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 7, Issue 3 - Dec 2000
Volume 7, Issue 2 - Aug 2000
Volume 7, Issue 1 - Apr 2000
Selecting the target year
CERES Plot in Nonlinear Regression
Myung-Wook ; Hye-Wook ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 1~12
We explore the structure and usefulness of CERES plot as a basic tool for dealing with curvature as a function of the new predictor in nonlinear regression. If a predictor has a nonlinear effect and there are nonlinear relationships among the predictors the partial residual plot and augmented partial residual plot are not able to display the correct functional form of the predictor. Unlike these plots the CERES plot can show the correct from. In situations where nonlinearity exists in two predictors we extend the idea of CERES plot to three dimensions, This is illustrated by simulated data.
Modified Local Density Estimation for the Log-Linear Density
Pak, Ro-Jin ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 13~22
We consider local likelihood method with a smoothed version of the model density in stead of an original model density. For simplicity a model is assumed as the log-linear density then we were able to show that the proposed local density estimator is less affected by changes among observations but its bias increases little bit more than that of the currently used local density estimator. Hence if we use the existing method and the proposed method in a proper way we would derive the local density estimator fitting the data in a better way.
Diagnostics for Weibull Regression Model with Censored Data
Keumseong ; Soon-kwi ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 23~36
This paper discusses the local influence approach to the Weibull regression model with censored data. Diagnostics for the Weibull regression model are proposed and developed when simultaneous perturbations of the response vector are allowed.
A Systematic View on Residual Plots in Linear Regression
Myung-Wook ; YoungIl ; Chul H. ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 37~46
We investigate some properties of commonly used residual plots in linear regression and provide some systematic insight into the relationships among the plots. We discuss three issues of linear regression in this stream of context. First of all we introduce two graphical comparison methods to display the variance inflation factor. Secondly we show that the role of a suppressor variable in linear regression can be checked graphiclly. Finally we show that several other types of standardized regression coefficients besides the ordinary one can be obtained in residual plots and the correlation coefficients of one of these residual plots can be used in ranking the relative importance of variables.
Algorithm for the Constrained Chebyshev Estimation in Linear Regression
Kim, Bu-yong ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 47~54
This article is concerned with the algorithm for the Chebyshev estimation with/without linear equality and/or inequality constraints. The algorithm employs a linear scaling transformation scheme to reduce the computational burden which is induced when the data set is quite large. The convergence of the proposed algorithm is proved. And the updating and orthogonal decomposition techniques are considered to improve the computational efficiency and numerical stability.
On Testing Equality of Matrix Intraclass Covariance Matrices of
Multivariate Normal Populations
Kim, Hea-Jung ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 55~64
We propose a criterion for testing homogeneity of matrix intraclass covariance matrices of K multivariate normal populations, It is based on a variable transformation intended to propose and develop a likelihood ratio criterion that makes use of properties of eigen structures of the matrix intraclass covariance matrices. The criterion then leads to a simple test that uses an asymptotic distribution obtained from Box's (1949) theorem for the general asymptotic expansion of random variables.
An Improvement on Estimation for Causal Models of Categorical Variables of Abilities and Task Performance
Kim, Sung-Ho ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 65~86
The estimates from an EM when it is applied to a large causal model of 10 or more categorical variables are often subject to the initial values for the estimates. This phenomenon becomes more serious as the model structure becomes more serious as the model structure becomes more complicated involving more variables. In this regard Wu(1983) recommends among others that EMs are implemented several times with different sets of initial values to obtain more appropriate estimates. in this paper a new approach for initial values is proposed. The main idea is that we use initials that are calibrated to data. A simulation result strongly indicates that the calibrated initials give rise to the estimates that are far closer to the true values than the initials that are not calibrated.
Comparison between nonlinear statistical time series forecasting and neural network forecasting
Inkyu ; Cheolyoung ; Sungduck ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 87~96
Nonlinear time series prediction is derived and compared between statistic of modeling and neural network method. In particular mean squared errors of predication are obtained in generalized random coefficient model and generalized autoregressive conditional heteroscedastic model and compared with them by neural network forecasting.
A Study on the Effect of Box-Cox Power Transformation in AR(1) Model
Jin Hee ; I, Key-I ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 97~106
In time series analysis we generally use Box-Cox power transformation for variance stabilization. In this paper we show that order estimator and one step ahead forecast of transformed AR(1) model are approximately invariant to those of the original model under some assumptions. A small Monte-Carlo simulation is performed to support the results.
A Studies on Symmetric Type Multiple Unit Roots Test
Yil-Yong ; I, Key-I ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 107~118
Due to the close relation between cointegration test and multiple unit roots test multiple unit roots test are greatly studied by many researchers,. In this paper we suggest the symmetric type unit roots test which is an adjusted method of Shin (1999) Also we have a small Monte-Carlo simulation study to compare the power of the statistic developed in this paper with those of Shin (1999) and adjusted Fuller statistic(1996)
A study On An Identification of Interactions In A Nonreplicated Two-Way Layout With
Lee, Ki-Hoon ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 119~128
This paper proposes a method for detecting interactions in a two-way layout with one observation per cell. The identification of interactions in the model is not clear for they are confounding with error terms. The
-Estimation is robust with respect to a y-direction outlier in linear model so we are able to estimate main effects without affection of interactions, If an observation is classified as an outlier we conclude it contains an interaction. An empirical study compared with a classical method is performed.
A Review on Nonparametric Density Estimation Using Wavelet Methods
Sungho ; Hwa Rak ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 129~140
Wavelets constitute a new orthogonal system which has direct application in density estimation. We introduce a brief wavelet density estimation and summarize some asymptotic results. An application to mixture normal distributions is implemented with S-Plus.
Outlier Detection in Random Effects Model Using Fractional Bayes Factor
Chung, Younshik ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 141~150
In this paper we propose a method of computing Bayes factor to detect an outlier in a random effects model. When no information is available and hence improper noninformative priors should be used Bayes factor includes the unspecified constants and has complicated computational burden. To solve this problem we use the fractional Bayes factor (FBF) of O-Hagan(1995) and the generalized Savage0-Dickey density ratio of Verdinelli and Wasserman (1995) The proposed method is applied to outlier deterction problem We perform a simulation of the proposed approach with a simulated data set including an outlier and also analyze a real data set.
Bayes Factors for Independence and Symmetry in Freund's Bivariate Exponetial Model with Censored Data
Jang Sik ; Dal Ho ; Sang Gil ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 151~164
In this paper we consider the Bayesian hypothese testing for independence and symmetry in Freund's bivariate exponential model with censored data In Bayesian testing problem we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results of analyze some data sets.
Bayesian Analysis for Multiple Capture-Recapture Models using Reference Priors
Younshik ; Pongsu ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 165~178
Bayesian methods are considered for the multiple caputure-recapture data. Reference priors are developed for such model and sampling-based approach through Gibbs sampler is used for inference from posterior distributions. Furthermore approximate Bayes factors are obtained for model selection between trap and nontrap response models. Finally one methodology is implemented for a capture-recapture model in generated data and real data.
MINITAB Macros for Testing the Difference of Mean Vectors of Two Multivariate Populations
Hyuk Joo ; Min Ah ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 179~198
We consider the problem of comparing the mean vectors of two multivaiate populations, We focus on testing hypotheses concerning two multivariate mean vectors by use of MINITAB, For the cases of small sample and large sample MINITAB programs and outputs are presented for solving staistical problems. The MiniTAB programs made in this paper are saved as macro files and thus can be conveniently used for solving another problems
Jackknife Estimates for Parameter Changes in the Weibull Distribution
Jungsoo ; Changsoo ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 199~210
We shall propose several estimators for the shape and scale parameters I the Weibull distribution based upon the complete or truncated samples when both parameters are functions of a known exposure level and study properties for proposed several estimators
Markov Chain Monte Carol estimation in Two Successive Occasion Sampling with Radomized Response Model
Lee, Kay-O ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 211~224
The Bayes estimation of the proportion in successive occasions sampling with randomized response model is discussed by means of Acceptance Rejection sampling. Bayesian estimation of transition probabilities in two successive occasions is suggested via Markov Chain Monte Carlo algorithm and its applicability is represented in a numerical example.
A Study on High Breakdown Discriminant Analysis : A Monte Carlo Simulation
Moon Sup ; Young Joo ; Youngjo ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 225~232
The linear and quadratic discrimination functions based on normal theory are widely used to classify an observation to one of predefined groups. But the discriminant functions are sensitive to outliers. A high breakdown procedure to estimate location and scatter of multivariate data is the minimum volume ellipsoid or MVE estimator To obtain high breakdown classifiers outliers in multivariate data are detected by using the robust Mahalanobis distance based on MVE estimators and the weighted estimators are inserted in the functions for classification. A samll-sample MOnte Carlo study shows that the high breakdown robust procedures perform better than the classical classifiers.
Edgeworth Expansion and Bootstrap Approximation for Survival Function Under Koziol-Green Model
Kil Ho ; Seong Hwa ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 233~244
Confidence intervals for survival function give useful information about the lifetime distribution. In this paper we develop Edgeworkth expansions as approximation to the true and bootstrap distributions of normalized nonparametric maximum likelihood estimator of survival function in the Koziol-Green model and then use these results to show that the bootstrap approximations have second order accuracy.
Asymptotic Normality of PL estimator for interval censored bivariate life-times
Kang, Shin-Soo ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 245~256
Large sample properties of Life-Table estimator are discussed for interval censored bivariate survival data. We restrict out attention to the situation where response times within pairs are not distinguishable and the univariate survival distribution is the same for any individual within any pair.
Optimal Value Estimation Method with Lower and Upper Bounds
Chong Sun ; Youn Jong ; Jong Seok ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 257~268
As one of indirect ways to get an optimal answer for sensitive questions both lower and upper values are sometimes asked and collected. In this paper a statistical method is proposed to analyze this kind of data using graphics. This method could define each sample median and estimate an optimal value between lower and upper bounds. In particular we find that this method has similar explanations of an equilibrium price with demand and supply functions in Economics.
Estimating Parameters in Overdispersed Binary Data
Lee, Sunho ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 269~276
there are several methods available for estimating parameters in overdispersed binary response data with the litter effect. Simulations are performed to compare methods for estimating an overall mean and an overdispersion parameter using moments a maximum likelihood under a beta-binomial distribution a maximum quasi-likelihood and a maximum extended quasi-likelihood.
Goodness-of-Fit Test for the Exponential Distribution Based on the Transformed Sample Lorenz curve
Suk-Bok ; Young-Suk ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 277~284
The transformed sample Lorenz curve provides a powerful and easily computed goodness-of-fit test for exponentiality which does not depend on the unknown scale parameter. We compare the power of the transformed sample Lorenz curve statistic with the other goodness-of-fit tests for exponentiality against various alternatives through Monte Carlo methods and discuss the results.
A Note on the Covariance Matrix of Order Statistics of Standard normal Observations
Lee, Hak-Myung ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 285~290
We noted a property of a stationary distribution on the matrix C, which is the covariance matrix of order statistics of standard normal distribution That is the sup norm of th powers of C is ee' divided by its dimension. The matrix C can be taken as a transition probability matrix in an acyclic Markov chain.
On the strong law of large numbers for pairwise negative quadrant dependent random variables
T. S. ; J. I. ; H. Y. ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 291~296
Petrov(1996) examined the connection between general moment conditions and the applicability of the strong law lf large numbers to a sequence of pairwise independnt and identically distributed random variables. In this note wee generalize Theorem 1 of Petrov(1996) and also show that still holds under assumption of pairwise negative quadrant dependence(NQD).
Estimating the Difference of Two Normal Means
M. Aimahmeed ; M. S. Son ; H. I. Hamdy ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 297~312
A three stage sampling procedure designed to estimate the difference betweentwo normal means is proposed and evaluated within a unified decision-theoretic framework. Both point and fixed-width confidence interval estimation are combined in a single decision rule to make full use of the available data. Adjustments to previous solutions focusing on only one of the latter objectives are indicated. The sensitivity of the confidence interval for detecting shifts in true mean difference is also investigated Numerical and simulation studies are presented to supplement the theoretical results.
The saddlepoint Approximation Methods for Statistical Inference in Contingency Tables
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 313~313
Estimation on Hazard Rates Change-Point Model
Kwang Mo Jeong ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 327~336
We are mainly interested in hazard rate changes which are usually occur in survival times of manufactured products or patients. We may expect early failures with one hazard rate and next another hazard rate. For this type of data we apply a hazard rate change-point model and estimate the unkown time point to improve the model adequacy. We introduce change-point logistic model to the discrete time hazard rates. The MLEs are obtained routinely and we also explain the suggested model through a dataset of survival times.
A Study on Probability and Statistics Education in Middle School's Mathematics Textbooks in Korea
Jang, Dae-Young ; Park, Yong-Beom ; Lee, Hey-Young ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 337~356
In Korea mathematics education of middle school has been taken according to the 6th national mathematics curriculum which was renovated by the Ministry of Education announcement in 1992. The eight middle school mathematics textbooks are composed of under this curriculum The education of probability and statistics has been carried out as a part of statistics education centering around middle school's mathematics textbooks.
A Study on D-Optimal Design Using the Genetic Algorithm
Yum, Joon-Keun ;
Communications for Statistical Applications and Methods, volume 7, issue 1, 2000, Pages 357~370
This study has adapted a genetic algorithm for an optimal design for the first time. the models that was used a simulation are the first and second order response surfaces model, Using an genetic algorithm in D-opimal it is more efficient than previous algorithms to get an object function. Not like other algorithm without any restrictions like troublesome about the initial solution not falling into a local optimal solution it's the most suitable algorithm.