• The Journal of Korean Academic Society of Nursing Education
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• v.3 no.2
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• pp.246-254
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• 1997

Nursing have been caught between the paradigm of medical science with a body part view of a person and the paradigm of medical science with an emphasis on unsurpassable control, rigor, objectivism, and neutrality of value. But it is inappropriate to apply impersonal, objective model of science for the personal unique and gestalt experiences of nursing phenomena. Jean Watson proposed a theory of human caring based on human science paradigm to explain human phenomena. This study reviewed the theory of nursing by Jean Watson and the researches based on Waton's theory. In this study the researcher examined the philosophical back ground, value system and key concepts of Watson's theory Watson's perspective of person and human existence includes humanistic and phenomenological characteristics. She also emphasized nurse-patient relationship as an intersubjective(transpersonal) caring relationship. Examination of the studies based on Watson's theory consistantly revealed Watson's theory of human caring based on the human science paradigm is more appropriate than traditional medical science paradigm for explaining nursing phenomena. For the purpose of refining the theory and promoting usefulness of the theory, it would be desirable to test the theory to the nursing phenomena and to apply the theory to practice and education.

• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.57-66
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• 1998

In the analysis of time series it is an important issue to determine whether a time series under study is stationary. For the test of the stationary of the time series the Dickey-Fuller (DF) type tests have been mainly used. In this paper, we consider the regular unit root tests and seasonal unit root tests based on the generalized Durbin-Watson (DW) statistics when the errors are independent. The limiting distributions of the proposed DW-type test statistics are the functionals of standard Brownian motions. We also obtain the finite distributions and powers of the DW-type test statistics and compare the performances with the DF-type tests. It is observed that the DW-type test statistics have good behaviors against the DF-type test statistics especially in the nonzero (seasonal) mean model.

• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.237-248
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• 2009

The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.

• Journal of Korean Public Health Nursing
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• v.28 no.1
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• pp.57-70
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• 2014

Purpose: This study is a methodological research study for development of a tool for measurement of care satisfaction of home health nursing in patients who have received care through home health nursing and to test the validity and reliability of the tool. Method: Based on Watson's theory of caring and its constituent factors, the literature related to home health nursing was reviewed, and the standard of home health nursing was compared and analyzed. For verification of the validation and reliability of the final tool which has been developed, data were collected from 166 people who were receiving home health nursing care. Result: According to results of analysis of the factors based on Kaiser and scree test, 10 factors with an eigenvalue greater than 1.0 were extracted, and they explained 72.26% of the total variance. In addition, the factor loadings of 56 questions were greater than .30. For verification of reliability, Cronbach's alpha for all 56 items was .98 and Guttman split half reliability coefficient was .90. Conclusion: This tool based on Watson's theory of caring contributed to development and application of the nursing theory through verification of the theory.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.559-564
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• 2016

The Durbin-Watson (DW) test in regression model and the Ljung-Box (LB) test in ARMA (autoregressive moving average) model are typical examples of correlated error tests. The DW test is used for detecting autocorrelation of errors using the residuals from a regression analysis. The LB test is used for specifying the correct ARMA model using the first some sample autocorrelations based on the residuals of a tted ARMA model. In this article, simulations with four data generating processes have been carried out to evaluate their performances as correlated error tests. Our simulations show that the DW test is severely dependent on the assumed AR(1) model but isn't sensitive enough to reject the misspecified model and that the LB test reports lackluster performance in general.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.279-293
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• 2006

In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponential distribution based on multiply Type-II censored samples. Then three type tests, including the modified Clamor-von Mises test, the modified Watson test and the modified Kolmogorov-Smirnov test are developed for the exponential distribution based on multiply Type-II censored samples by using the proposed estimators. For each test, Monte Carlo techniques are used to generate critical values. The powers of these tests are investigated under several alternative distributions.

• Journal of the Korean Data and Information Science Society
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• v.5 no.2
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• pp.75-85
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• 1994

In this paper, I introduce the goodness-of-fit test statistics for exponential distribution using accelerated life test data. The ALT lifetime data were obtained by assuming step-stress ALT model, specially TRV model introduced by DeGroot and Goel(1979). The critical values are obtained for proposed test statistics, Kolmogorov-Smirnov, Kuiper, Watson, Cramer-von Mises, Anderson-Darling type, under various sample sizes and significance levels. The powers of the five test statistic are compared through Monte-Cairo simulation technique.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.19 no.4
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• pp.151-160
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• 2019

EPC companies to continue operating overseas, it is increasingly becoming apparent that risk is no longer something to be avoided but a subject to be managed. During the bidding stage, the requirements, specifications and project line items within the bid package must be studied in details to analyze the various risk factors in order to avoid cost overruns. However, reviewing vast quantities of bidding documents is time consuming and labor intensive and is not an easy task and this is where automated information technology can help. For this study, I have constructed an ITB analysis model based on Watson AI that can analyze and apply vast amount of documents more effectively in a short time. Configuration of the Watson Explorer AI architecture for AI-based ITB risk management model research, the selection of learning procedures and analysis subjects, and the performance evaluation criteria were defined, and a test bed was constructed to conduct a pilot research. Consequently, I verified the effectiveness of the analytical time reduction and the quality of its results and VOC operations by professionals.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.67-77
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• 1999

For a orientation-shift model supported on the unit sphere, Euler angles are the conventional measure to parametrize orientation-shifts. The essential role which is played by rotationally symmetry of an underlying distribution is reviewed. In this paper we propose the inference procedure based on Euler angles for the rotationally symmetric spherical distribution. The likelihood ratio test(LRT) based on the Euler angles is worked out. The asymptotic distribution of the test under the null hypotheses and certain contiguous alternatives is obtained.

• International Area Studies Review
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• v.15 no.1
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• pp.219-240
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• 2011

The main purpose of this study is to analyze the effects of stock price and real estate price on the money demand. We investigated the demand for money for 25 money units of 10 countries. To estimate the money demand functions, Johansen's cointegration and ARDL-bounds test were employed. Additionally, Stock and Watson's DOLS method was applied to estimate long-run cointegration vectors. According to the results of cointegration test, stock price and real estate price are crucial in the long-run equilibrium relationship. There were no cointegration relationships among money demand, real income, interest rate, and exchange rate in 12 money unit models. However, by including stock price and real estate price on the tested models, we could find strong cointegration relationships, using ARDL-bounds test. The results of DOLS confirm that stock price and real estate price are effective factors influencing on money demands. Especially, the coefficient of real estate price is statistically significant in the 19 out of 20 money unit models. However, the direction and magnitude of coefficients of asset prices are different across countries and money units.