• Journal of the Korean Statistical Society
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• v.32 no.4
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• pp.425-448
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• 2003

Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution proposed originally by Chen et al. (1999) and Branco and Dey (2001). These rich classes of models combine the information of independent studies, allowing investigation of variability both between and within studies, and incorporate weight function. Here, the testing for the skewness parameter is discussed. The score test statistic for such a test can be shown to be expressed as the posterior expectations. Also, we consider the detail computational scheme under skewed normal and skewed Student-t distribution using MCMC method. Finally, we introduce one example from Johnson (1993)'s real data and apply our proposed methodology. We investigate sensitivity of our results under different skewed errors and under different prior distributions.

• Communications for Statistical Applications and Methods
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• v.9 no.2
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• pp.533-542
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• 2002

In this paper, a covariate adjusted logrank test is considered for censored paired data under the Cox proportional hazard model. The proposed score test resembles the adjusted logrank test of Tsiatis, Rosner and Tritchler (1985), which is derived from the partial likelihood. The dependence structure for paired data is accommodated into the test statistic by using' sum of square type' variance estimators. Several weight functions are also considered, which produce a class of covariate adjusted weighted logrank tests. Asymptotic normality of the proposed test is established and simulation studies with moderate sample size show the proposed test works well, particularly when there are dependence structure between treatment and covariates.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.299-311
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• 1994

In time series data, atypical observations are not rare. Several approaches have been proposed to detect a single outlier, but the effectiveness of those procedures is in doubt when patchy outliers are present. In this paper, the atypicality in patchy outliers is interpreted as a local structural change, and a model is introduced to entertain its effect on the series. Based on this model, a statistic and a procedure are proposed for identifying those local structural changes. The performance of the proposed procedure is evaluated through simulation study and the analysis of real data sets.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2012.07a
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• pp.471-472
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• 2012

The active shape model(ASM) is one of the most popular methods among the shape prior based segmentation methods based on its strong shape constraints using the statistic of shape information which is acquired from the training set. ASM has a few drawbacks, such as, the lack of shape variability, and the sensitivity for false locally searched points. In this paper, we suggest the patch-wise robust ASM to overcome the limitations of the ASM. In addition to the SSM, we introduce the patch-wise SSM, to reduce the shape inflexibility and to search reliable points with the point reliance measurement. The quantitative and qualitative results show the robustmness and the accuracy of the proposed method.

• International Journal of Reliability and Applications
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• v.15 no.1
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• pp.11-22
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• 2014

New classes of life distributions called new better (worse) than used at age $t_0$ in Laplace transform order, NBUL- $t_0$(NWUL - $t_0$) are introduced. For the classes NBUL - $t_0$(NWUL - $t_0$), preservation under convolution, mixture, mixing and the homogeneous Poisson shock model are studied. In the sequel, we obtain a test for $H_0$ : F is exponential versus $H_1$ : F is NBUL - $t_0$ and not exponential. The critical values and the powers of this test are calculated to assess the performance of the test. It is shown that the proposed test has high efficiencies for some commonly used distributions in reliability. Sets of real data are used as examples to elucidate the use of the proposed test for practical problems.

• Communications for Statistical Applications and Methods
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• v.24 no.2
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• pp.129-142
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• 2017

In this paper we consider the problem of the model selection/discrimination among three different positively skewed lifetime distributions. Lindley, Weibull, and gamma distributions have been used to effectively analyze positively skewed lifetime data. This paper assesses how much closer the Lindley distribution gets to Weibull and gamma distributions. We consider three techniques that involve the likelihood ratio test, asymptotic likelihood ratio test, and minimum Kolmogorov distance as optimality criteria to diagnose the appropriate fitting model among the three distributions for a given data set. Monte Carlo simulation study is performed for computing the probability of correct selection based on the considered optimality criteria among these families of distributions for various choices of sample sizes and shape parameters. It is observed that overall, the Lindley distribution is closer to Weibull distribution in the sense of likelihood ratio and Kolmogorov criteria. A real data set is presented and analyzed for illustrative purposes.

• Journal of the Korean Society of Safety
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• v.29 no.3
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• pp.107-113
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• 2014

The goal of this study is to develop the accident models of motorcycle at roundabouts. In the pursuing the above, this study gives particular attentions to developing the appropriate models using ZAM. The main results are as follows. First, the evaluation of various developed models by the Vuong statistic and over-dispersion parameter shows that ZINB is analyzed to be optimal among Poisson, NB, ZIP(zero-inflated Poisson) and ZINB regression models. Second, the traffic volume, width of central island and width of approach are evaluated to be important variables to the accidents. Finally, the common variables that affect to the accident are selected to be traffic volume and width of approach. This study might be expected to give some implications to the accident research on the roundabout by motorcycle.

• KDI Journal of Economic Policy
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• v.38 no.1
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• pp.53-70
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• 2016

This paper examines market concentration and its effect on competition in the Chinese commercial banking market. This study also investigates how changes in competition have affected the financial stability of Chinese commercial banks. To test the competitive conditions, we obtained the H statistic of the Panzar-Rosse model from a revenue function equation. The degree of financial stability is estimated by the Z-score formula. The Chinese banking industry has become an increasingly less concentrated market with an increased number of banks. Along with a decreased market concentration, competition in the Chinese banking industry has improved moderately. However, its market structure is still far from a competitive market. An individual bank's ability to earn higher markup or charge a higher net interest margin contributes to its financial soundness, although a higher degree of market concentration may have negative effect on the financial stability of the entire banking system.

• Proceedings of the KOSOMBE Conference
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• v.1996 no.11
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• pp.70-73
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• 1996

Many researchers had considered biological systems as linear systems. In many cases of biological systems, the phenomena that show the regular and periodic dynamics are considered the normal state. However, some clinical experiments reported, in some cases, the periodic signals represented the abnormal state. We assume that signals from human body system are generated from deterministic, intrinsic mechanisms and can be represented a simple equation that show nonlinear dynamics dependent on control parameters. The objective of our study is to model a nonlinear dynamics correctly from the nonlinear time series using the genetic programming method; to find a simple equation of nonlinear dynamics using collected time series and its nonlinear characteristics. We applied genetic programming to model RR interval of ECG that shows chaotic phenomena. We used 4 statistic measures and 2 fractal measures to estimate fitness of each chromosome, and could obtain good solutions of which chaotic features are similar.

• Water for future
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• v.14 no.2
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• pp.71-79
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• 1981

This study is established of simulation models form the stochastic and statistic analysis of monthly rainfall and monthly runoff on south Han river. The time series simulation of monthly runoff is introduced with a linear stochastic model for simulating synthetic monthly runoff data. And, time series model of monthly pricipitation and monthly runoff is introduced to be a pure random time series with known statical parameter, which is characterized by an exponential recession curve with one parameter, and is develope expressing the statistical parameter for length of carryover.