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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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Journal DOI :
The Korean Statistical Society
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Volume & Issues
Volume 18, Issue 6 - Nov 2011
Volume 18, Issue 5 - Sep 2011
Volume 18, Issue 4 - Jul 2011
Volume 18, Issue 3 - May 2011
Volume 18, Issue 2 - Mar 2011
Volume 18, Issue 1 - Jan 2011
Selecting the target year
Improved Group Acceptance Sampling Plan for Dagum Distribution under Percentiles Lifetime
Aslam, Muhammad ; Shoaib, Muhammad ; Khan, Hina ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 403~411
DOI : 10.5351/CKSS.2011.18.4.403
This paper deals with a group acceptance sampling plan for time truncated tests which are based on the total number of failures from the whole group assuming that the life time of an item follows the Dagum (inverse Burr) distribution. This study is developed when a multiple number of items as a group can be tested simultaneously in a tester. The minimum number of groups required for a given group size and acceptance number is determined such that the producer and consumer risks are satisfied simultaneously at the specified quality level, while the termination time and the number of testers are specified. Comparisons are made between the proposed plan and the existing plan on the basis of size of the groups. Two real examples are provided.
A Comparison Study on SVM MDR and D-MDR for Detecting Gene-Gene Interaction in Continuous Data
Lee, Jong-Hyeong ; Lee, Jea-Young ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 413~422
DOI : 10.5351/CKSS.2011.18.4.413
We have used a multifactor dimensionality reduction(MDR) method to study the major gene interaction effect in general; however, without application of the MDR method in continuous data. In light of this, many methods have been suggested such as Expanded MDR, Dummy MDR and SVM MDR. In this paper, we compare the two methods of SVM MDR and D-MDR. In addition, we identify the gene-gene interaction effect of single nucleotide polymorphisms(SNPs) associated with economic traits in Hanwoo(Korean cattle). Lastly, we discuss a new method in consideration of the advantages that the other methods present.
The Three-Stage Stratified Unrelated Question Model
Lee, Gi-Sung ; Hong, Ki-Hak ; Son, Chang-Kyoon ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 423~431
DOI : 10.5351/CKSS.2011.18.4.423
For procuring more sensitive information and estimating stratum target population proportion as well as an overall one form a sensitive population composed of several strata we suggest a two-stage stratified unrelated question model that uses stratified random sampling instead of simple random sampling in the two-stage unrelated question model by Kim et al. (1992) and extend it to the three-stage stratified unrelated question model. We also deal with the proportional and optimal allocation problems in each suggested model, compare the relative efficiency of the suggested two models, and show that the three-stage stratified unrelated question model is more efficient than the two-stage one in view of the variance.
Ruin Probability in a Compound Poisson Risk Model with a Two-Step Premium Rule
Song, Mi-Jung ; Lee, Ji-Yeon ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 433~443
DOI : 10.5351/CKSS.2011.18.4.433
We consider a compound Poisson risk model in which the premiums may depend on the state of the surplus process. By using the overflow probability of the workload process in the corresponding M/G/1 queueing model, we obtain the probability that the ruin occurs before the surplus reaches a given large value in the risk model. We also examplify the ruin probability in case of exponential claims.
Theoretical Considerations for the Agresti-Coull Type Confidence Interval in Misclassified Binary Data
Lee, Seung-Chun ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 445~455
DOI : 10.5351/CKSS.2011.18.4.445
Although misclassified binary data occur frequently in practice, the statistical methodology available for the data is rather limited. In particular, the interval estimation of population proportion has relied on the classical Wald method. Recently, Lee and Choi (2009) developed a new confidence interval by applying the Agresti-Coull's approach and showed the efficiency of their proposed confidence interval numerically, but a theoretical justification has not been explored yet. Therefore, a Bayesian model for the misclassified binary data is developed to consider the Agresti-Coull confidence interval from a theoretical point of view. It is shown that the Agresti-Coull confidence interval is essentially a Bayesian confidence interval.
Improving Sample Entropy Based on Nonparametric Quantile Estimation
Park, Sang-Un ; Park, Dong-Ryeon ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 457~465
DOI : 10.5351/CKSS.2011.18.4.457
Sample entropy (Vasicek, 1976) has poor performance, and several nonparametric entropy estimators have been proposed as alternatives. In this paper, we consider a piecewise uniform density function based on quantiles, which enables us to evaluate entropy in each interval, and study the poor performance of the sample entropy in terms of the poor estimation of lower and upper quantiles. Then we propose some improved entropy estimators by simply modifying the quantile estimators, and compare their performances with some existing estimators.
Noninformative Priors for the Stress-Strength Reliability in the Generalized Exponential Distributions
Kang, Sang-Gil ; Kim, Dal-Ho ; Lee, Woo-Dong ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 467~475
DOI : 10.5351/CKSS.2011.18.4.467
This paper develops the noninformative priors for the stress-strength reliability from one parameter generalized exponential distributions. When this reliability is a parameter of interest, we develop the first, second order matching priors, reference priors in its order of importance in parameters and Jeffreys' prior. We reveal that these probability matching priors are not the alternative coverage probability matching prior or a highest posterior density matching prior, a cumulative distribution function matching prior. In addition, we reveal that the one-at-a-time reference prior and Jeffreys' prior are actually a second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study and a provided example.
Asymptotic Normality for Threshold-Asymmetric GARCH Processes of Non-Stationary Cases
Park, J.A. ; Hwang, S.Y. ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 477~483
DOI : 10.5351/CKSS.2011.18.4.477
This article is concerned with a class of threshold-asymmetric GARCH models both for stationary case and for non-stationary case. We investigate large sample properties of estimators from QML(quasi-maximum likelihood) and QL(quasilikelihood) methods. Asymptotic distributions are derived and it is interesting to note for non-stationary case that both QML and QL give asymptotic normal distributions.
The Proportional Likelihood Ratio Order for Lindley Distribution
Jarrahiferiz, J. ; Mohtashami Borzadaran, G.R. ; Rezaei Roknabadi, A.H. ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 485~493
DOI : 10.5351/CKSS.2011.18.4.485
The proportional likelihood ratio order is an extension of the likelihood ratio order for the non-negative absolutely continuous random variables. In addition, the Lindley distribution has been over looked as a mixture of two exponential distributions due to the popularity of the exponential distribution. In this paper, we first recalled the above concepts and then obtained various properties of the Lindley distribution due to the proportional likelihood ratio order. These results are more general than the likelihood ratio ordering aspects related to this distribution. Finally, we discussed the proportional likelihood ratio ordering in view of the weighted version of the Lindley distribution.
Structural Change and Stability in a Long-Run Parameter
Kim, Tae-Ho ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 495~505
DOI : 10.5351/CKSS.2011.18.4.495
This study performs statistical tests for stability of a long-run relationship in the telecommunication market system by identifying the time path of a recursively estimated cointegration parameter. A dummy variable is used to recover stability for the period that the hypothesis of stable cointegration is rejected, and then a proper cointegrating relation is derived. A dummy variable appears to reflect the structural change in the cointegrating relation according to the analytical results for the error correction term.
Comparative Simulation Studies on Generalized Binomial Models
Baik, E.J. ; Kim, K.Y. ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 507~516
DOI : 10.5351/CKSS.2011.18.4.507
Comparative studies on generalized binomial models (Moon, 2003; Ng, 1989; Paul, 1985; Kupper and Haseman, 1978; Griffiths, 1973) are restrictive in that the models compared are rather limited and MSE of the estimates is the only measure considered for the model adequacy. This paper is aimed to report simulation results which provide possible guidelines for selecting a proper model. We examine Pearson type of goodness-of-fit statistic to its degrees of freedom and AIC for the overall model quality. MSE and Bias of the individual estimates are also considered as the component fit measures. Performance of some models varies widely for a certain range of the parameter space while most of the models are quite competent. Our evaluation shows that the Extended Beta-Binomial model (Prentice, 1986) turns out to be particularly favorable in the point that it provides consistently excellent fit almost all over the values of the intra-class correlation coefficient and the probability of success.
A Comparative Study of a Robust Estimate Method for Abnormal Traffic Detection
Jung, Jae-Yoon ; Kim, Sahm ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 517~525
DOI : 10.5351/CKSS.2011.18.4.517
This paper shows the performance evaluation of a robust estimator based on the GARCH model. We first introduce the method of a robust estimate in the GARCH model and the method of an outlier detection in the GARCH model. The results of the real internet traffic data show the out-performance of the robust estimator over the outlier detection method in the GARCH model. In addition, the method of the robust estimate is less complex than the method of the outlier detection method in the GARCH model.
A Modified Definition on the Process Capability Index C
Based on Median
Park, Hyo-Il ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 527~535
DOI : 10.5351/CKSS.2011.18.4.527
This study proposes a modified definition about
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
. In addition, we provide an example with asymmetric distributions and discuss the estimation for the limiting variance that are followed by some concluding remarks.
Estimation of the Population Mean in Presence of Non-Response
Kumar, Sunil ; Bhougal, Sandeep ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 537~548
DOI : 10.5351/CKSS.2011.18.4.537
In this paper following Singh et al. (2008), we propose a modified ratio-product type exponential estimator to estimate the finite population mean
of the study variable y in presence of non-response in different situations viz. (i) population mean
is known, and (ii) population mean
is unknown. The expressions of biases and mean squared error of the proposed estimators have been obtained under large sample approximation using single as well as double sampling. Some realistic conditions have been obtained under which the proposed estimator is more efficient than usual unbiased estimators, ratio estimators, product estimators and exponential ratio and product estimators reported by Rao (1986) and Singh et al. (2010) are found to be more efficient in many situations.
Cluster Analysis of Car Parking Data, and Development of their Web Applications
Kubota, Takafumi ; Hayashi, Takayuki ; Tarumi, Tomoyuki ;
Communications for Statistical Applications and Methods, volume 18, issue 4, 2011, Pages 549~557
DOI : 10.5351/CKSS.2011.18.4.549
In this paper, we apply cluster analysis to "Okayama parking data" that is one of the spatial point patterns data that includes locations and the fare structure of car parking space in Okayama central area. This study classifies the characteristics of small areas through Okayama parking data as well as visualizes the results of the cluster analysis. We develop web applications that connect the results of a cluster analysis and overlay objects including points of balloons and rectangles of small areas over a map of Okayama central area.