• Title, Summary, Keyword: t-검정

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Trend and Shift Analysis for Hydrologic and Climate Series (수문 및 기후 자료에 대한 선형 경향성 및 평균이동 분석)

  • Oh, Je Seung;Kim, Hung Soo;Seo, Byung Ha
    • Journal of The Korean Society of Civil Engineers
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    • v.26 no.4B
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    • pp.355-362
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    • 2006
  • Several techniques of MK test, Spearman's Rho test, Linear Regression test, CUSUM test, Cumulative Deviation, Worsley Likelihood Ratio test, Rank Sum test, and Students' t test were applied to detect the trends of slope and shift which exist in hydrologic and climate time series. The time series of annual rainfall, inflow, tree ring index, and southern oscillation index (SOI) were used and the trends of these series were compared in the study. From the results, it can be found that the data could be classified into two categories such as linear trend and shift. 4 series data of 8 rainfall series which reveal the trend show the shift and 8 series data of 18 tree ring index and March and April series of monthly SOI data show shift. Moreover, ADF test and BDS test were used to test stationarity and non-linearity of the data. In conclusion, through the study, various trend analysis techniques were compared and 6 kinds of characteristics which can exist in hydrologic time series were identified.

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주식시장(株式市場)의 경기선행성(景氣先行性)에 관한 연구(硏究)

  • Ji, Ho-Jun
    • The Korean Journal of Financial Management
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    • v.9 no.1
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    • pp.207-222
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    • 1992
  • 본(本) 연구(硏究)는 주식시장의 변화가 경기변동에 대하여 갖는 선행성(先行性)의 유무(有無)와 선행기간(先行期間) 및 선행패턴을 검정하였다. 기존의 경기 정점(peak)과 저점(trough)에 따른 선행시차분석(先行時差分析)이나 주식시장과 경기변동간의 단순회귀모형에 의한 ${\beta}$계수 측정 방법과는 달리, 교차상관관계(交叉相關關係)에 의한 선행 결합여부를 검정하고 Granger 정의에 입각한 인과관계검정(因果關係檢定)을 시도하였다. 1975년부터 1991년까지의 월별자료를 이용하여 교차상관계수(交叉相關係數)에 의한 Ljung-Box Q-통계량 검정을 실시한 결과 주식수익률과 경기동행지수 순환변동치는 선행결합(先行結合)하고 있음을 알 수 있었으며, t-7기의 주식수익률과 t기의 경기동행지수 순환변동치간의 계수가 가장 크게 나타났다. 또한 주식수익률의 lead 1에서 3기까지 보다는 lead 4기 이후에 크게 나타났으며 업종별(業種別)로는 제조업(製造業) 관련분야에서 유의적으로 나타났다. Granger 정의에 의한 인과관계(因果關係) 검정(檢定)을 실시한 결과, 12개월 내지 9개월 전부터 1개월 전까지의 주식수익률을 이용하는 것이 경기동행지수 순환변동치의 과거 정보만을 이용하는 것보다 예측오차를 줄일 수 있는 것으로 나타나 주식수익률이 경기동행지수 순환변동치의 원인변수라 할 수 있을 것이다. 업종별(業種別) Granger 검정결과는 교차상관계수(交叉相關係數)에 의한 Ljung-Box Q-통계량 검정결과와 유사하게 나타났는데 이는 검정결과의 신뢰성을 높여주었다.

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한국주식시장(韓國株式市場)에서의 분산한계검증(分散限界檢證)에 관한 연구(硏究)

  • Gu, Bon-Yeol
    • The Korean Journal of Financial Management
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    • v.14 no.1
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    • pp.23-50
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    • 1997
  • Shiller(1981)와 LeRoy-Porter(1951)에 의하여 시작된 분산한계검증(分散限界檢證)(variance bounds test)에 관한 연구는 주식시장에서 초과변동성(超過變動性)(excess volatility)의 존재를 통하여 주식시장(株式市場)의 효율성(效率性)을 검증하는 새로운 연구분야로서 주목을 받아왔다. 그리고 이들의 연구방법론을 응용하여 많은 효율적(效率的) 시장가설(市場假說)의 검증에 대한 연구가 이루어져 왔다. 본(本) 연구(硏究)는 이러한 연구(硏究)의 한 범주로써 한국주식시장(韓國株式市場)에서 분산한계검증(分散限界檢證)을 통하여 약형효율성(弱形效率性) 시장가설(市場假說)을 검증(檢證)하고자 하였으며 이를 위하여 먼저 Shiller (1981)의 배당평가모형(配當評價模型)을 이용한 사후적(事後的)인 합리적(合理的) 주가(株價)인 $P_t{^*}$의 추정방법(推定方法) 대신에 이 배당평가모형(配當評價模型)을 변형하여 $P_t{^*}$를 추정(推定)하는 방법을 제시하였다. 그리고 이 $P_t{^*}$를 기초로 Shiller(1981)의 분산한계검증식(分散限界檢證式)을 변형한 분산한계검증(分散限界檢證)의 조건식(條件式)을 유도하고 이에 의해 실증적(實證的) 검증(檢證)을 하였다. 한편, 이러한 검증과정(檢證過程)에서 시계열자료(時系列資料)의 특성상 사전적(事前的)으로 필요로 하는 실제주가(實際株價), $P_t$와 사후적(事後的)인 합리적(合理的) 주가(株價), $P_t{^*}$에 대한 단위근검정(單位根檢定)(unit root test)을 실시하였다. 아울러 $P_t$$P_t{^*}$의 선형관계(線形關係)의 안정성을 검정하기 위하여 공적분검정(共積分檢定)(cointegration test)도 실시하였다. 검증결과(檢證結果), Shiller(1981)의 분산한계검증식(分散限界檢證式)을 변형하여 유도된 효율성조건(效率性條件)을 만족시키는 범위(範圍)에 벗어나 한국주식시장(韓國株式市場)에서 주식시장(株式市場)의 비효율성(非效率性)을 배제할 수 없는 것으로 나타났다.

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The effects of the 16-weeks' combined exercise program on metabolic syndrome and autonomic nerve system of low-level physical strength group (16주 복합운동프로그램을 통한 저체력군 고등학생의 대사증후군 지표와 자율신경계의 변화)

  • Han, Jin-Man;Lee, Kyeong-Jun;Yang, Jeong-Ok
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.787-796
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    • 2012
  • The aim of this study is to closely examine the changes in their metabolic syndrome index and autonomic nerve systems after the 16-weeks's combined exercise program is carried out on low-level physical strength group (PAPS 4-5 level students). They were divided into two groups; exercise training group (15) and control group (15). This program consisted of five-times-a-week's warm-ups, main activities and warm-downs and it takes 50 minutes per trial. Through SPSS 19.0, all averages and standard deviations of dependent variables were calculated. We first performed Shapiro-Wilk's normality test of the variables. Before verifying the effect of combined exercise program, we tested the equality of means of the variables between combined-exercise-programmed-group and control group through a two-sample t-test and carried out a paired t-test to check if the changes in the variables of two groups before and after 16 weeks are statistically significant. Every statistical test is performed at a significance level of ${\alpha}$=.05. The results are as follows. When it came to metabolic syndrome index, there were statistically meaningful changes in waist measurement, triglyceride, glucose with empty stomach and HDL-C. Also, when it came to autonomic nerve system, there were meaningful changes in all variables. Consequently, it seems that the 16-weeks combined exercise program has positive effects on low level physical strength students.

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)

  • Shin, Dae-young
    • Proceedings of the Korean Society of Computer Information Conference
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    • pp.108-109
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    • 2018
  • 이벤트는 보다 많은 소비자들을 모으기 위해 행해지는 행사로써, 최근 게임업체는 게임유저의 성격에 따라 신규, 휴면, 충성, 통상 등으로 분류하여 다양한 이벤트를 실시하고 있으며, 게임업체의 이벤트 횟수는 약 400회이며, 평균 이벤트 일수도 약 20여일 정도 진행하고 있다. 본 연구에서는 온라인 게임의 이용등급별로 평균 이벤트 기간과의 관계를 알아보고자 전체이용가, 12세이용가, 15세이용가, 청소년 이용불가 중에서 15세이용가, 청소년 이용불가 두 그룹간의 평균 이벤트 기간의 차이를 연구하였다.

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Computation of Noncentral T Probabilities using Neural Network Theory (신경망이론에 의한 비중심T분포 확률계산)

  • Gu, Son-Hee
    • The Transactions of the Korea Information Processing Society
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    • v.4 no.1
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    • pp.177-183
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    • 1997
  • The cumulative function of the noncentral t distribution calculate power in testing equality of means of two normal populations and confidence intervals for the ratio of population mean to standard deviation. In this paper, the evaluation of the cumulative function of noncentral t distribution is applied to the neural network consists of the multi-layer perception structure and learning process has the algorithm of the backpropagation. Numerical comparisons are made between the Fisher's values and the results obtained by neural network theory.

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Efficient Edge Detection in Noisy Images using Robust Rank-Order Test (잡음영상에서 로버스트 순위-순서 검정을 이용한 효과적인 에지검출)

  • Lim, Dong-Hoon
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.147-157
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    • 2007
  • Edge detection has been widely used in computer vision and image processing. We describe a new edge detector based on the robust rank-order test which is a useful alternative to Wilcoxon test. Our method is based on detecting pixel intensity changes between two neighborhoods with a $r{\times}r$ window using an edge-height model to perform effectively on noisy images. Some experiments of our robust rank-order detector with several existing edge detectors are carried out on both synthetic images and real images with and without noise.

A Study on the Pressure Drops of T-Branch Pipes (분기배관의 압력강하에 관한 연구)

  • Nam, Jun-Seok;Baek, Chang-Sun;Kwon, Soon-Kwan;Kim, Dong-Hyun;Min, Kyung-Tak;Kim, Byoung-Gon;Lee, Sung-Ho
    • Fire Science and Engineering
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    • v.22 no.3
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    • pp.272-277
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    • 2008
  • This study is performed for propose that exactly equivalent length of TBP in the applied at water-based fire protection system. For predict the measuring position of equivalent length, we determined the measuring position using the FVM about pressure drop of TBP. For the reckon of the exact about measured value we compared with the result of FVM and we knew the similar value each other. Using the results we proposed the friction loss measuring position that inlet of main dirction is 20 times of appellation diameter in main pipe, outlet of main dirction is 10 times of appellation diameter in main pipe and outlet of branched direction is 20 times of appellation diameter.

Variation in the Vertebral Number of Sand-eel, Ammodytes personatus GIRARD (까나리의 생물학적 기초조사)

  • 전찬일
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.15 no.1
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    • pp.1-3
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    • 1979
  • The sand-eel, Ammodytes personatus GIRARD, "Kka-na-ri" is an important commercial fish inhabiting the coastal waters of Korea. The numbers of vertebrae (except urostyle) waR statistically analysezed based on the samples collected at three major fishing localitie" Jumunjin (East Sea), Geoje Island (southern coast) and Baegryeong Island (Yellow Sea) from May 1978 to June 1979. It was found that there was a very distinct difference in the numbers of vertebrae in the samples.rae in the samples.

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A Study on Teaching Method of Two-Sample Test for Population Mean Difference (두 모집단 모평균 비교의 지도에 관한 연구)

  • Kim Yong-Tae;Lee Jang-Taek
    • The Mathematical Education
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    • v.45 no.2
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    • pp.145-154
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    • 2006
  • The main purpose of this study is to investigate the effect of departures from normality and equal variance on the two-sample test when the variances are unknown. We have found that type I error brought about a little bit change which is ignorable in relation to kurtosis. But the change of type I error was mainly based on the skewness of the parent population. In introductory statistics classes where data analysis includes techniques for detecting skewness of two populations, we recommend the two-sample t-test when maximal skewness of two populations is smalter than the value 4 when the variances seem equal. Furthermore, our simulations reveal that the two-sample t-test appears somewhat more robust than that of z-test if the assumption of equal variance is satisfied. In the case of unequal variance, the two-sample t-test appears somewhat more robust provided the t-statistic using Satterthwaite's approximate degrees of freedom.

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