• Journal of the Korean Statistical Society
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• v.36 no.3
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• pp.349-355
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• 2007

In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

• Journal of Korean Society for Quality Management
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• v.21 no.2
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• pp.156-161
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• 1993

Limiting distributions of Studentized test statistics have been shown for testing the slope parameter in a simple linear structural model. Since the limiting distribution of Studentized one appears to yield inaccurate inference, this paper suggests adjustment of critical value and normalization of the Studentized one. As results, we can have procedures for refined inference based on our approximate distrbution instead of the limiting distribution.

• Journal of applied mathematics & informatics
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• v.7 no.2
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• pp.467-482
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• 2000

Testing equality of two and k distributions has long been an interesting issue in statistical inference. To overcome the sparseness of data points in high-dimensional space and deal with the general cases, we suggest several projection pursuit type statistics. Some results on the limiting distributions of the statistics are obtained, some properties of Bootstrap approximation are investigated. Furthermore, for computational reasons an approximation for the statistics the based on Number theoretic method is applied. Several simulation experiments are performed.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.19-29
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• 1995

In this paper, we investigate the asymptotic distributions of maximum queue length for M/G/1 and GI/M/1 systems which are positive recurrent. It is well knwon that for any positive recurrent queueing systems, the distributions of their maxima linearly normalized do not have non-degenerate limits. We show, however, that by concerning an array of queueing processes limiting behaviors of these maximum queue lengths can be established under certain conditions.

• 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.

• The Korean Journal of Ecology
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• v.8 no.2
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• pp.89-98
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• 1985

Correlations between horizontal distributions of bamboos (Bambusaceae) in the Korean peninsula and environmental factors were studied using taxanomic and geographical literatures, both old and current. The vertical distributions of bamboos on Mt. Chiri were also studied, and environmental factors limiting horizontal and vertical distributions were compared. There are 18 species of bamboos (belonging to 5 genera) distributed in the Korean peninsula. The distributional range of each genus were distinct, although overlapped. Northern limit of bamboos of any species was marked by the line connecting Paikryung Island (124。40'E, 38。00'N), Mt. Changsoo, Mt. Myungji, Mt. Myohyung and Myungchum (129。40'E, 41。10'N). The optimum range of bamboos was concluded to be restricted to several southern province, with annual precipitation over 1,200 mm. The limiting factors on the distribution were inferred to be low temperature and duration of it. Mean daily minimum temperature of January and the number of days with daily mean temperatures below zero during January showed close associations with the distributional range, and an environmental factors favouring the distributrion of bamboos appeared to be vicinity of warm sea current, deep and extended snow acculation and southern exposure. The vertical distribution of bamboos on Mt. Chiri was limited by low temperature, unfavorable topographic and edaphic conditions caused by steep slope. Difference in the vertical limits between SE and NW slopes are caused by the differences in temperature and precipitation between the slopes. Bamboos were more abundant in valleys than on the ridge, apparently because the deeper snow in the valleys protected the plants from low temperature, heavy winter winds and desiccation.

• Journal of the Korean Statistical Society
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• v.28 no.3
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• pp.359-370
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• 1999

We considered a change-point hazard rate model generalizing constant hazard rate model. This type of model is very popular in the sense that the Weibull and exponential distributions formulating survival time data are the special cases of it. Maximum likelihood estimation and the asymptotic properties such as the consistency and its limiting distribution of the change-point estimator were discussed. A parametric bootstrap method for finding confidence intervals of the unknown change-point was also suggested and the proposed method is explained through a practical example.

• Journal of the Korean Statistical Society
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• v.28 no.4
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• pp.479-488
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• 1999

Moore and Stubblebine(1981) suggested a chi-square test for multivariate normality based on cell counts calculated from the sample Mahalanobis distances. They derived the limiting distribution of the test statistic only when equiprobable cells are employed. Using conditional limit theorems, we derive the limiting distribution of the statistic as well as the asymptotic normality of the cell counts. These distributions are valid even when equiprobable cells are not employed. We finally apply this method to a real data set.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1191-1200
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• 2006

A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.203-212
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• 2006

A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.