• 제목/요약/키워드: student's t distribution

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Student's t-Copula 적합을 통한 Heavy Tail형 SCM 수요 데이터의 모델링 및 분석 (Forecasting Modeling of Heavy Tail Typed Demand using Student's t-Copula Fitting in Supply Chain Management)

  • 김태성;이현수
    • 디지털융복합연구
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    • 제11권9호
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    • pp.103-111
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    • 2013
  • SCM의 관리 포인트가 공급중심에서 수요관리 중심으로 옮겨짐에 따라, 정확한 수요 예측을 위한 많은 기법들이 제시되어 왔다. 이 중 변수간의 인과관계 분석을 통한 수요예측이 많이 이루어지고 있음에도 불구하고, 연관된 변수들 간의 상관구조는 상관계수에 의존하였고, 이는 예측의 정확성을 저하시키는 요인으로 작용하였다. 본 논문에서는 기존 방법의 문제점들을 보완하며, SCM에서 발생하는 Heavy Tail형 데이터의 상관구조를 정밀하게 모델링할 수 있는 방법을 제시한다. 상관구조를 파악할 수 있는 프레임웍인 코플라 함수 중에서 Student's t-코플라 함수를 통하여 수요 예측모형을 수립하고, 관련 파라미터를 추정하는 기법을 실험과 함께 제시하였다. 이를 통해, 수요예측에 필요한 변수들 간의 상관구조 파악이 보다 명확해지며, 이는 SCM상의 채찍효과의 완화로 이어져, 안정된 공급 사슬 네트웍의 관리에 기여할 것으로 기대된다.

Planning for Safely Control on Hazardous Material Distribution Depot.

  • Roh, S.K.;Jun, S.W.;Kang, T.H.;Seo, Y.M.
    • 한국화재소방학회:학술대회논문집
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    • 한국화재소방학회 1997년도 International Symposium on Fire Science and Technology
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    • pp.260-268
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    • 1997
  • The safety of LPG vessel storage has been simply designed and controled with blast wave barrier structure concept regardless of its quantity or hazardous situation. The limit of regal controls on LPG vessel storage need to be identified in terms of safety buffer distance from LPG explosion. The level of overpressure effect and heat radiation In the safety structure and neighbouring human activity required to be estimated to find the gap between existing controls on such storage. To this content the paper discuss the issues on the approach In the blast wave barrier and safety separation distances.

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The Roles of Online Instructional Facilitators and Student Performance of Online Class Activity

  • LEE, Jung Wan
    • The Journal of Asian Finance, Economics and Business
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    • 제7권8호
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    • pp.723-733
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    • 2020
  • The study investigates the effects of online instructional facilitator's qualities on student performance of online class activities. The study explores the roles of instructional facilitators who may influence student performance of online class activities and their academic achievement. The study employs a set of aggregated data from 1,362 subjects and 10 facilitators who participated in multiple online classes. The results of independent samples t-test reveal that the student performance in online classes has no association with facilitators' educational background or academic degree, as well as demographic characteristics, student evaluation records and instructional achievement. The results of multiple regression analysis show that the facilitator engagement has a positive relation to the enhancement of student interaction, reading discussion messages, and the quality of discussion messages in online discussions. The results of correlation analysis show that the facilitator engagement has a positive impact on both increasing the number of reading discussion messages and enhancing the quality of discussion messages. The facilitator engagement increases the quantity of reading discussion postings and enhances the quality of discussion messages, which would be a substantial contribution to student performance by facilitators. The findings suggest that student performance and academic achievement in online classes are not independent of facilitator engagement.

The Cumulants of the Non-normal t Distribution

  • Hwang, Hark
    • Journal of the Korean Statistical Society
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    • 제5권2호
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    • pp.91-100
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    • 1976
  • The use of the statistic $t = \sqrt{n} (x-\mu)/S$, where $\bar{X) = \sum X_i/n, \mu = E(X_i), S^2 = \sum(X_i-\bar{X})^2/(n-1)$ in statistical inference is usually done under the assumption of normality of the population. If the population is not normally distributed the tabulated values of student t are no longer valid. The moments of t are obtained as a power series in $1/\sqar{n}$ whose coefficients are functions of the cumulants of X. The cumulants are obtained from the moments in the usual manner. The first eight cumulants of t are given up to terms of order $1/n^3$. The first eight cumulants of t are given up to terms of order $1/n^3$. These results extend those of Geary who gave the first six cumulants of t to order $1/n^2$.

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Effectiveness of Learning Performances According to Financial Motivation of University Students

  • PARK, Young-Sool;KWON, Lee-Seung;CHOI, Eun-Mee
    • Asian Journal of Business Environment
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    • 제9권3호
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    • pp.27-38
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    • 2019
  • Purpose - The aim of this study is to explore the effectiveness in educational differences between students of the government's financial-funded groups and the non-financial-funded groups at a university in Korea. Research design, data, and methodology - The study was conducted using a survey tool of National Assessment for Student Engagement in Learning. In total, 334 participants were surveyed, of which 290 students were participants in economic support program and 44 were nonattendance program students. The general characteristics of all of the participants were investigated by frequency analysis. The analysis of participants' collective characteristics used independent t and f-test, and one-way ANOVA with IBM SPSS Statistics package program 22.0. Results - The number of participating students is higher than that of non-participating students in relation to in-activities of university immersion, but the number of participating students is lower than that of non-participating students in relation to in-quality of student support. However, there was no statistical significance. The confidence coefficient of the university-immersion and student support questionnaire is 0.860 and 0.913, respectively. Conclusions - There is no significant difference in the activities of university immersion and student support between students who participate in the economic support program and those who do not.

무선재추출법에 기초한 사건관련전위 자료분석에 대한 탐색적 고찰 (An Exploratory Observation of Analyzing Event-Related Potential Data on the Basis of Random-Resampling Method)

  • 현주석
    • 감성과학
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    • 제20권2호
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    • pp.149-160
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    • 2017
  • 가설검증 과정에서 자료 분석 결과 산출된 통계치에 대한 해석은 몇 가지 통계학적 이론을 토대로 분석 결과 산출된 관련 통계치의 이론적 확률 분포에 의해 좌우된다. 예를 들어 실험 조건 간 측정치의 평균 차이에 대한 통계적 유의미성은 대개 전집 특성에 대한 몇 가지 이론적 가정에 기초해 구성된 해당 평균 차이값의 확률 분포(예: Student's t)에 기초해 결정된다. 본 연구는 이러한 이론적 통계치의 분포가 아닌 실측정 자료의 무선 재구성을 통해 얻어진 경험적 통계치의 분포에 기초해 가설 검증을 시도하는 무선재추출법의 기본 논리와 장점을 살펴보고 사건관련전위 분석 상황에서의 응용 가능성을 모색하였다. 더 나아가 무선 추출 원리에 기초한 무선치환법이 적용된 구체적 사례를 소개하고 ERP 자료 분석에 있어서 경험적 통계 분석 적용에 앞서 유의할 점을 살펴봄으로써 뇌파 연구자들의 무선재추출법에 대한 정확한 이해를 도모하였다.

BAYESIAN HIERARCHICAL MODEL WITH SKEWED ELLIPTICAL DISTRIBUTION

  • Chung, Youn-Shik;Dipak K. Dey;Yang, Tae-Young;Jang, Jung-Hoon
    • Journal of the Korean Statistical Society
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    • 제32권4호
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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.

기운 일반화 t 분포를 이용한 이진 데이터 회귀 분석 (Binary regression model using skewed generalized t distributions)

  • 김미정
    • 응용통계연구
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    • 제30권5호
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    • pp.775-791
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    • 2017
  • 이진 데이터는 일상 생활에서 자주 접할 수 있는 데이터이다. 이진 데이터를 회귀 분석하는 방법으로 로지스틱(Logistic), 프로빗(Probit), Cauchit, Complementary log-log 모형이 주로 쓰이는데, 이 방법 이외에도 Liu(2004)가 제시한 t 분포를 이용한 로빗(Robit) 모형, Kim 등 (2008)에서 제시한 일반화 t-link 모형을 이용한 방법 등이 있다. 유연한 분포를 이용하면 유연한 회귀 모형이 가능해지는 점에 착안하여, 이 논문에서는 Theodossiou(1998)에서 제시된 기운 일반화 t 분포 (Skewed Generalized t Distribution)의 이용하여 우도 함수를 최대로 하는 이진 데이터 회귀 모형을 소개한다. 기운 일반화 t 분포를 R glm 함수, R sgt 패키지를 연결하여 이 논문에서 제시한 방법을 R로 분석할 수 있는 방법을 소개하고, 피마 인디언(Pima Indian) 데이터를 분석한다.

중학생의 부모-자녀간 의사소통과 자아존중감 (Communication and Self-Esteem between Middle School Students and Their Parents)

  • 신효식;김근화
    • 한국가정과학회지
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    • 제7권2호
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    • pp.47-58
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    • 2004
  • This study is designed to provide some basic materials for finding better ways to promote student-parent communication in order to elevate the sense of self-esteem among middle school students and to talk about the importance of communication between students and parents through looking at the current student-parent communication reality resulting from socio-demographic changes among male and female middle school students and analyzing some influences student-parent communication has on students' self-esteem. To attain the aforementioned purpose, total 650 2nd grade and 3rd grade middle school students were asked to fill out the questionnaire. The schools that they are attending are 2 schools in Gwangju City and 2 schools in a township in Jeonnam. 617 students responded to the survey. In order to see the general characteristics and the distribution of major variables of the respondents, the data were used to produce frequency. percentile, standard deviation and correlation quotient. and t-test. one-way Anova, Duncan's multiple range test and multiple regression analysis techniques were put to use. The results from this study are as follows: student groups that have good relations with other students seemed to be more open and active in their communication with their mother and father. Female students and students in their 2nd grade had more open talking relations with their mothers than male students and students in their 3rd grade. Students had more open talking relations with their father when father's occupation is office worker. In the difference of self-esteem that results from variables in communication between students and parents, a significant variance was presented in the level of the self-esteem of middle school students. When they had open communication with both parents, they had a high sense of self-esteem. and when their communication style was problematic, they had a low sense of self-esteem. When they had better relations with other students, when they had more open communication styles with their mother, when they had better school records, when they felt more satisfaction with communication With their father, they showed a higher level of self-esteem.

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일반화 자기회귀 조건부 이분산 모형을 이용한 한국프로야구 관중수의 예측 (Forecasting attendance in the Korean professional baseball league using GARCH models)

  • 이장택;방소영
    • Journal of the Korean Data and Information Science Society
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    • 제21권6호
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    • pp.1041-1049
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    • 2010
  • 한국프로야구에서 관중수는 프로야구 발전을 위한 가장 큰 수입원이며 프로야구팀의 관심사이므로 수요예측 모형이 있다면 프로야구구단들은 관중유치 전략을 세우는데 도움이 될 것이다. 이러한 이유로 본 연구에서는 한국프로야구 관중수를 예측하는 모형을 제안하고자 하며 제한된 여건 속에서 관중수에 영향을 미치는 이용 가능한 대부분의 변수들을 고려하였다. 종속변수는 로그관중수로 두고 다양한 독립변수와 오차항의 분산을 등분산, 조건부 이분산을 가정한 여러 가지 일반화 자기회귀 모형, 오차항의 분포가 t분포를 따른다는 가정을 이용한 일반화 자기회귀 조건부 이분산 모형들을 서로 비교하였는데, 그 결과 고려된 모형 중에서는 t분포를 가정한 일반화 자기회귀 조건부 이분산 모형이 가장 예측력이 뛰어났다.