• Genomics & Informatics
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• 제20권2호
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• pp.17.1-17.11
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• 2022

Genetic associations have been quantified using a number of statistical measures. Entropy-based mutual information may be one of the more direct ways of estimating the association, in the sense that it does not depend on the parametrization. For this purpose, both the entropy and conditional entropy of the phenotype distribution should be obtained. Quantitative traits, however, do not usually allow an exact evaluation of entropy. The estimation of entropy needs a probability density function, which can be approximated by kernel density estimation. We have investigated the proper sequence of procedures for combining the kernel density estimation and entropy estimation with a probability density function in order to calculate mutual information. Genotypes and their interactions were constructed to set the conditions for conditional entropy. Extensive simulation data created using three types of generating functions were analyzed using two different kernels as well as two types of multifactor dimensionality reduction and another probability density approximation method called m-spacing. The statistical power in terms of correct detection rates was compared. Using kernels was found to be most useful when the trait distributions were more complex than simple normal or gamma distributions. A full-scale genomic dataset was explored to identify associations using the 2-h oral glucose tolerance test results and γ-glutamyl transpeptidase levels as phenotypes. Clearly distinguishable single-nucleotide polymorphisms (SNPs) and interacting SNP pairs associated with these phenotypes were found and listed with empirical p-values.

• 무역학회지
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• 제47권3호
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• pp.211-232
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• 2022

Due to the impact of the public health event COVID-19 epidemic, the Chinese futures market showed "Black Swan". This has brought the unpredictable into the economic environment with many commodities falling by the daily limit, while gold performed well and closed in the sunshine(Yan-Li and Rui Qian-Wang, 2020). Volatility is integral part of financial market. As an emerging market and a special precious metal, it is important to forecast return of gold futures price. This study selected data of the SHFE gold futures returns and conducted an empirical analysis based on the generalised autoregressive conditional heteroskedasticity (GARCH)-type model. Comparing the statistics of AIC, SC and H-QC, ARMA (12,9) model was selected as the best model. But serial correlation in the squared returns suggests conditional heteroskedasticity. Next part we established the autoregressive moving average ARMA-GARCH-type model to analysis whether Volatility Clustering and the leverage effect exist in the Chinese gold futures market. we consider three different distributions of innovation to explain fat-tailed features of financial returns. Additionally, the error degree and prediction results of different models were evaluated in terms of mean squared error (MSE), mean absolute error (MAE), Theil inequality coefficient(TIC) and root mean-squared error (RMSE). The results show that the ARMA(12,9)-TGARCH(2,2) model under Student's t-distribution outperforms other models when predicting the Chinese gold futures return series.

• 응용통계연구
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• 제23권2호
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• pp.335-344
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• 2010

공간자료분석에서 공간적 상관성을 배제한 일반적인 회귀모형을 통한 모수 추정값들은 신뢰성의 문제가 지적 되어 오고 있다. 본 연구에서는 공간자료의 상관성을 고려한 모형을 구축하기 위하여 일변량 조건부자기회귀모형을 이용하였으며 베이지안 기법을 통하여 모수를 추정하고 공간상관성이 고려된 공간 가산자료모형과 고려되지 않은 일반 가산자료모형을 비교하였다. 연구 대상으로는 서울시의 25개 행정자치구별 총범죄 자료를 이용하였으며 자료분석을 통하여 도시계획과 같은 국가 정책의 수립에 참고자료로 활용될 수 있으리라 판단된다.

• Communications for Statistical Applications and Methods
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• 제25권4호
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• pp.443-451
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• 2018

$P^M_{\lambda}$-service policy is a workload dependent hysteretic policy. The policy has two service states comprised of the ordinary stage and the fast stage. An ordinary service stage is initiated by the arrival of a customer in an idle state. When the workload of the server surpasses threshold ${\lambda}$, the ordinary service stage changes to the fast service state, and it continues until the system is empty. These service stages alternate in this manner. When the cost of changing service stages is high, the hysteretic policy is more efficient than the threshold policy, where a service stage changes immediately into the other service stage at either case of the workload's surpassing or crossing down a threshold. $P^M_{\lambda}$-service policy is a modification of $P^M_{\lambda}$-policy proposed to control finite dams, and also an extension of the well-known D-policy. The distributions of the stationary workload of $P^M_{\lambda}$-service policy and its variants are studied well. However, there is no known result on the sojourn time distribution. We prove that there is a relation between the sojourn time of a customer and the first up-crossing time of the workload process over the threshold ${\lambda}$ after the arrival of the customer. Using the relation and the duality of M/G/1 and G/M/1 queues, we obtain conditional sojourn time distributions in M/G/1 and G/M/1 queues under the policy.

• 한국수자원학회논문집
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• 제35권6호
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• pp.763-777
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• 2002

본 연구의 목적은 간헐 수문사상인 시간강수계열의 구조적 특성을 고찰하여 강수량 모의발생을 위한 추계학적 모형을 개발하는 것이다. 이를 위하여 본 연구에서는 강수발생과정에 대한 추계학적 모형은 이재준과 이정식(2002)이 개발한 추계학적 모형을 이용하였으며, 강수량과정을 위하여 사상내의 시간강수량을 비정상 1차 자기회귀모형으로 기술하였다. 시간강수계열의 강수발생과정과 강수량과정을 조합하면 시간강수사상의 발생패턴과 사상기간내의 강수의 종속구조를 모의할 수 있는 시간강수계열에 대한 모의모형이 얻어지며, 이 모형의 적합성을 구명하기 위해 서울을 대상으로 하여 실적강수자료를 분석하였다. Monte Carlo 모의결과는 모형이 사상기간내의 강수강도, 지속 기간, 크기의 주변 및 조건부 분포를 잘 재현하고 있음을 보여주었다. 실적 및 모의 자료에 대한 자기상관함수도 비교적 작은 시간지체에서는 유사하였다

• 한국간담췌외과학회지
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• 제27권3호
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• pp.277-286
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• 2023

Backgrounds/Aims: To study histopathological changes in gall bladder mucosa in cholelithiasis patients, and analyse their relation to the number and size of gallstones. These findings were evaluated in the context of age distribution of the study population. Methods: One hundred cases of cholecystectomy were part of the study, which was conducted in collaboration with the pathology department. The time period of the study was January 2020 to June 2021. Results: Maximum cases had multiple stones (69.0%), while one third cases (31.0%) had solitary stones. While initial univariate analysis showed age (odds ratio [OR], 6.882; p = 0.043), gallstone number (OR, 9.1; p = 0.050), gallstone size (OR, 17.111; p = 0.013), and duration of symptom (OR, 34.125; p = 0.001) to be significant risk factors associated with gallbladder carcinoma, multivariate analysis found none of these variables to be significant. However, conditional multivariate analysis for the duration of symptom (p = 0.008; OR, 21.118) yielded significant p-value. With histopathological diagnoses, 5% of cases had gallbladder cancer. Conclusions: This study shed light on the rising incidence of cholelithiasis in the young population and the high rate of gallbladder carcinoma in Punjab, India. Although gall stone characteristics (size, number) and patient age appeared to be significant risk factors when their individual relation with gallbladder carcinoma was studied, multivariate analysis, could not prove that. Conditional multivariate analysis showed the duration of symptom to be the only significant risk factor associated with gallbladder carcinoma. Further research with larger sample size is needed to study the rising incidence of gallbladder carcinoma, and the risk factors associated with it.

• 동력기계공학회지
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• 제13권2호
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• pp.63-70
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• 2009

This paper discusses the influence on long-tenn predictions of the ship response in ocean by using the Global Wave Statistics data, GWS, and wave information from the remote sensing satellites. GWS's standard scatter diagrams of significant wave height and zero-crossing wave period are suggested to be corrected to a round number of 0.01/1000 fitted with a statistical analytic model of the conditional lognormal distribution for zero-crossing wave period. The GEOSAT satellite data are utilized which presented by I. R. Young and G. J. Holland (1996, named as GEOSAT data). At first, qualities of this data are investigated, and statistical characteristic trends are studied by means of applying known probability distribution functions. The wave height data of GEOSAT are compared to the data observed onboard merchant ships, the data observed by measure instrument installed on the ocean-going container ship and so on. To execute a long-tenn prediction of ship response, joint probability functions between wave height and wave period are introduced, therefore long-term statistical predictions are executed by using the functions.

• 전자공학회논문지B
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• 제30B권12호
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• pp.1-11
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• 1993

This paper concentrates on models useful for analyzing the error performance of ML(Maximum Likelihood) estimators of a single unknown signal parameter: that is the error intensity model. We first develop the point process representation for the estimation error and the conditional distribution of the estimator as well as the distribution of error candidate point process. Then the error intensity function is defined as the probability dessity of the estimate and the general form of the error intensity function is derived. We then develop several intensity models depending on the way we choose the candidate error locations. For each case, we compute the explicit form of the intensity function and discuss the trade-off among models as well as the extendability to the case of multiple parameter estimation.

• Communications for Statistical Applications and Methods
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• 제10권2호
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• pp.277-289
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• 2003

We propose modified exact inferential methods in logistic regression model. Exact conditional distribution in logistic regression model is often highly discrete, and ordinary exact inference in logistic regression is conservative, because of the discreteness of the distribution. For the exact inference in logistic regression model we utilize the modified P-value. The modified P-value can not exceed the ordinary P-value, so the test of size $\alpha$ based on the modified P-value is less conservative. The modified exact confidence interval maintains at least a fixed confidence level but tends to be much narrower. The approach inverts results of a test with a modified P-value utilizing the test statistic and table probabilities in logistic regression model.

• Journal of the Korean Statistical Society
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• 제24권1호
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• pp.197-218
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• 1995

We first consider the random censorship model of survival analysis. Efron (1981) introduced two equivalent bootstrap methods for censored data. We propose a new bootstrap scheme, called Method 3, that acts conditionally on the censoring pattern when making inference about aspects of the unknown life-time distribution F. This article contains (a) a motivation for this refined bootstrap scheme ; (b) a proof that the bootstrapped Kaplan-Meier estimatro fo F formed by Method 3 has the same limiting distribution as the one by Efron's approach ; (c) description of and report on simulation studies assessing the small-sample performance of the Method 3 ; (d) an illustration on some Danish data. We also consider the model in which the survival times are censered by death times due to other caused and also by known fixed constants, and propose an appropriate bootstrap method for that model. This bootstrap method is a readily modified version of the Method 3.