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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 5, Issue 3 - Dec 1998
Volume 5, Issue 2 - Aug 1998
Volume 5, Issue 1 - Apr 1998
Selecting the target year
Smoothing Parameter Selection Using Multifold Cross-Validation in Smoothing Spline Regressions
Hong, Changkon ; Kim, Choongrak ; Yoon, Misuk ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 277~285
The smoothing parameter
in smoothing spline regression is usually selected by minimizing cross-validation (CV) or generalized cross-validation (GCV). But, simple CV or GCV is poor candidate for estimating prediction error. We defined MGCV (Multifold Generalized Cross-validation) as a criterion for selecting smoothing parameter in smoothing spline regression. This is a version of cross-validation using
method. Some numerical results comparing MGCV and GCV are done.
A Random Fuzzy Linear Regression Model
Changhyuck Oh ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 287~295
A random fuzzy linear regression model is introduced, which includes both randomness and fuzziness. Estimators for the parameters are suggested, which are derived mainly using properties of randomness.
A Recursive Method of Transforming a Response Variable for Linearity
Seo, Han-Son ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 297~306
We consider a graphical method for visualizing the strictly monotonic transformation of t(y) so that the regression function E(t(y)
x) is linear in the predictor vector x. Cook and Weisberg (1994) proposed an inverse response plot which relies on the results of Li & Duan (1989) to obtain consistent estimates. Based on the recursive addition of the results from the two dimensional plots, we propose a new procedure which can be used when the consistency result is in doubt.
Graphical Study on the Entropy of Order Statistics
Park, Sang-Un ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 307~313
The entropy measure is considered to denote the uncertainty of order statistics filters and choose the length of consecutive order statistic filters. However, it needs much calculations to get the amount of the entropy of all possible sets of consecutive order statistics, and the results of those calculations return many numerical values. Thus we provide an efficient graphical presentation of those numerical values, which make it easy to understand the distribution of the entropy among order statistics.
동반수가 3인 가장 균형된 계획의 존재여부의 판단에 관한 연구
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 315~326
이원배치모형에서 급내상관계수의 추정
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 327~338
Optimal Minimum Bias Designs for Model Discrimination
Park, Joong-Yang ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 339~351
Designs for discriminating between two linear regression models are studied under
-type optimalities maximizing the measure for the lack of fit for the designs with fixed model inadequacy. The problem of selecting an appropriate
-type optimalities is shown to be closely related to the estimation method.
-type optimalities for the least squares and minimum bias estimation methods are considered. The minimum bias designs are suggested for the designs invariant with respect to the two estimation methods. First order minimum bias designs optimal under
-type optimalities are then derived. Finally for the case where the lack of fit test is significant, an approach to the construction of a second order design accommodating the optimal first order minimum bias design is illustrated.
A Simple Algorithm for Factorial Experiments in
Donwonn Kim ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 353~359
Factorial designs with two-level factors represent the smallest factorial experiments. The system of notation and confounding and fractional factorial schemes developed for the
system are found in standard textbooks of experimental designs. Just as in the
system, the general confounding and fractional factorial schemes are possible in
, .... , and
is a prime number. Hence, we have the
system. In this article, the author proposes a new algorithm for constructing fractional factorial plans in the
자동공정관리에서 최적의 관리모수 선정
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 361~371
A Statistical Control Chart for Process with Correlated Subgroups
Lee, Kwang-Ho ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 373~381
In this paper a new control chart which accounts for correlation between process subgroups will be proposed. We consider the case where the process fluctuations are autocorrelated by a stationary AR(1) time series and where n(
) items are sampled from the process at each sampling time. A simulation study is presented and shows that for correlated subgroups, the proposed control chart makes a significant improvement over the traditionally employed X-bar chart which ignores subgroup correlations. Finally, we illustrate the proposed chart by comparing the standardized residuals and X-bar chart on a data set of motor shaft diameters.
임의 점검 모형의 최적 관리
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 383~389
관리적 선정 하에서 추출방법의 비교
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 391~401
개선된 양적속성의 무관질문모형
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 403~410
A Simple Nonparametric Test of Complete Independence
Park, Cheol-Yong ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 411~416
A simple nonparametric test of complete or total independence is suggested for continuous multivariate distributions. This procedure first discretizes the original variables based on their order statistics, and then tests the hypothesis of complete independence for the resulting contingency table. Under the hypothesis of independence, the chi-squared test statistic has an asymptotic chi-squared distribution. We present a simulation study to illustrate the accuracy in finite samples of the limiting distribution of the test statistic. We compare our method to another nonparametric test of complete independence via a simulation study. Finally, we apply our method to the residuals from a real data set.
Power Analysis of Distributions between Nonparametric Tests
Chan Keun Park ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 417~429
This paper compares powers of the two nonparametric tests under a variety of population distributions through a simulation study. Both tests require that the two underlying populations have the same variance, but this assumption is relaxed in some of the comparisons.
경시적 자료의 계층적 베이즈 분석
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 431~437
A Note on the Strong Laws of Large Numbers for Fuzzy Random Sets
Sungho Lee ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 439~445
In this paper we introduce the definition for fuzzy random set by Puri and Ralescu(1985) and show strong laws of large numbers for fuzzy random sets on Banach spaces.
공변량을 포함한 환자의 수명과 치료횟수의 모형화를 위한 개별환경효과의 적용
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 447~458
A Study on the Group Sequential Methods for Comparing Survival Distributions in Clinical Trials
Jae Won Lee ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 459~475
In many clinical trials, we are interested in comparing the failure time distribution of different treatment groups. Because of ethical and economic reasons, clinical trials need to be monitored for early dramatic benefits or potential harmful effects. Prior knowledge, evolving knowledge, statistical considerations, medical judgment and ethical principles are all involved in the decision to terminate a trial early, and thus the monitoring is usually carried out by an independent scientific committee. This paper reviews the recently proposed group sequential testing procedures for clinical trials with survival data. Design considerations of such clinical trials are also discussed. This paper compares the characteristics of each of these methods and provides the biostatisticians with the guidelines for choosing the appropriate group sequential methods in a given situation.
위험률의 변화점모형에 대한 추론
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 477~489
A Goneral Procedure for Testing Equivalence
Sung Nae Kyung ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 491~501
Motivated by bioequivalence studies which involve comparisons of pharmaceutically equivalent dosage forms, we propose a more general decision rule for showing equivalence simultaneously between multiple means and a control mean. Namely, this testing procedure is concerned with the situation in that one must make decisions as to the bioequivalence of an original drug product and several generic formulations of that drug. This general test is developed by considering a spherical confidence region, which is a direct extension of the usual t-based confidence interval rule formally approved by the U.S. Food and Drug Administration. We characterize the test by the probability of rejection curves and assess its performance via Monte-Carlo simulation. Since the manufacturer's main concern is the proper choice of sample sizes, we provide optimal sample sizes from the Monte-Carlo simulation results. We also consider an application of the generalized equivalence test to a repeated measures design.
Monotone Likelihood Ratio Property of the Poisson Signal with Three Sources of Errors in the Parameter
Kim, Joo-Hwan ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 503~515
When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector, it follows approximately Poisson distribution. Under the four assumptions in the presence of errors and uncertainties for the Poisson parameters, an exact probability distribution of neutral particles have been derived. The probability distribution for the neutron signals received by a detector averaged over the three sources of errors is expressed as a four-dimensional integral of certain data. Two of the four integrals can be evaluated analytically and thereby the integral is reduced to a two-dimensional integral. The monotone likelihood ratio(MLR) property of the distribution is proved by using the Cauchy mean value theorem for the univariate distribution and multivariate distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem related to the distribution.
Penalizing the Negative Exponential Disparity in Discrete Models
Sahadeb Sarkar ; Song, Kijoung-Song ; Jeong, Dong-Bin ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 517~529
When the sample size is small the robust minimum Hellinger distance (HD) estimator can have substantially poor relative efficiency at the true model. Similarly, approximating the exact null distributions of the ordinary Hellinger distance tests with the limiting chi-square distributions can be quite inappropriate in small samples. To overcome these problems Harris and Basu (1994) and Basu et at. (1996) recommended using a modified HD called penalized Hellinger distance (PHD). Lindsay (1994) and Basu et al. (1997) showed that another density based distance, namely the negative exponential disparity (NED), is a major competitor to the Hellinger distance in producing an asymptotically fully efficient and robust estimator. In this paper we investigate the small sample performance of the estimates and tests based on the NED and penalized NED (PNED). Our results indicate that, in the settings considered here, the NED, unlike the HD, produces estimators that perform very well in small samples and penalizing the NED does not help. However, in testing of hypotheses, the deviance test based on a PNED appears to achieve the best small-sample level compared to tests based on the NED, HD and PHD.
Some Results of Non-Central Wishart Distribution
Chul Kang ; Jong Tae Park ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 531~538
This paper first examines the skewness of Wishart distribution, using Tracy and Sultan(1993)'s results. Second, it investigates the variance-covariance matrix of random matrix
which has a non-central Wishart distribution. Third, it proposes the exact form of the third moment of the random matrix with non-central Wishart distribution.
Three Stage Estimation for the Mean of a One-Parameter Exponential Family
M. AlMahmeed ; A. Al-Hessainan ; Son, M.S. ; H. I. Hamdy ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 539~557
This article is concerned with the problem of estimating the mean of a one-parameter exponential family through sequential sampling in three stages under quadratic error loss. This more general framework differs from those considered by Hall (1981) and others. The differences are : (i) the estimator and the final stage sample size are dependent; and (ii) second order approximation of a continuously differentiable function of the final stage sample size permits evaluation of the asymptotic regret through higher order moments. In particular, the asymptotic regret can be expressed as a function of both the skewness
and the kurtosis
of the underlying distribution. The conditions on
for which negative regret is expected are discussed. Further results concerning the stopping variable N are also presented. We also supplement our theoretical findings wish simulation results to provide a feel for the triple sampling procedure presented in this study.
A Doubly Winsorized Poisson Auto-model
Jaehyung Lee ;
Communications for Statistical Applications and Methods, volume 5, issue 2, 1998, Pages 559~570
This paper introduces doubly Winsorized Poisson auto-model by truncating the support of a Poisson random variable both from above and below, and shows that this model has a same form of negpotential function as regular Poisson auto-model and one-way Winsorized Poisson auto-model. Strategies for maximum likelihood estimation of parameters are discussed. In addition to exact maximum likelihood estimation, Monte Carlo maximum likelihood estimation may be applied to this model.