• Clinical Endoscopy
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• v.57 no.4
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• pp.476-485
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• 2024

Background/Aims: Sedation has become a standard practice for patients undergoing gastrointestinal (GI) endoscopy. However, considering the serious cardiopulmonary adverse events associated with sedatives, it is important to identify patients at high risk. Machine learning can generate reasonable prediction for a wide range of medical conditions. This study aimed to evaluate the risk factors associated with sedation during GI endoscopy and develop a predictive model for hypoxia during endoscopy under sedation. Methods: This prospective observational study enrolled 446 patients who underwent sedative endoscopy at the Korea University Ansan Hospital. Clinical data were used as predictor variables to construct predictive models using the random forest method that is a machine learning algorithm. Results: Seventy-two of the 446 patients (16.1%) experienced life-threatening hypoxia requiring immediate medical intervention. Patients who developed hypoxia had higher body weight, body mass index (BMI), neck circumference, and Mallampati scores. Propofol alone and higher initial and total dose of propofol were significantly associated with hypoxia during sedative endoscopy. Among these variables, high BMI, neck circumference, and Mallampati score were independent risk factors for hypoxia. The area under the receiver operating characteristic curve for the random forest-based predictive model for hypoxia during sedative endoscopy was 0.82 (95% confidence interval, 0.79-0.86) and displayed a moderate discriminatory power. Conclusions: High BMI, neck circumference, and Mallampati score were independently associated with hypoxia during sedative endoscopy. We constructed a model with acceptable performance for predicting hypoxia during sedative endoscopy.

• Journal of Korean Society of Transportation
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• v.29 no.4
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• pp.95-101
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• 2011

This study proposes the accident estimation model developed based on the time-series cross-sectional data at 50 intersections in Cheongju. The data were collected repeatedly and accumulated from 2004 to 2007. This study focused on deriving the optimal among the various models including TSCSREG(Time Series Cross Section Regression). Four different models utilizing various elements affecting accidents were developed. Through a statistical test, it was found that the t values of independent variables of the fixed effect models were less than those of the random effect models. Two variables were then found to be positive to the accidents: the number of crosswalks at an intersection and the number of intersections.

• Child Health Nursing Research
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• v.11 no.1
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• pp.34-42
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• 2005

Purposes: The purposes of this study were ① to identify the rate of suicide attempts, and ② to investigate relevant variables(family dynamic environment, personality factors) and risk factors for attempting suicide among Korean adolescents. Method: Data were collected through a questionnaire survey. Internal consistencies for this questionnaire ranged from 0.63 to 0.88. Nine hundred and twenty two adolescents were surveyed (delinquent : 367, student : 555), using a proportional stratified random sampling method. Statistical methods employed were chi-square, t-test, and logistic regression analysis. Results: ① The rate of suicide attempts was 10.8％ for the total sample, and the delinquents(19.6％) had a higher rate of suicide attempts than the students(5.1％). ② Adolescents attempting suicide had a greater dysfunctional family dynamic environment and more maladaptive personality than those who did not attempt suicide. ③ Risk factors for suicide attempts among Korean adolescents were way of coping, psychosomatic symptoms, and parental child-rearing attitudes, in that order. Conclusions: Suicide and suicidal behaviors are multifaceted events. For suicide prevention, there is a need to make an independent assessment of the variables such as familial problems, personality and dynamic environment of the families of the adolescents.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.7
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• pp.139-147
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• 2020

This paper aims to explore the relationship between the quality of the audit and the level of stock return co-movement in the context of the Vietnamese emerging market. The empirical study is designed based on the quatitative method and deductive approach. The panel dataset includes 256 listed firms from different industries,with 1115 firm-year observations on Ho Chi Minh City Stock Exchange for the period from 2014 to 2018. In the research, we built the econometric regression model, using stock return synchronicity and audit quality as the dependent and independent variable, respectively. Some control variables are also added to the econometric regression models as they are well-documented in prior research to have an effect on stock price synchronicity. To improve the accuracy of the regression coefficients, beside the Ordinary Least Squares, we employ the Random Effects Model and the Fixed Effects Model for better statistical analysis of panel data set. The results show that the quality of the audit is positively correlated to stock price synchronicity. This finding suggests that stock returns of companies with higher quality of the audit are more synchronous with the market. Results for other control variables also support our reasoning for the main findings.

• Journal of the Korean Statistical Society
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• v.35 no.4
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• pp.453-458
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• 2006

It is well known fact for the iid data that the limiting standard errors of sample autocorrelations are all unity for all time lags and they are asymptotically independent for different lags (Brockwell and Davis, 1991). It is also usual practice in time series modeling that this fact continues to be valid for white noise series which is a sequence of uncorrelated random variables. This paper contradicts this usual practice for white noise. We consider a sequence of martingale differences which belongs to white noise time series and derive exact joint asymptotic distributions of sample autocorrelations. Some implications of the result are illustrated for conditionally heteroscedastic time series.

• Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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• 2003.09a
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• pp.14-14
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• 2003

Given a sequence ｛ $X_{n}$｝ of independent and identically distributed random variables with F, a sequential procedure for the p-th quantile ξ$_{P}$= $F^{-1}$ (P), 0$\beta$-protection. Some asymptotic properties for the proposed procedure and of an involved stopping time are proved: asymptotic consistency, asymptotic efficiency and asymptotic normality. From one of the results an effect of smoothing based on kernel functions is discussed. The results are also extended to the contaminated case.e.e.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.513-524
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• 2006

In this paper, we introduce a new notions of conditionally weak dependence and we study their properties, preservation of the conditionally weak independent and positive and negative quadrant dependent(CWQD) property under mixtures, limits, closure under convex combinations, and their interrelationships. Furthermore, we extend multivariate stochastic dependence to stronger conditions of dependence.

• Communications of the Korean Mathematical Society
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• v.16 no.2
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• pp.287-290
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• 2001

Let X$_1$, X$_2$, … be a sequence of independent and identically distributed random variables with continuous cumulative distribution function F(x). X(sub)j is an upper record value of this sequence if X(sub)j > max {X$_1$, X$_2$, …, X(sub)j-1}. We define u(n) = min {j│j > u(n-1), X(sub)j > X(sub)u(n-1), n $\geq$ 2} with u(1) = 1. Then F(x) = 1 - e(sup)-x/c, x > 0 if and only if E[X(sub)n(n+1) - X(sub)u(n)│X(sub)u(m) = y] = c or E[X(sub)u(n+2) - X(sub)u(n)│X(sub)u(m) = y] = 2c, n $\geq$ m+1.

• Bulletin of the Korean Mathematical Society
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• v.48 no.5
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• pp.1041-1046
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• 2011

Let {X, $X_{i};\;i{\geq}1$} be a sequence of independent and identically distributed positive random variables. Denote $S_n= \sum\array\\_{i=1}^nX_i$ and $S\array\\_n^{(k)}=S_n-X_k$ for n ${\geq}$1, $1{\leq}k{\leq}n$. Under the assumption of the finiteness of the second moments, we derive a type of the law of the iterated logarithm for $S\array\\_n^{(k)}$ and the limit point set for its certain normalization.

• Bulletin of the Korean Mathematical Society
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• v.43 no.3
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• pp.479-486
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• 2006

Let $Z_n(s,\;f)=n^{-1}\;{\sum}^{ns}_{i=1}(f(X_i)-Pf)$ be the sequential empirical process based on the independent and identically distributed random variables. We prove that convergence problems of $sup_{(s,\;f)}|Z_n(s,\;f)|$ to zero boil down to those of $sup_f|Z_n(1,\;f)|$. We employ Ottaviani's inequality and the complete convergence to establish, under bracketing entropy with the second moment, the almost sure convergence of $sup_{(s,\;f)}|Z_n(s,\;f)|$ to zero.