 업무수행 평정도구개발)

  • Paik, Hyun-Ok;Han, Sang-Sook;Lee, Sang-Chul
    • Journal of Korean Academy of Nursing
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    • v.35 no.1
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    • pp.95-103
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    • 2005
  • Purpose: The purpose of this study was to develop an instrument of task performance evaluation for clinical nurses, thus testing the validity and the reliability of the scale. Method: Data was collected from 84 Head Nurses and 255 General Nurses. A conceptual framework, composed of 4 factors of meaning in task performance evaluation, was identified through review of the relevant literature. A total of 78 items were developed and were used on a five-point likert scale. Through factor analysis, items whose factor loading was below 0.50 were deleted, thus 35 items remained. To test the validity and reliability of the instrument, the SPSS 11.0 windows program was used. Result: The results of the factor analysis indicated that 4 factors were classified and the cumulative percent of variance was 67.54%. The results of the reliability test indicated that Cronbach's coefficient of the total 35 items was over 0.9176. The results of the factor analysis indicated that factor loadings of all items was over 0.50. Conclusively, the validity and the reliability of the scale were proven. Conclusion: This study was identified as a tool with a high degree of reliability and validity.

FACTORS AFFECTING WOMEN'S PREVENTIVE DENTAL UTILIZATION : AN APPLICATION OF THE ANDERSEN-NEWMAN MODEL (앤더슨-뉴만 모형을 이용한 여성의 예방목적 치과의료이용행태에 관한 연구)

  • Kim, Soo-Nam;Lee, Heung-Soo;Kim, Dae-Eop
    • Journal of the korean academy of Pediatric Dentistry
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    • v.24 no.1
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    • pp.195-203
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    • 1997
  • The purpose of this study is to provide framework for understanding women's preventive dental utilization. In this paper Andersen-Newman's model is applied to the use of dental visits. This model consists of predisposing, enabling, and need components that describe a person's decision to use preventive health services. The sample consisted of 1907 women living Iksan city. Models are operationalized using stepwise multiple regression analysis and path analysis. The number of independent variables used in the analysis was 27 in total, i.e. 20 predisposing components, 6 enabling components, and 1 need component. Preventive dental utilization was measured based on the number of visits. The data collected by means of a questionnaire survey. In this study, the amount of variance by the model was 11 percent. Number of restricted activity days caused by oral disease, perceived threat of dental disease, having a regular dental care, and income were found to have significant major effects on preventive dental utilization of women. Number of restricted activity days caused by oral disease was the most important variable affecting preventive dental utilization of women.

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The Correlation Between Internal-External Locus of Control and Children's Perception of Parents' Child Rearing Attitudes (아동(兒童)의 내(內)·외통제신념(外統制信念)과 지각(知覺)된 부모양육태도(父母養育態度)와의 관계(關係))

  • Kim, Jong Hee
    • Korean Journal of Child Studies
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    • v.4
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    • pp.11-21
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    • 1983
  • The purpose of this study was to investigate the relationship between internal locus of control in children and parents' child rearing attitudes which children perceive. For this purpose, 198 fifth grade boys and 163 fifth grade girls were randomly selected and their perception of their parents' child rearing attitudes and their locus of control were measured. Children's locus of control was measured by A Locus of Control Scale For Children of Nowicki & Strickland (1973) which was translated into Korean and item analysis of which was done. Ami Children's perception of their Darents' child rearing attitudes measured by Parent-Child Relationship Inventory which was constructed in Korean Testing Center. For the data analysis, t-test and two-way analysis of variance were applied and Pearson correlation coefficient was computed. The results of the present study were as follows; 1. The correlations between children's perception of their parents' child rearing attitudes and locus of control in children were significant partly. Especially, internal children reported their parents as showing less rejective attitude and less different child rearing attitude between father and mother. 2, Sons were more influenced by their parents' child Learing attitudes than daughters in the development of locus of control 3. Maternal child rearing attitude was more influential than paternal child rearing attitude in the development of locus of control.

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Research Trends in the Journal of Korean Academic Society of Home Health Care Nursing from 2010 to 2019: Using the Keyword Home Health Care (가정간호학회지 게재 논문 분석: 2010년부터 2019년까지 가정간호분야를 중심으로)

  • Jun, Eun-Young;Noh, Jun Hee
    • Journal of Home Health Care Nursing
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    • v.27 no.2
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    • pp.210-218
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    • 2020
  • Purpose: The purpose of this study was to analyze research trends, using the keyword home health care, in articles published in the Journal of Korean Academic Society of Home Health Care Nursing over the past 10 years. Methods: An analysis was conducted of 50 home health care-based studies chosen from among the 206 studies published in the Journal of Korean Academic Society of Home Health Care Nursing from 2010 to 2019. The analysis focused on research methodology and keyword. Descriptive statistics were used to examine the frequency distribution of research methods and keywords. Results: Study participation was mainly focused on nurses (52.0%). Most of the studies used quantitative methods (96.0%), and 43 studies (86.0%) used self-report structured questionnaires. The most commonly used data analyses methods were descriptive statistics, t-test, analysis of variance, correlation, and regression. Major keywords were home health nursing, elderly care facility, visiting nurse, home care service, home healthcare nurse, home care agencies, long-term care, and home care. Conclusion: The results of this study identified current trends and interests in the Journal of Korean Academic Society of Home Health Care Nursing. This study suggests that future studies include a variety of research methods and maintain appropriate standards of research ethics.

Adaptive Sidelobe Blanker for Interference Environment (간섭 환경에 강인한 적응형 부엽차단기)

  • Yang, Eunjung;Han, Iltak;Song, Junho;Lee, Heeyoung;Yeom, Dongjin
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.26 no.3
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    • pp.317-325
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    • 2015
  • In an interference environment, adaptive sidelobe blanking(adaptive SLB: ASB) algorithm effectively cancels the high-duty cycle jammer and blocks the sidelobe signals without the auxiliary antenna. The adaptive SLB for the linearly constrained minimum variance (LCMV) is proposed in this paper. In the proposed scheme, the interference covariance matrix is modified to satisfy the direction constraints of LCMV and the normalized output can be obtained to block sidelobe signals. As the LCMV can be represented as a generalized sidelobe canceller(GSC) form, which is the general framework of various adaptive beamforming(ABF) algorithms, the proposed adaptive SLB can be applied to various ABF methods. The performance of the proposed method is verified through simulation and analysis.

Analysis of Consumer's Purchasing Behavior on ICT Devices and Convergence Services in Korea (정보통신기기와 융합서비스에 대한 소비자 구매행태 분석)

  • Shin, Jungwoo;Kim, Chang Seob;Lee, Misuk
    • Informatization Policy
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    • v.21 no.4
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    • pp.81-97
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    • 2014
  • The purpose of this research is to analyze consumers'choice behavior with regard to information and communication technology(ICT) devices and related services. This research focuses on the relationships not only within each category but also among different categories by considering multiple choice situations in a variety of categories simultaneously. The multivariate probit model with demographic variables and the alternative specific constant model with variance-covariance matrix are estimated using survey data; moreover, the multi-dimensional scaling method is utilized for the presentation of the relationship map. It is evident from the results that some devices and services have a complementary or substitute relationship each other. This study can provide useful information for the development of new products and services by understanding and predicting consumer's behavior.

Gender differences in factors influencing the school adjustment by BMI (중학생의 BMI 정도에 따른 학교적응 영향요인)

  • Seo, Ji Yeong
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.429-440
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    • 2015
  • This study was to investigate factors influencing the school adjustment according to gender and body mass index (BMI) of middle school students who participated in the 2nd-wave Korea Children and Youth Panel Study (KCYPS). This study used a crosssectional design with secondary analysis with KCYPS. The variables were parental interest, behavioral problem, aggression, attention problem, somatic symptom, social withdrawal, depression, and academic achievement. The data were analyzed with descriptive statistics, Pearson's correlation coefficients, and multiple regressions. School adjustment was significantly associated with academic achievement high, explaining 11.3~19.1% of the variance in boys. School adjustment was significantly associated with attention problem, explaining 14.9~42.4% of the variance in girls. Factors influencing school adjustment were significantly different according to gender and BMI. To improve the school adjustment, it is necessary to develop gender-specific school adjustment promotion programs according to BMI.