• Title/Summary/Keyword: 가설 검정

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확률화 블록 계획법에서 우산형 대립가설에 대한 점근 분포 무관 검정법의 연구

  • 김동희;김현기;이주현
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.83-92
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    • 1996
  • 확률화 블록 계획법에서 우산형 대립가설에 대한 점근 분포 무관 검정법을 제시하고 제안된 검정통계량의 점근적 정규성과 모수적 방법 및 비모수적 방법의 점근상대효율을 관찰하였다. 검점통계량은 블록 효과를 추정하여 제거한 관측치의 전체 블록 순위를 사용하여 제안하였으며 제안된 검정통계량의 소표본 Monte Carlo 연구를 통해 실험 검정력을 비교하였다. 그 결과 본 논문에서 제안된 검정통계량이 꼬리가 두꺼운 분포에서는 전반적으로 우수하고 로버스트한 것으로 나타났다.

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Nonparametric Test for Bivariate Alternating Location Translation Alternatives (이변량 교대 위치이동 대립가설에 대한 비모수적 검정)

  • 나종화;박효일
    • The Korean Journal of Applied Statistics
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    • v.13 no.1
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    • pp.71-80
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    • 2000
  • 본 논문에서는 이변량 분포함수의 위치모수에 대한 교대위치이동 대립가설에 대한 비모수적 검정법을 제안하였다. 소표본의 경우 실제 자료에 대해 순열원리에 기초한 근사적 검정법을 제시하였다. 모의실험을 통하여 Bhattacharyya와 Johnson(1970)의 층계순위(layer ranks)에 기초한 검정법과 검정력을 비교하였다.

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An asymptotically distribution-free test for parallelism of regression lines against umbrellar alternatives (회귀직선에서 우산형 대립가설에 대한 평행성의 점근 분포무관 검정법)

  • 김동희;임동훈
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.105-117
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    • 1995
  • An asymptotically distribution-free procedure is proposed for paralleism of k regression lines against umbrella alternatives. Asymptotic properties are discussed, and comparative results relative to Kim and Lim(1994)'s tests show that our procedure is generally more powerful.

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Transmission Effect of Price Variations (가격변동의 전이효과)

  • Kim, Tae-Ho;Ann, Ji-Hee
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.241-253
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    • 2010
  • As standard unit root tests are empirically proved to fail to reject the null hypothesis of a unit root for many economic and business time series, it is doubtful that most of those series are informative about the existence of a unit root or that those tests are powerful against relevant alternative hypotheses. This study attempts to perform tests of the null hypothesis of stationarity as well as tests of the null hypothesis of a unit root using the time series data of housing prices in the major metropolitan areas. The results of the additional analyses such as lead-lag, cross-correlation and impulse response for testing the statistical interrelationships between the prices are generally found to be consistent.

An Approximate Unconditional Test of Non-Inferiority for Two Proportions Based on Odds Ratio (두 모비율의 비열등성 시험에서 오즈비를 이용한 근사 무조건적 검정)

  • Seo, Young-Yeol;Kim, Dong-Jae
    • The Korean Journal of Applied Statistics
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    • v.22 no.4
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    • pp.793-804
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    • 2009
  • The hypotheses of difference, ratio and odds ratio between two proportions are used for the non-inferiority trial. The approximate unconditional test suggested by Kang and Chen (2000) based on difference and ratio have the potential problem against the failure rate. When the sample size is small, the type I errors of the asymptotic test using the normal approximation suggested by Chen et al. (2000) tends to exceed the nominal level. Therefore, we propose the approximate unconditional test based on odds ratio and compare the test with the asymptotic test. And we compare the three hypotheses used in the approximate unconditional tests of two proportions with respect to the type I errors and power.

k-Sample Rank Tests for Umbrella Location-Scale Alternatives (k-표본 우산형 위치-척도 대립가설에 대한 순위검정법의 연구)

  • Hee Moon Park
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.159-171
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    • 1994
  • Some rank score tests are proposed for testing the equality of all sampling distribution functions against umbrella location-scale alternatives in k-sample problem. Only the case of known peak $\ell$ is considered. Under the null hypothesis and a contiguous sequence of unbrella location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the tests based on the Chen-Wolfe rank analogue statistic are more powerful than others for unequally spaced umbrella location-scale alternatives and robust.

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Sample Size Determination of Univariate and Bivariate Ordinal Outcomes by Nonparametric Wilcoxon Tests (단변량 및 이변량 순위변수의 비모수적 윌콕슨 검정법에 의한 표본수 결정방법)

  • Park, Hae-Gang;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1249-1263
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    • 2009
  • The power function in sample size determination has to be characterized by an appropriate statistical test for the hypothesis of interest. Nonparametric tests are suitable in the analysis of ordinal data or frequency data with ordered categories which appear frequently in the biomedical research literature. In this paper, we study sample size calculation methods for the Wilcoxon-Mann-Whitney test for one- and two-dimensional ordinal outcomes. While the sample size formula for the univariate outcome which is based on the variances of the test statistic under both null and alternative hypothesis perform well, this formula requires additional information on probability estimates that appear in the variance of the test statistic under alternative hypothesis, and the values of these probabilities are generally unknown. We study the advantages and disadvantages of different sample size formulas with simulations. Sample sizes are calculated for the two-dimensional ordinal outcomes of efficacy and safety, for which bivariate Wilcoxon-Mann-Whitney test is appropriate than the multivariate parametric test.

The Classification Plan on Safety Certification System of Temporary Equipment (건설 가설재의 안전인증 분류방안)

  • Park, Sang-Wook;Park, Jun-Mo;Kim, Ok-Kyue
    • Proceedings of the Korean Institute Of Construction Engineering and Management
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    • 2008.11a
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    • pp.794-799
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    • 2008
  • At the point of changing from the capacity qualification of temporary equipments for building to safety certification system, the meaning of qualification and the present state of main products are evaluated for Capacity qualification system and compare with related system in developed country. These suggest classification of temporary equipments for building construction in safety certification. Now, present state of the capacity qualification system is estimated; according to the reforming system from restating law in 2003, there are a lot of changing of application in every 3 years because of that. The ability of Making business is improved by checking again but, there are limitation to constantly keep the safety as the system to approve form about sent imitation products. Changing from the capacity qualification system to safely certification system make to include the structure of the qualification system and make a plan standard. It make least panic in the building market and set up some standards for capacity by changing building circumstance. The classification of temporary equipment for building construction in safety certification from the module of quotation form classify each duty quotation item, self-regulation safely verification item and option quotation item, these will more improve the system form and quality of temporary equipment for building than before.

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The likelihood ratio test for detecting the best treatment among several exponential populations (지수분표에 있어서 최우수 처리의 판별을 위한 우도비 검정)

  • 황형태
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.151-157
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    • 1995
  • The method for detecting the best treatment is considered by means of hypothesis testing in the exponential case. The likelihood ratio test for a given hypothesis is derived to control the error probability, and the minimum powers in the interested regions are calculated to design the sampling plan.

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