• The KIPS Transactions:PartC
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• v.13C no.5 s.108
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• pp.601-606
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• 2006

Decode-and-forward cooperative communications protocol (DFP) allows single-antenna users in wireless medium to obtain the powerful benefits of multi-antenna systems without physical antenna arrays. For this protocol, so far the relays have used SNR to evaluate the reliability of the received signal before deciding whether to forward the decoded data so as to prevent their unsuccessful detection. However, SNR only characterizes the long-term statistic of Gaussian noise and thus leading to inaccurate assesment. Therefore, we propose using log-likelihood ratio (LLR) which accounts for the instantaneous noise in the received signal as an alternative to SNR. A variety of simulation results reveal the significant superiority of the SNR-based DFP to the SNR-based DFP regardless of threshold level and relay position under the flat Rayleigh fading channel plus AWGN (Additive White Gaussian Noise).

• Journal of Integrative Natural Science
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• v.5 no.4
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• pp.246-252
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• 2012

Multivariate cumulative sum (CUSUM) control charts for simultaneously monitoring both means and variances under multivariate normal process are investigated. Performances of multivariate CUSUM schemes are evaluated for matched fixed sampling interval (FSI) and variable sampling interval (VSI) features in terms of average time to signal (ATS), average number of samples to signal (ANSS). Multivariate Shewhart charts are also considered to compare the properties of multivariate CUSUM charts. Numerical results show that presented CUSUM charts are more efficient than the corresponding Shewhart chart for small or moderate shifts and VSI feature with two sampling intervals is more efficient than FSI feature. When small changes in the production process have occurred, CUSUM chart with small reference values will be recommended in terms of the time to signal.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.639-646
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• 2015

We propose simultaneous tests for mean and variance under the normality assumption. After formulating the null hypothesis and its alternative, we construct test statistics based on the individual p-values for the partial tests with combining functions and derive the null distributions for the combining functions. We then illustrate our procedure with industrial data and compare the efficiency among the combining functions with individual partial ones by obtaining empirical powers through a simulation study. A discussion then follows on the intersection-union test with a combining function and simultaneous confidence region as a simultaneous inference; in addition, we discuss weighted functions and applications to the statistical quality control. Finally we comment on nonparametric simultaneous tests.

• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1661-1671
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• 2016

Risk analysis is a systematic study of uncertainties and risks we encounter in business, engineering, public policy, and many other areas. Value at Risk (VaR) is one of the most widely used risk measurements in risk management. In this paper, the Korean Composite Stock Price Index data has been utilized to model the VaR employing the classical ARMA (1,1)-GARCH (1,1) models with normal, t, generalized hyperbolic, and generalized pareto distributed errors. The aim of this paper is to compare the performance of each model in estimating the VaR. The performance of models were compared in terms of the number of VaR violations and Kupiec exceedance test. The GARCH-GPD likelihood ratio unconditional test statistic has been found to have the smallest value among the models.

• Communications for Statistical Applications and Methods
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• v.5 no.3
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• pp.847-853
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• 1998

Suppose we want to compare following non-hierarchical log-linear models, $H_0:f(x, heta inTheta_a)$ vs H_1:g(x, heta inTheta_eta); for; Theta_a,;Theta_etasubsetTheta;such;that;Theta_$\alpha$/ Theta_eta$. The goodness of fit test using the likelihood ratio test statistic for comparing these models could not be acceptable. By using the polyhedrons plots of Choi and Hong (1995), we propose a method to decide a better model between two non-hierarchical log-linear models $f(x: heta inTheta_a) and g(x: heta inTheta_eta)$.

• Communications for Statistical Applications and Methods
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• v.15 no.4
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• pp.605-614
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• 2008

Oh (2008) has proposed the one-sided likelihood ratio test of the equality of two agreement measures. However the use of this test may be limited since the computations of test statistic and critical value are not easy. We propose a test for comparing two dependent agreements using some well known tests for marginal homogeneity, for instance, Bhapkar test, Stuart-Maxwell test. Data obtained from 2008 world figure skating championship ladies single is analyzed for illustration purposes.

• ETRI Journal
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• v.37 no.4
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• pp.736-742
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• 2015

A serial concatenated decoding algorithm with dynamic threshold is proposed for low-density parity-check codes with short and medium code lengths. The proposed approach uses a dynamic threshold to select a decoding result from belief propagation decoding and order statistic decoding, which improves the performance of the decoder at a negligible cost. Simulation results show that, under a high SNR region, the proposed concatenated decoder performs better than a serial concatenated decoder without threshold with an Eb/N0 gain of above 0.1 dB.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.48 no.6
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• pp.14-21
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• 2011

In this paper, we propose an efficient symbol mapping method based on LLR (log-likelihood ratio) statistic for HARQ employing CoRe (constellation rearrangement) with 64QAM. The signal constellations for 64QAM with limited number of retransmissions are selected by the proposed mapping rule. Then we determine the transmission order of selected constellations. The proposed scheme reduces the performance deviation between transmit symbols so as to improve the system performance. Through simulation results, the proposed and existing CoRe mapping methods are compared with respect to error rate and throughput in MIMO-OFDM system over fading channel and we confirm the applicability of the proposed scheme in practical wireless communications environment.

• Journal of Global Scholars of Marketing Science
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• v.16 no.1
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• pp.13-26
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• 2006

In this research, we develope a procedure for detecting a random non-stationarity to the individual's purchasing rate in a stationary NED model. On this purpose, we derive the likelihood ratio statistic for a testing null and alternative hypotheses defined as whether there is no significant structural change in a stationary NED model or any. Where the structural change comes from a random non-stationarity(marketing mix activities or seasonality, for example) to the individual's purchasing rate. We also apply the developed method to a panel data for a frequently purchased good. This research could be a solution to include the non-stationarity in a stationary NED model. We also expect that the developed model could give a signal for an early detection of significant changes in marketing environment, and a mean for a measurement of the effects of marketing mix activities.

• Asian Pacific Journal of Cancer Prevention
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• v.15 no.18
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• pp.7971-7975
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• 2014

Background: From our previous study, we established that cyclin A1 (CCNA1) promoter methylation is strongly correlated with multistep progression of HPV-associated cervical cancer, suggesting potential use as a diagnostic maker of disease. Objectives: The purpose of the present study was to assess the prevalence of CCNA1 promoter methylation in residual cervical cells isolated from liquid-based cytology that underwent hrHPV DNA screening for cervical cancer, and then to evaluate this marker for diagnostic accuracy using parameters like sensitivity, specificity, predictive values and likelihood ratio. Methods: In this retrospective study, histopathology was used as the gold standard method with specimens separated into the following groups: negative (n=31), low-grade squamous intraepithelial lesions (LSIL, n=34) and high-grade squamous intraepithelial lesions or worse (HSIL+, n=32). The hrHPV was detected by Hybrid Capture 2 (HC2) and CCNA1 promoter methylation was examined by CCNA1 duplex methylation specific PCR. Results: The results showed the frequencies of CCNA1 promoter methylation were 0%, 5.88% and 83.33%, while the percentages of hrHPV were 66.67%, 82.35% and 100% in the negative, LSIL and HSIL+ groups, respectively. Although hrHPV infection showed high frequency in all three groups, it could not differentiate between the different groups and grades of precancerous lesions. In contrast, CCNA1 promoter methylation clearly distinguished between negative/LSIL and HSIL+, with high levels of all statistic parameters. Conclusion: CCNA1 promoter methylation is a potential marker for distinguishing between histologic negative/LSIL and HSIL+using cervical cytology samples.