• 제목/요약/키워드: ${\chi}^2-distribution$

검색결과 548건 처리시간 0.021초

Ljung-Box Test in Unit Root AR-ARCH Model

  • Kim, Eunhee;Ha, Jeongcheol;Jeon, Youngsook;Lee, Sangyeol
    • Communications for Statistical Applications and Methods
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    • 제11권2호
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    • pp.323-327
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    • 2004
  • In this paper, we investigate the limiting distribution of the Ljung-Box test statistic in the unit root AR models with ARCH errors. We show that the limiting distribution is approximately chi-square distribution with the degrees of freedom only depending on the number of autocorrelation lags appearing in the test. Some simulation results are provided for illustration.

An approach to improving the Lindley estimator

  • Park, Tae-Ryoung;Baek, Hoh-Yoo
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1251-1256
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    • 2011
  • Consider a p-variate ($p{\geq}4$) normal distribution with mean ${\theta}$ and identity covariance matrix. Using a simple property of noncentral chi square distribution, the generalized Bayes estimators dominating the Lindley estimator under quadratic loss are given based on the methods of Brown, Brewster and Zidek for estimating a normal variance. This result can be extended the cases where covariance matrix is completely unknown or ${\Sigma}={\sigma}^2I$ for an unknown scalar ${\sigma}^2$.

A Sequence of Improvement over the Lindley Type Estimator with the Cases of Unknown Covariance Matrices

  • Kim, Byung-Hwee;Baek, Hoh-Yoo
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.463-472
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    • 2005
  • In this paper, the problem of estimating a p-variate (p $\ge$4) normal mean vector is considered in decision-theoretic set up. Using a simple property of the noncentral chi-square distribution, a sequence of estimators dominating the Lindley type estimator with the cases of unknown covariance matrices has been produced and each improved estimator is better than previous one.

The Eccentric Properties of the Chi-Squared Test with Yates' Continuity Correction in Extremely Unbalanced 2×2 Contingency Table

  • Kang, Seung-Ho;Kwon, Tae-Hyuk
    • 응용통계연구
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    • 제23권4호
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    • pp.777-781
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    • 2010
  • Yates' continuity correction of the chi-squared test for testing the homogeneity of two binomial proportions in $2{\times}2$ contingency tables is developed to lower the value of the test statistic slightly. The effect of continuity correction is expected to decrease as the sample size increases. However, in extremely unbalanced $2{\times}2$ contingency tables, we find some cases where the effect of continuity correction is eccentric and is larger than expected. In such cases, we conclude that the chi-squared test with continuity correction should not be employed as a test statistic in both asymptotic tests and exact tests.

Asymptotically Distribution-Free Procedure in a Two-Way Layout

  • Park, Young-Hun
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.375-387
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    • 1995
  • Main purpose of this article is to consider the asymptotic distribution of the rank transformed F statistic for interaction in a two-way layout. Some theorems and sufficient conditions are derived to have the rank transformed F statistic converged in distribution to a chi-squared random variable with (I-1)(J-1) degrees of freedom divided by (I-1)(J-1). These results will be useful for the other theoretical studies of the rank transform procedure in experimental designs.

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Effects of Lexical Aspect on the Interlanguage of Ibibio ESL Learners: Later than Sooner

  • Willie, Willie U.
    • 비교문화연구
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    • 제43권
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    • pp.459-483
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    • 2016
  • The main objective of this paper is to test the major prediction of the Aspect Hypothesis on interlanguage narratives collected from 171 Ibibio ESL learners in a classroom setting using sets of picture stories. Aspect Hypothesis predicts that lexical aspectual classes of verbs would determine the pattern of acquisition and distribution of tense-aspect morphology at the very early stages of L2 acquisition of tense-aspect verbal morphology. That is, telic verbs would be marked with the past tense-aspect verbal morphology before atelic verbs in the interlanguage of ESL learners irrespective of their L1 background. The results of our data analyses show a significant effect from the lexical aspect on the acquisition and distribution of tense-aspect morphology with chi-square statistics of ($x^2=196.92$,df = 6, n = 1664, p = <.0001). However, the effect of the lexical aspect is shown to be more prominent among Ibibio ESL learners at higher levels of proficiency. This is contrary to the prediction regarding Aspect Hypothesis. The paper concludes that the influence of the lexical aspect on the pattern of acquisition and distribution of tense-aspect morphology may be universal but the actual point along the developmental pathway when such influence is obtainable is yet to be determined. This calls for more research into the pattern of the L2 acquisition of tense-aspect verbal morphology.

Rank transform F statistic in a 2$\times$2 factorial design

  • Park, Young-Hun
    • Journal of the Korean Statistical Society
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    • 제23권1호
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    • pp.103-114
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    • 1994
  • For a $2 \times 2$ factorial design without the restriction of a linear model or without regard to error terms having homoscedasticity, under the null hypothesis of no interaction we can have the rank transformed F statistic for interaction converge in distribution to a chi-squared random variable with one degree of random if and only if there is only main effect.

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학교급식에 대한 급식품질, 급식이미지, 만족도에 관한 연구: 배식형태의 조절효과를 중심으로 (A Study on the Quality and Image of School Meal Service and Student Satisfaction with the Service: Focused on Moderating Effect of Distribution Types)

  • 임희랑;김학선
    • 한국조리학회지
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    • 제19권5호
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    • pp.11-22
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    • 2013
  • 본 연구는 고등학생을 대상으로 한 학교급식의 서비스 품질속성, 급식 이미지 및 급식만족에 대한 영향관계를 규명하고 배식형태의 조절효과를 알아보았다. 연구 가설을 검증하기 위하여 통계 프로그램 SPSS 18.0, AMOS 18.0을 활용하여 빈도분석, 요인분석, 신뢰도 분석, 요인분석, 경로분석 및 카이제곱 적합성 검증을 실시하였다. 분석결과, 요인적재값이 0.4이상이고, ${\chi}^2$=258.831, d.f.=98, RMR=0.059, GFI=.884, AGFI=.839, NFI=0.908, IFI=0.941, CFI=0.940으로 척도가 타당도와 신뢰도가 있음을 보여 주었다. 가설검증을 위하여 구조 모형분석을 실시, 첫째, 급식 서비스품질은 급식이미지에 유의한 영향을 미칠 것으로 나타나 4개의 하위가설 모두 채택되었다. 둘째, 급식이미지는 급식만족에 유의한 영향을 미치는 것으로 나타났고 셋째, 급식이미지와 급식만족과의 관계에서 배식형태에 따른 조절효과가 있는 것으로 나타났다.

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The Influence of Brand Equity on Customer Purchase Decision: A Case Study of Retailers Distribution

  • NGUYEN, Van Thuy;TRAN, Thi Hong Dao;NGO, Thi Xuan Binh
    • 유통과학연구
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    • 제20권2호
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    • pp.11-18
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    • 2022
  • Purpose: The purpose of this paper is to investigate the influence of brand equity on customer purchase decision (CPD) of products for retailers distribution (RB) in Ho Chi Minh city, Vietnam. There are five elements in the brand equity model such as brand awareness, brand association, brand loyalty, perceived quality, and pricing policy. Research design, data and methodology: Qualitative methodology was used for exploring the research model and variables. The survey was conducted to collect data from 251 respondents who bought products at RB in Ho Chi Minh city, which is based on a Likert scale. The collected data were analyzed with the reliability of the scale, exploratory factor analysis, and research hypothesis testing by SPSS 22. Results: The results obtained revealed that brand awareness, brand association, perceived quality, and pricing policy have a significant impact on CPD for RB. Furthermore, the results showed that perceived quality is the most significant component in influencing CPD at retailers. Conclusions: From the research results, some management implications that RB should focus on are perceived quality, choice of pricing policies and strategies, brand building and development to attract more customers as well as enhance its image to improve customers' purchasing decisions of products at retail distributors chain.

A Simulation Study on The Discounted Cost Distribution under Age Replacement Policy

  • Dohi, Tadashi;Ashioka, Akira;Kaio, Naoto;Osaki, Shunji
    • Industrial Engineering and Management Systems
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    • 제3권2호
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    • pp.134-139
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    • 2004
  • During the last three decades, a few attentions have been paid for investigating the cost distribution for the optimal maintenance problems. In this article, we derive the moment of the discounted cost distribution over an infinite time horizon for the basic age replacement problem. With first two moments of the discounted cost distribution, we approximate the underlying distribution function by three theoretical distributions. Through a Monte Carlo simulation, we conclude that the log-normal distribution is the best fitted one to approximate the discounted cost distribution.