• Journal of the Korean Statistical Society
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• 제9권1호
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• pp.31-38
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• 1980

The problem considered in this paper can be defiened as follows. Consider observations $x_1, x_2, \cdot, x_n$ which are assumed to come from a mixed population of the density function, $$f(x) = \sum^m_{k=1} pkf_k(x)$$ where m is the number of subpoulations and $p_k$ is the proportion of subpopulation k such that $\sum^m_{k=1} pk=1, 0

• Communications for Statistical Applications and Methods
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• 제20권6호
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• pp.475-480
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• 2013

The surplus process in a risk model is stochastically analyzed. We obtain the characteristic function of the level of the surplus at a finite time, by establishing and solving an integro-differential equation for the distribution function of the surplus. The characteristic function of the stationary distribution of the surplus is also obtained by assuming that an investment of the surplus is made to other business when the surplus reaches a sufficient level. As a consequence, we obtain the first and second moments of the surplus both at a finite time and in an infinite horizon (in the long-run).

• Communications for Statistical Applications and Methods
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• 제25권3호
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• pp.263-274
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• 2018

One of the common issues in large dataset analyses is to detect and construct homogeneous groups of objects in those datasets. This is typically done by some form of clustering technique. In this study, we present a divisive hierarchical clustering method for two monothetic characteristics of histogram data. Unlike classical data points, a histogram has internal variation of itself as well as location information. However, to find the optimal bipartition, existing divisive monothetic clustering methods for histogram data consider only location information as a monothetic characteristic and they cannot distinguish histograms with the same location but different internal variations. Thus, a divisive clustering method considering both location and internal variation of histograms is proposed in this study. The method has an advantage in interpreting clustering outcomes by providing binary questions for each split. The proposed clustering method is verified through a simulation study and applied to a large U.S. house property value dataset.

• Communications for Statistical Applications and Methods
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• 제25권3호
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• pp.275-282
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• 2018

This paper discusses the use of projections for the sums of squares in the analyses of variance for two-way nested design data. The model for this data is assumed to only have random effects. Two different sizes of experimental units are required for a given experimental situation, since nesting is assumed to occur both in the treatment structure and in the design structure. So, variance components are coming from the sources of random effects of treatment factors and error terms in different sizes of experimental units. The model for this type of experimental situation is a random effects model with more than one error terms and therefore estimation of variance components are concerned. A projection method is used for the calculation of sums of squares due to random components. Squared distances of projections instead of using the usual reductions in sums of squares that show how to use projections to estimate the variance components associated with the random components in the assumed model. Expectations of quadratic forms are obtained by the Hartley's synthesis as a means of calculation.

• 한국건설관리학회논문집
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• 제6권1호
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• pp.73-79
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• 2005

This paper, introduces a Stochastic Project Scheduling Simulation system (SPSS III) developed by the author to predict a project completion probability in a certain time. The system integrates deterministic CPM, probabilistic PERT, and stochastic Discrete Event Simulation (DES) scheduling methods into one system. It implements automated statistical analysis methods for computing the minimum number of simulation runs, the significance of the difference between independent simulations, and the confidence interval for the mean project duration as well as sensitivity analysis method in What-if analyzer component. The SPSS 111 gives the several benefits to researchers in that it (1) complements PERT and Monte Carlo simulation by using stochastic activity durations via a web based JAVA simulation over the Internet, (2) provides a way to model a project network having different probability distribution functions, (3) implements statistical analyses method which enable to produce a reliable prediction of the probability of completing a project in a specified time, and (4) allows researchers to compare the outcome of CPM, PERT and DES under different variability or skewness in the activity duration data.

• 한국철도학회논문집
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• 제9권1호
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• pp.81-88
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• 2006

The purpose of this study is to verify the dimensions of service quality of Korea Train Express(KTX) and to compare the service quality of KTX with that of general train. The researcher consisted of initial 32 items representing eight-dimension and analyzed the final quality dimensions of KTX. The collected data of passenger of 226 was analyzed by statistical procedures such as the iterative sequence of computing Cronbach's a, corrected item-to total correlations, and factor analyses. Through the repeated statistical process to puritY the items, a final set of 26 items representing six district dimensions; tangibles, timely responsiveness, empathy, comfort, information access and safety. The Results of independent samples t-test showed that the mean scores of all the service quality dimensions of KTX except for comfort were higher than those of general train. This finding will provide the more appropriate instrument to measure the KTX service quality as well as to improve the passengers' perception of the service quality.

• 한국콘크리트학회:학술대회논문집
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• 한국콘크리트학회 1998년도 가을 학술발표대회 논문집(III)
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• pp.656-661
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• 1998

This paper presents a method of statistical analysis and sensitivity analysis of creep and shrinkage effects in PSC box girder bridges. The statistical and sensitivity analyses are performed by using the numerical simulation of Latin Hypercube sampling. For each sample, the time-dependent structural analysis is performed to produce response data, which are then statistically analyzed. The probabilistic prediction of the confidence limits on long-term effects of creep and shrinkage is then expressed. Three measures are examined to quantify the sensitivity of the outputs to each of the input variables. These are rank correlation coefficient(RCC), partial rank correlation coefficient(PRCC) and standardized rank regression coefficient(SRRC) computed on the ranks of the observations. Probability band widens with time, which indicates an increase of prediction uncertainty with time. The creep model uncertainty factor and the relative humidity appear as the most dominant factors with regard to the model output uncertainty.

• Ocean Systems Engineering
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• 제5권1호
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• pp.41-54
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• 2015

This study presents the development of predictive models for uplift capacity of suction caisson in clay using an artificial intelligence technique, extreme learning machine (ELM). Other artificial intelligence models like artificial neural network (ANN), support vector machine (SVM), relevance vector machine (RVM) models are also developed to compare the ELM model with above models and available numerical models in terms of different statistical criteria. A ranking system is presented to evaluate present models in identifying the 'best' model. Sensitivity analyses are made to identify important inputs contributing to the developed models.

• 응용통계연구
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• 제25권6호
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• pp.889-896
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• 2012

In this paper, we propose a statistic to measure investor sentiment. It is a usual phenomenon that an asymmetric volatility (referred to as the leverage effect) is observed in financial time series and is more sensitive to bad news rather than good news. In a bubble state, investors tend to continuously speculate on financial instruments because of optimism about the future; subsequently, prices tend to abnormally increase for a long time. Estimators of the transformation parameter and the skewness based on Yeo-Johnson transformed GARCH models are employed to check whether a bubble or abnormality exist. We verify the appropriacy of the proposed interpretation through analyses of KOSPI and NIKKEI.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2002년도 학술발표회 논문집(II)
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• pp.1195-1204
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• 2002

The impacts of El Nino Southern Oscillation (ENSO) phenomenon on climate are widespread and extend far beyond the tropical Pacific. The phenomenon can be characterized by Southern Oscillation Index (SOI) which is derived from values of the monthly mean sea level pressure barometric difference between Tahiti and Darwin, Australia. Its best-known extreme is the El Nino event. In this study, general statistical characteristics of SOI and the data from which it is derived (i.e. mean sea level pressure data at Tahiti and Darwin) are presented as guidance when using SOI far other analyses. The characteristics include the availability of the barometric pressure data, statistics of monthly pressure data, correlation of SO intensity, frequency analysis of SOI by magnitude and by month (January-December), duration properties of SOI by run analysis.