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 21, Issue 6 - Nov 2014
Volume 21, Issue 5 - Sep 2014
Volume 21, Issue 4 - Jul 2014
Volume 21, Issue 3 - May 2014
Volume 21, Issue 2 - Mar 2014
Volume 21, Issue 1 - Jan 2014
Selecting the target year
Ratio and Product Type Exponential Estimators of Population Mean in Double Sampling for Stratification
Tailor, Rajesh ; Chouhan, Sunil ; Kim, Jong-Min ;
Communications for Statistical Applications and Methods, volume 21, issue 1, 2014, Pages 1~9
DOI : 10.5351/CSAM.2014.21.1.001
This paper discusses the problem of estimation of finite population mean in double sampling for stratification. In fact, ratio and product type exponential estimators of population mean are proposed in double sampling for stratification. The biases and mean squared errors of proposed estimators are obtained upto the first degree of approximation. The proposed estimators have been compared with usual unbiased estimator, ratio and product estimators in double sampling for stratification. To judge the performance of the proposed estimators an empirical study has been carried out.
A Simultaneous Test Procedure
Hong, Seungman ; Cho, Joong-Jae ; Park, Hyo-Il ;
Communications for Statistical Applications and Methods, volume 21, issue 1, 2014, Pages 11~22
DOI : 10.5351/CSAM.2014.21.1.011
In this study, we propose a simultaneous test procedure based on the individual - values for each sub-null hypothesis with several well-known combining functions. We then compare the efficiency of our procedure with existing tests by obtaining empirical powers through a simulation study. Finally, we discuss some interesting features related to simultaneous test and point out a misconduct for the simulation study published in the previous work.
Analysis of Reserves in Multiple Life Insurance using Copula
Lee, Issac ; Lee, Hangsuck ; Kim, Hyun Tae ;
Communications for Statistical Applications and Methods, volume 21, issue 1, 2014, Pages 23~43
DOI : 10.5351/CSAM.2014.21.1.023
We study the dependence between the insureds in multiple-life insurance contracts. With the future lifetimes of the insureds modeled as correlated random variables, both premium and reserve are different from those under independence. In this paper, Gaussian copula is used to impose the dependence between the insureds with Gompertz marginals. We analyze the change of the reserves of standard multiple-life insurance contracts at various dependence levels. We find that the reserves based on the assumption of dependent lifetimes are quite different for some contracts from those under independence as its correlation increase, which elucidate the importance of the dependence model in multiple-life contingencies in both theory and practice.
Korean Welfare Panel Data: A Computational Bayesian Method for Ordered Probit Random Effects Models
Lee, Hyejin ; Kyung, Minjung ;
Communications for Statistical Applications and Methods, volume 21, issue 1, 2014, Pages 45~60
DOI : 10.5351/CSAM.2014.21.1.045
We introduce a MCMC sampling for a generalized linear normal random effects model with the ordered probit link function based on latent variables from suitable truncated normal distribution. Such models have proven useful in practice and we have observed numerically reasonable results in the estimation of fixed effects when the random effect term is provided. Applications that utilize Korean Welfare Panel Study data can be difficult to model; subsequently, we find that an ordered probit model with the random effects leads to an improved analyses with more accurate and precise inferences.
Logistic Regression Classification by Principal Component Selection
Kim, Kiho ; Lee, Seokho ;
Communications for Statistical Applications and Methods, volume 21, issue 1, 2014, Pages 61~68
DOI : 10.5351/CSAM.2014.21.1.061
We propose binary classification methods by modifying logistic regression classification. We use variable selection procedures instead of original variables to select the principal components. We describe the resulting classifiers and discuss their properties. The performance of our proposals are illustrated numerically and compared with other existing classification methods using synthetic and real datasets.
GLR Charts for Simultaneously Monitoring a Sustained Shift and a Linear Drift in the Process Mean
Choi, Mi Lim ; Lee, Jaeheon ;
Communications for Statistical Applications and Methods, volume 21, issue 1, 2014, Pages 69~80
DOI : 10.5351/CSAM.2014.21.1.069
This paper considers the problem of monitoring the mean of a normally distributed process variable when the objective is to effectively detect both a sustained shift and a linear drift. The design and application of a generalized likelihood ratio (GLR) chart for simultaneously monitoring a sustained shift and a linear drift are evaluated. The GLR chart has the advantage that when we design this chart, we do not need to specify the size of the parameter change. The performance of the GLR chart is compared with that of other control charts, such as the standard cumulative sum (CUSUM) charts and the cumulative score (CUSCORE) charts. And we compare the proposed GLR chart with the GLR charts designed for monitoring only a sustained shift and for monitoring only a linear drift. Finally, we also compare the proposed GLR chart with the chart combinations. We show that the proposed GLR chart has better overall performance for a wide range of shift sizes and drift rates relative to other control charts, when a special cause produces a sustained shift and/or a linear drift in the process mean.
A Note on the Characteristic Function of Multivariate t Distribution
Song, Dae-Kun ; Park, Hyoung-Jin ; Kim, Hyoung-Moon ;
Communications for Statistical Applications and Methods, volume 21, issue 1, 2014, Pages 81~91
DOI : 10.5351/CSAM.2014.21.1.081
This study derives the characteristic functions of (multivariate/generalized) t distributions without contour integration. We extended Hursts method (1995) to (multivariate/generalized) t distributions based on the principle of randomization and mixtures. The derivation methods are relatively straightforward and are appropriate for graduate level statistics theory courses.
Predictions for Progressively Type-II Censored Failure Times from the Half Triangle Distribution
Seo, Jung-In ; Kang, Suk-Bok ;
Communications for Statistical Applications and Methods, volume 21, issue 1, 2014, Pages 93~103
DOI : 10.5351/CSAM.2014.21.1.093
This paper deals with the problem of predicting censored data in a half triangle distribution with an unknown parameter based on progressively Type-II censored samples. We derive maximum likelihood predictors and some approximate maximum likelihood predictors of censored failure times in a progressively Type-II censoring scheme. In addition, we construct the shortest-length predictive intervals for censored failure times. Finally, Monte Carlo simulations are used to assess the validity of the proposed methods.
Nonparametric Estimation of Distribution Function using Bezier Curve
Bae, Whasoo ; Kim, Ryeongah ; Kim, Choongrak ;
Communications for Statistical Applications and Methods, volume 21, issue 1, 2014, Pages 105~114
DOI : 10.5351/CSAM.2014.21.1.105
In this paper we suggest an efficient method to estimate the distribution function using the Bezier curve, and compare it with existing methods by simulation studies. In addition, we suggest a robust version of cross-validation criterion to estimate the number of Bezier points, and showed that the proposed method is better than the existing methods based on simulation studies.