• Communications for Statistical Applications and Methods
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• v.27 no.2
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• pp.255-268
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• 2020

A mixture of multivariate canonical fundamental skew t-distribution (CFUST) has been of interest in various fields. In particular, interest in the unsupervised learning society is noteworthy. However, fitting the model via EM algorithm suffers from significant processing time. The main cause is due to the calculation of many multivariate t-cdfs (cumulative distribution functions) in E-step. In this article, we provide an approximate, but fast calculation method for the in univariate fashion, which is the product of successively conditional univariate t-cdfs with Taylor's first order approximation. By replacing all multivariate t-cdfs in E-step with the proposed approximate versions, we obtain the admissible results of fitting the model, where it gives 85% reduction time for the 5 dimensional skewness case of the Australian Institution Sport data set. For this approach, discussions about rough properties, advantages and limits are also presented.

• The Journal of the Petrological Society of Korea
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• v.20 no.1
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• pp.23-37
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• 2011

The scaling properties on the length distribution of microcrack populations from Tertiary crystalline tuff are investigated. From the distribution charts showing length range with 15 directional angles and five groups(I~V), a systematic variation appears in the mean length with microcrack orientation. The distribution charts are distinguished by the bilaterally symmetrical pattern to nearly N-S direction. The whole domain of the length-cumulative frequency diagram for microcrack populations can be divided into three sections in terms of phases of the distribution of related curves. Especially, the linear middle section of each diagram of five groups represents a power-law distribution. The frequency ratio of linear middle sections of five groups ranges from 46.6% to 67.8%. Meanwhile, the slope of linear middle section of each group shows the order: group V($N60{\sim}90^{\circ}E$, -2.02) > group IV($N20{\sim}60^{\circ}E$, -1.55) > group I($N60{\sim}90^{\circ}W$, -1.48), group II($N10{\sim}60^{\circ}W$, -1.48) > group III($N10^{\circ}W{\sim}N20^{\circ}E$, -1.06). Five sub-populations(five groups) that closely follow the power-law length distribution show a wide range in exponents( -1.06 - -2.02). These differences in exponent among live groups emphasizes the importance of orientation effect. In addition, breaks in slope in the lower parts of the related curves represent the abrupt development of longer lengths, which is reflected in the decrease in the power-law exponent. Especially, such a distribution pattern can be seen from the diagram with $N10{\sim}20^{\circ}E,\;N10{\sim}20^{\circ}W$ and $N60{\sim}70^{\circ}W$ directional angles. These three directional angles correspond with main directions of faults developed around the study area. The distribution chart showing the individual characteristics of the length-cumulative frequency diagrams for 15 directional angles were made. By arraying above diagrams according to the categories of three groups(A, B and C), the differences in length-frequency distributions among these groups can be easily derived. The distribution chart illustrates the importance of analysing microcrack sets separately. From the related chart, the occurrence frequency of shorter microcracks shows the order: group A > group B > group C. These three types of distribution patterns could reveal important information on the processes occurred during microcrack growth.

• Journal of Distribution Science
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• v.21 no.9
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• pp.103-114
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• 2023

Purpose: This paper aims to assess psychological heuristics' effectiveness on cumulative returns after significant stock price changes. Specifically, it compares availability and anchoring heuristics' empirical validity due to conflicting stock return predictions. Research Design, Data, and Methodology: This paper analyzes stock price changes of Korean distribution industry stocks in the KOSPI market from January 2004 to July 2022, where daily fluctuations exceed 10%. It evaluates availability heuristics using daily KOSPI index changes and tests anchoring heuristics using 52-week high and low stock prices as reference points. Results: As a result of the empirical analysis, stock price reversals did not consistently appear alongside changes in the daily KOSPI index. By contrast, stock price drifts consistently appeared around the 52-week highest stock price and 52-week lowest stock price. The result of the multiple regression analysis which controlled for both company-specific and event-specific variables supported the anchoring heuristics. Conclusions: For stocks related to the Korean distribution industry in the KOSPI market, the anchoring heuristics theory provides a consistent explanation for stock returns after large-scale stock price fluctuations that initially appear to be random movements.

• Journal of Korea Water Resources Association
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• v.44 no.12
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• pp.975-990
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• 2011

In this study, to develop an assessment method for spatio-temporal riverbed changes, a 1-dimensional model (HEC-RAS) and a 2-dimensional model (CCHE2D) were built and applied. As for the analysis of a riverbed's long-term change in a real stream, three new assessment methods were developed, which are called the "Sediment section cumulative curve", "Sediment section moment", and "Sediment probability distribution function." These methods were used to assess the characteristics of riverbed changes using a consistent valuation standard and to understand changes in quantities intuitively. From the results of this study, sediment characteristics of cross sections can be detected effectively by applying the "Sediment section cumulative curve" method to determine whether there is any sedimentation or erosion in total emission. The amount of sedimentation or erosion occurring in the right or left banks, which divided by center column, could be presented as one criterion by applying the "Sediment section moment" method. This approach could be utilized as an indicator for sediment predictions. Spatio-temporal sediment variables can be presented quantitatively by determining the mean and uncertain boundaries through the "Sediment probability distribution function", and finally, the results can be illustrated for each cross section to provide intuitive recognition.

• Journal of Korean Society of Forest Science
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• v.90 no.2
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• pp.176-183
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• 2001

Loblolly pine (Pinus taeda L.) is the most economically important timber producing species in the southern United States. Much attention has been given to predicting diameter distributions for the solution of multiple-product yield estimates. The three-parameter Weibull diameter distribution yield prediction systems were developed for loblolly pine plantations. A parameter recovery procedure for the Weibull distribution function based on four percentile equations was applied to develop diameter distribution yield prediction models. Four percentiles (0th, 25th, 50th, 95th) of the cumulative diameter distribution were predicted as a function of quadratic mean diameter. Individual tree height prediction equations were developed for the calculation of yields by diameter class. By using individual tree content prediction equations, expected yield by diameter class can be computed. To reduce rounding-off errors, the Weibull cumulative upper bound limit difference procedure applied in this study shows slightly better results compared with upper and lower bound procedure applied in the past studies. To evaluate this system, the predicted diameter distributions were tested against the observed diameter distributions using the Kolmogorov-Smirnov two sample test at the ${\alpha}$=0.05 level to check if any significant differences existed. Statistically, no significant differences were detected based on the data from 516 evaluation data sets. This diameter distribution yield prediction system will be useful in loblolly pine stand structure modeling, in updating forest inventories, and in evaluating investment opportunities.

• Journal of Korea Water Resources Association
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• v.50 no.11
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• pp.725-734
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• 2017

The main purpose of this study is to analyze runoff aggregation structure and energy expenditure pattern of Choyang creek basin within the framework of power law distribution. To this end geomorphologic factors of every point in the basin of interest, which define tractive force and stream power as well as drainage area, are extracted based on GIS, and their complementary cumulative distributions are graphically analyzed through fitting them to power law distribution. The results indicate that three distinct behavioral regimes are observed from the complementary cumulative distributions of three geomorphogic factors. Based on the parameter estimation of power law distribution by maximum likelihood drainage area and stream power can be judged as scale invariance factor without finite scale while tractive force as scale dependence factor with finite scale. Furthermore, it is judged that tractive force would not follow power law distribution because it shows limited complex system behaviors only within the small extent of scale. The exponent of power law distribution for drainage area obtained in this study by maximum likelihood is larger than the previous researches due to the difference of parameter estimation methodologies. And the exponent for stream power is smaller than the previous researches due to the scaling property of channel slope for the basin of interest.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.8
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• pp.924-927
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• 2016

In this paper, we consider a cumulative distribution function (CDF)-based opportunistic scheduling for downlink transmission in a cellular network consisting of a base station and multiple mobile stations. We present a closed-form formula for the average starvation period of each mobile station (i.e., the length of the time interval between two successive scheduling points of a mobile station) over Markov time-varying channels. Based on our formula, we investigate the starvation period of the CDF-based scheduling for various system parameters.

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.753-763
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• 2002

When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.825-834
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• 2002

Poisson processes are widely used in reliability and survival analysis. In particular, multiple event time data in survival analysis are routinely analyzed by use of Poisson processes. In this paper, we consider large sample properties of nonparametric Bayesian models for Poisson processes. We prove that the posterior distribution of the cumulative intensity function of Poisson processes is consistent under regularity conditions on priors which are Levy processes.

• Journal of the Korean Statistical Society
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• v.21 no.2
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• pp.139-151
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• 1992

Simultaneous confidence intervals for the parameters in the logistic regression models with random regressors are considered. A method based on the bootstrap and its stochastic approximation will be developed. A key idea in using the bootstrap method to construct simultaneous confidence intervals is the concept of prepivoting which uses the transformation of a root by its estimated cumulative distribution function. Repeated use of prepivoting makes the overall coverage probability asymptotically correct and the coverage probabilities of the individual confidence statement asymptotically equal. This method is compared with ordinary asymptotic methods based on Scheffe's and Bonferroni's through Monte Carlo simulation.