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REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
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Korean Journal of Applied Statistics
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Journal DOI :
The Korean Statistical Society
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Volume & Issues
Volume 16, Issue 2 - Sep 2003
Volume 16, Issue 1 - Mar 2003
Selecting the target year
Design-Based Small Area Estimation for the Korean Economically Active Population Survey
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 1~14
DOI : 10.5351/KJAS.2003.16.1.001
In this study, we suggest the method of small area estimation based on the Economically Active Population Survey (EAPS) data in producing unemployment statistics for the local self-government areas (LSGAs) within large areas. The small area estimators considered are design-based indirect estimators such as the synthetic and composite estimators. The jackknife mean square error was used as a measure of accuracy of such small area estimators. The total unemployed and jackknife mean square errors of the 10 LSGAs within the large area of ChoongBuk region are derived from the estimation procedure suggested in this study, using EAPS data of December 2000. The reliability of small area estimators was assessed using the relative bias values and relative root mean square errors of these estimators. We find that under the current Korean EAPS system, the composite estimator turns out to be much more stable than other estimators.
Exploratory Analysis of Bioindex Data : Based on a Data Set from take Ontario
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 15~31
DOI : 10.5351/KJAS.2003.16.1.015
In this study, we will construct a statistical model which considered the irregularity of observed time sequence in order to analyze sets of bioindex data gathered from stations in Lake Ontario for a number of years. We fit a linear model to account for the trend and seasonal component in an exploratory way and draw variogram and correlogram for further confirmatory studies.
A Study on Auxiliary Variable Selection in Unit Nonresponse Calibration
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 33~44
DOI : 10.5351/KJAS.2003.16.1.033
Typically, it should be use auxiliary variable for calibrating the survey nonreponse in census or sampling survey. Where, if the dimension of auxiliary information is large, then it nay be spend a lot of computing time, and difficult to handle data set. Also because the variance estimator depends on the dimension of auxiliary variables, the variance estimator becomes underestimator. To deal with this problem, we propose the variable selection methods for calibration estimation procedure in unit nonreponse situation and we compare the efficiency by simulation study.
Interesting Node Finding Criteria for Regression Trees
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 45~53
DOI : 10.5351/KJAS.2003.16.1.045
One of decision tree method is regression trees which are used to predict a continuous response. The general splitting criteria in tree growing are based on a compromise in the impurity between the left and the right child node. By picking or the more interesting subsets and ignoring the other, the proposed new splitting criteria in this paper do not split based on a compromise of child nodes anymore. The tree structure by the new criteria might be unbalanced but plausible. It can find a interesting subset as early as possible and express it by a simple clause. As a result, it is very interpretable by sacrificing a little bit of accuracy.
LAD Estimators for Categorical Data Analysis
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 55~69
DOI : 10.5351/KJAS.2003.16.1.055
In this article, we propose the weighted LAD (least absolute deviations) estimators for multi-dimensional contingency tables and drive an estimation method to estimate the proposed estimators. To illustrate the robustness of the estimators, simulation results are presented for several models Including log-linear models and models for ordinal variables in multidimensional contingency tables. Examples were also introduced.
A Markov Chain Representation of Statistical Process Monitoring Procedure under an ARIMA(0,1,1) Model
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 71~85
DOI : 10.5351/KJAS.2003.16.1.071
In the economic design of the process control procedure, where quality is measured at certain time intervals, its properties are difficult to derive due to the discreteness of the measurement intervals. In this paper a Markov chain representation of the process monitoring procedure is developed and used to derive its properties when the process follows an ARIMA(0,1,1) model, which is designed to describe the effect of the noise and the special cause in the process cycle. The properties of the Markov chain depend on the transition matrix, which is determined by the control procedure and the process distribution. The derived representation of the Markov chain can be adapted to most different types of control procedures and different kinds of process distributions by obtaining the corresponding transition matrix
An Analysis for the Adjustment Process of Market Variations by the Formulation of Time tag Structure
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 87~100
DOI : 10.5351/KJAS.2003.16.1.087
Most of statistical data are generated by a set of dynamic, stochastic, and simultaneous relations. An important question is how to specify statistical models so that they are consistent with the dynamic feature of those data. A general hypothesis is that the lagged effect of a change in an explanatory variable is not felt all at once at a single point in time, but The impact is distributed over a number of future points in time. In other words, current control variables are determined by a function that can be reduced to a distributed lag function of past observations. It is possible to explain the relationship between variables in different points of time and to estimate the long-run impacts of a change in a variable on another if time lag series of explanatory variables are incorporated in the model specification. In this study, distributed lag structure is applied to the domestic stock market model to capture the dynamic response of the market by exogenous shocks. The Domestic market is found more responsive to the changes in foreign market factors both in the short and the long run.
Semiparametric Bayesian Hierarchical Selection Models with Skewed Elliptical Distribution
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 101~115
DOI : 10.5351/KJAS.2003.16.1.101
Lately there has been much theoretical and applied interest in linear models with non-normal heavy tailed error distributions. Starting Zellner(1976)`s study, many authors have explored the consequences of non-normality and heavy-tailed error distributions. We consider hierarchical models including selection models under a skewed heavy-tailed e..o. distribution proposed originally by Chen, Dey and Shao(1999) and Branco and Dey(2001) with Dirichlet process prior(Ferguson, 1973) in order to use a meta-analysis. A general calss of skewed elliptical distribution is reviewed and developed. Also, we consider the detail computational scheme under skew normal and skew t distribution using MCMC method. Finally, we introduce one example from Johnson(1993)`s real data and apply our proposed methodology.
A study on Noninferiority of Proportions
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 117~128
DOI : 10.5351/KJAS.2003.16.1.117
The goal of non-inferiority experiments is to show that the new treatment is not inferior to the standard experiment. In this paper we compare the three methods of variance estimation used in the unconditional exact tests of two proportions. The size and power of the tests with each variance estimation method are compared using complete enumeration.
Development of a Fruit Sorting System using Statistical Image Processing
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 129~140
DOI : 10.5351/KJAS.2003.16.1.129
This study was to develop a fruit sorting system using statistical image processing. Histogram was used to compare fruit colors to standard fruit color and edge detector using Wilcoxon test was used to calculate an accurate geometrical characteristics of fruit including perimeter, area, major axis and minor axis length and roundness. The experimental result obtained from using our system for sorting apples was presented.
Bayesian Method for the Multiple Test of an Autoregressive Parameter in Stationary AR(L) Model
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 141~150
DOI : 10.5351/KJAS.2003.16.1.141
This paper presents the multiple testing method of an autoregressive parameter in stationary AR(1) model using the usual Bayes factor. As prior distributions of parameters in each model, uniform prior and noninformative improper priors are assumed. Posterior probabilities through the usual Bayes factors are used for the model selection. Finally, to check whether these theoretical results are correct, simulated data and real data are analyzed.
A Unified Measure of Association for Complex Data Obtained from Independence Tests
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 151~167
DOI : 10.5351/KJAS.2003.16.1.151
Although there exist numerous measures of association, most of them are lacking in generality in that they do not intend to measure the association between heterogeneous type of random variables. On the other hand, many statistical analyzes dealing with complex data sets require a very sophisticate measure of association. In this note, the p-value of independence tests is utilized to obtain a measure of association. The proposed measure of association have some consistency in measuring association between various types of random variables.
Some Statistical Issues to Compare the Two Proportions in a Sample Survey
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 169~179
DOI : 10.5351/KJAS.2003.16.1.169
We suggest two types of misuses to analyze the same survey data. One is related with the fact that people nay use the wrong bounds of error when they compare two proportions. And the other is related with that some non-statisticians are apt to use wrong methods when there is a neutral answer in a question. We suggest these methods and compare them with the statistically good method. It will be a good results in educational purpose.
Using the Sample IQR for Calculating Sample Size
Korean Journal of Applied Statistics, volume 16, issue 1, 2003, Pages 181~193
DOI : 10.5351/KJAS.2003.16.1.181
Without a sample standard deviation for an estimator of the population standard deviation u in a sample size computations, we often use some functions of a sample range (R) or interquartile range (IQR) by an estimator of
. In order to avoid under-powered studies, these estimates must have a high probability of being greater than or equal to
. In this paper, these probabilities of being greater than or equal to
are estimated for IQR for various parents distributions, and are compared with the probabilities for R/4 (Browne 2001). Alternative divisors (K) are explored and discussed for which the probabilities of R/K and IQR/K being greater than or equal to
is at least 95%.