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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 22, Issue 6 - Dec 2009
Volume 22, Issue 5 - Oct 2009
Volume 22, Issue 4 - Aug 2009
Volume 22, Issue 3 - Jun 2009
Volume 22, Issue 2 - Apr 2009
Volume 22, Issue 1 - Feb 2009
Selecting the target year
A Study on Development of Scoring Campaign System
Han, Sang-Tae ; Kang, Hyun-Cheol ; Choi, Ho-Sik ; Jang, Myung-Suk ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 1~16
DOI : 10.5351/KJAS.2009.22.1.001
Recently, most companies are speeding up the movement of modeling and strategically applying IDI (Integration Database Information). This is due to the fact that CRM (Customer Relationship Management) representing communication and relation maintenance with customers, has been raised one of the most important issues for companies. From this point of view, this study is to develop the scoring campaign system connect-ing customer scoring model to marketing layer through data mining techniques which are the core factor for CRM. This developed system makes users easily choose the target customers as well as easily obtain customer scoring results under GUI circumstances which helps users easily apply as a result.
Causal Analysis between the Korean and the U.S. Monthly Business Conditions
Kim, Tae-Ho ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 17~28
DOI : 10.5351/KJAS.2009.22.1.017
This study attempts to perform the statistical test for the causality between the Korean and the U.S. business conditions in association with the lead-lag relationship between the domestic stock price and the business condition. Their causal relationships are clearly identified after the outbreak of the IMF financial crisis. The vector autoregression for the corresponding period appears to reflect the strong interrelationships between the market variables and the dependency of the domestic business conditions on the U.S. market. The estimation results validate the leading effect of the stock price and the U.S. business behavior.
Adjusted ROC and CAP Curves
Hong, Chong-Sun ; Kim, Ji-Hun ; Choi, Jin-Soo ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 29~39
DOI : 10.5351/KJAS.2009.22.1.029
Among others, ROC and CAP curves are used to explore the discriminatory power between the defaults and non-defaults, based on the distribution of the probability of default in credit rating works. ROC and CAP curves are plotted in terms of various ratios of the probability of default. Each point on ROC and CAP curves is calculated according to cutting points (scores) for classifying between defaults and non-defaults. In this paper, adjusted ROC and CAP curves are proposed by using functions of ratios of the probability of default. It is possible to recognize the score corresponding to a point oil these adjusted curves, and we can identify the best score to show the optimal discriminatory power. Moreover, we discuss the relationships between the best score obtained from the adjusted ROC and CAP curves and the score corresponding to Kolmogorov - Smirnov statistic to test the homogeneous distribution functions of the defaults and non-defaults.
Statistical Consideration on the Resources of the Countries in the World
Huh, Moon-Yul ; Choi, Byong-Su ; Lee, Seung-Chun ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 41~57
DOI : 10.5351/KJAS.2009.22.1.041
The paper investigates the resources of the 232 countries based on the 39 resources of these countries. The data used in this work is from various sources like UN, CIA, World bank, OECD reports and the home pages of each country. The purpose of the study is to evaluate what resources are most influential to the wealth of a country, to the well-bring of the country, or the status of the country`s development. For this, data visualization method is applied. Data visualization technique, although powerful for exploratory purposes, is dependent upon the users expertize and the interpretation is also dependent on the of the users. For objective methods of investigation, mutual information based on the Shanon`s entropy theory is applied here. All the statistical methods employed in this paper are processed with DAVIS (Huh and Song, 2002)
Pricing Outside Floating-Strike Lookback Options
Lee, Hang-Suck ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 59~73
DOI : 10.5351/KJAS.2009.22.1.059
A floating-strike lookback call option gives the holder the right to buy at the lowest price of the underlying asset. Similarly, a floating-strike lookback put option gives the holder the right to sell at the highest price. This paper will propose an outside floating-strike lookback call (or put) option that gives the holder the right to buy (or sell) one underlying asset at some percentage of the lowest (or highest) price of the other underlying asset. In addition, this paper will derive explicit pricing formulas for these outside floating-strike lookback options. Sections 3 and 4 assume that the underlying assets pay no dividends. In contrast, Section 5 will derive explicit pricing formulas for these options when their underlying assets pay dividends continuously at a rate proportional to their prices. Some numerical examples will be discussed.
Estimating Quarterly GRDP Using Benchmarking Method
Lee, Geung-Hee ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 75~88
DOI : 10.5351/KJAS.2009.22.1.075
Gross Regional Domestic Product (GRDP) is regarded as an essential information to understand regional economy. However, GRDP is hardly used for establishment of regional economic plan and related statistical research due to its late and yearly publication. Therefore, it is necessary to estimate quarterly GRDP to grasp the current regional economy faster In this study, considering the comovement between GDP and GRDP for the same industry, reference series are made. Quarterly GRDP is estimated the following two steps; First, preliminary quarterly GRDP is estimated using Chow-Lin`s method based on the reference series to eliminate temporal discrepancies. Second, preliminary quarterly GRDP is adjusted using Denton`s multivariate method to eliminate contemporaneous discrepancies.
Descriptive and Systematic Comparison of Clustering Methods in Microarray Data Analysis
Kim, Seo-Young ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 89~106
DOI : 10.5351/KJAS.2009.22.1.089
There have been many new advances in the development of improved clustering methods for microarray data analysis, but traditional clustering methods are still often used in genomic data analysis, which maY be more due to their conceptual simplicity and their broad usability in commercial software packages than to their intrinsic merits. Thus, it is crucial to assess the performance of each existing method through a comprehensive comparative analysis so as to provide informed guidelines on choosing clustering methods. In this study, we investigated existing clustering methods applied to microarray data in various real scenarios. To this end, we focused on how the various methods differ, and why a particular method does not perform well. We applied both internal and external validation methods to the following eight clustering methods using various simulated data sets and real microarray data sets.
The Effects of Panax Ginseng on Streptozotocin-Induced Diabetic Rats: Meta Analysis
Kook, Se-Jeong ; Kim, Gun-Hee ; Choi, Ki-Heon ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 107~114
DOI : 10.5351/KJAS.2009.22.1.107
The present study was carried out to summarize the effect of ginseng in the experimental diabetic rats by meta-analysis related studies. The association measure to test effect of ginseng was the mean difference(MD) between group of rats induced streptozotocin(STZ) and group of rats induced STZ treated with ginseng about the considered effect factors. The level of FI, glucose and TG were significantly reduced(< 0.01), and the level of glycogen was significantly increased by treatment with ginseng (< 0.01) After checking the indication of publication bias for the combined MDs by using the funnel plots, the anti-diabetic effects of ginseng is clearly presented in FI, glucose, TG and glycogen (< 0.05).
A Penalized Spline Based Method for Detecting the DNA Copy Number Alteration in an Array-CGH Experiment
Kim, Byung-Soo ; Kim, Sang-Cheol ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 115~127
DOI : 10.5351/KJAS.2009.22.1.115
The purpose of statistical analyses of array-CGH experiment data is to divide the whole genome into regions of equal copy number, to quantify the copy number in each region and finally to evaluate its significance of being different from two. Several statistical procedures have been proposed which include the circular binary segmentation, and a Gaussian based local regression for detecting break points (GLAD) by estimating a piecewise constant function. We propose in this note a penalized spline regression and its simultaneous confidence band(SCB) approach to evaluate the statistical significance of regions of genetic gain/loss. The region of which the simultaneous confidence band stays above 0 or below 0 can be considered as a region of genetic gain or loss. We compare the performance of the SCB procedure with GLAD and hidden Markov model approaches through a simulation study in which the data were generated from AR(1) and AR(2) models to reflect spatial dependence of the array-CGH data in addition to the independence model. We found that the SCB method is more sensitive in detecting the low level copy number alterations.
Constructing Simultaneous Confidence Intervals for the Difference of Proportions from Multivariate Binomial Distributions
Jeong, Hyeong-Chul ; Kim, Dae-Hak ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 129~140
DOI : 10.5351/KJAS.2009.22.1.129
In this paper, we consider simultaneous confidence intervals for the difference of proportions between two groups taken from multivariate binomial distributions in a nonparametric way. We briefly discuss the construction of simultaneous confidence intervals using the method of adjusting the p-values in multiple tests. The features of bootstrap simultaneous confidence intervals using non-pooled samples are presented. We also compute confidence intervals from the adjusted p-values of multiple tests in the Westfall (1985) style based on a pooled sample. The average coverage probabilities of the bootstrap simultaneous confidence intervals are compared with those of the Bonferroni simultaneous confidence intervals and the Sidak simultaneous confidence intervals. Finally, we give an example that shows how the proposed bootstrap simultaneous confidence intervals can be utilized through data analysis.
A Method of Masking Based on Multiplicative Noise
Jeong, Dong-Myeong ; Kim, Jay-J. ; Kim, Kyung-Mi ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 141~151
DOI : 10.5351/KJAS.2009.22.1.141
According to the type of microdata, the various methods have been in use for masking microdata. Multiplicative noise is the one of popular schemes for masking continuous variables. In this paper, we introduce the method of masking based on multiplicative noise and show some results of the application on the 2006 Householder Income and Expenditure Survey (HIES) data. To create the multiplicative noise factor, we used the triangular distribution. truncated triangular distribution, trapezoidal distribution, and double triangular distribution. Also, formulas for the domain estimation for the data masked by the multiplicative noise are developed.
Estimation of Small Area Proportions Based on Logistic Mixed Model
Jeong, Kwang-Mo ; Son, Jung-Hyun ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 153~161
DOI : 10.5351/KJAS.2009.22.1.153
We consider a logistic model with random effects as the superpopulation for estimating the small area pro-portions. The best linear unbiased predictor under linear mired model is popular in small area estimation. We use this type of estimator under logistic mixed motel for the small area proportions, on which the estimation of mean squared error is also discussed. Two kinds of estimation methods, the parametric bootstrap and the linear approximation will be compared through a Monte Carlo study in the respects of the normality assumption on the random effects distribution and also the magnitude of sample sizes on the approximation.
A Study on the Cognition of University Students about Insurance Industry
Jeong, Jung-Young ; Kang, Jung-Chul ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 163~170
DOI : 10.5351/KJAS.2009.22.1.163
The purpose of this article is to measure the level of insurance industry`s social cognition based on the university students` survey questionnaire. For this, this study analyzes the cognition of students on the level of social reliability, the causes of low reliability, and the measures of enhancing the reliability level about insurance industry. For the analysis of survey questionnaire, partially ranked data analysis was employed. The results show that most students recognize that the reliability of insurance industry is lower than that of other financial industry such as banks and securities firms. The main reason for this low reliability is the lack of sales forces` specialty, the complexity of insurance products and contracts, and negative media release about insurance industry. To enhance the social reliability level of insurance, establishment of the future insurance image is essential, and that can be achieved through strengthening the insurance education and public relations and simplifying insurance products and contracts.
Small Sample Asymptotic Distribution for the Sum of Product of Normal Variables with Application to FSK Communication
Na, Jong-Hwa ; Kim, Jung-Mi ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 171~179
DOI : 10.5351/KJAS.2009.22.1.171
In this paper we studied the effective approximations to the distribution of the sum of products of normal variables. Based on the saddlepoint approximations to the quadratic forms, the suggested approximations are very accurate and easy to use. Applications to the FSK (Frequency Shift Keying) communication are also considered.
A Mixed Model for Nested Structural Repeated Data
Choi, Jae-Sung ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 181~188
DOI : 10.5351/KJAS.2009.22.1.181
This paper discusses the covariance structures of data collected from an experiment with a nested design structure, where a smaller experimental unit is nested within a larger one. Due to the nonrandomization of repeated measures factors to the nested experimental units, compound symmetry covariance structure is assumed for the analysis of data. Treatments are given as the combinations of the levels of random factors and fixed factors. So, a mixed-effects model is suggested under compound symmetry structure. An example is presented to illustrate the nesting in the experimental units and to show how to get the parameter estimates in the fitted model.
A Dynamic Graphical Method for Transformations and Curvature Specifications in Regression
Seo, Han-Son ; Yoon, Min ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 189~195
DOI : 10.5351/KJAS.2009.22.1.189
A dynamic graphical procedure is suggested to estimate optimal response transformation parameter and a curvature function of covariates in the regression model. Augmented partial residual plot is chosen for specifying a curvature. The proposed method is compared with a different approach (Soo, 2007) and is investigated efficiency by applying it to the real and the artificial data. The method is also extended to the 3D graphical situations.
On Information Criteria in Linear Regression Model
Park, Man-Sik ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 197~204
DOI : 10.5351/KJAS.2009.22.1.197
In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.
New Family of the Exponential Distributions for Modeling Skewed Semicircular Data
Kim, Hyoung-Moon ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 205~220
DOI : 10.5351/KJAS.2009.22.1.205
For modeling skewed semicircular data, we derive new family of the exponential distributions. We extend it to the l-axial exponential distribution by a transformation for modeling any arc of arbitrary length. It is straightforward to generate samples from the f-axial exponential distribution. Asymptotic result reveals two things. The first is that linear exponential distribution can be used to approximate the l-axial exponential distribution. The second is that the l-axial exponential distribution has the asymptotic memoryless property though it doesn`t have strict memoryless property. Some trigonometric moments are also derived in closed forms. Maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for goodness of fit test of the l-axial exponential distribution. We finally obtain a bivariate version of two kinds of the l-axial exponential distributions.
Statistical Modeling on Weather Parameters to Develop Forest Fire Forecasting System
Trivedi, Manish ; Kumar, Manoj ; Shukla, Ripunjai ;
Korean Journal of Applied Statistics, volume 22, issue 1, 2009, Pages 221~235
DOI : 10.5351/KJAS.2009.22.1.221
This manuscript illustrates the comparative study between ARIMA and Exponential Smoothing modeling to develop forest fire forecasting system using different weather parameters. In this paper, authors have developed the most suitable and closest forecasting models like ARIMA and Exponential Smoothing techniques using different weather parameters. Authors have considered the extremes of the Wind speed, Radiation, Maximum Temperature and Deviation Temperature of the Summer Season form March to June month for the Ranchi Region in Jharkhand. The data is taken by own resource with the help of Automatic Weather Station. This paper consists a deep study of the effect of extreme values of the different parameters on the weather fluctuations which creates forest fires in the region. In this paper, the numerical illustration has been incorporated to support the present study. Comparative study of different suitable models also incorporated and best fitted model has been tested for these parameters.