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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 23, Issue 6 - Dec 2010
Volume 23, Issue 5 - Oct 2010
Volume 23, Issue 4 - Aug 2010
Volume 23, Issue 3 - Jun 2010
Volume 23, Issue 2 - Apr 2010
Volume 23, Issue 1 - Feb 2010
Selecting the target year
A Comparison of Seasonal Adjustment Methods: An Application of X-13A-S Program on X-12 Filter and SEATS
Lee, Hahn-Shik ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 997~1021
DOI : 10.5351/KJAS.2010.23.6.997
This paper compares the two most widely used seasonal adjustment methods: the X-12-ARIMA and TRAMO-SEATS procedures. The basic features of these methods are discussed and compared in both their theoretical and empirical aspects. In doing so, the X-13A-S program is used to reevaluate their applicability to Korean macroeconomic data by considering possible structural breaks in the series. The finding is that both methods provide very reliable and stable estimates of seasonal factors and seasonally adjusted data. As for the empirical comparisons, TRAMO-SEATS appears to outperform X-12-ARIMA, although the results are somewhat mixed depending on the comparison criteria used and on the series under analysis. In particular, the performance of TRAMO-SEATS turns out to compare more favorably when seasonal adjustment is carried out to each sub-samples (by taking possible structural breaks into account) than when the whole sample period is used. The result suggests that as the model-based TRAMO-SEATS has a considerable theoretical appeal, some features of TRAMO-SEATS should further be incorporated into X-12-ARIMA until a standard and integrated procedure is reached by combining the theoretical coherence of TRAMO-SEATS and the empirical usefulness of X-12-ARIMA.
A Study on Establishing Survey System for Noryangjin Fisheries Wholesale Market
Cho, Yong-Joon ; Kim, Yeong-Hwa ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1023~1034
DOI : 10.5351/KJAS.2010.23.6.1023
Noryangjin fisheries wholesale market is the largest wholesale seafood market in Seoul and the steady supply of fish is important in meeting consumer demand. Recent expansions (such as discount stores) has changed the fish distribution model and Noryangjin Fisheries Market is developing a new customer-oriented service strategy. In this study, we found the customer satisfaction factors and established a survey system for customer satisfaction for Noryangjin fisheries wholesale market. In addition, the customer satisfaction and loyalty levels are accurately diagnosed through surveys; in addition, the strategic direction of the customer satisfaction of Noryangjin fisheries wholesale market is presented.
A Study on Evaluation Indices for Testing PoP of Mobile Phones
Ko, Seoung-Gon ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1035~1045
DOI : 10.5351/KJAS.2010.23.6.1035
Products and/or services should be objectively verified in terms of the technological and use-conditional considerations before entering a market. Every organization or company tries to find the better procedure and method for checking the core needs of customers based on their experience in the market and looks for continuous ways to evaluate the power of products and services(PoP). They also prefer the overall evaluation of indices that could reflect various customer needs, rather than a separate evaluation index for each characteristic of the product or service. S. Ko (2008) proposes a Multi-characteristics Sigma Level(MSL) that can simultaneously evaluate many characteristics of a product or service. In this research, using MSL and a new Blue Ocean Index(BOI), an application of NPS, mobile phone field test is considered from a practical and statistical point of view.
Comparing the Randomization Methods Considering the Covariates in a Clinical Trial
Yu, A-Mi ; Lee, Jae-Won ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1047~1056
DOI : 10.5351/KJAS.2010.23.6.1047
In clinical trials, patients should be randomly allocated to treatment and control groups that consider the balance of their prognostic factors(covariates). There are many randomization methods and stratification is popular in Korea. In stratification, patients are divided into strata based on covariates and then the patients are randomly assigned to the arms of each strata. If the number of covariates increases then the number of strata increases rapidly and the results may not be reliable when the patients are inadequate in each strata. To complement this problem Pocock and Simon (1975) suggested a new randomization method that called for minimization focusing on the balance of covariates. In this study, we compare the advantages and disadvantages, the imbalance of covariates, the power of minimization, and other randomization methods by simulation.
Notes on the Goodness-of-Fit Tests for the Ordinal Response Model
Jeong, Kwang-Mo ; Lee, Hyun-Yung ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1057~1065
DOI : 10.5351/KJAS.2010.23.6.1057
In this paper we discuss some cautionary notes in using the Pearson chi-squared test statistic for the goodness-of-fit of the ordinal response model. If a model includes continuous type explanatory variables, the resulting table from the t of a model is not a regular one in the sense that the cell boundaries are not fixed but randomly determined by some other criteria. The chi-squared statistic from this kind of table does not have a limiting chi-square distribution in general and we need to be very cautious of the use of a chi-squared type goodness-of-t test. We also study the limiting distribution of the chi-squared type statistic for testing the goodness-of-t of cumulative logit models with ordinal responses. The regularity conditions necessary to the limiting distribution will be reformulated in the framework of the cumulative logit model by modifying those of Moore and Spruill (1975). Due to the complex limiting distribution, a parametric bootstrap testing procedure is a good alternative and we explained the suggested method through a practical example of an ordinal response dataset.
Reproducibility and Sample Size in High-Dimensional Data
Seo, Won-Seok ; Choi, Jee-A ; Jeong, Hyeong-Chul ; Cho, Hyung-Jun ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1067~1080
DOI : 10.5351/KJAS.2010.23.6.1067
A number of methods have been developed to determine sample sizes in clinical trial, and most clinical trial organizations determine sample sizes based on the methods. In contrast, determining sufficient sample sizes needed for experiments using microarray chips is unsatisfactory and not widely in use. In this paper, our objective is to provide a guideline in determining sample sizes, utilizing reproducibility of real microarray data. In the reproducibility comparison, five methods for discovering differential expression are used: Fold change, Two-sample t-test, Wilcoxon rank-sum test, SAM, and LPE. In order to standardize gene expression values, both MAS5 and RMA methods are considered. According to the number of repetitions, the upper 20 and 100 gene accordances are also compared. In determining sample sizes, more realistic information can be added to the existing method because of our proposed approach.
A Nonparametric Stratified Test Based on the Jonckheere-Terpstra Trend Statistic
Cho, Do-Yeon ; Yang, Soo ; Song, Hae-Hiang ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1081~1091
DOI : 10.5351/KJAS.2010.23.6.1081
Clinical trials are often carried out as multi-center studies because the patients enrolled for a trial study are very limited in one particular hospital. In these circumstances, the use of an ordinary Jonckheere (1954) and Terpstra (1952) test for testing trend among several independent treatment groups is invalid. We propose a the stratified Jonckheere-Terpstra test based on van Elteren (1960)'s stratified test of Wilcoxon (1945) statistics and an application of our method is demonstrated through example data. A simulation study compares the efficiency of stratified and unstratified Jonckheere-Terpstra trend tests.
On the Use of Modified Adaptive Nearest Neighbors for Classification
Maeng, Jin-Woo ; Bang, Sung-Wan ; Jhun, Myoung-Shic ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1093~1102
DOI : 10.5351/KJAS.2010.23.6.1093
Even though the k-Nearest Neighbors Classification(KNNC) is one of the popular non-parametric classification methods, it does not consider the local features and class information for each observation. In order to overcome such limitations, several methods have been developed such as Adaptive Nearest Neighbors Classification(ANNC) and Modified k-Nearest Neighbors Classification(MKNNC). In this paper, we propose the Modified Adaptive Nearest Neighbors Classification(MANNC) that employs the advantages of both the ANNC and MKNNC. Through a real data analysis and a simulation study, we show that the proposed MANNC outperforms other methods in terms of classification accuracy.
Comparison of the Family Based Association Test and Sib Transmission Disequilibrium Test for Dichotomous Trait
Kim, Han-Sang ; Oh, Young-Sin ; Song, Hae-Hiang ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1103~1113
DOI : 10.5351/KJAS.2010.23.6.1103
An extensively used approach for family based association test(FBAT) is compared with the sib transmission/disequilibrium test(S-TDT), and in particular the adjusted S-TDT, in which the covariance among related siblings is taken into consideration, can provide a more sensitive test statistic for association. A simulation study comparing the three test statistics demonstrates that the type I error rates of all three tests are larger than the prespecified significance level and the power of the FBAT is lower than those of the other two tests. More detailed studies are required in order to assess the influence of the assumed conditions in FBAT on the efficiency of the test.
Comparative Analysis of Two Independent Proportions in Non-Inferiority Trials
Yoon, Min ; Kwak, Min-Jung ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1115~1124
DOI : 10.5351/KJAS.2010.23.6.1115
Normal approximation methods under the null hypothesis of no difference are frequently used to test the two independent proportions in non-inferiority trials. However, these tests are not appropriate under the null hypothesis of non-zero difference. We review the likelihood score methods proposed by Miettinen and Nurminen, Farrington and Manning, and Gart and Nam and compare the performance of these tests. The simulation study shows that the likelihood score tests under the null hypothesis of non-zero difference have better performance at a Type I error and power than usual normal approximation methods.
A Projected Exponential Family for Modeling Semicircular Data
Kim, Hyoung-Moon ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1125~1145
DOI : 10.5351/KJAS.2010.23.6.1125
For modeling(skewed) semicircular data, we derive a new exponential family of distributions. We extend it to the l-axial exponential family of distributions by a projection for modeling any arc of arbitrary length. It is straightforward to generate samples from the l-axial exponential family of distributions. Asymptotic result reveals that the linear exponential family of distributions can be used to approximate the l-axial exponential family of distributions. Some trigonometric moments are also derived in closed forms. The 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 a goodness of t test of the l-axial exponential family of distributions. Samples of orientations are used to demonstrate the proposed model.
Replacement Model Following the Expiration of NFRRW
Jung, Ki-Mun ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1147~1156
DOI : 10.5351/KJAS.2010.23.6.1147
This paper proposes a replacement policy following the expiration of a non-renewing free replacement-repair Warranty(NFFRW). The non-renewing free replacement-repair warranty is defined and then the maintenance model following the expiration of the NFRRW is studied from the user's point of view. As the criteria to determine the optimality of the maintenance policy, we consider the expected cost rate per unit time from the user's perspective. All maintenance costs of the system incurred after the expiration of the warranty are paid by the user. Given the cost structures during the life cycle of the system, we determine the optimal maintenance period following the expiration of a NFRRW. Finally, the numerical examples are presented for illustrative purposes.
The Establishment of a High Resolution(1Km×1Km) Wind Energy Map Based on a Statistical Wind Field Model
Kim, Hea-Jung ; Kim, Hyun-Sik ; Choi, Young-Jean ; Byon, Jae-Young ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1157~1167
DOI : 10.5351/KJAS.2010.23.6.1157
This paper details a method for establishing a wind energy map having(
) resolution. The map is essential for measurement and efficiency-testing of wind energy resources and wind site analysis. To this end, a statistical wind field model is estimated that covers 345,682 regions obtained by
lattices made over South Korea. The paper derives various characteristics of a regional wind energy resource under the statistical wind field model and estimates them to construct the wind energy map. Kolmogorov-Smirnov test, based on TMY(typical meteorological year) wind data of 76 weather station areas, shows that a Log-normal model is adequate for the statistical wind field model. The model is estimated by using the wind speed data of 345,682 regions provided by the National Institute of Meteorological Research(NIMR). Various wind energy statistics are studied under the Log-normal wind field model. As an application, the wind energy density(W
) map of South Korea is constructed with a resolution of
and its utility for the wind site analysis is discussed.
Simulation Study on Model Selection Based on AIC under Unbalanced Design in Linear Mixed Effect Models
Lee, Yong-Hee ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1169~1178
DOI : 10.5351/KJAS.2010.23.6.1169
This article consider a performance model selection based on AIC under unbalanced deign in linear mixed effect models. Vaida and Balanchard (2005) proposed conditional AIC for model selection in linear mixed effect models when the prediction of random effects is of primary interest. Theoretical properties of cAIC and related criteria have been investigated by Liang et al. (2008) and Greven and Kneib (2010). However, all of the simulation studies were performed under a balanced design. Even though functional form of AIC remain same even under the unbalanced deign, it is worthwhile to investigate performance of AIC based model selection criteria under the unbalanced design. The simulation study in this article shows how unbalancedness affects model selection in linear mixed effect models.
A Study on the Queueing Process with Dynamic Structure for Speed-Flow-Density Diagram
Park, You-Sung ; Jeon, Sae-Bom ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1179~1190
DOI : 10.5351/KJAS.2010.23.6.1179
Management of the existing traffic network and understanding current traffic conditions is the most important and effective way to solve traffic congestion. This research investigates the status of Korea expressway through the Speed-Flow-Density diagram and finds the best suitable queueing model for each area. Dynamic structure in the queueing model enables us to reflect the structural change of the road in case of traffic congestion. To find the best model and estimate the parameters, we use the Newton-Raphson method. Finally, we examine the road efficiency in view of the optimal speed and density using the conditional distribution of speed and density of a S-F-D diagram.
A Statistical Analysis of Professional Baseball Team Data: The Case of the Lotte Giants
Cho, Young-Seuk ; Han, Jun-Tae ; Park, Chan-Keun ; Heo, Tae-Young ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1191~1199
DOI : 10.5351/KJAS.2010.23.6.1191
Knowing what factors into a player's ability to affect the outcome of a sports game is crucial. This knowledge helps determine the relative degree of contribution by each team member as well as sets appropriate annual salaries. This study uses statistical analysis to investigate how much the outcome of a professional baseball game is influenced by the records of individual players. We used the Lotte Giants' data on 252 games played between 2007 and 2008 that included environmental data(home or away games and opponents) as well as pitchers' and batters' data. Using a SAS Enterprise Miner, we performed a logistic regression analysis and decision tree analysis on the data. The results obtained through the two analytic methods are compared and discussed.
Teaching Statistics through World Cup Soccer Examples
Kim, Hyuk-Joo ; Kim, Young-Il ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1201~1208
DOI : 10.5351/KJAS.2011.23.6.1201
In teaching probability and statistics classes, we should increase efforts to develop examples that enhance teaching methodology in delivering more meaningful knowledge to students. Sports is one field that provides a variety of examples and World Cup Soccer events are a treasure house of many interesting problems. Teaching, using examples from this field, is an effective way to enhance the interest of students in probability and statistics because World Cup Soccer is a matter of national interest. In this paper, we have suggested several examples pertaining to counting the number of cases and computing probabilities. These examples are related to many issues such as possible scenarios in the preliminary round, victory points necessary for each participant to advance to the second round, and the issue of grouping teams. Based on a simulation using a statistical model, we have proposed a logical method for computing the probabilities of proceeding to the second round and winning the championship for each participant in the 2010 South Africa World Cup.
The Science of HwaTu Card Shuffling
Huh, Myung-Hoe ; Lee, Yong-Goo ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1209~1216
DOI : 10.5351/KJAS.2010.23.6.1209
We describe shuffling process of 48 HwaTu(Flower) cards from a mathematical aspect and give the number of shuffles that are needed to arrive at a state of randomness. We observe that the cards are shuffled much less times in usual plays, that results in much riskier outcomes.
Decision Making through the Game of Scissors-Paper-Stone and Simulation
Cho, Dae-Hyeon ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1217~1224
DOI : 10.5351/KJAS.2010.23.6.1217
In many sports games, we would use a coin or the game of scissors-paper-stone to decide which side will begin first. We consider the game of scissors-paper-stone when two teams are composed of N respectively. We continue the game of scissors-paper-stone until the winner of the two team is decided. Using sample spaces and enumerating the elements we calculated the mean number of the game when N = 1, N = 2 and N = 3. In case of N = 1 and N = 2, we simulate the game and find the mean and variance when the repetition number n = 20; 30; 50; 100; 150; 200.
A Statistical Model for Decisions on Arrest Warrants
Kim, Jung-Hun ; Lee, Na-Rae ; Lee, Gye-Min ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1225~1234
DOI : 10.5351/KJAS.2010.23.6.1225
When most examining judges deny the request for an arrest warrant, they cite (as a reason) that there is no worry about escape or the destruction of evidence. Consequently, there has been no knowing what characteristics of a crime mainly affect the decision for an arrest warrant and there has been significant dispute about the exact decision criteria used for an arrest warrant. This paper classified the data about the request of arrest warrants for crimes committed in the jurisdiction of the Jinju Public Prosecutors' Office in 2006, 2007 and 2008, into 7 categories according to characteristics of the crimes. For each category we construct a statistical model about the decision on arrest warrants by applying a crosstabulation analysis in order to look for the characteristic of crime that affect the decision for an arrest warrant.
Trimmed LAD Estimators for Multidimensional Contingency Tables
Choi, Hyun-Jip ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1235~1243
DOI : 10.5351/KJAS.2010.23.6.1235
This study proposes a trimmed LAD(least absolute deviation) estimators for multi-dimensional contingency tables and suggests an algorithm to estimate it. In addition, a method to determine the trimming quantity of the estimators is suggested. A Monte Carlo study shows that the propose method yields a better trimming rate and coverage rate than the previously suggest method based on the determinant of the covariance matrix.
Comparison of Nonparametric Function Estimation Methods for Discontinuous Regression Functions
Park, Dong-Ryeon ;
Korean Journal of Applied Statistics, volume 23, issue 6, 2010, Pages 1245~1253
DOI : 10.5351/KJAS.2010.23.6.1245
There are two main approaches for estimating the discontinuous regression function nonparametrically. One is the direct approach, the other is the indirect approach. The major goal of the two approaches are different. The direct approach focuses on the overall good estimation of the regression function itself, whereas the indirect approach focuses on the good estimation of jump locations. Apparently, the two approaches are quite different in nature. Gijbels et al. (2007) argue that the comparison of two approaches does not make much sense and that it is even difficult to choose an appropriate criterion for comparisons. However, it is obvious that the indirect approach also has the regression curve estimate as the subsidiary result. Therefore it is necessary to verify the appropriateness of the indirect approach as the estimator of the discontinuous regression function itself. Park (2009a) compared the performance of two approaches through a simulation study. In this paper, we consider a more general case and draw some useful conclusions.