Go to the main menu
Skip to content
Go to bottom
REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
> Journal Vol & Issue
Communications for Statistical Applications and Methods
Journal Basic Information
Journal DOI :
The Korean Statistical Society
Editor in Chief :
Volume & Issues
Volume 17, Issue 6 - Nov 2010
Volume 17, Issue 5 - Sep 2010
Volume 17, Issue 4 - Jul 2010
Volume 17, Issue 3 - May 2010
Volume 17, Issue 2 - Mar 2010
Volume 17, Issue 1 - Jan 2010
Selecting the target year
Confidence Intervals for the Difference of Binomial Proportions in Two Doubly Sampled Data
Lee, Seung-Chun ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 309~318
DOI : 10.5351/CKSS.2010.17.3.309
The construction of asymptotic confidence intervals is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The coverage behaviors of several likelihood based confidence intervals and a Bayesian confidence interval are examined. It is shown that a hierarchical Bayesian approach gives a confidence interval with good frequentist properties. Confidence interval based on the Rao score is also shown to have good performance in terms of coverage probability. However, the Wald confidence interval covers true value less often than nominal level.
An Improved Group Sampling Plan Based on Time-Truncated Life Tests
Aslam, Muhammad ; Pervaiz, Muhammad Khalid ; Jun, Chi-Hyuck ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 319~326
DOI : 10.5351/CKSS.2010.17.3.319
In this paper, a new group sampling plan for the lot acceptance is proposed for the time truncated life test, which can be utilized when multi-item testers are implemented. The design parameters are found using the two-point approach such that the producer`s and consumer`s risks are satisfied simultaneously at the acceptable reliability level and the lot tolerance reliability level, respectively. The case of Weibull distribution is described to illustrate the procedure that can be used when the quality level is expressed by a multiple of the specified life. The advantage of the proposed plan is demonstrated by comparing with the existing plan in terms of the sample size required. The tables are constructed and some examples are given to illustrate the procedure developed here.
Item Response Analysis on Items Related to Statistical Unit in the National Academic Aptitude Test -Empirical Study for Jellabuk-do Preliminary Testee-
Choi, Kyoung-Ho ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 327~335
DOI : 10.5351/CKSS.2010.17.3.327
Item response theory provides a fixed results about students, regardless of the item difficulty and discrimina-tion and it is also a kind of item analysis methods which provides the same proper competence scores to students in spite of them taking different test repeatedly. In this paper, we researched item difficulty and item discrimina-tion and analyzed items in the national academic aptitude test which were given from 2000 to 2009 in the past 10 years through item response theory, especially, in connection with given items about statistical unit. As a result, we found that about 60 percents of the items were too difficult for high school students to solve, however, item discrimination proved to be great.
Small Area Estimation to Unemployment Statistics in Korea
Kim, Jin ; Kim, Jae-Kwang ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 337~347
DOI : 10.5351/CKSS.2010.17.3.337
Most sample surveys are designed to estimate reliable statistics for the whole population and for some large subpopulations. However, the research for small area estimation have been increasing in recent years because users demand to reliable estimates for smaller subpopulations like small areas or specific domains. In Korea, the Economically Active Population Survey(EAPS) is the main household survey that produces monthly unemployment rates for nationwide and 16 large areas (7 metropolitans and 9 provinces) in Korea. For county level estimation, direct estimators are not reliable because of the small sample sizes. We consider small area estimation of the county level unemployment ratesfrom the sample observations in EAPS. To do this, we use an area level model to "borrow strength" from the auxiliary information, such as administrative data and census data. The proposed method is based on the assumption of normality of the model errors in the area level model. The proposed method is compared with the other alternatives in terms of the estimated mean squared errors.
Asymptotic Properties of the Disturbance Variance Estimator in a Spatial Panel Data Regression Model with a Measurement Error Component
Lee, Jae-Jun ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 349~356
DOI : 10.5351/CKSS.2010.17.3.349
The ordinary least squares based estimator of the disturbance variance in a regression model for spatial panel data is shown to be asymptotically unbiased and weakly consistent in the context of SAR(1), SMA(1) and SARMA(1,1)-disturbances when there is measurement error in the regressor matrix.
Design of the GLR Chart in Integrated Process Control
Chun, Ga-Young ; Lee, Jae-Heon ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 357~365
DOI : 10.5351/CKSS.2010.17.3.357
This paper considers the integrated process control procedure for detecting special causes in an IMA(1,1) noise process that is being adjusted using a minimum mean squared error adjustment. As a SPC procedure, we use a GLR chart for detecting special causes whose effects are the sustained shift or the sustained drift in the process mean, and the sustained shift in the process variance. For the design of the GLR chart, we derive expressions for the control limit which accurately satisfies the given in-control ARL.
A Brief Review of a Term Saddlepoint Approximation Method for Estimating Diffusion Processes
Lee, Eun-Kyung ; Lee, Yoon-Dong ; Choi, Young-Soo ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 367~376
DOI : 10.5351/CKSS.2010.17.3.367
Recently various methods were suggested and reviewed for estimating diffusion processes. Out of suggested estimation method, we mainly concerns on the estimation method using saddlepoint approximation method, and we suggest a term saddlepoint approximation(ASP) method which is the simplest saddlepoint approximation method. We will show that ASP method provides fast estimator as much as Euler approximation method(EAM) in computing, and the estimator also has good statistical properties comparable to the maximum likelihood estimator(MLE). By simulation study we compare the properties of ASP estimator with MLE and EAM, for Ornstein-Uhlenbeck diffusion processes.
Classification of Time-Series Data Based on Several Lag Windows
Kim, Hee-Young ; Park, Man-Sik ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 377~390
DOI : 10.5351/CKSS.2010.17.3.377
In the case of time-series analysis, it is often more convenient to rely on the frequency domain than the time domain. Spectral density is the core of the frequency-domain analysis that describes autocorrelation structures in a time-series process. Possible ways to estimate spectral density are to compute a periodogram or to average the periodogram over some frequencies with (un)equal weights. This can be an attractive tool to measure the similarity between time-series processes. We employ the metrics based on a smoothed periodogram proposed by Park and Kim (2008) for the classification of different classes of time-series processes. We consider several lag windows with unequal weights instead of a modified Daniel`s window used in Park and Kim (2008). We evaluate the performance under various simulation scenarios. Simulation results reveal that the metrics used in this study split the time series into the preassigned clusters better than do the raw-periodogram based ones proposed by Caiado et al. 2006. Our metrics are applied to an economic time-series dataset.
Estimation of Mean Using Multi Auxiliary Information in Presence of Non Response
Kumar, Sunil ; Singh, Housila P. ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 391~411
DOI : 10.5351/CKSS.2010.17.3.391
For estimating the mean of a finite population, three classes of estimators using multi-auxiliary information with unknown means using two phase sampling in presence of non-response have been proposed with their properties. Asymptotically optimum estimator(AOE) in each class has been identified along with their mean squared error formulae. An empirical study is also given.
Analysis of Violent Crime Count Data Based on Bivariate Conditional Auto-Regressive Model
Choi, Jung-Soon ; Park, Man-Sik ; Won, Yu-Bok ; Kim, Hag-Yeol ; Heo, Tae-Young ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 413~421
DOI : 10.5351/CKSS.2010.17.3.413
In this study, we considered bivariate conditional auto-regressive model taking into account spatial association as well as correlation between the two dependent variables, which are the counts of murder and burglary. We conducted likelihood ratio test for checking over-dispersion issues prior to applying spatial poisson models. For the real application, we used the annual counts of violent crimes at 25 districts of Seoul in 2007. The statistical results are visually illustrated by geographical information system.
Demand Prospect of Professional Workers in Execution of the Elderly`s Long-Term Care Insurance -Nurse, Social Welfare, Care Probation Professional workers-
Park, Myung-Sun ; Kang, Sang-Mok ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 423~440
DOI : 10.5351/CKSS.2010.17.3.423
The purpose of this paper is to prepare the department creation and the staff increase of education institution by forecasting the demand of health and welfare workers according to execution of the elderly`s long-terms treatment insurance system in July, 2008. We estimated confirmors of the elderly`s long-terms treatment and the demand of professional workers of health and welfare field due to the increase of care insurance users in facilities treatment organization, care at home service facilities, and family allowance facilities for 2010-2030. The numbers of social welfare professional worker are estimated as 16,624 workers in 2020 and 24,688 workers in 2030. The numbers of nurses are forecasted as 11.287 in 2020 and 16,624 in 2030, we expect that the increase of the demand be accelerated. The demand of necessary care probation worker is 44,824 in 2009, but we already trained over around 500,000 workers in 1,078 education institutions through one year in Aug. 31, 2009, which excesses over the numbers of workers demanded as much as 10 times.
Markov Chain Approach to Forecast in the Binomial Autoregressive Models
Kim, Hee-Young ; Park, You-Sung ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 441~450
DOI : 10.5351/CKSS.2010.17.3.441
In this paper we consider the problem of forecasting binomial time series, modelled by the binomial autoregressive model. This paper considers proposed by McKenzie (1985) and is extended to a higher order by
(2009). Since the binomial autoregressive model is a Markov chain, we can apply the earlier work of Bu and McCabe (2008) for integer valued autoregressive(INAR) model to the binomial autoregressive model. We will discuss how to compute the h-step-ahead forecast of the conditional probabilities of
when T periods are used in fitting. Then we obtain the maximum likelihood estimator of binomial autoregressive model and use it to derive the maximum likelihood estimator of the h-step-ahead forecast of the conditional probabilities of
. The methodology is illustrated by applying it to a data set previously analyzed by
A Support Vector Method for the Deconvolution Problem
Lee, Sung-Ho ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 451~457
DOI : 10.5351/CKSS.2010.17.3.451
This paper considers the problem of nonparametric deconvolution density estimation when sample observa-tions are contaminated by double exponentially distributed errors. Three different deconvolution density estima-tors are introduced: a weighted kernel density estimator, a kernel density estimator based on the support vector regression method in a RKHS, and a classical kernel density estimator. The performance of these deconvolution density estimators is compared by means of a simulation study.
Test of Hypothesis in Assessing Process Capability Index C
Cho, Joong-Jae ; Yu, Hye-Kyung ; Hana, Jung-Su ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 459~471
DOI : 10.5351/CKSS.2010.17.3.459
Higher quality level is generally perceived by customers as improved performance by assigning a correspondingly higher satisfaction score. Usually, the quality level is measured by process capability indices. The index is used to determine whether a production process is capable of producing items within a specified tolerance. The third generation index
is more powerful than two useful indices
. which have been widely used in six sigma industries to assess process performance. Most evaluations on process capability indices focus on point estimates, which may result in unreliable assessments of process performance. In this paper, we consider better testing procedure on assessing process capability index
for practitioners to use in determining whether a given process is capable. It is easy to use the proposed method for assessing process capability index
. Whether a process is clearly normal or nonnormal, our bootstrap testing procedure could be applied effectively without the complexity of calculation. A numerical result based on our proposed method is illustrated.
A Study on International Passenger and Freight Forecasting Using the Seasonal Multivariate Time Series Models
Yoon, Ji-Seong ; Huh, Nam-Kyun ; Kim, Sahm-Yong ; Hur, Hee-Young ;
Communications for Statistical Applications and Methods, volume 17, issue 3, 2010, Pages 473~481
DOI : 10.5351/CKSS.2010.17.3.473
Forecasting for air demand such as international passengers and freight has been one of the main interests for air industries. This research has mainly focus on the comparison of the performances of the multivariate time series models. In this paper, we used real data such as exchange rates, oil prices and export amounts to predict the future demand on international passenger and freight.