• Journal of the Korean Statistical Society
• /
• 제31권2호
• /
• pp.229-235
• /
• 2002

A generalized Stein-rule estimator of the vector of regression coefficients in linear regression model is considered and its properties are analyzed according to the criterion of Pitman nearness. A comparative study shows that the generalized Stein-rule estimator representing a class of estimators contains particular members which are better than the usual Stein-rule estimator according to the Pitman closeness.

• Journal of the Korean Statistical Society
• /
• 제23권1호
• /
• pp.103-114
• /
• 1994

For a $2 \times 2$ factorial design without the restriction of a linear model or without regard to error terms having homoscedasticity, under the null hypothesis of no interaction we can have the rank transformed F statistic for interaction converge in distribution to a chi-squared random variable with one degree of random if and only if there is only main effect.

• Communications for Statistical Applications and Methods
• /
• 제6권2호
• /
• pp.357-366
• /
• 1999

Let us assume that two different log-linear models are selected by various model selection methods. When these are non-hierarchical it is not easy to choose one of these models. In this paper the well-known Cox's statistic is applied to compare these non-hierarchical log-linear models. Since it is impossible to obtain the analytic solution about the problem we proposed a alternative method by extending Pesaran and pesaran's (1993) simulation approach. We find that the values of proposed test statistic and the estimates are very much stable with some empirical results.

• Journal of the Korean Data and Information Science Society
• /
• 제16권4호
• /
• pp.745-758
• /
• 2005

This paper presents a statistical analysis on the position-specific distributions of amino acid residues in transmembrane proteins. A hidden Markov model segments membrane proteins to produce segmented regions of homogeneous statistical property from variable-length amino acids sequences. These segmented residues are analyzed by using chi-square statistic and relative-entropy in order to find position-specific amino acids. This analysis showed that isoleucine and valine concentrated on the center of membrane-spanning regions, tryptophan, tyrosine and positive residues were found frequently near both ends of membrane.

• 한국전자통신학회논문지
• /
• 제9권8호
• /
• pp.883-888
• /
• 2014

시뮬레이션은 현대의 복잡한 환경에서 효율적인 의사 결정을 위한 도구로서 폭넓게 사용되고 있다. 하지만, 대부분은 결과의 분석 보다는 시뮬레이션 모델의 개발 및 수행에 중점을 두고 있다. 본 논문에서는 시뮬레이션 모델링은 물론 결과의 분석도 중요하고 체계적으로 진행되어야 한다는 점을 강조하고, 이를 위하여 통계분석과 다양한 데이터 조작 및 그래픽 기능을 가진 R을 사용하여 이윤 최적화 시뮬레이션에 대한 모델링과 결과 데이터의 조작 및 다양한 그래픽을 사용한 분석 작업을 수행하여 유용성을 입증하였다.

• 한국언어정보학회:학술대회논문집
• /
• 한국언어정보학회 2007년도 정기학술대회
• /
• pp.508-514
• /
• 2007

In order to extract some important information of a person from text, an extracting model was proposed. The person's name is recognized based on the maximal entropy statistic model and the training corpus. The sentences surrounding the person's name are analyzed according to the conceptual knowledge base. The three main elements of events, domain, situation and background, are also extracted from the sentences to construct the structure of events about the person.

• Communications for Statistical Applications and Methods
• /
• 제23권3호
• /
• pp.231-239
• /
• 2016

A graphical diagnostic method based on multiple case deletions in a regression context is introduced by using the sampling distribution of the difference between two least squares estimators with and without multiple cases. Principal components analysis plays a key role in deriving this diagnostic method. Multiple case deletions of test statistic are also considered when a new observation is fitted to a given regression model. The result is useful for detecting influential observations in econometric data analysis, for example in checking whether the consumption pattern at a later time is the same as the one found before or not, as well as for investigating the influence of cases in the usual regression model. An illustrative example is given.

• Communications for Statistical Applications and Methods
• /
• 제2권2호
• /
• pp.101-114
• /
• 1995

In this paper we consider the multiple unit root tests both for the regular and seasonal unit roots based on the Lagrange Multiplier(LM) principle. Unlike Li(1991)'s method, by plugging the restricted maximum likelihood estimates of the nuisance parameters in the model, we propose a Lagrange multiplier test which does not depend on the existence of the nuisance parameters. The asymptotic distribution of the proposed statistic is derived and empirical percentiles of the test statistic for selected seasonal periods are provided. The power and size of the test statistic for examined for finite samples through a Monte Carlo simularion.

• 품질경영학회지
• /
• 제21권1호
• /
• pp.171-180
• /
• 1993

Variables, x and y are said to have a linear relation if $y={\beta}_0+{\beta}_1\;x$, and ${\beta}_0$ and ${\beta}_1$ are constants. The relationship is called a structural relationship if x has positive variance (i.e., x is not fixed) and only error-prone measurements of x and y can be obtained. This paper derives (to order $n^{+1/2}$) an approximate distribution of the Studentized test statistic for testing hypotheses about the slope parameter, ${\beta}_1$ in a simple linear structural model. A simulation study suggests our approximate distribution is more accurate approximation to the exact distributions of the Studentized statistic than is the limiting distribution.

• 한국통신학회논문지
• /
• 제35권8C호
• /
• pp.709-712
• /
• 2010

이 논문에서는 시간상 확률 상관이 0이 아닌 약의존성 잡음 모형에서 두 표본을 쓰는 국소 최적 순위 검파기의 검정 통계량를 얻었다. 기준 관측과 보통 관측으로 이루어진 두 표본 관측 모형에서 약의존성 잡음 환경에 알맞은 국소 최적 순위 검파기의 검정 통계량을 네이먼 피어슨 정리로부터 유도하였다. 두 표본을 쓰는 국소 최적 순위 검파기는 한 표본을 쓰는 국소 최적 순위 검파기와 같은 점근 성능을 가지며 부호 통계량을 다룰 필요가 없어 얼개가 비교적 간단하다.