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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 9, Issue 2 - Sep 1996
Volume 9, Issue 1 - Mar 1996
Selecting the target year
A generalized model for categorical data from epidemiological studies
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 1~15
This paper discusses the effectiveness of an infection rate under a certain disease on an immunity rate by a protective inoculation. A sequence of dependense models concerning the infection rate is derived by defining conditionally nested binary random variables for the analysis of polytomous data with hierarchical response scale. Maximum likelihood estimates based on the marginal log-likelihood functin are obtained numerically in the Nelder and Mead's(1965) simplex method.
An efficient blood testing procedurer by using group testing
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 17~29
Suppose we have g itesm classified as defective or as nondefective. If we test each item separately, then g tests are required. However, it is possible to test a group of g items so as to detect whether at least one of them is defective, and to proceed to individual testing only if the presense of at least one defective item is indicated. The method is called Dorfman procedure. In this paper, we consider a variant of Dorfman procedure called a hierarchal dorfman procedure. We also consider the curtailment effect resulted from the dependency of the tests. We propose an efficient blood testing procedure. We also present ot heuristic rule of thumb which is simple and easily implementable.
On the Comprehensive Study of the Life Table of Koreans
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 31~43
The purpose of this study is to reconstruct the Specific Abridged Life Tables of Koreans, based on the Complete Life Tables of the Insurrence Companies of Korea which were constructed by the Korean Actuaries Society in 1988-1991. We compared chronologically the SDRs of the Life Tables by the National STstistica Office and the Specific Abridged Life Tables based on the Empirical Life Tables respectively. And besides, we compared the SDRs of Life Tables by National Statistical Office with the Specific Abrddged Life tabled based on the Empirical Life Tables by the Korean Actuaries Society in 1988-1991. The results of the SDRs of Koresans reveal that the tredns of the Korean Mortality from 1979 to 1991 was on decrease remarkably.
The dynamic parallel coordinate plot and its applincations
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 45~52
In this paper, we describe the basic properties of the parallel coordinate plots and propose a dynamic parallel coordinate plot. This dynamic parallel coordinate plot can be used as a dynamic graphics tool for multivariate data analysis.
A comparison of opimum constant stress and step stress accelerated life tests
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 53~73
This paper compares two accelerated life for Weibull distribution. One is the optimum constant stress accelerated life test which minimizes the asymptotic variance of maximum likelihood estimator of a specified quantile at design stress, and the other is corresponding simple step stress test. The models and optimum designs of constant stress and step stress tests are reviewed. Behaviors of asymptotic variances, effects of design parameters to optimum tests, and expected numbers of failures and expected test times of the two tests are investigated. The efficiency of step stress test relative to constant stress test is studied in terms of variance ratio, and robustness to preestimates of design parameters are investigated.
A goodness-of-fit test based on Martinale residuals for the additive risk model
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 75~89
This paper proposes a goodness-of-fit test for checking the adequacy of the additive risk model with a binary covariate. The test statistic is based on martingale residuals, which is the extended form of Wei(1984)'s test. The proposed test is shown to be consistent and asymptotically normally distributed under the regularity conditions. Furthermore, the test procedure is illustrated with two set of real data and the results are discussed.
Selection of the economically optimal parameters in the EWMA control chart
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 91~109
Exponentially weighted moving averae(EWMA) control chart has been used widely for process monitoring and process adjustment recently, but there has not been many studies about the selection of the parameters. Design of the control chart can be classified into the statistical design and the economic design. The purpose of the economic design is to minimize the cost function in which all the possible costs occurring during the process are probability given the Type I error probability. In this paper the optimal parameters of the EWMA chart are selected for the economic design as well as for the statistical design. The optimal parameters for the economic design show significantly different from those of the statistical design, and especially the weight is always larger than that used in the statistical design. In the economic design, we divide the model into the single assignable cause model and the multiple assignable causes model caacording to number of which is used as the average context of the multiple assignable causes, it shows that the selection of the parameters may be misleading when the multiple assignable causes exist in practice.
Asymptotic distribution of estimator in INAR(1) process with negative binomial marginal
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 111~124
In this paper, we consider the first-order integer valued autoregressive(INAR(1)) model where correlation structure is similar to that of the continuous valued AR(1) process. Several methods for estimating the parameters of the INAR(1) process with negative binomial marginal are discussed. We derive asymptotic distributions of these estimators. The results of a simulation study for these estimators methods show that the estimator which we present in this paper is better than the estimator which Klimko and Nelson(1978) presented. As an application we considered the estimator of M/M/1 queue length.
The effect of patchy outliers in time series forecasting
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 125~137
Time series data are often contaminated with outliers due to influence of unusal and non-responsitive events. The effect of the outliers is larger in the time series analysis than in the other statistical analysis, because the time series data have dependent structure over time. This paper focuses on the effect of patchy outliers on forecasting. Especially, the increase of the mean square of the l-step-ahead forecast error is derived and used to evaluate the impact of those outliers on the forecast. We fine, in general, that this increase is rather small, provided that the patchy outliers does not occur too close to the forecast origin.
Nonparametric tests using optimal weights for umbrella alternatives in a randomized block design
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 139~152
In this paper we propose nonparametric tests using optimal weights for umbrella alternatives in a randomized block design. We obtain the optimal weights by maximizing the asymptotic relative efficiency of the proposed test statistics with respect to Mack and Wolf(1981) type test statistic, and investigate asymptotic relative efficiencies of the proposed test statistics using these optimal weights relative to Mack and Wolfe type statistics and linear rank statistic. Throughout simulations for small samples, the proposed test statistic has good powers rather than the other two tests when the block sizes are different.
Bayesian estimation of ordered parameters
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 153~164
We discussed estimation of parameters using Gibbs sampler under order restriction on the parameters. Two well-knwon probability models, ordered exponential family and binomial distribution, are considered. We derived full conditional distributions(FCD) and also used one-for-one sampling algorithm to sample from the FCD's under order restrictions. Finally through two real data sets we compared three kinds of estimators; isotonic regression estimator, isotonic Bayesian estimator and the estimator using Gibbs sampler.
Efficient random number generation from extreme tail areas of a t-distribution
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 165~177
It is often needed to generate random numbers from truncated t-distributions to carry out Bayesian inferences, especially in Monte Carlo integration for estimation of posterior densities of constrained parameters. However, when the restricted area is an extreme tail area with a small probability most existing random generation methods are not efficient. In this paper, we propose an efficient acceptance-rejection method to generate random numbers from extreme tail areas of a t-distribution. Using some simulation results, we compare the proposed algorithm with other popular methods.
The current status of environmental statistics in Korea
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 179~202
This paper, first of all, surveys the current status of the environmental statistics in Korea. And then, by comparing Korean environmental statistics with the environmental statistics of the European Union and the environmental statistics recommended by the United Nations, some insufficient environmental statistics of Korea are listed and discussed. Finally, desirable directions for future development in environmental statistics in Korea are suggested and discussed.
Exchange paradox and rational decision
Korean Journal of Applied Statistics, volume 9, issue 1, 1996, Pages 203~214
In this tutorial note, we resolve debates generated by Exchange Paradox. In particular, we show that Bayesian solution is superior to frequentist's. Then, in terms of decision analysis, we show that any rational decision is superior to no-action policy.