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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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The Korean Statistical Society
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Volume & Issues
Volume 16, Issue 2 - Sep 2003
Volume 16, Issue 1 - Mar 2003
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Estimation of Haplotype Proportions in Single Necleotide Polymorphism Group Using EM Algorithm
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 195~202
DOI : 10.5351/KJAS.2003.16.2.195
Haplotype analysis in SNP is very useful for the study of complex genetic disease due to low cost and high efficiency comparing to individual analysis of each SNP, and is functionally important in biological view. But, the gametic phase of haplotypes is usually unknown in SNP group, and it is difficult to predict haplotype proportions. In this study, haplotype proportions were estimated using EM algorithm from diploid data of SNP group in solid tumor group and normal group. From these results, linkage disequilibrium among SNPs was analyzed.
Real-time Adjustment of Traffic Volume - Based on the National Highway Route 3
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 203~215
DOI : 10.5351/KJAS.2003.16.2.203
In order to provide the drivers with more reliable transportation information in NHTMS(National Highway Transportation Management System), it is important to estimate the expected passage time by using the traffic volume and speed. In this study, we analyze the characteristics of the traffic volume in the national highway and we investigate two real-time adjustment methods: the average adjustment method and the auto-regressive adjustment method. In addition, we compare them using the real data collected at the National Highway Route 3 in 2000.
Stochastic Volatility Model vs. GARCH Model : A Comparative Study
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 217~224
DOI : 10.5351/KJAS.2003.16.2.217
The volatility in the financial data is usually measured by conditional variance. Two main streams for gauging conditional variance are stochastic volatility (SV) model and autoregressive type approach (GARCH). This article is conducting comparative study between SV and GARCH through the Korean Stock Prices Index (KOSPI) data. It is seen that SV model is slightly better than GARCH(1,1) in analyzing KOSPI data.
A Study on Evaluation and Improving Reliability of Domestic e-Commerce Statistics
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 225~237
DOI : 10.5351/KJAS.2003.16.2.225
We analyze the factors leading to discrepancy in estimators and predictors of e-commerce size each survey institution, and then we make a evaluation criterion to obtain objective and standard results in e-commerce surveys. We would like to guarantee reliability for e-commerce statistics published by the survey institutes and the public ones by adapting the criterion which suggested.
Small Area Estimation of Unemplyoment Using Kalman Filter Method
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 239~246
DOI : 10.5351/KJAS.2003.16.2.239
In small area estimation, Best Linear Unbaised Predictor(BLUP) can be directly implicated ,specially, in use of the time series estimation. If there are correlations between observations and error terms over the time, Kalman Filter method can be used. Therefore, using kalman Filtering technique small area estimation of total of unemployments are estimated by BLUP. And for the example of this study, Economic Active Population Survey data were used.
Effects of Call-back Rules and Random Selection of Respondents: Statistical Re-analysis of R&R’s Ulsan Survey Data.
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 247~259
DOI : 10.5351/KJAS.2003.16.2.247
In Korea, quota sampling is mainly adopted in telephone surveys, instead of random sampling which requires call-back procedure and random selection of respondent within households. The contact mode based on the se
age quotas is economically more advantageous and less time-consuming. However, it lacks theoretical ground for valid statistical inference, so that it is hardly accepted in academic circles despite of widely spread practice. Subsequently, survey theoreticians argued that random sampling-based telephone surveys should be tried. In response, Research & Research (R&R), a private research company in Seoul, executed atelephone survey by random sampling mode for the prediction of 2002 Ulsan City Mayor Election. The aim of this case study is to find out various effects of the call-back rule with random selection of respondents by statistically re-analyzing R&R’s Ulsan Survey Data.s by statistically re-analyzing R&R’s Ulsan Survey Data.
Support Vector Machines Controlling Noise Influence Effectively
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 261~271
DOI : 10.5351/KJAS.2003.16.2.261
Support Vector Machines (SVMs) provide a powerful performance of the learning system. Generally, SVMs tend to make overfitting. For the purpose of overcoming this difficulty, the definition of soft margin has been introduced. In this case, it causes another difficulty to decide the weight for slack variables reflecting soft margin classifiers. Especially, the error of soft margin algorithm can be bounded by a target margin and some norms of the slack vector. In this paper, we formulate a new soft margin algorithm considering the bound of corruption by noise in data directly. Additionally, through a numerical example, we compare the proposed method with a conventional soft margin algorithm.
Bayesian Estimation of k-Population Weibull Distribution Under Ordered Scale Parameters
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 273~282
DOI : 10.5351/KJAS.2003.16.2.273
The problem of estimating the parameters of k-population Weibull distributions is discussed under the prior of ordered scale parameters. Parameters are estimated by the Gibbs sampling method. Since the conditional posterior distribution of the shape parameter in the Gibbs sampler is not log-concave, the shape parameter is generated by the adaptive rejection sampling. Finally, we applied this estimation methodology to the data discussed in Nelson (1970).
Estimation of the Gini Index Based on the Properties of Circle
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 283~291
DOI : 10.5351/KJAS.2003.16.2.283
The Gini index is one of the most commonly used measures of inequality of income distributions. In this paper, the Lorenz curve is estimated by arcs of two optimal circles, and a new simple method to estimate the Gini index is proposed using the law of cosines. We compare the proposed estimator with the estimator proposed by Ogwang and Rao(1996) in terms of the mean squared error(MSE) though Monte Carlo simulation in a Pareto distribution.
Combination Prediction for Nonlinear Time Series Data with Intervention
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 293~303
DOI : 10.5351/KJAS.2003.16.2.293
Under the case that we know the period and the reason of external events, we reviewed the method of model identification, parameter estimation and model diagnosis with the former papers that have been studied about the linear time series model with intervention, and compared with nonlinear time series model such as ARCH, GARCH model that it has been used widely in economic models, and also we compared with the combination prediction method that Tong(1990) introduced.
EM Algorithm-based Segmentation of Magnetic Resonance Image Corrupted by Bias Field
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 305~319
DOI : 10.5351/KJAS.2003.16.2.305
This paper provides a non-Bayesian method based on the expanded EM algorithm for segmenting the magnetic resonance images degraded by bias field. For the images with the intensity as a pixel value, many segmentation methods often fail to segment it because of the bias field(with low frequency) as well as noise(with high frequency). Our contextual approach is appropriately designed by using normal mixture model incorporated with Markov random field for noise-corrective segmentation and by using the penalized likelihood to estimate bias field for efficient bias filed-correction.
Principal Components Self-Organizing Map PC-SOM
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 321~333
DOI : 10.5351/KJAS.2003.16.2.321
Self-organizing map (SOM), a unsupervised learning neural network, has been developed by T. Kohonen since 1980's. Main application areas were pattern recognition and text retrieval. Because of that, it has not been spread to statisticians until late. Recently, SOM's are frequently drawn in data mining fields. Kohonen's SOM, however, needs improvements to become a statistician's standard tool. First, there should be a good guideline as for the size of map. Second, an enhanced visualization mode is wanted. In this study, principal components self-organizing map (PC-SOM), a modification of Kohonen's SOM, is proposed to meet such needs. PC-SOM performs one-dimensional SOM during the first stage to decompose input units into node weights and residuals. At the second stage, another one-dimensional SOM is applied to the residuals of the first stage. Finally, by putting together two stages, one obtains two-dimensional SOM. Such procedure can be easily expanded to construct three or more dimensional maps. The number of grid lines along the second axis is determined automatically, once that of the first axis is given by the data analyst. Furthermore, PC-SOM provides easily interpretable map axes. Such merits of PC-SOM are demonstrated with well-known Fisher's iris data and a simulated data set.
Comparative Study of Model Selection Using Bayes Factor through Simulation : Poisson vs. Negative Binomial Model Selection and Normal, Double Exponential vs. Cauchy Model Selection
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 335~349
DOI : 10.5351/KJAS.2003.16.2.335
In this paper, we use Bayesian method for model selection of poisson vs. negative binomial distribution, and normal, double exponential vs. cauchy distribution. The fractional Bayes factor of O'Hagan (1995) was applied to Bayesian model selection under the assumption of noninformative improper priors for all parameters in the models. Through the analyses of real data and simulation data, we examine the usefulness of the fractional Bayes factor in comparison with intrinsic Bayes factors of Berger and Pericchi (1996, 1998).
Test of Linearity in Panel Regression Model
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 351~364
DOI : 10.5351/KJAS.2003.16.2.351
This paper derives Lagrange multiplier tests based on Double-Length Artificial Regression and Outer-Product Gradient for testing linear and log-linear panel regressions against Box-Cox alternatives. The proposed DLR based LM tests are easy to implement in an error component model. From the Monte Carlo study, the DLR based LM tests are recommended for testing functiona forms.
Generalized Linear Model with Time Series Data
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 365~376
DOI : 10.5351/KJAS.2003.16.2.365
In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.
A Comparison of Confidence Intervals for the Difference of Proportions
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 377~393
DOI : 10.5351/KJAS.2003.16.2.377
Several confidence interval estimates for the difference of two binomial proportions were introduced. Bootstrap confidence interval is also suggested. We examined the over estimation property of approximate intervals and under estimation trend of exact intervals for the difference of proportions. We compared these confidence intervals based on the average coverage probability, expected width and skewness measure. Particularly actual coverage probability were calculated by using the prior distribution of parameters. Monte Carlo simulation for small sample size is conducted. Some interesting contour plots of average coverage probability and marginal plots for several interval estimates are presented.
A Study on Test for NBU Class
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 395~406
DOI : 10.5351/KJAS.2003.16.2.395
In this thesis, we propose a test statistic for testing exponentiality against NBU alternatives. Our test statistics is based on a linear function of the order statistics and is readily applied in the case of small sample as well as large sample. The exact and asymptotic distribution of the test statistics is derived and asymptotic efficiencies are studied. Our new test is easier to compute and performs better for several alternatives than test of Hollander and Proschan(1972).
Comparison of GEE Estimators Using Imputation Methods
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 407~426
DOI : 10.5351/KJAS.2003.16.2.407
We consider the missing covariates problem in generalized estimating equations(GEE) model. If the covariate is partially missing, GEE can not be calculated. In this paper, we study the performance of 7 imputation methods to handle missing covariates in GEE models, and the properties of GEE estimators are investigated after missing covariates are imputed for ordinal data of repeated measurements. The 7 imputation methods include i) Naive Deletion ii) Sample Average Imputation iii) Row Average Imputation iv) Cross-wave Regression Imputation v) Carry-over Imputation vi) Bayesian Bootstrap vii) Approximate Bayesian Bootstrap. A Monte-Carlo simulation is used to compare the performance of these methods. For the missing mechanism generating the missing data, we assume ignorable nonresponse. Furthermore, we generate missing covariates with or without considering wave nonresp onse patterns.
Energy-Efficiency Evaluation of Low-Power Random Number Generators
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 427~440
DOI : 10.5351/KJAS.2003.16.2.427
Many mobile applications, such as games, security software and mathematical applications, use a random number generator(RNG). Since mobile devices operate under a limited battery capacity, the low energy consumption is one of key system requirements. For mobile applications based on an RNG, it is important to use low-power RNGs. In this article, we evaluate the energy efficiency of several well-known RNG algorithms and suggest guidelines for selecting RNGs suitable for mobile application.
E-Learning Implementation of Statistics and Lab Course with ASP and Web Folder
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 441~454
DOI : 10.5351/KJAS.2003.16.2.441
We have shown how e-Learning can be implemented for statistics and lab course with minimum cost of operation using APM. We have illustrated how traditional class educational component can be implemented under e-Learning environment, especially statistical package labs with ASP and web-folder.
A Monte Carlo Comparison of the Small Sample Behavior of Disparity Measures
Korean Journal of Applied Statistics, volume 16, issue 2, 2003, Pages 455~467
DOI : 10.5351/KJAS.2003.16.2.455
There has been a long debate on the applicability of the chi-square approximation to statistics based on small sample size. Extending comparison results among Pearson chi-square Χ
, generalized likelihood .ratio G
, and the power divergence Ι(2/3) statistics suggested by Rudas(1986), recently developed disparity statistics (BWHD(1/9), BWCS(1/3), NED(4/3)) we compared and analyzed in this paper. By Monte Carlo studies about the independence model of two dimension contingency tables, the conditional model and one variable independence model of three dimensional tables, simulated 90 and 95 percentage points and approximate 95% confidence intervals for the true percentage points are obtained. It is found that the Χ
, Ι(2/3), BWHD(1/9) test statistics have very similar behavior and there seem to be applcable for small sample sizes than others.