• Communications for Statistical Applications and Methods
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• 제20권2호
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• pp.129-136
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• 2013

Linear regression is the most basic statistical model for exploring the relationship between a numerical response variable and several explanatory variables. Logistic regression secures the role of linear regression for the dichotomous response variable. In this paper, we propose a biplot-type display of the multivariate data guided by the linear regression and/or the logistic regression. The figures show the directional flow of the response variable as well as the interrelationship of explanatory variables.

• Journal of applied mathematics & informatics
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• 제35권5_6호
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• pp.543-550
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• 2017

In this paper, we introduced a new asymptotic pairwise negatively dependent(APND) structure of stochastic processes. We are also important to know the degree of APND-ness and to compare pairs of stochastic vectors as to their APND-ness. So, we introduced a definitions and some basic properties of APND ordering. Some preservation results of APND ordering are derived. Finally, we shown some examples and applications.

• Communications for Statistical Applications and Methods
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• 제12권1호
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• pp.117-123
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• 2005

A functional central limit theorem is obtained for a stationary linear process of the form $X_{t}= \sum\limits_{j=0}^\infty{a_{j}x_{t-j}}$, where {x_t} is a strictly stationary sequence of negatively associated random variables with suitable conditions and {a_j} is a sequence of real numbers with $\sum\limits_{j=0}^\infty|a_{j}|<\infty$.

• Korean Journal of Mathematics
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• 제16권4호
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• pp.471-480
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• 2008

As students with low basic knowledge of mathematics increase, they have had difficulties in studying statistics theory class. By using recent students' characteristics which prefer seeing directly and checking to thinking logically, we try to change the teaching method into teaching in the computer lab(SAS program). We investigate whether changing the teaching method has effects on students' achievements and interests or not. The purpose of this study is to grope for a better teaching and develop mathematics education's satisfaction and qualification.

• 응용통계연구
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• 제3권1호
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• pp.27-46
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• 1990

본 연구는 현행 작성되는 주요 통계를 분석하여 문제점을 제기하였고, 標本調査 실시를 위한 效率的標本設計를 위하여 基本原則을 제안함과 동시에 誤差發生의 原因과 管理를 위한 原則을 제시하였다. 또한 統計報告書形式을 標準化함으로써 統計利用者의 便益과 信賴性을 제고시키려고 하였다.

• Journal of the Korean Statistical Society
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• 제21권1호
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• pp.35-46
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• 1992

On Box-Cox transformation, one or few responses are influential on transformation parameter estimator. To detect influential observatins, several diagnostics (Cook and Wang 1983, Hinkley and Wang 1988, Lawrance 1988, Tsai and Wu 1990) have been suggested. We compare these diagnostics and denote the necessity of multiple cases deletion which is important especially when the masking effect is present. Also, analytic expression of Tsai and Wu's diagnostic is given. We suggest a computationally feasible and useful algorithm based on the basic building blocks, and present descriptive examples using artificial data.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.33-38
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• 2002

We prove that blocked complete dialler crosses using balance incomplete block design are A-, D-, E-optimal design. Also, we provide such blocked complete dialled crosses and their average efficiency with table.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.1-12
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• 2000

We explore the structure and usefulness of CERES plot as a basic tool for dealing with curvature as a function of the new predictor in nonlinear regression. If a predictor has a nonlinear effect and there are nonlinear relationships among the predictors the partial residual plot and augmented partial residual plot are not able to display the correct functional form of the predictor. Unlike these plots the CERES plot can show the correct from. In situations where nonlinearity exists in two predictors we extend the idea of CERES plot to three dimensions, This is illustrated by simulated data.

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.495-506
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• 1995

We present formula for detecting influential observations on the smoothing parameter in smoothing spline. Further, we express them as functions of basic building blocks such as residuals and leverage, and compare it with the local influence approach by Thomas (1991). An example based on a real data set is given.

• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.155-170
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• 1997

We propose an integer-valued MA(q) process with Poisson disturbance. Its various properties are discussed such as the joint distribution, time reversibility and regression. We derive the asymptotic distribution of autocovariance function and estimators of the parameters in the suggested model. We also consider the relationship between INMA(q) and M/D/.infty. processes.