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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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The Korean Statistical Society
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Volume 9, Issue 3 - Dec 2002
Volume 9, Issue 2 - Aug 2002
Volume 9, Issue 1 - Apr 2002
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On Estimation of HPD Interval for the Generalized Variance Using a Weighted Monte Carlo Method
Kim, Hea-Jung ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 305~313
DOI : 10.5351/CKSS.2002.9.2.305
Regarding to inference about a scalar measure of internal scatter of Ρ-variate normal population, this paper considers an interval estimation of the generalized variance, │
│. Due to complicate sampling distribution, fully parametric frequentist approach for the interval estimation is not available and thus Bayesian method is pursued to calculate the highest probability density (HPD) interval for the generalized variance. It is seen that the marginal posterior distribution of the generalized variance is intractable, and hence a weighted Monte Carlo method, a variant of Chen and Shao (1999) method, is developed to calculate the HPD interval of the generalized variance. Necessary theories involved in the method and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed method.
Hierarchical Bayes Estimators of the Error Variance in Two-Way ANOVA Models
Chang, In Hong ; Kim, Byung Hwee ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 315~324
DOI : 10.5351/CKSS.2002.9.2.315
For estimating the error variance under the relative squared error loss in two-way analysis of variance models, we provide a class of hierarchical Bayes estimators and then derive a subclass of the hierarchical Bayes estimators, each member of which dominates the best multiple of the error sum of squares which is known to be minimax. We also identify a subclass of non-minimax hierarchical Bayes estimators.
Adaptive M-estimation using Selector Statistics in Location Model
Han, Sang-Moon ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 325~335
DOI : 10.5351/CKSS.2002.9.2.325
In this paper we introduce some adaptive M-estimators using selector statistics to estimate the center of symmetric and continuous underlying distributions. This selector statistics is based on the idea of Hogg(1983) and Hogg et. al. (1988) who used averages of some order statistics to discriminate underlying distributions. In this paper, we use the functions of sample quantiles as selector statistics and determine the suitable quantile points based on maximizing the distance index to discriminate distributions under consideration. In Monte Carlo study, this robust estimation method works pretty good in wide range of underlying distributions.
Construction of Optimal Designs for Blocked Complete Diallel Crosses
Kim, Jin ; Bae, Jong Sung ; Han, Wean Sik ; Kim, Seo Young ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 337~346
DOI : 10.5351/CKSS.2002.9.2.337
Complete diallel crosses using group divisible design with m
On the Existence of Maximal Fan Design
Kim, Hyoungsoon ; Park, Dongkwon ; Kim, KyungHee ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 347~354
DOI : 10.5351/CKSS.2002.9.2.347
An n-point design is maximal fan if all the models with n-terms satisfying the divisibility condition are estimable. Such designs tend to be space filling and look very similar to the ″Latin-hypercube″ designs used in computer experiments. Caboara, Pistone, Riccomago and Wynn (1997) conjectured that a maximal fan design on an integer grid exists for any n and m, where m is the number of factors. In this paper we examine the relationship between maximal fan design and latin-hypercube to give a partial solution for the conjecture.
Statistical Image Processing using Java on the Web
Lim, Dong Hoon ; Park, Eun Hee ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 355~366
DOI : 10.5351/CKSS.2002.9.2.355
The web is one of the most plentiful sources of images. The web has an immediate need for image processing technology in Java. This paper provides a practical introduction to statistical image processing using Java on the web. The paper describes how images are represented in Java and deals with four image processing operations based on basic statistical methods: point processing, spatial filtering, edge detection and image segmentation.
On the Conditionally Independent and Positive and Negative Dependence of Bivariate Stochastic Processes
Baek, Jong Il ; Han, Kwang Hee ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 367~379
DOI : 10.5351/CKSS.2002.9.2.367
We introduce a new concept of
conditionally independent and positive and negative dependence of bivariate stochastic processes and their corresponding hitting times. We have further extended this theory to stronger conditions of dependence similar to those in the literature of positive and negative dependence and developed theorems which relate these conditions. Finally we are given some examples to illustrate these concepts.
An Estimation of Loss Ratio Based on Empirical Bayes Credibility
Lee, Kang Sup ; Lee, Hee Chun ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 381~388
DOI : 10.5351/CKSS.2002.9.2.381
It has been pointed out that the classical credibility model used in Korea since the beginning of 1990`s lacks in objectiveness. Recently, in order to improve objectiveness, the empirical Bayes credibility model utilizing general exposure units like the number of claims and premium has been employed, but that model itself is not quite applicable in the country like Korea whose annual and classified empirical data are not well accumulated and even varied severely. In this article, we propose a new and better model, Based on the new model, we estimate both credibility and loss ratio of each class for fire insurance plans by Korean insurance companies. As a conclusion, we empirically make sure analysis that the number of claims is a more reasonable exposure unit than premium.
Interval Estimation of the Difference of two Population Proportions using Pooled Estimator
Hong, Chong-Sun ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 389~399
DOI : 10.5351/CKSS.2002.9.2.389
In order to examine whether the difference between two point estimates of population proportions is statistically significant, data analysts use two techniques. The first is to explore the overlap between two associated confidence intervals. Second method is to test the significance which is introduced at most statistical textbooks under the common assumptions of consistency, asymptotic normality, and asymptotic independence of the estimates. Under the null hypothesis which is two population proportions are equal, the pooled estimator of population proportion is preferred as a point estimator since two independent random samples are considered to be collected from one population. Hence as an alternative method, we could obtain another confidence interval of the difference of the population proportions with using the pooled estimate. We conclude that, among three methods, the overlapped method is under-estimated, and the difference of the population proportions method is over-estimated on the basis of the proposed method.
Developing Noninformative Priors for Parallel-Line Bioassay
Kim, YeongHwa ; Heo, JungEun ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 401~410
DOI : 10.5351/CKSS.2002.9.2.401
This paper revisits parallel-line bioassay problem, from a Bayesian point of view using noninformative priors such as Jeffreys` prior, reference priors, and probability matching priors. After finding the orthogonal transformation, the class of first order and second order probability matching priors are derived. Jeffreys` prior and reference priors are derived also. Numerical examples are given to show the effectiveness of noninformative priors.
A Split Criterion for Binary Decision Trees
Choi, Hyun Jip ; Oh, Myong Rok ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 411~423
DOI : 10.5351/CKSS.2002.9.2.411
In this paper, we propose a split criterion for binary decision trees. The proposed criterion selects the optimal split by measuring the prediction success of the candidate splits at a given node. The criterion is shown to have the property of exclusive preference. Examples are given to demonstrate the properties of the criterion.
Empirical Study for the Technological Forecasting using Delphi Method
Kim, Yon-Hyong ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 425~434
DOI : 10.5351/CKSS.2002.9.2.425
In this paper, we evaluated the technological forecasting based on questionnaires of experts working in internet-banking industry. We prepared questionnaires on the 13 items. We examined specialties of respondents, relative importance of research contents, expected time of realization, likelihood of conviction on the expected time of realization, and their opinions on the levels of domestic`s research and development comparing with advanced standards on each item. And we made various analysis based on data collected from Delphi method.
Orthogonal Block Designs for Partial Diallel Crosses
Son, Young Nam ; Choi, Kuey Chung ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 435~441
DOI : 10.5351/CKSS.2002.9.2.435
In this paper, orthogonal block designs for partial diallel crosses are proposed. These partial diallel crosses block designs for estimating general combining abilities are constructed by using
-resolvable partially balanced incomplete block designs. Also, the efficiencies of the partial diallel crosses block designs obtained through this method are reported in table.
R Type-S Block Designs for Control versus Test Inbred Lines Comparisons for Diallel Crosses
Son, Young-Nam ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 443~450
DOI : 10.5351/CKSS.2002.9.2.443
In this paper, block designs for control versus test comparisons among the lines for diallel crosses are proposed. These block designs are constructed by using balanced incomplete block designs. Also, the efficiencies of the diallel crosses block designs obtained through this method are tabulated for number of lines 23 or less.
The Strong Laws of Large Numbers for Weighted Averages of Dependent Random Variables
Kim, Tae-Sung ; Lee, Il-Hyun ; Ko, Mi-Hwa ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 451~457
DOI : 10.5351/CKSS.2002.9.2.451
We derive the strong laws of large numbers for weighted averages of partial sums of random variables which are either associated or negatively associated. Our theorems extend and generalize strong law of large numbers for weighted sums of associated and negatively associated random variables of Matula(1996; Probab. Math. Statist. 16) and some results in Birkel(1989; Statist. Probab. Lett. 7) and Matula (1992; Statist. Probab. Lett. 15 ).
Comparison of Confidence Intervals on Variance Component In a Simple Linear Regression Model with Unbalanced Nested Error Structure
Park, Dong Joon ; Park, Sun-Young ; Han, Man-Ho ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 459~471
DOI : 10.5351/CKSS.2002.9.2.459
In applications using a linear regression model with nested error structure, one might be interested in making inferences concerning variance components. This article proposes approximate confidence intervals on the variance component of the primary level in a simple linear regression model with an unbalanced nested error structure. The intervals are compared using computer simulation and recommendations are provided for selecting an appropriate interval.
Test for an Outlier in Multivariate Regression with Linear Constraints
Kim, Myung-Geun ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 473~478
DOI : 10.5351/CKSS.2002.9.2.473
A test for a single outlier in multivariate regression with linear constraints on regression coefficients using a mean shift model is derived. It is shown that influential observations based on case-deletions in testing linear hypotheses are determined by two types of outliers that are mean shift outliers with or without linear constraints, An illustrative example is given.
A Study for the Unit Nonresponse Calibration using Two-Phase Sampling Method
Yum, Joon Keun ; Jung, Young Mee ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 479~489
DOI : 10.5351/CKSS.2002.9.2.479
The case which applies two-phase sampling to stratification and nonresponse problem, it is a poweful and effective technique. In this paper we study the calibration estimator and its variance estimator for the population total using two-phase sampling method according to the of auxiliary information for population and sample having strong correlation with an interested variable in unit nonresponse situation. The auxiliary information that available both at first-phase and second-phase sampling can be used to improve weights by the calibration procedure. A weight which corresponds to the product of sampling weights and response probability is calculated at each phase of sampling.
A Automatic Document Summarization Method based on Principal Component Analysis
Kim, Min-Soo ; Lee, Chang-Beom ; Baek, Jang-Sun ; Lee, Guee-Sang ; Park, Hyuk-Ro ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 491~503
DOI : 10.5351/CKSS.2002.9.2.491
In this paper, we propose a automatic document summarization method based on Principal Component Analysis(PCA) which is one of the multivariate statistical methods. After extracting thematic words using PCA, we select the statements containing the respective extracted thematic words, and make the document summary with them. Experimental results using newspaper articles show that the proposed method is superior to the method using either word frequency or information retrieval thesaurus.
Reinterpretation of Multiple Correspondence Analysis using the K-Means Clustering Analysis
Choi, Yong-Seok ; Hyun, Gee Hong ; Kim, Kyung Hee ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 505~514
DOI : 10.5351/CKSS.2002.9.2.505
Multiple correspondence analysis graphically shows the correspondent relationship among categories in multi-way contingency tables. It is well known that the proportions of the principal inertias as part of the total inertia is low in multiple correspondence analysis. Moreover, although this problem can be overcome by using the Benzecri formula, it is not enough to show clear correspondent relationship among categories (Greenacre and Blasius, 1994, Chapter 10). In addition, they show that Andrews` plot is useful in providing the correspondent relationship among categories. However, this method also does not give some concise interpretation among categories when the number of categories is large. Therefore, in this study, we will easily interpret the multiple correspondence analysis by applying the K-means clustering analysis.
Empirical Bayes Estimate for Mixed Model with Time Effect
Kim, Yong-Chul ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 515~520
DOI : 10.5351/CKSS.2002.9.2.515
In general, we use the hierarchical Poisson-gamma model for the Poisson data in generalized linear model. Time effect will be emphasized for the analysis of the observed data to be collected annually for the time period. An extended model with time effect for estimating the effect is proposed. In particularly, we discuss the Quasi likelihood function which is used to numerical approximation for the likelihood function of the parameter.
A Study on Detection of Influential Observations on A Subset of Regression Parameters in Multiple Regression
Park, Sung Hyun ; Oh, Jin Ho ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 521~531
DOI : 10.5351/CKSS.2002.9.2.521
Various diagnostic techniques for identifying influential observations are mostly based on the deletion of a single observation. While such techniques can satisfactorily identify influential observations in many cases, they will not always be successful because of some mask effect. It is necessary, therefore, to develop techniques that examine the potentially influential effects of a subset of observations. The partial regression plots can be used to examine an influential observation for a single parameter in multiple linear regression. However, it is often desirable to detect influential observations for a subset of regression parameters when interest centers on a selected subset of independent variables. Thus, we propose a diagnostic measure which deals with detecting influential observations on a subset of regression parameters. In this paper, we propose a measure M, which can be effectively used for the detection of influential observations on a subset of regression parameters in multiple linear regression. An illustrated example is given to show how we can use the new measure M to identify influential observations on a subset of regression parameters.
A Covariate-adjusted Logrank Test for Paired Survival Data
Jeong, Gyu-Jin ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 533~542
DOI : 10.5351/CKSS.2002.9.2.533
In this paper, a covariate adjusted logrank test is considered for censored paired data under the Cox proportional hazard model. The proposed score test resembles the adjusted logrank test of Tsiatis, Rosner and Tritchler (1985), which is derived from the partial likelihood. The dependence structure for paired data is accommodated into the test statistic by using` sum of square type` variance estimators. Several weight functions are also considered, which produce a class of covariate adjusted weighted logrank tests. Asymptotic normality of the proposed test is established and simulation studies with moderate sample size show the proposed test works well, particularly when there are dependence structure between treatment and covariates.
Results of Discriminant Analysis with Respect to Cluster Analyses Under Dimensional Reduction
Chae, Seong-San ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 543~553
DOI : 10.5351/CKSS.2002.9.2.543
Principal component analysis is applied to reduce p-dimensions into q-dimensions (
). Any partition of a collection of data points with p and q variables generated by the application of six hierarchical clustering methods is re-classified by discriminant analysis. From the application of discriminant analysis through each hierarchical clustering method, correct classification ratios are obtained. The results illustrate which method is more reasonable in exploratory data analysis.
Cubic Equations in General Saddlepoint Approximations
Lee, Young-Hoon ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 555~563
DOI : 10.5351/CKSS.2002.9.2.555
This paper discusses cubic equations in general saddlepoint approximations. Exact roots are found for various cases by trigonometric identities, the root which is appropriate for the general saddlepoint approximations is selected and discussed, and the defective cases in which the general saddlepoint approximations cannot be used are found.
A Sampling Design for Health Index Survey
Ryu, Jea-Bok ; Lee, Kay-O ; Kim, Young-Won ;
Communications for Statistical Applications and Methods, volume 9, issue 2, 2002, Pages 565~576
DOI : 10.5351/CKSS.2002.9.2.565
We propose a new sampling design for the 2001 Health Index Survey at Seoul. In this stratified two-stage sampling design, the ED(enumeration district) of 2000 Population and Housing Census is used as primary sampling unit and the Gu is used as stratification variable in order to obtain the sub-domain estimate for 25 Gu`s as well as population estimate for Seoul. The sample ED`s are systematically selected after the Ed`s are ordered by location and property to obtain a representative sample. And also, the imputation methods for item nonresponses are suggested.