• Title/Summary/Keyword: 위치모수

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A bivariate extension of the two-parameter exponential distribution (위치모수를 가지는 이변량지수분포의 개발)

  • 홍연웅
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.185-192
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    • 1998
  • A bivariate extension of the two-parameter exponential distribution is proposed as a model for certain problems in system level life testing. In particular, it applies to two-component shared parallel systems having a minimum guarantee time. Various statistical properties of the model are investigated, including maximum likelihood estimators (MLEs), modified MLEs, and unbiased estimators of the parameters and their distributions.

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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.

Kullback-Leibler Information-Based Tests of Fit for Inverse Gaussian Distribution (역가우스분포에 대한 쿨백-라이블러 정보 기반 적합도 검정)

  • Choi, Byung-Jin
    • 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.

반복이 없는 이원배치에서 분포의 동일성 검정에 대한 비모수적 검정법

  • 이기훈
    • 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.

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Nonparametric test procedure for the bivariate changepoint (이변량 변화시점모형에 대한 비모수적인 검정법)

  • 김경무
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.35-46
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    • 1994
  • We propose the nonparametric rank-like test for the location parameter in the bivariate changepoint model. Empirical powers between the parametric test and nonparametric test are compared. These results show that rank-like test is better than parametric method except bivariate normal null distribution. The point estimators for the changepoint are also compared by the empirical mean squared errors.

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Nonparmetric Method for Identifying Effective and Safe Doses using Placement (유효하고 안전한 용량 결정에 위치를 이용한 비모수적 방법)

  • Kim, Sunhye;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1197-1205
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    • 2014
  • Typical clinical dose development studies consist of the comparison of several doses of a drug with a placebo. The primary interest is to find therapeutic window that satisfying both efficacy and safety. In this paper, we propose nonparametric method for identifying effective and safe doses in linear placement using score function. The Monte Carlo simulation is adapted to estimate the power and the family-wise error rate(FWE) of proposed procedure are compared with previous methods.

Nonparametric method using placement in a randomized complete block design (랜덤화 블록 계획법에서 위치를 이용한 비모수 검정법)

  • Sim, Sujin;Kim, Dongjae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1401-1408
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    • 2013
  • Kim and Kim (1992) proposed typical nonparametric method for umbrella alternative in randomized block design with replications. In this paper, We consider a test procedure for umbrella alternatives in a randomized block design using extension of the two sample placement tests described in Orban and Wolfe (1982) and treatment tests described in Kim (1999). We perform a Monte Carlo study to compare the empirical powers of the test statistics for underlying distributions.

Nonparametric Change-point Estimation with Rank and Mean Functions in a Location Parameter Change Model (위치모수 변화 모형에서 순위함수와 평균함수를 이용한 비모수적 변화점 추정)

  • Kim, Jae-Hee;Lee, Kyoung-Won
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.279-293
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    • 2000
  • This article suggests two change-point estimators which are modifications of Carlstein(1988) change-point estimators with rank functions and mean functions where there is one change-point in a mean function. A comparison study of Carlstein(1988) estimators and proposed estimators is done by simulation on the mean, the MSE, and the proportion of matching true change-point.

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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.

Nonparametric method using linear statistics in analysis of covariance model (공분산분석에서 선형위치통계량을 이용한 비모수 검정법)

  • Choi, Yoonjung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.427-439
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    • 2017
  • Quade (1967) proposed RANK ANCOVA, which is a nonparametric method to test differences between treatments when there are covariates. Hwang and Kim (2012) also proposed a joint placement test on covariate-adjusted residuals. In this paper, we proposed a new nonparametric method to control the effect of covariate on a response variable that uses linear statistics on covariate adjusted-residuals. The score function used in the linear statistics was proposed by Jeon and Kim (2016). Monte Carlo simulation is also conducted to compare the empirical powers of the proposed method with previous methods.