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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 21, Issue 6 - Dec 2008
Volume 21, Issue 5 - Oct 2008
Volume 21, Issue 4 - Aug 2008
Volume 21, Issue 3 - Jun 2008
Volume 21, Issue 2 - Apr 2008
Volume 21, Issue 1 - Feb 2008
Selecting the target year
Analysis on the Survivor's Pension Payment with Logistic Regression Model
Kim, Mi-Jung ; Kim, Jin-Hyung ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 183~200
DOI : 10.5351/KJAS.2008.21.2.183
Research for efficient management of the National Pension has been emphasized as the current society trends toward aging and low birth rate. In this article, we suggest a statistical model for effective classification and prediction of the reserve for the survivor's pension in Korea. Logistic regression model is incorporated; correct classification rate, and distribution of the posterior probability for the reserve of survivor's pension are investigated and compared with the results from the general logistic models. Assessment of predictive model is also done with lift graph, ROC curve and K-S statistic. We suggest strategies for reducing financial risks in managing and planning the pension as an application of the suggested model.
Estimating the Structure of the Short and the Long Run Variations in the Domestic Youth Unemployment
Kim, Tae-Ho ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 201~210
DOI : 10.5351/KJAS.2008.21.2.201
The government employment statistics show the close comovement of the whole domestic unemployment rate with the youth unemployment rate for the past 10 years, implying the dominant influence of the unemployment of the youth age. This study investigates the structure of the short-run variation and the process of the long-run adjustment in the unemployment rates of the youth and middle ages by formulating the dynamic equation system. The estimation result consistently reflects the vulnerability of the youth class in the aggravation of the employment condition. The effect of exogenous changes is found to be persistent in the unemployment rates of both ages, which appear to have similar structures of the long-run time path. However, the youth unemployment rate turns out to have a relatively long adjustment process to the long-run equilibrium.
A Loyalty Score Model Development in Credit Card Business
Chun, Heui-Ju ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 211~219
DOI : 10.5351/KJAS.2008.21.2.211
Customer Loyalty is very important for a company to be survived and to make profit for a long time. Especially, since the credit card company has to manage proper card members and merchants, the CRM(Customer Relationship Management) is much emphasized. A loyalty score is more essential to credit card companies which provide differential financial services based on card members and merchants than any other companies. In this paper, we discuss behavioral measures to define customer loyalty and suggest a method to make loyalty score with an example of a credit card company. The loyalty score developed is considered easy to understand and simple to apply in card industry. In the development of loyalty score, first, we define the loyal customers and non-loyal customers by measuring variables indicating loyalty. And we perform individual logistic regression by each exploratory measuring variable and obtain the weight of measure variables using Chi-square statistics which is used for model fitness. The loyalty score suggested shows very stable results in terms of PSI (Population Stability Index) as time goes.
An Estimation of the Equilibrium Error by the Short Term Disequilibrium Relations between the Markets
Kim, Tae-Ho ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 221~231
DOI : 10.5351/KJAS.2008.21.2.221
This study attempts to perform the statistical tests for the comovement of the stock prices between Korea and U.S. by using the weekly data instead of the usual daily data. The restoring pattern, from the short-run disequilibrium to the long-run equilibrium point, is also carefully estimated if the long-run relationships exist between the stock prices. The cointegrating relations between the stock prices appear to begin to hold during the period of the financial crisis. It is found to be consistently estimated that the equilibrium error is slowly eliminated till the end of the financial crisis, while quickly removed after the period.
Adaptive Weighted Mean Filter to Remove Impulse Noise in Images
Lee, Jun-Hee ; Choi, Eo-Bin ; Lee, Won-Yeol ; Lim, Dong-Hoon ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 233~245
DOI : 10.5351/KJAS.2008.21.2.233
In this work, a new adaptive weighted mean filter is proposed for preserving image details while effectively suppressing impulse noise. The proposed filter is based on a noise pixel detection-estimation strategy. All the pixels are first detected using an impulse noise detector. Then the detected noise pixels are replaced with the output of the weighted mean filter over adaptive working window according to the rate of corrupted neighborhood pixels, while noise-free pixels are left unaltered. We compare the proposed filter to other existing filters in the qualitative measure and quantitative measures such as PSNR and MAE as well as computation time to verify the capability of the proposed filter. Extensive simulations show that the proposed filter performs better than other filters in impulse noise suppression and detail preservation without increasing of running time.
An Integrated Process Control Scheme Based on the Future Loss
Park, Chang-Soon ; Lee, Jae-Heon ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 247~264
DOI : 10.5351/KJAS.2008.21.2.247
This paper considers the integrated process control procedure for detecting special causes in an ARIMA(0,1,1) process that is being adjusted automatically after each observation using a minimum mean squared error adjustment policy. It is assumed that a special cause can change the process mean and the process variance. We derive expressions for the process deviation from target for a variety of different process parameter changes, and introduce a control chart, based on the generalized likelihood ratio, for detecting special causes. We also propose the integrated process control scheme bases on the future loss. The future loss denotes the cost that will be incurred in a process remaining interval from a true out-of-control signal.
A Modification of the Shapiro-Wilk Test for Exponentiality Based on Censored Data
Kim, Nam-Hyun ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 265~273
DOI : 10.5351/KJAS.2008.21.2.265
Kim (2001a) presented a modification of the Shapiro and Wilk (1972) test for exponentiality based on the ratio of two asymptotically efficient estimates of scale. In this paper we modify this test statistic when the sample is censored. We use the normalized spacings based on the sample data, which was used in Samanta and Schwarz (1988) to modify the Shapiro and Wilk (1972) statistic to the censored data. As a result the modified statistics have the same null distribution as the uncensored case with a corresponding reduction in sample size. Through a simulation study it is found that the proposed statistic has higher power than Samanta and Schwarz (1988) statistic especially for the alternatives with the coefficient of variation greater than or equal to 1.
Missing Values Estimation for Time Course Gene Expression Data Using the Sequential Partial Least Squares Regression Fitting
Kim, Kyung-Sook ; Oh, Mi-Ra ; Baek, Jang-Sun ; Son, Young-Sook ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 275~290
DOI : 10.5351/KJAS.2008.21.2.275
The size of microarray gene expression data is very big and its observation process is also very complex. Thus missing values are frequently occurred. In this paper we propose the sequential partial least squares(SPLS) regression fitting method to estimate missing values for time course gene expression data that has correlations among observations over time points. The SPLS method is to combine the sequential technique with the partial least squares(PLS) regression fitting method. The usefulness of method proposed is evaluated through some simulation study for three yeast time course data.
A Logit Model for Repeated Binary Response Data
Choi, Jae-Sung ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 291~299
DOI : 10.5351/KJAS.2008.21.2.291
This paper discusses model building for repeated binary response data with different time-dependent covariates each occasion. Since repeated measurements data are having correlated structure, weighed least squares(WLS) methodology is applied. Repeated measures designs are usually having different sizes of experimental units like split-plot designs. However repeated measures designs differ from split-plot designs in that the levels of one or more factors cannot be randomly assigned to one or more of the sizes of experimental units in the experiment. In this case, the levels of time cannot be assigned at random to the time intervals. Because of this nonrandom assignment, the errors corresponding to the respective experimental units may have a covariance matrix. So, the estimates of effects included in a suggested logit model are obtained by using covariance structures.
Sample-spacing Approach for the Estimation of Mutual Information
Huh, Moon-Yul ; Cha, Woon-Ock ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 301~312
DOI : 10.5351/KJAS.2008.21.2.301
Mutual information is a measure of association of explanatory variable for predicting target variable. It is used for variable ranking and variable subset selection. This study is about the Sample-spacing approach which can be used for the estimation of mutual information from data consisting of continuous explanation variables and categorical target variable without estimating a joint probability density function. The results of Monte-Carlo simulation and experiments with real-world data show that m = 1 is preferable in using Sample-spacing.
A Method of Masking for 2005 Korean Census Microdata
Jeong, Dong-Myeong ; Jeong, Mi-Ock ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 313~325
DOI : 10.5351/KJAS.2008.21.2.313
Large amounts of information on individuals is available to many organizations and data users and government agencies release microdata files from their survey data or administrative records data. However, if a microdata file is released without any limitation, an invasion of privacy is likely to occur. Therefore, in creating a microdata file, agencies attempt to eliminate disclosure risk of the file while maintaining maximum utility of the data. In this paper, we introduce the concept of disclosure risk, identification and uniqueness. Also, we show the method for creating a 2% microdata file using the 2005 Korean census microdata.
Test of Model Specification in Box-Cox Transformed Regression Model with AR(1) Errors
Cheon, Soo-Young ; Yoon, Seok-Jin ; Hwang, Sun-Young ; Song, Seuck-Heun ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 327~340
DOI : 10.5351/KJAS.2008.21.2.327
This paper derives joint and conditional Lagrange multiplier tests based on information matrix for testing functional form and/or the presence of autocorrelation in a regression model. Small sample properties of these tests are assessed by Monte Carlo study and comparisons are made with LM tests based on Hessian matrix. The results show that the proposed
tests have the most appropriate finite sample performance.
Testing for Overdispersion in a Bivariate Negative Binomial Distribution Using Bootstrap Method
Jhun, Myoung-Shic ; Jung, Byoung-Cheol ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 341~353
DOI : 10.5351/KJAS.2008.21.2.341
The bootstrap method for the score test statistic is proposed in a bivariate negative binomial distribution. The Monte Carlo study shows that the score test for testing overdispersion underestimates the nominal significance level, while the score test for "intrinsic correlation" overestimates the nominal one. To overcome this problem, we propose a bootstrap method for the score test. We find that bootstrap methods keep the significance level close to the nominal significance level for testing the hypothesis. An empirical example is provided to illustrate the results.
An Example of Participatory Statistics Class Using Excel Macro
Lee, Joung-Yong ;
Korean Journal of Applied Statistics, volume 21, issue 2, 2008, Pages 355~359
DOI : 10.5351/KJAS.2008.21.2.355
In order to make students more interesting in statistics class, a small visual basic program is introduced. This program, which can be executed through the Excel Macro, can immediately collect many individual questionnaire files that were filled up by participatory students and consolidate into one Excel worksheet.