• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.567-580
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• 2005

It is usually assumed that asset returns in the stock market are normally distributed. However, analyses of real data show that the distribution tends to be skewed and to have heavier tails than those of the normal distribution. In this paper, we investigate the method of estimating the value at risk(VaR) of stock returns. The VaR is computed by using the transformation and back-transformation method. The analysis of KOSPI and KOSDAQ data shows that the proposed estimation outperformed that under the normal assumption.

• Journal of the Korea Institute of Building Construction
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• v.7 no.4
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• pp.93-99
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• 2007

Highly advanced technologies are being adopted into the domestic construction industry in accordance with rapidly changing global construction industry in the 21st century. Value Engineering methodologies have often been discussed but not yet settled in the country. This research, therefore, aims to provide a useful guide to utilizing design Value Engineering in Build Transfer Lease. 1. Questionnaires had been conducted, answered by those in the field. 2. Questionnaires were in regard to the obstacles in the application of design Value Engineering and activation schemes. 3. Five standards were provided to be chosen according to the degree of influence from each factor, whose answers were technically analyzed by a statistical program afterward. 4. Four obstacles classified in this method were approached systematically to analyze the problems. 5. Efficient Activation schemes have been suggested after various analyses in a variety of aspects.

• Horticultural Science & Technology
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• v.29 no.4
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• pp.382-387
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• 2011

The chemical composition of essential oils obtained from aerial parts in spearmint, apple mint and chocolate mint, was investigated by gas chromatography/mass spectrometry analyses. (-)-Carvone (33.0%) was quantitatively major compound in spearmint, followed by R-(+)-limonene (11.7%) and ${\beta}$-phellandrene (9.7%); (-)-carvone (37.4%) and germacrene D (11.9%) in apple mint; and (-)-menthol (34.3%), p-menthone (18.4%) and menthofuran (9.8%) in chocolate mint. Hierarchical cluster analysis and principle components analysis showed the clear difference in chemical composition of the three mint oils.

• International Journal of Industrial Entomology and Biomaterials
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• v.11 no.2
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• pp.93-98
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• 2005

Studies on extended egg preservation schedule from 120 days to 180 days was taken up with 20 germplasm accessions of mutant silkworm genetic stocks of Bombyx mori L. Statistical analyses of the data collected over three trials revealed no significant changes both in the qualitative and quantitative traits of the genetic stocks between treatment (6 months egg preservation) and control (4 months egg preservation), except for fifth instar larval duration in TMS-61, TMS-62, TMS64, TMS-31 and TMS-34 shell weight in TMS-62, TMS-64 and TMS-66. Thus, the results indicate that extended schedule of 6 months egg preservation can safely be adopted, which will reduce the cost of conservation and minimize the genetic erosion owing to reduced crop cycle.

• Journal of Physiology & Pathology in Korean Medicine
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• v.18 no.6
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• pp.1892-1895
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• 2004

The purpose of this study was to investigate the personality traits in constitutional types. The Questionnaire for the Sasang Constitution Classification Ⅱ and Eysenck Personality Questionnaire were completed by 155 university students. Statistical analyses of the Questionnaire for the Sasang Constitution Classification Ⅱ and Eysenck Personality Questionnaire scale scores and results are as follows : First, Personality differences in constitutional types are revealed significantly with respect to Eysenck Personality Questionnaire scales such as neuroticism, addiction, and criminality. Second, there is a significant difference between Eum(음) type and Yang(양) type along psychoticism and neuroticism. Third, sex difference is significant along the dimension of extraverion-intraversion.

• The Korean Journal of Applied Statistics
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• v.8 no.2
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• pp.133-145
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• 1995

This paper is concerned with the method of estimating lifetime distribution from field data for repairable products with multiple modes of failure, and is an extension of Bai et al.(1995). The log linear function is considered as a model for describing the relation between failure time of a product and covariates. Using the nonhomogeneous poisson process, general methods for obtaining pseudo maximum likelihood estimators(PMLEs) for the parameters are outlined and specific formulas for Weibull distribution are obtained. Effects of follow-up percentage on the PMLEs are investigated. Extension to case-cohort design is also considered.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.1870-1875
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• 2006

This study was carried out to investigate the applicability of SAC-SMA model with parameters which were derived from analytical relationships proposed by Koren etc. (2000), with various data of soil properties in a basin. The studied basin is Yongdam dam basin and the daily runoff with 2003-year hydrological data was simulated. Simulated runoff results were compared with those measured at three check points(Chuchun, Donhyang and Yongdam) and analyzed through the statistical techniques such as VE(Volume Error), RMSE(Root Mean Squared Error) and CORR(Correlation). As a result of analyses, the good agreement was obtained between simulated and measured results.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2005.05a
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• pp.545-553
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• 2005

The purpose of this study is to analyse consumer injury and to find current status of industrial consumer injury in the field of consumer product. Also the subject under analysis is to develop a design guidance for the consumer product safety. we used consulting data of Korea Consumer Protection Board, Korea Product Liability Consulting Center and referred to statistic data of Korea National Statistical Office. Consumer injury data of Korea is insufficient comparing with leading industrialized nations. Therefore, we categorized hazard factors based on current injury data in Korea instead of analysing injury data statistically. And we analyse the hazard factors using the analytic hierarchy process in this study. Through the results, we defined the Consumer Injury Index(CII) to develop a design guidance for the consumer product safety.

• Korean journal of food and cookery science
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• v.10 no.4
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• pp.351-356
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• 1994

Comparisions were made for cooking times, internal temperatures, thiamin contents and textural properties of various portion weights of egg mixture cooked in a microwave oven at high and/or low power levels and in a conventional double boiler. The mean internal temperatures of conventionally cooked egg mixtures were 76.4~80.7$^{\circ}C$. When cooking was made by steaming, the mean internal temperature were comparable among samples. With the microwave cooking, the range of mean temperature was 83.8~96.4$^{\circ}C$, and they were significantly higher than the conventionally cooked egg mixtures. The hardness determination was conducted using universal testing machine and a taste panel. Samples cooked with steam or with larger portion weight had softer texture than samples cooked by microwaves or smaller amount, respectively. Mean internal temperature was significantly(r=0.99, p<0.05) correlated with mechanical hardness determination. Statistical analyses indicated no significant difference in the thiamin content among various treatments.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1181-1190
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• 2006

Statistical analyses for spatial data are important features for various types of fields. Spatial data are taken at specific locations or within specific regions and their relative positions are recorded. Lattice data are synoptic observation covering an entire spatial region, like cancer rates corresponding to each county in a state. Until now, the echelon analysis has been applied only to univariate spatial data. As a result, it is impossible to detect the hotspots on the multivariate spatial data In this paper, we expand the spatial data to time series structure. And then we analyze them on the time space and detect the hotspots. Echelon dendrogram has been made by piling up each multivariate spatial data to bring time spatial data. We perform the structural analysis of temporal spatial data.