• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.141-146
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• 2000

Shapiro와 Wilk(1972)는 위치모수와 척도모수가 미지인 경우 지수분포의 검정통계량을 제안하였다. 그것은 척도모수의 일반화 최소제곱추정량과 표본분산의 비로 구성되었다. 그러나 이 검정통계량은 일치성을 갖지 않는다. 본 논문에서는 척도모수의 두개의 점근유효추정량으로 구성된 통계량을 고려하고 이의 극한분포를 구하였다. 또한 두 개의 통계량의 검정력을 비교한 결과 제안된 통계량이 변동계수가 1보다 크거나 같은 분포에서 더 좋은 검정력을 가짐을 볼 수 있었다.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.847-856
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• 2013

In this paper, we deal with testing goodness-of-fit for normal distribution based on parametric and nonparametric entropy estimators. The minimum variance unbiased estimator for the entropy of the normal distribution is derived as a parametric entropy estimator to be used for the construction of a test statistic. For a nonparametric entropy estimator of a data-generating distribution under the alternative hypothesis sample entropy and its modifications are used. The critical values of the proposed tests are estimated by Monte Carlo simulations and presented in a tabular form. The performance of the proposed tests under some selected alternatives are investigated by means of simulations. The results report that the proposed tests have better power than the previous entropy-based test by Vasicek (1976). In applications, the new tests are expected to be used as a competitive tool for testing normality.

• The Korean Journal of Applied Statistics
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• v.14 no.1
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• pp.211-221
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• 2001

본 논문에서는 2$\times$2 분할표의 주변동질성 검정에서 사용될 수 있는 통계량들을 소개하고, 이 통계량들을 비교하였다. 먼저 주변동질성 검정에 민감하게 영향을 주는 모수를 정의한 후에 이 모수들의 효과를 예시하였다. 또한 이 모수들을 이용하여 모의실험을 통해여러 검정법들을 비교해본 결과 McNemar 검정이 다른 검정력보다 더 좋은 성질을 가지고 있음을 보였다.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.281-290
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• 2017

Mack and Skillings (1980) proposed a nonparametric method in a randomized block design with replications. This method employs the mean of observations instead of each observation. However, it has the inherent disadvantage that there may be a loss of information. In this paper, we proposed a nonparametric method that employees an aligned method and linear placement statistics to supplement its weakness. A Monte-Carlo study is performed to compare the power of the proposed method with previous methods.

• 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.

• 한국데이터정보과학회:학술대회논문집
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• 2005.10a
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• pp.139-150
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• 2005

본 연구에서는 잡음이 섞인 카오스 시스템으로부터 생성된 자료와 단순한 무질서를 갖는 불규칙한 자료를 구별할 수 있는 고전적인 비모수적 검정을 알아보고, 낮은 차원의 카오스 자료와 무질서한 자료를 구별할 수 있는 위상공간에서의 재구성(reconstruction) 기법을 로지스틱 및 지수 사상을 이용하여 살펴보았다.

• Communications for Statistical Applications and Methods
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• v.4 no.2
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• pp.533-540
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• 1997

일반화 감마분포(generalized gamma distribution)에서 지표모수(index parameter)에 대한 추론은 생존시간(lifetime)과 관련한 모형의 선택문제에서 매우 중요하다. 이에 대한 정확한(exact) 추론법은 알려져 있지 않다. 본 연구에서는 이에 대한 점근적(asymptotic) 검정법으로 소표본에서도 우도비 검정에 비해 효율이 뛰어난 Bartlett 검정을 제안하고, 이의 요율적 수행을 위한 대체 모형으로 부터의 누율계산(cumulant computation) 법을 제시하였다. 또한 실제자료에 대해 본 논문에서 제시한 누율계산과정을 이용하여 Bartlett 검정을 실시한 결과 기존의 우도비 검정과는 상당히 큰 차이가 남을 확인하였다. 따라서 모형의 선택 등의 문제에서 제안된 방법은 소표본의 경우에 더욱 효율적이라 할 수 있다.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.707-717
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• 2016

Nonparametric procedures in a randomized block design was proposed by Friedman (1937) as a general alternative as well as suggested as a test for ordered alternatives by Page (1963). These methods are used for the rank of treatments in each block. In this paper, we proposed nonparametric procedures using aligned method proposed by Hodges and Lehmann (1962) to reduce among block information and based on placement suggested by Kim (1999) in a randomized block design. We also perform a Monte Carlo study to compare the empirical powers of the proposed procedures and established method.

• Journal of Digital Convergence
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• v.12 no.7
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• pp.261-266
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• 2014

When the number of parameters in the time series model are diverse, it is hard to forecast because of the increasing error by a parameter estimation. If the homogeneity hypothesis which was obtained from the same model about severeal data for the time series is selected, it is easy to get the predictive value better. Nonlinear time-series panel data for each parameter for each time series, since there are so many parameters that are present, and the large number of parameters according to the parameter estimation error increases the accuracy of the forecast deteriorated. Panel present in the time series of multiple independent homogeneity is satisfied by a comprehensive time series to estimate and to test of the parameters. For studying about the homogeneity test for the m independent non-linear of the time series panel data, it needs to set the model and to make the normal conditions for the model, and to derive the homogeneity test statistic. Finally, it shows to obtain the limit distribution according to ${\chi}^2$ distribution. In actual analysis,, we can examine the result for the homogeneity test about nonlinear time series panel data which are 2 groups of stock price data.