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REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
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Korean Journal of Applied Statistics
Journal Basic Information
Journal DOI :
The Korean Statistical Society
Editor in Chief :
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
Applications of R for Inferential Statistics in the Elementary Statistics Course
Jang, Dae-Heung ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 893~910
DOI : 10.5351/KJAS.2009.22.5.893
Abstract We can use R package as a statistical package on the statistical education for college students. R is an interactive mode package and graphical presentation tools are powerful in R. The greatest advantage is that R is a general public license package. We need to consider R package as a standard statistical package on the statistical education for college students. We can consider the applications of R for inferential statistics in elementary statistics course.
Optimal Threshold from ROC and CAP Curves
Hong, Chong-Sun ; Choi, Jin-Soo ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 911~921
DOI : 10.5351/KJAS.2009.22.5.911
Receiver Operating Characteristic(ROC) and Cumulative Accuracy Profile(CAP) curves are two methods used to assess the discriminatory power of different credit-rating approaches. The points of optimal classification accuracy on an ROC curve and of maximal profit on a CAP curve can be found by using iso-performance tangent lines, which are based on the standard notion of accuracy. In this paper, we offer an alternative accuracy measure called the true rate. Using this rate, one can obtain alternative optimal threshold points on both ROC and CAP curves. For most real populations of borrowers, the number of the defaults is much less than that of the non-defaults, and in such cases the true rate may be more efficient than the accuracy rate in terms of cost functions. Moreover, it is shown that both alternative scores of optimal classification accuracy and maximal profit are the identical, and this single score coincides with the score corresponding to Kolmogorov-Smirnov statistic used to test the homogeneous distribution functions of the defaults and non-defaults.
A Study on Exploration of the Recommended Model of Decision Tree to Predict a Hard-to-Measure Mesurement in Anthropometric Survey
Choi, J.H. ; Kim, S.K. ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 923~935
DOI : 10.5351/KJAS.2009.22.5.923
This study aims to explore a recommended model of decision tree to predict a hard-to-measure measurement in anthropometric survey. We carry out an experiment on cross validation study to obtain a recommened model of decision tree. We use three split rules of decision tree, those are CHAID, Exhaustive CHAID, and CART. CART result is the best one in real world data.
An Improvement of the Approximation of the Ruin Probability in a Risk Process
Lee, Hye-Sun ; Choi, Seung-Kyoung ; Lee, Eui-Yong ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 937~942
DOI : 10.5351/KJAS.2009.22.5.937
In this paper, a continuous-time risk process in an insurance business is considered, where the premium rate is constant and the claim process forms a compound Poisson process. We say that a ruin occurs if the surplus of the risk process becomes negative. It is practically impossible to calculate analytically the ruin probability because the theoretical formula of the ruin probability contains the recursive convolutions and infinite sum. Hence, many authors have suggested approximation formulas of the ruin probability. We introduce a new approximation formula of the ruin probability which extends the well-known De Vylder's and exponential approximation formulas. We compare our approximation formula with the existing ones and show numerically that our approximation formula gives closer values to the true ruin probability in most cases.
A Study on an Algorithm for Typical Meteorological Year Generation for Wind Resource of the Korean Peninsula
Kim, Hea-Jung ; Jung, Sun ; Choi, Yeoung-Jin ; Kim, Kyu-Rang ; Jung, Young-Rim ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 943~960
DOI : 10.5351/KJAS.2009.22.5.943
This study suggests an algorithm for generating TMY(typical meteorological year) for the Korean peninsula, and generates the TMY based on the algorithm using 11 years(1998~2008) wind data observed at 77 sites of Regional Meteorological Offices(RMO). The algorithm consists of computing TMM scores based on the various statistics defined by the Fikenstein-Shafer statistical model and, in turn, generating TMY based on the TMM scores. Also the algorithm has two stages designed to yield the best representation of the regional wind characteristics appeared during the 11 years(1998~2008). The first stage is designed for the representation of each of 77 regions of RMO and the second is for the Korean peninsula. Various comparison studies are provided to demonstrate the properties of the TMY like its utility and typicality.
A Study on the Water Absorption Test of Generator Stator Windings Using Probability Distributions
Kim, Hee-Soo ; Bae, Y.C. ; Kim, Hee-Jeong ; Na, Myung-Hwan ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 961~969
DOI : 10.5351/KJAS.2009.22.5.961
Water absorption in water-cooled generator stator windings can cause serious accidents such as insulation breakdown and it brings a generator to the unexpected sudden outage. Accordingly, it is important to diagnose the water absorption of them in the effective operation of power plant. Especially, the capacitance value which is measured for diagnosis is very small so the special diagnosis methods like stochastic theory are needed. KEPRI developed the water absorption test equipment and diagnosis technology for them. In this paper we propose that water absorption test of generator stator windings using probability distributions. The proposed diagnosis technology is applied to the real system and the results of water absorption test for stator windings are agreed to them of water leak test.
Prediction Value Estimation in Transformed GARCH Models
Park, Ju-Yeon ; Yeo, In-Kwon ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 971~979
DOI : 10.5351/KJAS.2009.22.5.971
In this paper, we introduce the method that reduces the bias when the transformation and back-transformation approach is applied in GARCH models. A parametric bootstrap is employed to compute the conditional expectation which is the prediction value to minimize mean square errors in the original scale. Through the analyese of returns of KOSPI and KOSDAQ, we verified that the proposed method provides a bias-reduced estimation for the prediction value.
An Analysis of Panel Attrition in GOMS(Graduates Occupational Survey)
Chun, Young-Min ; Yoon, Jeong-Hye ; Oh, Min-Hong ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 981~993
DOI : 10.5351/KJAS.2009.22.5.981
It would cause a serious problem in the panel data when panel attrition is concentrated on certain socioeconomic groups. Using the GOMS, this study investigates whether there exists non-random attrition bias in the data and seeks for feasible solutions to minimize the bias. The results of logit analyses show that panel attrition in the GOMS results mainly from surveying system but not from the surveyed. Therefore, the result suggests to develop well-organized management skill and systems as well as to construct weighting methods.
Analysis of Multivariate-GARCH via DCC Modelling
Choi, S.M. ; Hong, S.Y. ; Choi, M.S. ; Park, J.A. ; Baek, J.S. ; Hwang, S.Y. ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 995~1005
DOI : 10.5351/KJAS.2009.22.5.995
Conditional correlation between financial time series plays an important role in risk management, asset allocation and portfolio selection and therefore diverse efforts for modeling conditional correlations in multivariate-GARCH processes have been made in last two decades. In particular, CCC (cf. Bollerslev, 1990) and DCC(dynamic conditional correlation, cf. Engle, 2002) models have been commonly used since they are relatively parsimonious in the number of parameters involved. This article is concerned with DCC modeling for multivariate GARCH processes in comparison with CCC specification. Various multivariate financial time series are analysed to illustrate possible advantages of DCC over CCC modeling.
A Study on Air Demand Forecasting Using Multivariate Time Series Models
Hur, Nam-Kyun ; Jung, Jae-Yoon ; Kim, Sahm ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 1007~1017
DOI : 10.5351/KJAS.2009.22.5.1007
Forecasting for air demand such as passengers and freight has been one of the main interests for air industries. This research has mainly focus on the comparison the performance between the univariate seasonal ARIMA models and the multivariate time series models. In this paper, we used real data to predict demand on international passenger and freight. And multivariate time series models are better than the univariate models based on the accuracy criteria.
A Development of Time-Series Model for City Gas Demand Forecasting
Choi, Bo-Seung ; Kang, Hyun-Cheol ; Lee, Kyung-Yun ; Han, Sang-Tae ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 1019~1032
DOI : 10.5351/KJAS.2009.22.5.1019
The city gas demand data has strong seasonality. Thus, the seasonality factor is the majority for the development of forecasting model for city gas supply amounts. Also, real city gas demand amounts can be affected by other factors; weekday effect, holiday effect, the number of validity day, and the number of consumptions. We examined the degree of effective power of these factors for the city gas demand and proposed a time-series model for efficient forecasting of city gas supply. We utilize the liner regression model with autoregressive regression errors and we have excellent forecasting results using real data.
Parametric Sequential Test Procedure to Find the Minimum Effective Dose
Park, Su-Jin ; Kim, Dong-Jae ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 1033~1046
DOI : 10.5351/KJAS.2009.22.5.1033
In new drug development studies or clinical trials, zero-dose control is needed in general to determine the lowest dose level for a new drug which can act with our bodies. When the lowest dose level compared with zero-dose control has significant difference in effect, it is referred as minimum effective dose(MED). We propose, in this paper, parametric sequential test using updated control to identify the minimum effective dose(MED) level. Monte Carlo Simulation is adapted to examine the power and experimental significance levels of the proposed method with other methods.
A Nonparametric Multivariate Test for a Monotone Trend among k Samples
Hyun, Noo-Rie ; Song, Hae-Hiang ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 1047~1057
DOI : 10.5351/KJAS.2009.22.5.1047
The nonparametric bivariate two-sample test of Bennett (1967) is extended to the multivariate k sample test. This test has been easily modified for a monotone trend among k samples. Often in applications it is important to consider a set of multivariate response variables simultaneously, rather than individually, and also important to consider testing k samples altogether. Different approaches of estimating the null covariance matrices of the test statistics resulted in the same limiting form. The multivariate k sample test is applied to the non-normal data of a randomized trial conducted for a period of four weeks in mental hospitals. The purpose of the trial is to compare the efficacy of three different interventions for a relief of the frequently occurring problems of constipation, caused as a side effect of antipsychotic drugs during hospitalization. The bowel movement status of patient for a week is summarized into a single severity score, and severity scores of four weeks comprise a four-dimensional multivariate variable. It is desirable with this trial data to consider a multivariate testing among k samples.
Permutation-Based Test with Small Samples for Detecting Differentially Expressed Genes
Lee, Ju-Hyoung ; Song, Hae-Hiang ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 1059~1072
DOI : 10.5351/KJAS.2009.22.5.1059
In the analysis of microarray data with a small number of arrays, the most important task is the detection of differentially expressed genes by a significance test. For this purpose, one needs to construct a null distribution based on a large number of genes and one of the best way for constructing the null distribution for a small number of arrays is by means of permutation methods. In this paper we propose simple test statistics and permutation methods that are appropriate in constructing the null distribution. In a simulation study, we compare the null distributions generated by the proposed test statistics and permutation methods with the previous ones. With an example microarray data, differentially expressed genes are determined by applying these methods.
and New Paradox of κ
Kwon, Na-Young ; Kim, Jin-Gon ; Park, Yong-Gyu ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 1073~1084
DOI : 10.5351/KJAS.2009.22.5.1073
For ordinal categorical
tables, a weighted measure of association,
, was proposed and its maximum likelihood estimator and asymptotic variance were drived. We redefined the last paradox of
and proved its relation to marginal distributions. We also introduced the new paradox of
and summaried the general relationships between
and marginal distributions.
Study on Effects of Population Stratification on Haplotype Trend Test in Case-Control Studies
Kim, Jin-Heum ; Kang, Dae-Ryong ; Lim, Hyun-Sun ; Nam, Chung-Mo ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 1085~1096
DOI : 10.5351/KJAS.2009.22.5.1085
Population stratification can cause spurious associations between genetic markers and disease locus. In order to handle this population stratification in haplotype-based case-control association studies, we added population indicators as covariates to the haplotype trend regression model proposed by Zaykin et al. (2002). We investigated through simulations how both population stratification and measurement error in the estimation of true population of each individual affect type I error probabilities of the association tests based on both Zaykin et al.'s (2002) model and the proposed model. Based on those results, in the situation that there exists population stratification but there is no error in population classification of each individual, our proposed model does satisfy a type I error probability whereas Zaykin et al.'s (2002) model does not. However, as the measurement error increases, a type I error probability of our model correspondingly becomes larger than a nominal significance level. It implies that as long as uncertainty in the estimation of true population of each individual still remains, it is nearly impossible to avoid false positive in case-control association studies based on haplotypes.
Robust Inference for Testing Order-Restricted Inference
Kang, Moon-Su ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 1097~1102
DOI : 10.5351/KJAS.2009.22.5.1097
Classification of subjects with unknown distribution in small sample size setup may involve order-restricted constraints in multivariate parameter setups. Those problems makes optimality of conventional likelihood ratio based statistical inferences not feasible. Fortunately, Roy (1953) introduced union-intersection principle(UIP) which provides an alternative avenue. Redescending M-estimator along with that principle yields a considerably appropriate robust testing procedure. Furthermore, conditionally distribution-free test based upon exact permutation theory is used to generate p-values, even in small sample. Applications of this method are illustrated in simulated data and read data example (Lobenhofer et al., 2002)
Exploratory Approach for Fibonacci Numbers and Benford's Law
Jang, Dae-Heung ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 1103~1113
DOI : 10.5351/KJAS.2009.22.5.1103
We know that the first digits sequence of fibonacci numbers obey Benford's law. For the sequence in which the first two numbers are the arbitrary integers and the recurrence relation
is satisfied, we can find that the first digits sequence of this sequence obey Benford's law. Also, we can find the stucture of the first digits sequence of this sequence with the exploratory data analysis tools.
Validation Study of Korean Version of Survey of Attitudes Toward Statistics(K-SATS)
Yi, Hyun-Sook ; Jeon, Soo-Hyun ;
Korean Journal of Applied Statistics, volume 22, issue 5, 2009, Pages 1115~1129
DOI : 10.5351/KJAS.2009.22.5.1115
Previous research has recently shown that non-cognitive factors such as attitudes toward statistics contribute positively to statistics learning, Hence, helping students develop positive attitudes toward statistics has become one of the essential goals of statistics teaching. A wide variety of instruments assessing attitudes toward statistics were developed and validated in foreign countries, but not many in Korea. The SATS-36(Survey of Attitudes Toward Statistics-36; Schau et al., 1995) has been regarded as one of the most valid measures of attitudes toward statistics. Therefore, this study was designed to validate a Korean version of Survey of Attitudes Toward Statistics(K-SATS). Instead of six factors of the original scale, a five-factor structure including interests, value, cognitive competence, difficulty, and effort was empirically supported by the Korean student sample. The results evidenced high reliability and construct validity of K-SATS. In addition, students' attitudes towards statistics differed across gender, level of statistics courses, degree programs, and major. These findings were discussed in terms of their implications for future research and statistics teaching.