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REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
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Communications for Statistical Applications and Methods
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The Korean Statistical Society
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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
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Generalized Multi-Phase Multivariate Ratio Estimators for Partial Information Case Using Multi-Auxiliary Vatiables
Ahmad, Zahoor ; Hanif, Muhammad ; Ahmad, Munir ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 625~637
DOI : 10.5351/CKSS.2010.17.5.625
In this paper we propose generalized multi-phase multivariate ratio estimators in the presence of multiauxiliary variables for estimating population mean vector of variables of interest. Some special cases have been deduced from the suggested estimator in the form of remarks. The expressions for mean square errors of proposed estimators have also been derived. The suggested estimators are theoretically compared and an empirical study has also been conducted.
The Mixing Properties of Subdiagonal Bilinear Models
Jeon, H. ; Lee, O. ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 639~645
DOI : 10.5351/CKSS.2010.17.5.639
We consider a subdiagonal bilinear model and give sufficient conditions for the associated Markov chain defined by Pham (1985) to be uniformly ergodic and then obtain the
-mixing property for the given process. To derive the desired properties, we employ the results of generalized random coefficient autoregressive models generated by a matrix-valued polynomial function and vector-valued polynomial function.
Convergence of a Power Variation Related to a Standard Brownian Sheet
Rhee, Joon-Hee ; Kim, Yoon-Tae ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 647~652
DOI : 10.5351/CKSS.2010.17.5.647
By using a Malliavin calculus, we prove the central limit theorem on the power variation of the product of the unordered rectangles associated with a standard Brownian sheet.
Analysis of Withdrawal Strategies in Retirement Assets Reflecting Risk Aversion Based on Programmed Withdrawal
Yeo, Jeong-Mi ; Kang, Jung-Chul ; Sung, Joo-Ho ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 653~666
DOI : 10.5351/CKSS.2010.17.5.653
Under the retirement pension plan enforced since December 2005, retirees can just choose the payout strategy either of a lump sum allowance or of an annuity in receiving the retirement benefit. Therefore, it is imperative to review and introduce the program withdrawal system enforced by countries with mature pension plan, and complement the limitations of the current payout strategy in the future. In this study, the appropriateness of each of the payout strategies related to the program withdrawal system is examined in terms of shortfall risk and bequest fund per each risk propensity through the expected utility model that reflects the age of the retiree.
Power of Expanded Multifactor Dimensionality Reduction with CART Algorithm
Lee, Jea-Young ; Lee, Jong-Hyeong ; Lee, Ho-Guen ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 667~678
DOI : 10.5351/CKSS.2010.17.5.667
It is important to detect the gene-gene interaction in GWAS(Genome-Wide Association Study). There are many studies about detecting gene-gene interaction. The one is Multifactor dimensionality reduction method. But MDR method is not applied continuous data and expanded multifactor dimensionality reduction(E-MDR) method is suggested. The goal of this study is to evaluate the power of E-MDR for identifying gene-gene interaction by simulation. Also we applied the method on the identify interaction e ects of single nucleotid polymorphisms(SNPs) responsible for economic traits in a Korean cattle population (real data).
Likelihood Based Confidence Intervals for the Difference of Proportions in Two Doubly Sampled Data with a Common False-Positive Error Rate
Lee, Seung-Chun ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 679~688
DOI : 10.5351/CKSS.2010.17.5.679
Lee (2010) developed a confidence interval for the difference of binomial proportions in two doubly sampled data subject to false-positive errors. The confidence interval seems to be adequate for a general double sampling model subject to false-positive misclassification. However, in many applications, the false-positive error rates could be the same. On this note, the construction of asymptotic confidence interval is considered when the false-positive error rates are common. The coverage behaviors of nine likelihood based confidence intervals are examined. It is shown that the confidence interval based Rao score with the expected information has good performance in terms of coverage probability and expected width.
Statistical Analysis of Clustered Interval-Censored Data with Informative Cluster Size
Kim, Yang-Jin ; Yoo, Han-Na ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 689~696
DOI : 10.5351/CKSS.2010.17.5.689
Interval-censored data are commonly found in studies of diseases that progress without symptoms, which require clinical evaluation for detection. Several techniques have been suggested with independent assumption. However, the assumption will not be valid if observations come from clusters. Furthermore, when the cluster size relates to response variables, commonly used methods can bring biased results. For example, in a study on lymphatic filariasis, a parasitic disease where worms make several nests in the infected person`s lymphatic vessels and reside until adulthood, the response variable of interest is the nest-extinction times. Since the extinction times of nests are checked by repeated ultrasound examinations, exact extinction times are not observed. Instead, data are composed of two examination points: the last examination time with living worms and the first examination time with dead worms. Furthermore, as Williamson et al. (2008) pointed out, larger nests show a tendency for low clearance rates. This association has been denoted as an informative cluster size. To analyze the relationship between the numbers of nests and interval-censored nest-extinction times, this study proposes a joint model for the relationship between cluster size and clustered interval-censored failure data.
Statistical Prediction for the Demand of Life Insurance Policy Loans
Lee, Woo-Joo ; Park, Kyung-Ok ; Kim, Hae-Kyung ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 697~712
DOI : 10.5351/CKSS.2010.17.5.697
This paper is concerned with the statistical analysis and development of stochastic models for the demand for life insurance policy loans. For these, firstly the characteristics of the regression trend, periodicity and dependence of the monthly demand for life insurance policy loans are investigated by a statistical analysis of the monthly demand data for the years 1999 through 2008. Secondly, the causal relationships between the demand for life insurance policy loans and the economic variables including unemployment rate and inflation rate for the period are investigated. The results show that inflation rate is main factor influencing policy loan demands. The overall evidence, however, failed to establish unidirectional causality relationships between the demand series and the other variables under study. Finally, based on these, univariate time series model and transfer function model where the demand series is related to one input series are derived, respectively, for the prediction of the demand for life insurance policy loans. A statistical procedure for using the model to predict the demand for life insurance policy loans is also proposed.
A Comparison Study for the Pricing of Automobile Insurance Premium Based on Credibility
Kim, Yeong-Hwa ; Lee, Hyun-Soo ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 713~724
DOI : 10.5351/CKSS.2010.17.5.713
Calculating or estimating the proper insurance premium is very important decision making process for both the policyholder and the insurance company. The credibility theory is one of the most important theories in actuarial science to get the proper premium. In this research, we introduce the rule of relative exposure volume, the square root rule and the B
hlmann credibility, and estimate the new premiums based on these methods. By real data analysis, the accuracy of these credibility methods are compared.
Economic Reliability Group Acceptance Sampling Based on Truncated Life Tests Using Pareto Distribution of the Second Kind
Aslam, Muhammad ; Mughal, Abdur Razzaque ; Hanif, Muhammad ; Ahmad, Munir ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 725~731
DOI : 10.5351/CKSS.2010.17.5.725
Economic Reliability test plans(ERTP) are proposed considering that the life time of the submitted items follow the Pareto distribution of the second kind. For various specified acceptance number, sample size and producer`s risk, a minimum test termination time is obtained. A comparison of proposed plan has been made with the existing plan developed by Aslam et al. (2010). The results are explained by tables and example.
Comparison of Genetic Association Analyses Using Sib Information in Family-Based Study
Jung, Ji-Won ; Lee, Suk-Hoon ; Kim, Soon-Ae ; Park, Mi-Ra ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 733~743
DOI : 10.5351/CKSS.2010.17.5.733
Recently, disease-genetic association analyses using single nucleotide polymorphisms(SNPs) and haplotypes in family-based genetic study have come into the spotlight. In binary trait, the classic transmission disequilibrium test(TDT) can only be applied if genetic information of parents and their offspring is available. However, in case of diseases having a late age of onset such as dementia, the TDT cannot be applied due to the fact that parental genotype data are unavailable. For this reason, alternate methods using genetic sib information instead of parental genotype data are proposed. In this study, methods using genetic sib information are reviewed and power of analysis tests is also compared throughout simulation experiment.
A Methodological Framework for Assessing the Reliability of Computer-Processed Data
Cha, Kyung-Yup ; Sim, Kwang-Ho ;
Communications for Statistical Applications and Methods, volume 17, issue 5, 2010, Pages 745~753
DOI : 10.5351/CKSS.2010.17.5.745
Compared to the U.S. Government Accountability Office(GAO) and the U.K. National Audit Office(NAO), the Board of Audit and Inspection of Korea(BAI) has not laid a rather solid system for effective assessment and judgment on the reliability of computer-processed data used as audit evidence in its public auditing activities. Accordingly, based on the experiences of GAO and NAO, this study suggests criteria and methods as the key elements of the methodological framework for assessing the reliability of information system data. Then, the usefulness and effectiveness of the criteria and techniques for assessing data reliability were tested and proved by applying to the analysis of allotment for mandatory disabled employment data that have been computer-processed and managed by the Korea Employment Agency for the Disabled(KEAD).