• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.383-391
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• 2011

This paper presents a modified entropy-based test of fit for the inverse Gaussian distribution. The test is based on the entropy difference of the unknown data-generating distribution and the inverse Gaussian distribution. The entropy difference estimator used as the test statistic is obtained by employing Vasicek's sample entropy as an entropy estimator for the data-generating distribution and the uniformly minimum variance unbiased estimator as an entropy estimator for the inverse Gaussian distribution. The critical values of the test statistic empirically determined are provided in a tabular form. Monte Carlo simulations are performed to compare the proposed test with the previous entropy-based test in terms of power.

• 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.26 no.4
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• pp.611-622
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• 2013

Mudholkar and Tian (2002) proposed an entropy-based test of fit for the inverse Gaussian distribution; however, the test can be applied to only the composite hypothesis of the inverse Gaussian distribution with an unknown location parameter. In this paper, we propose an entropy-based goodness-of-fit test for an inverse Gaussian distribution that can be applied to the composite hypothesis of the inverse Gaussian distribution as well as the simple hypothesis of the inverse Gaussian distribution with a specified location parameter. The proposed test is based on the probability integration transformation. The critical values of the test statistic estimated by simulations are presented in a tabular form. A simulation study is performed to compare the proposed test under some selected alternatives with Mudholkar and Tian (2002)'s test in terms of power. The results show that the proposed test has better power than the previous entropy-based test.

• The Korean Journal of Applied Statistics
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• v.20 no.1
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• pp.79-89
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• 2007

A test for normality introduced by Arizono and Ohta(1989) is based on fullback-Leibler discrimination information. The test statistic is derived from the discrimination information estimated using sample entropy of Vasicek(1976) and the maximum likelihood estimator of the variance. However, these estimators are biased and so it is reasonable to make use of unbiased estimators to accurately estimate the discrimination information. In this paper, Arizono-Ohta test for normality is improved. The derived test statistic is based on the bias-corrected entropy estimator and the uniformly minimum variance unbiased estimator of the variance. The properties of the improved KL test are investigated and Monte Carlo simulation is performed for power comparison.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.1271-1284
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• 2011

The entropy-based test of fit for the inverse Gaussian distribution presented by Mudholkar and Tian(2002) can only be applied to the composite hypothesis that a sample is drawn from an inverse Gaussian distribution with both the location and scale parameters unknown. In application, however, a researcher may want a test of fit either for an inverse Gaussian distribution with one parameter known or for an inverse Gaussian distribution with both the two partameters known. In this paper, we introduce tests of fit for the inverse Gaussian distribution based on the Kullback-Leibler information as an extension of the entropy-based test. A window size should be chosen to implement the proposed tests. By means of Monte Carlo simulations, window sizes are determined for a wide range of sample sizes and the corresponding critical values of the test statistics are estimated. The results of power analysis for various alternatives report that the Kullback-Leibler information-based goodness-of-fit tests have good power.

• Proceedings of the Korean Information Science Society Conference
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• 2005.07b
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• pp.607-609
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• 2005

온라인 및 오프라인 상에서 추천시스템에 대한 요구가 커지고 있으며 이에 관련해 않은 연구가 이루어지고 있다. 추천시스템은 마케팅 활용의 관점에서 목표 상품에 대한 반응 가능성이 높은 고객군을 추천하는 타겟마케팅 추천시스템과 고객 개인별로 구매 가능성이 높은 상품을 추천하는 개인화 추천시스템으로 구분할 수 있다. 지금까지의 추천시스템에 관한 연구는 대부분 개인화 추천시스템의 효율 향상에 목표를 두고 있다. 그러나 기업의 타겟마케팅에 대한 요구를 적절히 지원하지 못하고 있어 타겟마케팅에 대한 연구가 필요하다. 본 연구에서는 상품별 구매 패턴을 이용하는 프로파일 기반 추천 방법을 제안하고 이 방법과 기존의 협력적 추천 방법을 결합하여 특정 상품에 반응 가능성이 높은 고객을 추천하는 방법을 제안한다. 프로파일 기반 추천에서는 카이스퀘어 검정을 사용하여 상품별로 구매 패턴에 영향을 미치는 요인을 추출하고 이를 이용하여 특징 고객군을 선별하여 전체 고객군과 특징 고객과의 엔트로피(Entropy)의 변이 정도를 예측값으로 사용한다. 실험결과, 프로파일 기반 추천과 협력적 추천을 결합하여 추천하는 방법은 한 가지 방법을 사용할 때 보다 좋은 추천 정확도를 나타내었다.

• Journal of the Korea Convergence Society
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• v.9 no.3
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• pp.53-59
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• 2018

In this paper, we propose a sequence mining based manufacturing process using a decision model in cognitive factory. The proposed model is a method to increase the production efficiency by applying the sequence mining decision model in a small scale production process. The data appearing in the production process is composed of the input variables. And the output variable is composed the production rate and the defect rate per hour. We use the GSP algorithm and the REPTree algorithm to generate rules and models using the variables with high significance level through t-test. As a result, the defect rate are improved by 0.38% and the average hourly production rate was increased by 1.89. This has a meaning results for improving the production efficiency through data mining analysis in the small scale production of the cognitive factory.