• Title, Summary, Keyword: t-검정

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금리선물(金利先物)의 가격발견기능(價格發見機能)에 대한 실증적(實證的) 검정(檢定)

  • Sin, Min-Sik;Lee, Jun-Sik
    • The Korean Journal of Financial Management
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    • v.14 no.2
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    • pp.205-228
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    • 1997
  • 본 연구는 1982년부터 1996년까지의 유로달러선물과 T-bill 선물의 일별 시계열 자료를 이용하여 단기금리선물의 가격발견기능을 실증적으로 검정하고 있다. 분석방법은 시계열의 불안정성 여부를 알아보는 단위근검정, 장기균형관계를 알아보는 Johansen 공적분검정, 공적분관계가 있는 시장에 대해 설정오류의 문제를 피하고 변수들간의 인과관계를 파악하기 위해 Granger 인과관계모형을 사용하였다. 주요한 결과로 각 금리시계열들은 일차누적 시계열 I(1)임이 확인되었고 공적분관계를 분석한 결과, 각 금리 시계열의 선형결합은 안정적인 장기균형관계가 있음을 나타내 주고 있다. 따라서 각 시장은 서로 밀접한 인과관계가 있음을 암시하고 있다. 또한 선물금리와 현물금리를 대상으로 인과관계검정 결과 유로달러시장의 경우 전기에서는 피드백효과가 있고 후기에는 선물금리의 가격발견기능이 나타났다. T-bill 시장의 경우는 전기에 현물금리가 선물금리에 대해 선행하였고 후기에는 피드백효과가 나타났다. 이렇게 유로달러선물이 후기에서 가격발견기능이 있는 것은 정보통신의 발달과 유로시장의 적은 규제 등으로 유로달러선물시장이 1980년대 후반부터 급성장한 것이 그 원인으로 분석된다.

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A case study of MS Excel's powerful functions for statistical data analysis. (Focused on an Analysis of Variance menu) (자료 통계 분석을 위한 MS 엑셀의 유용한 기능들에 관한 사례연구 (지하철 이용객 자료 분석))

  • Kim, Sook-Young
    • Journal of the Korea Computer Industry Society
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    • v.9 no.5
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    • pp.223-228
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    • 2008
  • A case study to show MS Excel's convenient and powerful functions was conducted to test hypotheses with subway data. Quantitative variables were described using descriptive menu, and qualitative variables were described using histogram menu of a MS Excel software. Relationships were tested using regression menu, differences were tested using t-test menu, and factors were tested using variance-layout menu of a Excel software. Data input, management, and statistical analysis were done successfully with only a MS Excel software.

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Sample size comparison for two independent populations (독립인 두 모집단 설계에서의 표본수 비교)

  • Ko, Hae-Won;Kim, Dong-Jae
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1243-1251
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    • 2010
  • For clinical trials, it is common to compare the placebo and new drug. The method of calculating a sample size for two independent populations are the t-test that is used for parametric methods, and the Wilcoxon rank-sum test that is used in the non-parametric methods. In this paper, we propose a method that is using Kim's (1994) statistic power based on the linear placement statistic, which was proposed by Orban and Wolfe (1982). We also compare the sample size for the proposed method with that for using Wang et al. (2003)'s sample size formula which is based on Wilcoxon rank-sum test, and with that of t-test for parametric methods.

A Study on the Relationship between Online Game Rating and Average Event Period Using T-Test (T검정을 이용한 온라인 게임이용등급과 평균 이벤트 기간과의 관계에 대한 연구 (전체이용가와 청소년이용불가 게임을 중심으로))

  • Shin, Dae-young
    • Proceedings of the Korean Society of Computer Information Conference
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    • pp.57-58
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    • 2019
  • RPG장르를 기준으로 15세 이용가 게임인 리니지2와 청소년 이용 불가 게임인 아이온을 선정하여 게임간의 평균 이벤트 기간의 차이를 조사, 분석한 결과, 두 게임간의 평균 이벤트 기간은 리니지2가 47일이고 아이온이 54일로 다소 차이는 있으나, 양측검정 결과를 보면 P값이 0.794(P>0.05)로 두 게임간의 평균 이벤트 기간은 차이가 없음을 알 수 있다. 이에 본 연구에서는 전체이용가와 청소년이용불가 게임을 선정하여 게임간의 평균 이벤트 기간의 차이를 연구하였다.

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Analysis of Recognition Difference Regarding Informatics Textbook (정보 교과서에 대한 인식 차이의 분석)

  • Kang, Oh-Han
    • Journal of the Korea Industrial Information Systems Research
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    • v.16 no.2
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    • pp.191-198
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    • 2011
  • In this paper, we examine the different viewpoints of teachers and undergraduates on middle school informatics textbook. For this research, a survey is conducted on middle school informatics teachers and undergraduates who are preparing the state examination for informatics-computer teachers. Items of the survey were chosen to investigate the level of completion on the contents and structure of the textbook and to examine overall satisfaction with the textbook. Seven items concerning the level of completion are based on national textbook authorization criteria. A t-test was performed to analyze meaningful difference in perception of textbook between the teacher and student groups. The result shows there is meaningful difference on two items which are 'compliance with informatics curriculum' and 'content selection and organization'.

A Study on Gene Search Using Test for Interval Data (구간형 데이터 검정법을 이용한 유전자 탐색에 관한 연구)

  • Lee, Seong-Keon
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2805-2812
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    • 2018
  • The methylation score, expressed as a percentage of the methylation status data derived from the iterative sequencing process, has a value between 0 and 1. It is contrary to the assumption of normal distribution that simply applying the t-test to examine the difference in population-specific methylation scores in these data. In addition, since the result may vary depending on the number of repetitions of sequencing in the process of methylation score generation, a method that can analyze such errors is also necessary. In this paper, we introduce the symbolic data analysis and the interval K-S test method which convert observation data into interval data including uncertainty rather than one numerical data. In addition, it is possible to analyze the characteristics of methylation score by using Beta distribution without using normal distribution in the process of converting into interval data. For the data analysis, the nature of the proposed method was examined using sequencing data of actual patients and normal persons. While the t-test is only possible for the location test, it is found that the interval type K-S statistic can be used to test not only the location parameter but also the heterogeneity of the distribution function.

Power Analysis in Experimental Designs with t test Analysis (t 검정 실험 설계 시 표본 크기 결정에 대한 논의)

  • Kang, Jeong-Hee;Bang, Kyung-Sook;Ko, Sung-Hee
    • The Journal of Korean Academic Society of Nursing Education
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    • v.15 no.1
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    • pp.120-127
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    • 2009
  • Purpose: In the literature power analysis in experimental studies is often executed and reported falsely. This descriptive study was done to promote the correct application of the Cohen(1988)'s power analysis method. Method: Articles of experimental studies from a nursing journal were selected and reviewed to examine the uses of and the reports on the power analysis process. Also, the appropriate power analysis process was discussed with an example of the most common experimental design, an independent two-group design with t test analysis plan. Result: Around half the experimental studies examined reported that they carried out power analysis. Cohen's method was the most frequently utilized but with accuracy in question. Conclusion: Power analysis to estimate sample size is the interplay between alpha, power, and effect size, and other factors in the case of t test analysis. Researchers should have a clear understanding of how to apply the Cohen's power analysis method so they do not produce poorly estimated sample sizes.

A Comparative Study on Domestic and Foreign the Follow-up Service of Temporary Equipment and Materials (국내외 가설기자재 사후관리제도 비교 연구)

  • Woo Kwang-Min
    • Korean Journal of Construction Engineering and Management
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    • v.3 no.1
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    • pp.74-82
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    • 2002
  • The performance testing system of temporary construction equipment and materials are a previous inspect institution to produce only goods beyond the limited-performance, be certificated through a previous test, the purpose of which is to prevent an illegal goods from spreading abroad. The formal certification not only pass the test in an ordinary means but also isn't the term of validity on a certificated goods. Because of the above two reasons, an accident doesn't reduce, and a illegal goods become to be circulated. So, in this study, we analysis the problem of the follow-up service based on the formal certification and we suggest the improvement through comparative study on the follow-up of domestic and foreign.

A simulation comparison on the analysing methods of Likert type data (모의실험에 의한 리커트형 설문분석 방법의 비교)

  • Kim, Hyun Chul;Choi, Seung Kyoung;Choi, Dong Ho
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.373-380
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    • 2016
  • Even though Likert type data is ordinal scale, many researchers who regard Likert type data as interval scale adapt as parametric methods. In this research, simulations have been used to find out a proper analysis of Likert type data. The locations and response distributions of five point Likert type data samples having diverse distribution have been evaluated. In estimating samples' locations, we considered parametric method and non-parametric method, which are t-test and Mann-Whitney test respectively. In addition, to test response distribution, we employed Chi-squared test and Kolmogorov-Smirnov test. In this study, we assessed the performance of the four aforementioned methods by comparing Type I error ratio and statistical power.

A study on the Analyses of T-branch Pipe Forming using a Finite Element Method (유한요소법을 이용한 분기배관의 성형해석에 관한 연구)

  • Nam, Jun-Seok;Baek, Chang-Sun;Lim, Kwang-Kyu;SaKong, Seong-Ho;So, Soo-Hyun;Min, Kyung-Tak
    • Fire Science and Engineering
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    • v.21 no.1
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    • pp.98-105
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    • 2007
  • On this study, we verified the possibilities of making T-branch pipe forming with carbon steel pipes and stainless steel pipes used by common FEM Program(ABAQUS) which are widely used in the fire protection and building construction fields. In this kind of T-branch pipe forming works, in principle, the seamless pipe is used. If the pipe has the seam, the forming face must be the opposite side of the seam. The forming works are carried out by a truncated cone shaped plug. We found that the face slope and the length of plug are the most important factor in pipe forming. Based on the results of forming analyses, we proposed the minimum height and thickness of pipe branch forming.