• The Korean Journal of Applied Statistics
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• v.19 no.1
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• pp.111-120
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• 2006

In a two-stage two-level balanced nested design, type I error rates for the parametric tests and the rank transformed tests for the main effects and the nested effects are in overall similar to each other. Furthermore, powers for the rank transformed statistic for the main effects and the nested effects in a two-stage two-level balanced nested design are generally superior to powers for the parametric statistic When the effect size and the sample size are increased, we can find that powers increase for the parametric statistic and the rank transformed statistic are dramatically improved. Especially for the case of the fixed effects in the asymmetric distributions such as an exponential distribution, powers for the rank transformed tests are quite high rather than powers for the parametric tests.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.27 no.6A
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• pp.517-523
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• 2002

The closed from of sums and weighted sums of the score functions of the locally optimum rank detectors are obtained in this paper. When we consider the asymptotic performance characteristics of a detector based on rank and sign statistics, the sums and weighted sums of the score functions have to be prepared. The efficacy of a detector can be obtained from the sums and weighted sums of the score functions. Score functions based on rank statistics, as well as those based on magnitude rank and sign statistics, have also been considered, which includes most score functions presented in the literature.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.683-691
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• 2012

In $4{\times}4$ graeco-latin square design, powers of rank transformed statistic for testing the main effect are superior to powers of parametric statistic without regard to the effect structure with equally or unequally spaced effect levels as well as the type of population distributions such as exponential, double exponential, normal and uniform distribution. As numbers of block effect or effect sizes are decreased, powers of rank transformed statistic are much higher than powers of parametric statistic. In case that block effects are smaller than a main effect or one block effect is higher than other block effects, powers of rank transformed statistic are much higher than powers of parametric statistic in $4{\times}4$ graeco-latin square design with three block effects and one main effect.

• Communications for Statistical Applications and Methods
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• v.2 no.1
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• pp.185-193
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• 1995

b개의 블럭과 m개의 처리를 가지는 확률화 블럭 모형에서, 블럭내 순위들 사이의 "near-matches"의 갯수를 이용하여 처리효과의 우산형 대립가설에 대한 순위검정법을 제안하고자 한다.b가 고정되어 있고 처리 m의 갯수를 무한히 하면, Wilcoxon score에 대한 블럭내 순위들을 근거로 해서 제안된 검정법과 수정된 W-검정법과의 점근상대효율을 구하였고, 또한 소표본에서 Monte Carlo 연구를 통하여 제안된 통계량과 수정된 W-통계량을 비교 연구하였다.량을 비교 연구하였다.

• Journal of the Korean Data and Information Science Society
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• v.21 no.2
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• pp.231-240
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• 2010

If only fixed effects exist in a 4 $\times$ 4 balanced incomplete block design, powers of FR statistic for testing a main effect show the highest level with a few replications. Under the exponential and double exponential distributions, FR statistic shows relatively high powers with big differences as compared with the F statistic. Further in a traditional balanced incomplete block design, powers of FR statistic having a fixed main effect and a random block effect show superior preference for all situations without regard to the effect size of a main effect, the parameter size and the type of population distributions of a block effect. Powers of FR statistic increase in a high speed as replications increase. Overall power preference of FR statistic for testing a main effect is caused by unique characteristic of a balanced incomplete block design having one main and block effect with missing observations, which sensitively responds to small increase of main effect and sample size.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.143-152
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• 2017

Restriction of completely randomization within a block can be handled by a split plot factorial design splitted by several plots. $3{\times}3$ split plot factorial design with two fixed main factors and one fixed block shows that powers of the rank transformed statistic for testing whole plot factorial effect and split plot factorial effect are superior to those of the parametric statistic when existing effect size is small or the remaining effect size is relatively smaller than the testing factorial effect size. Powers of the rank transformed statistic show relatively high level for exponential and double exponential distributions, whereas powers of the parametric and rank transformed statistic maintain similar level for normal and uniform distributions. Powers of the parametric and rank transformed statistic with two fixed main factors and one random block are respectively lower than those with all fixed factors. Powers of the parametric andrank transformed statistic for testing split plot factorial effect with two fixed main factors and one random block are slightly lower than those for testing whole plot factorial effect, but powers of the rank transformed statistic show comparative advantage over those of the parametric statistic.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.401-410
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• 2009

Due to the characteristics of 3 ${\times}$ 3 Latin square design which is composed of two block effects and one main effect, powers of rank transformed statistic for testing the main effect are very superior to powers of parametric statistic without regard to the type of population distributions. By order of when all three effects are fixed, when on one block effect is random, when two block effects are random, the rank transform statistic for testing the main effect shows relatively high powers as compared with the parametric statistic. Further when the size of main effect is big with one equivalent size of block effect and the other small size of block effect, powers of rank transformed statistic for testing the main effect demonstrate excellent advantage to powers of parametric statistic.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.765-774
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• 1997

본 논문에서는 반복이 없는 이원배치에서 교호작용의 존재를 가정하고 처리수준간의 모집단 분포의 동일성을 검정하는 비모수적 검정법을 제안하였다. 검정통계량의 구성을 위하여 순위벡터를 그 구조의 형태별로 정리한 순위위치벡터를 제안하고, 이의 특성과 응용가능성을 연구하였다. 또한 모의 검정력 연구를 통하여 기존의 비모수적 방법이 갖는 약점과 제안한 통계량의 우수함을 실증하였다.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.16 no.4
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• pp.319-325
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• 1991

A nonparametric detection scheme which uses rank statistics for detection of known signals is considered in a special case of a generalized observation model. Specifically locally optimum rank detectors for detection of known deterministic singals in a singnal-dependent noise model are derived, and compared to those derived for the purely-additive noise model. Examples of the score functions are given, which constitutes the test statistics of the locally optimum rank detectors.