Go to the main menu
Skip to content
Go to bottom
REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
search word
HOME
>
Journal Browse
>
About Journal
> Journal Vol & Issue
Communications for Statistical Applications and Methods
Journal Basic Information
pISSN :
2287-7843
eISSN :
2383-4757
Journal DOI :
10.5351/CSAM
Frequency :
Others
Publisher:
The Korean Statistical Society
Editor in Chief :
Byeong-Chan Seong
Volume & Issues
Volume 6, Issue 3 - Dec 1999
Volume 6, Issue 2 - Aug 1999
Volume 6, Issue 1 - Apr 1999
Selecting the target year
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
All
1
An Influence Measure in Comparing Two Population Means
Bae, Whasoo ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 659~666
Abstract
In comparing two population means, the test statistic depends on the sample means and the variances, which are very sensitive to the extremely large or small values. This paper aims at examining the behavior of such observations using proper criterion which can measure the influence of them. We derive a computationally feasible statistic which can detect influential observations on the two-sample t-statistic.
2
The Effect of First Observation in Panel Regression Model with Serially Correlated Error Components
Song, Seuck-Heun ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 667~676
Abstract
We investigate the effects of omission of initial observations in each individuals in the panel data regression model when the disturbances follow a serially correlated one way error components. We show that the first transformed observation can have a relative large hat matrix diagonal component and a large influence on parameter estimates when the correlation coefficient is large in absolute value.
3
On the Moving Average Models with Multivariate geometric Distributions
Baek, Jong-ill ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 677~686
Abstract
In this paper we introduce a class of moving-average(MA) sequences of multivariate random vectors with geometric marginals. The theory of positive dependence is used to show that in various cases the class of MA sequences consists of associated random variables. We utilize positive dependence properties to obtain weakly probability inequality of the multivariate processes.
4
Normal Probability Plots for Normality
Lee, Jea-Young ; Rhee, Seong-Won ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 687~694
Abstract
The goodness of fit statistics of normality plots are obtained using the Receiver Operating Characteristic(ROC) method. This work is intended to compare with Shapiro-Wilk W statistic. Wel will use and discuss an accuracy of the test and the best cut-off value which minimizes the sum of the type I and II error probabilities.
5
3n-p Fractional Factorial Design Excluded Some Debarred Combinations
Park, Byoung -Chul ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 695~706
Abstract
When fractional factorial experiments contain some infeasible treatment combinations called debarred combinations we should construct experimental designs so that those debarred combinations are to be excluded by selecting defining contrasts appropriately. By applying Franklin(1995)'s procedure for selecting defining contrasts to Cheng and Li(1993)'s method this paper presents a method of selecting defining contrasts to construct orthogonal 3-level fractional factorial experiments which exclude some debarred combinations.
6
A Study on Projection Properties of the 12-Run Plackett-Burman Design
Park, Dong-Kwon ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 707~718
Abstract
Non-regular designs such as the Plackett-Burman(PB) design have traditionally been used for screening only main effects because of complex aliasing. But it was found that these designs could be used to estimate the 2-factor interactions as well as main effects through the hidden projection property. The goal of this paper is to propose the estimable model when projecting the 12-run PB design using the algebraic geometric method. The core of this method considers the design as a affine variety and the Grbner basis of the design ideal for this affine variety gives the estimable polynomial models. As the results of applying the 12-run PB design it is actually found that this design has the models not only with 2-factor interactions but with 3-factor. This design is the maximal fan in 4-factor projection.
7
Optimal Burn-In under Waranty
Kim, Kui-Nam ; Lee, Kwang-Ho ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 719~728
Abstract
This paper discusses an optimal burn-in procedure to minimize total costs based on the assumption that the failure rate pattern follows a bimodal mixed Weibull distribution. The procedure will consider warranty period as a factor of the total expected burn-in cost. A cost model is formulated to find the optimal burn-in time that minimizes the expected burn-in cost. Conditional reliability for warranty period will be discussed. An illustrative example is included to show how to use the cost model in prctice.ࠀȀ
8
A Combination Capture-Recapture and Line Transect Model in Clustered Population
Choi, Jin-Sik ; Pyong, Nam-Kung ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 729~748
Abstract
In this paper we present combined estimator of capture-recapture and line transect model using bivariate detection function and detection probability according to objects being in cluster population. Here bivariate detection function use distance and cluster size. The simulation shows that combined estimator approaches the more true value the larger size parameter. Therefore this estimator using the bivariate detection function is more efficient in estimate the population size and density by size parameter.
9
Optimal Allocations in Two-Stage Cluster Sampling
Koh, Bong-Sung ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 749~754
Abstract
The cost is known to be proportional to the size of sample. We consider a cost function of the form Cost=c1np+c2npmq where c1, c2 p, and q are all positive constants. This cost function is to be used in finding an optimal allocation in two-stage cluster sampling. The optimal allocations of n and m gives the properties of uniqueness under some conditions and of monotonicity with p>0 when q=1.
10
A Post-stratified Estimation in Multivariate Stratified Sampling Surveys
Park, Jinwoo ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 755~760
Abstract
In multivariate stratified sampling surveys it is general to use a few stratification variables which are highly correlated with the important variables at design stage. But there might be some secondary study variables which are not so highly correlated with those stratification variables. In that case it is not efficient to use the same type of estimator due to the secondary variables as the one base on the important variables. A post-stratified estimation is proposed to increase the efficiency of the estimator with existence of secondary variables. The proposed method is illustrated with a set of fishery household population survey data.
11
Estimation of Transition Probability on Two Successive Occasions Sampling with Randomized Response Technique
Lee, Kay-O ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 761~770
Abstract
A combination procedure of successive occasions sampling and randomized response method is investigated. Randomized response technique is very simple for use in a telephone survey of a sensitive subject. In the suggested randomized response method. the interviewee replies "yes" or "no" to a randomly selected question and the investigator can estimate the proportion of "yes" or "no" answer. When this procedure is used on successive occasions, not only the proportion supporting a candidate and the time change in this supporting proportion can be derived but also the voters' swing in the trend of voters' support can be estimated. A numerical example is given to show how the suggested sampling strategy can be applied to a practical telephone survey.
12
A Comparative Study of Nonparametric Estimators for Entropy under Random Censorship Model
;
;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 771~771
Abstract
13
Hierarchical Bayesian Analysis of Spatial Data with Application to Disease Mapping
Kim, Dal-Ho ; Kang, Sang-Gil ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 781~790
Abstract
In this paper we consider estimation of cancer incidence rates for local areas. The raw estimates usually are based on small sample sizes and hence are usually unreliable. A hierarchical Bayes generalized linear model is used which connects the local areas thereby enabling one to 'borrow strength' Random effects with pairwise difference priors model the spatial structure in the data. The methods are applied to cancer incidence estimation for census tracts in a certain region of the state of New York.
14
Nonparametric Regression with Left-Truncated and Right-Censored Data
Park, Jinho ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 791~800
Abstract
Gross and Lai(1996) proposed a new approach for ordinary regression with left-truncated and right-censored (I.t.r.c) data. This paper shows how to apply nonparametric algorithms such as multivariate adaptive regression splines to 1.t.r.c data.
15
Bayesian Analysis for Multiple Change-point hazard Rate Models
Jeong, Kwangmo ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 801~812
Abstract
Change-point hazard rate models arise for example in applying "burn-in" techniques to screen defective items and in studing times until undesirable side effects occur in clinical trials. Sometimes in screening defectives it might be sensible to model two stages of burn-in. In a clinical trial there might be an initial hazard rate for a side effect which after a period of time changes to an intermediate hazard rate before settling into a long term hazard rate. In this paper we consider the multiple change points hazard rate model. The classical approach's asymptotics can be poor for the small to all moderate sample sizes often encountered in practice. We propose a Bayesian approach avoiding asymptotics to provide more reliable inference conditional only upon the data actually observed. The Bayesian models can be fitted using simulation methods. Model comparison is made using recently developed Bayesian model selection criteria. The above methodology is applied to a generated data and to a generated data and the Lawless(1982) failure times of electrical insulation.
16
Bayesian Model Selection for Support Vector Regression using the Evidence Framework
Hwang, Chang-Ha ; Seok, Kyung-Ha ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 813~820
Abstract
Supprot vector machine(SVM) is a new and very promising regression and classification technique developed by Vapnik and his group at AT&T Bell Laboratories. in this paper we provide a brief overview of SVM for regression. Furthermore we describe Bayesian model selection based on macKay's evidence framework for SVM regression.
17
Approximation of binomial Distribution via Dynamic Graphics
Lee, Kee-Won ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 821~830
Abstract
In This paper we calculate the probabilities of binomial and Poisson distributions when n or
is large. Based on this calculation we consider the normal approximation to the binomial and binomial approximation to Poisson. We implement this approximation via CGI and dynamic graphs. These implementation are made available through the internet.
18
Feature Extraction and Statistical Pattern Recognition for Image Data using Wavelet Decomposition
Kim, Min-Soo ; Baek, Jang-Sun ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 831~842
Abstract
We propose a wavelet decomposition feature extraction method for the hand-written character recognition. Comparing the recognition rates of which methods with original image features and with selected features by the wavelet decomposition we study the characteristics of the proposed method. LDA(Linear Discriminant Analysis) QDA(Quadratic Discriminant Analysis) RDA(Regularized Discriminant Analysis) and NN(Neural network) are used for the calculation of recognition rates. 6000 hand-written numerals from CENPARMI at Concordia University are used for the experiment. We found that the set of significantly selected wavelet decomposed features generates higher recognition rate than the original image features.
19
Kernel Adatron Algorithm for Supprot Vector Regression
Kyungha Seok ; Changha Hwang ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 843~848
Abstract
Support vector machine(SVM) is a new and very promising classification and regression technique developed by Bapnik and his group at AT&T Bell laboratories. However it has failed to establish itself as common machine learning tool. This is partly due to the fact that SVM is not easy to implement and its standard implementation requires the optimization package for quadratic programming. In this paper we present simple iterative Kernl Adatron algorithm for nonparametric regression which is easy to implement and guaranteed to converge to the optimal solution and compare it with neural networks and projection pursuit regression.
20
Wavelet Estimation of Regression Functions with Errors in Variables
Kim, Woo-Chul ; Koo, Ja-Yong ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 849~860
Abstract
This paper addresses the issue of estimating regression function with errors in variables using wavelets. We adopt a nonparametric approach in assuming that the regression function has no specific parametric form, To account for errors in covariates deconvolution is involved in the construction of a new class of linear wavelet estimators. using the wavelet characterization of Besov spaces the question of regression estimation with Besov constraint can be reduced to a problem in a space of sequences. Rates of convergence are studied over Besov function classes
using
error measure. It is shown that the rates of convergence depend on the smoothness s of the regression function and the decay rate of characteristic function of the contaminating error.
21
Design of a Statistical Package for Hidden Markov Models and it's Construction
Oh, Chang-Hyuck ; Woo, Deok-Kwan ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 861~870
Abstract
An HMM statistical package with graphic user interface is constructed with C++ classes for HMM operations. An isolated word speech recognition experiment is conducted with nine English words.
22
A Study on times to the First Overflow in M/G/1/K/N Queueing Systems
Lee, Kyu-Noh ; Kim, Hong-Gie ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 871~880
Abstract
The main purpose of queueing theory is to find the optimal solution for maintaining systems such as service facilities. Analyzing the overfolw process provides an important information for the solution in queueing systems with finite capacity. In this thesis we approximate the expected time until the first overflow in M/G/1/K/N queueing systems. Results will be applied to approximate the expected time until the first reduction of source population system. Simulation results show that our approximation is applicable to real situations.
23
Two Priority Class Polling Systems with Batch Poisson Arrivals
Ryu, Won ; Kim, Dae-Ung ; Lee, Bok-Lai ; Park, Byeong-U ; Chung, Jin-Wook ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 881~892
Abstract
In this paper we consider a polling system with two classes of stations; high priority and low priority. High priority stations are polled more frequently than low priority stations. We derive an exact and explicit formula for computing the mean waiting times for a message when the arrival processes are batch Poisson. In general the formula requires to solve two sets of simultaneous equations By specializing them to the case of two priority classes we greatly reduce the number equations and provide a simple formula for mean waiting times. We apply the results to a data communication processing system and show that the overall mean waiting time can be reduced by using priority polling.
24
Edge Detection using Statistical Hypothesis Testing
Lim, Dong-Hoon ; Sung, Sin-Hee ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 893~900
Abstract
We use statistical tests which are useful for two-sample problem for detecting edges in gray-level images. An edge is detected by examining changes in gray-level value between adjacent pixel neighborhoods. Some experimental results show that nonparametric detectors such as Mann-Whitney test median test and Kolmogorov-Smirnov test perform effectively in both noisy and noise-free images while parametric T test is sensitive to noise.
25
Test of Normality Based on the Transformed Lorenz Curve
Kang, Suk-Bok ; Cho, Young-Suk ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 901~908
Abstract
Using the Transformed Lorenz curve which is introduced by Cho et al.(1999) we propose the test statistic for testing of normality that is very important test in statistical analysis and compare the proposed test statistic with the Shapiro and Wilk's W test statistic in terms of the power of test through by Monte Carlo method.
26
Goodness of Fit Test of Normality Based on Kullback-Leibler Information
Kim, Jong-Tae ; Lee, Woo-Dong ; Ko, Jung-Hwan ; Yoon, Yong-Hwa ; Kang, Sang-Gil ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 909~918
Abstract
Arizono and Ohta(1989) studied goodness of fit test of normality using the entropy estimator proposed by Vasicek (1976) Recently van Es(1992) and Correa(1995) proposed an estimator of entropy. In this paper we propose goodness of fit test statistics for normality based on Vasicek ven Es and Correa. And we compare the power of the proposed test statistics with Kolmogorov-Smirnov Kuiper Cramer von Mises Watson Anderson-Darling and Finkelstein and Schefer statistics.
27
Notes on Parametric Estimations in a Power Function Distribution
Woo, Jungsoo ; Yoon, Gi-Ern ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 919~928
Abstract
We shall propose the MME MLE and UMVUE for the mean parameter and the right-tail probability in a power function distribution and obtain the mean squared errors for the proposed estimators. And we shall compare numerically efficiencies of the MME MLE and UMVUE of the mean parameter and the right-tail probability in a power function distribution.
28
Testing Homogeneity of Diagonal Covariance Matrices of K Multivariate Normal Populations
Kim, Hea-Jung ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 929~938
Abstract
We propose a criterion for testing homogeneity of diagonal covariance matrices of K multivariate normal populations. It is based on a factorization of usual likelihood ratio intended to propose and develop a criterion that makes use of properties of structures of the diagonal convariance matrices. The criterion then leads to a simple test as well as to an accurate asymptotic distribution of the test statistic via general result by Box (1949).
29
Influence Analysis of the Liklihood Ratio Test in Multivariate Behrens-Fisher Problem
Jung, Kang-Mo ; Kim, Myung-Geun ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 939~946
Abstract
We propose methods for detecting influential observations that have a large influence on the likelihood ratio test statistic for the multivariate Behrens-Fisher problem. For this purpose we derive the influence curve and the derivative influence of the likelihood ratio test statistic. An illustrative example is given to show the effectiveness of the proposed methods on the identification of influential observations.
30
Maximum Likelihood Estimation of Multinomial Parameters with Known or Unknown Crossing Point
Lee, Ju-Young ; Oh, Myongsik ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 947~956
Abstract
We define a crossing point
such that f(x)
g(x) for x
and f(x)
g(x) for x>
where f and g are probability density functions. We may encounter suchy situation when we compare two histograms from two independent observations. For example two contingency tables where initially admitted students and actually enrolled students are classified according to their high school ranking may show such situation, In this paper we consider maximum likelihood estimation of cell probabilities when a crossing point exists, We first assume a known crossing point and find an estimator. The estimation procedure for the case of unknown crossing point is just a straightforward extension. A real data is analyzed for an illustrative purpose.
31
An Evaluation of the Accuracy of Maximum Likelihood Procedure for Estimating HIV Infectivity
Um, Yonghwan ; Haber, Michael-J ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 957~966
Abstract
We evaluate the accuacy and precision of maximum likelihood estimation procedures for infectivity of HIV in partner studies. This is achieved by applying the oricedyre typothetical samples generated by computer. One hundred samples were generated with various combinations of parameters. The estimation procedure was found to be quite accurate. in addition it was found that the power of the test for equality of infectivities for two types of contact depends on sample size and length of observation period but not on the number of observations made on each subject. Tests based on a model for the infectivity had higher power than standard methods for comparing proportions.
32
Minimum Hellinger Distance Bsed Goodness-of-fit Tests in Normal Models: Empirical Approach
Dong Bin Jeong ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 967~976
Abstract
In this paper we study the Hellinger distance based goodness-of-fit tests that are analogs of likelihood ratio tests. The minimum Hellinger distance estimator (MHDE) in normal models provides an excellent robust alternative to the usual maximum likelihood estimator. Our simulation results show that the Hellinger deviance test (Simpson 1989) based goodness-of-fit test is robust when data contain outliers. The proposed hellinger deviance test(Simpson 1989) is a more direcct method for obtaining robust inferences than an automated outlier screen method used before the likelihood ratio test data analysis.
33
Empirical analysis of equating methods for elective subjects of College Scholastic Ability Test
Hyunchul Kim ;
Communications for Statistical Applications and Methods, volume 6, issue 3, 1999, Pages 977~994
Abstract
Five equating methos for elective subjects of College Scholastic Ability Test were analyzed under a common-items nonequivalent groups design using a real data set of 110 thousand examinees. Five methods were (a)two-stage linear equating (b) two-stage equi-percentile equating (c) Tucker equating (d) Frequency estimation equating and (e)Braun-Holland equating. The results indicated that Frequency estimation equating fits well and two-stage linear equating produces most different equating results from the Frequency estimation equating.