• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.633-641
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• 2001

The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.851-858
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• 2001

Using the normalized sample Lorenz curve which is introduced by Kang and Cho (2001), we propose the test statistics for testing of normality that is very important test in statistical analysis and compare the proposed test with the other tests in terms of the power of test through by Monte Carlo method. The proposed test is more power than the other tests except some cases

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.651-659
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• 2001

Preference map is a widely used graphical method for the preference data set which is frequently encountered in the field of marketing research. This provides joint configuration usually in two dimensional space between "products" and their "attributes". Whereas the classical preference map adopts the ordinary least squares method in deriving map, the present article suggests the weighted least squares approach providing the better graphical display and interpretation compared to the classical one. Internet search engine data in Korea are analysed for illustration.

• Communications for Statistical Applications and Methods
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• 제6권2호
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• pp.511-522
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• 1999

The paper considers the problem of robustness in hierarchical bayesian models. In specific we address Bayesian robustness in the estimation of normal means. We provide the ranges of the posterior means under $\varepsilon$-contamination class as well as the density ratio class of priors. For the class of priors that are uniform over a specified interval we investigate the sensitivity as to the choice of the intervals. The methods are illustrated using the famous baseball data of Efron and Morris(1975).

• 한국지능시스템학회논문지
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• 제4권2호
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• pp.3-8
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• 1994

In this paper, the hypergraph is fuzzified. In a hypoergraph, there are 3types of sets which can be fuzzified. According to the fuzzificatioin level, 7 types of fuzzy hypergraphs can be obtained. After defining the 7 thpes of hypergraphs, some interesting concepts are developed such as the order, size and degree of such as the order, size and degree of the fuzzy hypergraph.

• Communications for Statistical Applications and Methods
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• 제5권1호
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• pp.225-230
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• 1998

By assuming a singly right cenosred sample, we propose the approximate maximum likelihood estimator (AMLE) of the scale parameter of the p-dimensional Rayleigh distribution. We compare the proposed estimator in ·terms of the mean squared error through Monte Carlo methods.

• 대한수학회지
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• 제41권6호
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• pp.1035-1047
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• 2004

In this paper, we study the unit tangent sphere bundles T$_1$M(4c) of complex space forms M(4c) with constant holomorphic sectional curvature 4c. In particular, we determine T$_1$M(4c) whose Ricci tensors satisfy the Einstein-like conditions.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.277-284
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• 2000

The transformed sample Lorenz curve provides a powerful and easily computed goodness-of-fit test for exponentiality which does not depend on the unknown scale parameter. We compare the power of the transformed sample Lorenz curve statistic with the other goodness-of-fit tests for exponentiality against various alternatives through Monte Carlo methods and discuss the results.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.291-296
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• 2000

Petrov(1996) examined the connection between general moment conditions and the applicability of the strong law lf large numbers to a sequence of pairwise independnt and identically distributed random variables. In this note wee generalize Theorem 1 of Petrov(1996) and also show that still holds under assumption of pairwise negative quadrant dependence(NQD).

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.151-164
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• 2000

In this paper we consider the Bayesian hypothese testing for independence and symmetry in Freund's bivariate exponential model with censored data In Bayesian testing problem we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results of analyze some data sets.