• 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.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.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.225-237
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• 1994

A generalized likelihood ratio test is developed to detect an outlier associated with monitoring nuclear proliferation. While the classical outlier detection methods consider continuous variables only, our approach allows both continuous and discrete variables or a mixture of continuous and discrete variables to be used. In addition, our method is free of the normality assumption, which is the key assumption in most of the classical methods. The proposed test is constructed by applying the bootstrap to a generalized likelihood ratio. We investigate the performance of the test by studying the power with simulations.

• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.43-53
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• 1998

본 연구에서는 승법 시계열모형에 있어서 계절성 존재에 대한 대표본 검정통계량으로 서 Wald, 우도비, Rao 통계량을 제안했다. 그리고 세 통계량의 극한분포를 유도하였다. 모의실험을 통하여 세 검정통계량의 경험적 유의수준과 극한분포를 구하고, 세 검정통계량의 검정력을 비교하였다.

• Journal of the Korean Institute of Intelligent Systems
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• v.21 no.1
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• pp.25-28
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• 2011

In this paper, we study some properties of condition for fuzzy data, agrement index by ratio of area and the uniformly most powerful fuzzy test of hypothesis. Also, we suggest a confidence bound for uniformly most powerful fuzzy test. For illustration, we take the most powerful critical fuzzy region from exponential distribution by likelihood ratio and test the hypothesis of ${\chi}^2$-distribution by agreement index.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.515-523
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• 2000

In this paper we detect edges using stutistical methods of the change-point problem. For this, we perform the hypothesis testing for differences in gray levels to see whether any $n\timesn$ subimage contains edge segments. The proposed method based on the twosample Kolmogorov-Smirnov test is introduced and the likelihood ratio test and the \VolfeSchechtman test for change-point problem arc also applied for edge detection. \Ve perform the experimental study to assess the performance of these methods in both noisy and uncontaminated sample noises.

• The Korean Journal of Applied Statistics
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• v.23 no.3
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• pp.585-594
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• 2010

This study, investigates the effects of dispersion parameters between two response variables in zero-truncated bivariate generalized Poisson distributions. A Monte Carlo study shows that the zero-truncated bivariate Poisson and negative binomial models fit poorly wherein the zero-truncated bivariate count data has heterogeneous dispersion parameters on dependent variables. In addition, we derive the score test for testing the equality of the dispersion parameters and compare its efficiency with the likelihood ratio test.

• The Korean Journal of Applied Statistics
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• v.7 no.1
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• pp.19-34
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• 1994

In this paper we propose nonparametric tests of parallelism against umbrella alternatives of slopes in k-regression lines and investigate the asymptotic properties of the proposed test statistics. For the known peak and unknown peak, we suggest the test statistics and show that, from Monte Carlo study, the proposed test statistics have good empirical powers for heavy tailed distributions than the likelihood ratio tests.

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.247-253
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• 1998

In ease of the epidemic Zero-Inflated Poisson model, likelihood ratio test was used for testing epidemic alternatives. Epidemic changepoints were estimated by the method of least squares. It were used for starting points to estimate the maximum likelihood estimators. And several parameters were compared through the Monte Carlo simulations. As a result, maximum likelihood estimators for the epidemic chaagepoints and several parameters are better than the least squares and moment estimators.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.30 no.5
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• pp.365-372
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• 2019

We propose a method to estimate unknown parameters(e.g., target amplitude and clutter parameters) in the generalized likelihood ratio test(GLRT) using maximum likelihood estimation and the Newton-Raphson method. When detecting targets in a clutter environ- ment, it is important to establish a modular model of clutter similar to the actual environment. These correlated clutter models can be generated using spherically invariant random vectors. We obtain the GLRT of the generated clutter model and check its detection probability using estimated parameters.