• Communications for Statistical Applications and Methods
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• v.18 no.4
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• pp.527-535
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• 2011

This study proposes a modified definition about $C_{pk}$ based on median as the centering parameter in order to more easily control the process since the mean does not represent any quantile of the asymmetric process distribution. Then we consider an estimate and derive the asymptotic normality for the estimate of the modified $C_{pk}$. In addition, we provide an example with asymmetric distributions and discuss the estimation for the limiting variance that are followed by some concluding remarks.

• Proceedings of the Korean Society for Quality Management Conference
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• 2006.11a
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• pp.211-216
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• 2006

Monitoring variability is a vital part of modem statistical process control. The conventional Shewhart Rand S charts address the setting where the in-control process readings have a constant variance. In some settings, however, it is the coefficient of variation, rather than the variance, that should be constant. This paper develops a chart, equivalent to the S chart, for monitoring the coefficient of variation using rational groups of observations.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.243-248
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• 1995

In this article we show that a class of random coefficient autoregressive processes including the NEAR (New exponential autoregressive) process has the strong mixing property in the sense of Rosenblatt with mixing order decaying to zero. The result can be used to construct model free prediction interval for the future observation in the NEAR processes.

• Communications for Statistical Applications and Methods
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• v.21 no.4
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• pp.327-334
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• 2014

Various modified GARCH(1, 1) models have been found adequate in many applications. We are interested in their continuous time versions and limiting properties. We first define a stochastic integral that includes useful continuous time versions of modified GARCH(1, 1) processes and give sufficient conditions under which the process is exponentially ergodic and ${\beta}$-mixing. The central limit theorem for the process is also obtained.

• Korean Management Science Review
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• v.10 no.2
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• pp.111-120
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• 1993

The most important factors for a product to survive in the market are cost and quality. In recent years, quality proceeds to cost. There are many techniques of use to improve the quality of a product. One of the techniques is applying statistical methods (especially Taguchi method) to real operational conditions for a continuous manufacturing process in P company. There are 91 factors to control in the process. So, we predetermined 7 main effect factors and 6 interactive effect factors by statistical methods and advices of engineers. With these 13 factors, we determined the optimal level of operations for the process.

• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.687-696
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• 2009

We prove a central limit theorem for the negatively associated random variables in a Hilbert space and extend this result to the linear process generated by negatively associated random variables in a Hilbert space. Our result implies an extension of the central limit theorem for the linear process in a real space under negative association to a simplest case of infinite dimensional Hilbert space.

• Communications for Statistical Applications and Methods
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• v.11 no.3
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• pp.495-501
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• 2004

HJM representation of the term structure of interest rates sometimes produces the negative interest rates with positive probability. This paper shows that the condition of positive interest rates can be derived from the jump diffusion process, if a proper positive martingale process with the compensated jump process is chosen. As in Flesaker and Hughston, the condition is incorporated into the bond price process.

• Journal of the Korean Data and Information Science Society
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• v.18 no.4
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• pp.1057-1064
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• 2007

From the view of natural language process, quantitative linguistic analysis is a linguistic study relying on statistical methods, and is a mathematical linguistics in an attempt to discover various linguistic characters by interpreting linguistic facts quantitatively through statistical methods. In this study, I would like to introduce a quantitative linguistic analysis method utilizing a computer and statistical methods on literary works. I also try to introduce a use of SynKDP, a synthesized Korean data process, and show the relations between distribution of linguistic unit elements which are used by the hero in a novel #Sassinamjunggi# and theme analysis on literary works.

• Proceedings of the Safety Management and Science Conference
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• 2010.04a
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• pp.509-517
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• 2010

The paper proposes the misuse types of statistical quality tools according to the kind of data and the number of population in DMAIC process of six sigma. The result presented in this paper can be extended to the QC story 15 steps of QC circle. The study also provides the improvement methods about control chart, measurement system analysis, statistical difference, and practical equivalence.

• International Journal of Quality Innovation
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• v.10 no.1
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• pp.89-105
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• 2009

This study aims to probe into the influence of new product design and new product development process management on development performance. The research finding demonstrates that product design reveals positive and significant influence on new product development performance. Through statistical analysis, this study finds that companies in Taiwan value new product design. When companies value it more, they tend to have better new product development performance. With regard to the relation between new product development process management and new product development performance, the empirical results demonstrate that companies would pay more attention on new product development process management. With regard to new product idea and assessment, concept design and development, product function test and mass production in the market, through statistical analysis, this study finds that companies that value process management of new product development tend to have better new product development performance. As to the influence of new product design and new product process management on new product development performance, statistical analysis result demonstrates that the integration between new product design valued by companies in Taiwan and development process management would lead to significantly positive influence on new product development performance of the companies.