• Journal of the Korean Data and Information Science Society
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• v.18 no.3
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• pp.697-704
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• 2007

It is common in financial time series that volatility(conditional variance) as a measure of risk exhibits asymmetry in such a manner that positive and negative values of return rates of the series tend to provide different contributions to the volatility. We are concerned with asymmetric conditional variances for Korean financial time series especially during the time span of 2000-2001. Notice that these periods suffer from 9-11 disaster in US and collapses of stock prices of dot-companies in Korea. Threshold-ARCH models are considered and a Wald test of asymmetry is suggested. News impact curves are illustrated for graphical representations of leverage effects inherent in various Korean financial time series.

• Proceedings of the Korean Society for Quality Management Conference
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• 2006.04a
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• pp.325-329
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• 2006

In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

• The Journal of Korean Medicine Ophthalmology and Otolaryngology and Dermatology
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• v.32 no.4
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• pp.41-61
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• 2019

Background : The current medical statistics used in clinical research are the results of Fisher's significance test and the Neyman-Pearson hypothesis test, which were combined by psychologists. Also, in the philosophical background, it is related to Popper's falsificationism based hypothesis-deductive method and reduction to absurdity. Objectives : This study was designed to find complementary and alternative methods of null hypothesis and alternative hypothesis used for the clinical research methodology of Korean medicine otolaryngology. Methods : The body of this paper was divided into seven part. These are historical background, hypothesis test, hypothesis test method used in the design of clinical study, falsificationism and reduction to absurdity, problem and alternative method of the Neyman-Pearson hypothesis test, diagnosis example of sinusitis differentiation syndromes by Bayesian statistics. Through this process, we found out problems of frequentist statistics and suggested alternative methods. Result & Conclusion : As a solution to the problems of the null hypothesis and the alternative hypothesis, there are effects size, confidence interval, Bayesian statistics and Lakatos methodology of scientific research programmes.

• International Journal of Reliability and Applications
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• v.1 no.2
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• pp.115-121
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• 2000

The trend change in aging properties, such as failure rate and mean residual life, of a life distribution is important to engineers and reliability analysts. In this paper we develop a test statistic for testing whether or not the failure rate changes its trend using censored data. The asymptotic normality of the test statistics is established. We discuss the efficiency values of loss due to censoring.

• International Journal of Reliability and Applications
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• v.1 no.2
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• pp.155-165
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• 2000

In this paper, we propose some estimators of Kullback- Leibler Information functions using the data from three step stress accelerated life tests. This acceleration model is assumed to be a tampered random variable model. Some asymptotic properties of proposed estimators are proved. Simulations are performed for comparing the small sample properties of the proposed estimators under use condition of accelerated life test.

• 한국데이터정보과학회:학술대회논문집
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• 2003.10a
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• pp.49-56
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• 2003

When X and Y have independent normal distributions, we develop a Bayesian testing procedure for the equality of two coefficients of variation. Under the reference prior of the coefficient of variation, we propose a Bayesian test procedure for the equality of two coefficients of variation using fractional Bayes factor. A real data example is provided.

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.695-703
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• 2005

This paper extends the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. The finite sample distribution of the associated rank test for dally data is also presented.

• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.11-23
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• 2011

Robust unit root tests are developed for dynamic panels consisting of TAR processes. The test statistics are all based on diverse combinations of individual t-type tests for significance of TAR coefficients. Limiting null distributions are established. A Monte-Carlo experiment compares the proposed tests. The tests are applied to a panel data set of Canadian unemployment rates which show asymmetric features as well as having outliers.

• Journal of the Korean Statistical Society
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• v.18 no.1
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• pp.38-45
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• 1989

A procedure is considered to the problem of testing whether there exist changes in location at possibly two points in a sequence of independent random variables which are successively drawn from normal population. A test statistics based on modified likelihood ratio is proposed and its asymptotic null distribution is derived through the stochastic process representation. A small sample power comparison is made by Monte Carlo method.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.11-18
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• 2005

Assume that the life times of the units under test follow the Rayleigh distribution and the test is terminated at a pre assigned time. Acceptance sampling plans are developed for this situation. The minimum sample size necessary to ensure the specified average life are obtained and the operating characteristic values of the sampling plans and producer's risk are given. An example is given to illustrate the methodology.