• Title/Summary/Keyword: 검정방법

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A Test of the Multivariate Normality Based on Likelihood Functions (가능도 함수를 기초로 한 다변량 정규성 검정)

  • Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.223-232
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    • 2002
  • The present paper develops a test of the multivariate normality based on nonlinear transformations and the likelihood function. For checking the normality, we test the shape parameter which indexes the family of transformations. A score test and a parametric bootstrap test are used to evaluate the discrepancy between the data and a multivariate normal distribution. In order to compare the performance of our test with the existing tests, a simulation study was carried out for several situations where nuisance parameters have to be estimated. The results showed that the proposed method is superior to the existing methods.

Nonparametric procedures using aligned method and linear placement statistics in randomized block design (랜덤화 블록 계획법에서 정렬방법과 선형위치통계량을 이용한 비모수 검정법)

  • Han, Jinjoo;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1411-1419
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    • 2016
  • Nonparametric procedures in randomized block design was proposed by Friedman (1937) as a general alternative. This method is used to find out the difference in treatment effect. It can cause a loss of inter block information using the ranking in each block. This paper proposed nonparametric procedures using an aligned method proposed by Hodges and Lehmann (1962) to reduce block information based on joint placement suggest by Jo and Kim (2013) in a randomized block design. We also compared the power of the test of the proposed procedures and established method through a Monte Carlo simulation.

반복측정이 난해한 환경을 고려한 라인간 계측동일성 검정

  • Kim, Hyeong-Seon;Jo, Hyeong-Seok;Lee, Ho-Yeong;Dong, Seung-Hun;Lee, Sang-Gil
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2007.04a
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    • pp.229-234
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    • 2007
  • 반도체 산업에서 동일제품을 여러 라인에서 생산하는 것은 일반적이다. 모든 라인에서 생산된 제품의 품질수준의 동일 여부는 반도체 공정 계측데이터의 동일성 여부로 결정된다. 이러한 의사결정에 앞서 계측데이터를 생산하는 라인간 계측시스템의 동일성 검정은 필수적이다. 일반적인 두 집단의 동일성검정 방법은 동일시료를 두 집단에서 반복 측정하여 측정값의 차이를 비교하는 방법이다. 그러나, 반도체 계측특성은 동일시료를 반복 측정할 때, 물리적 영향 등에 의해 시료가 변화하여 반복측정이 난해한 특징을 가지고 있어 일반적인 반복측정 방식의 동일성 검정방법은 적합하지 않다. 본 연구에서는 반복측정이 난해한 반도체 계측 특성 하에서 가설검정을 이용한 라인간 계측 동일성 검정방법을 제시하고 실제 반도체 공정에 적용한 사례를 소개하고자 한다.

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Statistical methods for testing tumor heterogeneity (종양 이질성을 검정을 위한 통계적 방법론 연구)

  • Lee, Dong Neuck;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.32 no.3
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    • pp.331-348
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    • 2019
  • Understanding the tumor heterogeneity due to differences in the growth pattern of metastatic tumors and rate of change is important for understanding the sensitivity of tumor cells to drugs and finding appropriate therapies. It is often possible to test for differences in population means using t-test or ANOVA when the group of N samples is distinct. However, these statistical methods can not be used unless the groups are distinguished as the data covered in this paper. Statistical methods have been studied to test heterogeneity between samples. The minimum combination t-test method is one of them. In this paper, we propose a maximum combinatorial t-test method that takes into account combinations that bisect data at different ratios. Also we propose a method based on the idea that examining the heterogeneity of a sample is equivalent to testing whether the number of optimal clusters is one in the cluster analysis. We verified that the proposed methods, maximum combination t-test method and gap statistic, have better type-I error and power than the previously proposed method based on simulation study and obtained the results through real data analysis.

Nonparametric procedures using placement in randomized block design with replications (반복이 있는 랜덤화 블록 계획법의 위치를 이용한 비모수 검정법)

  • Lee, Sang-Yi;Kim, Dong-Jae
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1105-1112
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    • 2011
  • Mack (1981), Skilling and Wolfe (1977, 1978) proposed typical nonparametric method in randomized block design with replications. In this paper, we proposed the procedures based on placement as extension of the two sample placement tests described in Orban and Wolfe (1982) and treatment versus control tests described in Kim (1999). Also Monte Carlo simulation study is adapted to compare power of the proposed procedure with those of previous procedures.

Testing the Equality of Several Correlation Coefficients by Permutation Method

  • Um, Yonghwan
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.6
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    • pp.167-174
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    • 2022
  • In this paper we investigate the permutation test for the equality of correlation coefficients in several independent populations. Permutation test is a non-parametric testing methodology based upon the exchangeability of observations. Exchangeability is a generalization of the concept of independent, identically distributed random variables. Using permutation method, we may construct asymptotically exact test. This method is asymptotically as powerful as standard parametric tests and is a valuable tool when the sample sizes are small and normality assumption cannot be met. We first review existing parametric approaches to test the equality of correlation coefficients and compare them with the permutation test. At the end, all the approaches are illustrated using Iris data example.

Nonparametric procedures using aligned method and joint placement in randomized block design (랜덤화 블록 계획법에서 정렬방법과 결합 위치를 이용한 비모수 검정법)

  • Jo, Sungdong;Kim, Dongjae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.95-103
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    • 2013
  • Nonparametric procedure in randomized block design (RBD) was proposed by Friedman (1937) for general alternatives. Also Page (1963) suggested the test for ordered alternatives in RBD. In this paper, we proposed the new nonparametric method in randomized block design using aligned method suggested by Hodges and Lehmann (1962) and the joint placement described in Chung and Kim (2007). Also, Monte Carlo simulation study was adapted to compare the power of the proposed procedure with those of previous procedure.

On Testing the First-order Autocorrelation of the Error Term in a Regression Model via Multiple Bayes Factor (다중 베이즈요인에 의한 회귀모형 오차항의 자기상관 검정)

  • 한성실;김혜중
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.605-619
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    • 1999
  • 본 논문은 회귀분석에서 오차항의 1차 자기상관 존재 여부 및 그 값을 검정하는 방법을 베이지안 접근법으로 제안하였다. 이 방법은 모수공간의 다중분할로 인해 얻어진 여러 가설들에 대한 다중결정문제를 다중 베이즈요인에 관한 이론과 일반화 Savage-Dickey 밀도비를 이용한 사후확률 추정법을 합성하여 개발되었다. 이 방법은 기존의 검정법들에서 가능한 검정 뿐 아니라 이들이 해결할 수 없는 자기상관에 대한 다중결정문제에도 사용이 가능한데 그 효용성이 있다. 모의실험을 통하여 제안된 검정법의 유효성을 평가하였다.

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Nonparametric multiple comparison method in one-way layout based on joint placement (일원배치모형에서 결합위치를 이용한 비모수 다중비교법)

  • Seok, Dahee;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.1027-1036
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    • 2017
  • Multiple comparisons are required to confirm whether or not something is significant if the null hypothesis to test whether the difference between more than three treatments is rejected in a one-way layout. There are both parametric multiple comparison method Tukey (1953) and Nonparametric multiple comparison method based on Kruskal-Wallis (1952).This procedure is applied to a mixed sample of all data and then an average ranking is used for each of three or more treatments. In this paper, a new nonparametric multiple comparison procedure based on joint placements for a one-way layout as extension of the joint placements described in Chung and Kim (2007) was proposed. Monte Carlo simulation is also adapted to compare the family wise error rate (FWE) and the power of the proposed method with previous methods.

Nonparametric method in one-way layout based on joint placement (일원배치법에서 결합위치를 이용한 비모수 검정법)

  • Jeon, Kyoung-Ah;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.729-739
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    • 2016
  • Kruskal and Wallis (1952) proposed a nonparametric method to test the differences between more than three independent treatments. This procedure uses rank in mixed sample combined with more than three unlike populations. This paper proposes a the new procedure based on joint placements for a one-way layout as extension of the joint placements described in Chung and Kim (2007). A Monte Carlo simulation study is adapted to compare the power of the proposed method with previous methods.