• The Korean Journal of Applied Statistics
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• v.5 no.1
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• pp.41-57
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• 1992

Distribution-free test for umbrella alternatives in a randomized block design is proposed and asymptotic properties test statistics and the asymptotic relatives efficiency (ARE) of the proposed test statistics with respect to the Puri's parametric method are investigated. For given peak points 2,3,4, with 4 blocks and 5 treatments, and with 3 blocks and 5 treatments : for given peak point 3, with 2 blocks and 4 treatments : from the small sample Monte Carlo Study, the empirical powers between the proposed test and Puri's test are compared. Throughout the simulation results, the proposed test statistic is efficient for the heavy tailed distributions.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.6
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• pp.1454-1460
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• 1998

In this ppaer, we propose a new detector based on the median-shift sign, and then investigate its asymptotic and finite sample-size performance. We call it the median-shift sign (MSS) detector, which is an extension of the classical sign detector. First, we consider the asymptotic opti$$\mu$ median shift values and their characteristics. Next, we consider the asymptotic relative efficiency of the MSS detectors. we then consider the problem of detecting known signals in noise of known probability density function, and the problem of detecting known signals when only partial information is available on the noise.

• The Korean Journal of Applied Statistics
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• v.3 no.1
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• pp.105-120
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• 1990

In this paper, a sequential test procedure is defined by using cumulative sum (CUSUM) of statistics. The properties as well as the efficiency of the CUSUM test are studied in comparison with the sequential probability ratio test (SPRT). It was shown that, the operating characteristic function and the average sample numbrer can be derived by Wald and Wiener process approximations. Also it was shown that the statistics used in the CUSUM test is determined to provide asymtotically equivalent efficiency compared to the SPRT. The efficiency of the CUSUM test and the SPRT are cpmpared by an example for some limited number of cases in the exponential distribution.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.37 no.1
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• pp.76-82
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• 2000

In this paper, we consider nonparametric signal detection problems under the presence of additive noise exhibiting weak dependence We derive the test statistics of the locally optimum rank detectors under a weakly dependent noise model for known and random signal cases The performance characteristic of the locally optimum rank detectors are analyzed in terms of asymptotic relative efficiency.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.269-280
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• 2004

We explore the selection of r and s that provides improvement over the Wilcoxon scores under the asymmetric distributions we encounter in practice. We select 0 〈 r 〈 1, s 〉 1 for right-skewed distribution and r 〉 1,0 〈 s 〈 1 for left-skewed distributions from the perspective plots. We also study the association between the desirable r and s and the test statistic for skewness.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.171-190
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• 1993

포아송분포로부터 부의 이항분포로의 이탈을 검색하는 통계량들이 자료의 형태에 따라 여러가지 제시되었다. 그런데 대립가설인 부의 이항분포의 모수화 방법에 따라 분산과 평균의 구조가 변하고 국소 최적 검정 통계량도 달라진다는 것이 알려졌다. 본 논문에서는 대립가설을 일반적인 포아송 혼합분포로까지 확장시키고, 일반적인 형태의 분산과 평균의 구조에도 검정 가능한 새로운 통계량 L을 소개하고 있다. 또한 L 통계량은 포아송 분포로부터 부의 이항분포로의 이탈을 다루는 기존의 여러 통계량들의 일반화된 형태임을 보였다. 점근적 상대효율과 모의 실험을 통하여 L 통계량과 기존의 통계량들을 비교한 결과 분산과 평균사이의 구조에 상관없이 L 통계량이 우수한 것임을 입증하였다.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.2C
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• pp.150-159
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• 2007

In Part 1 of this paper, the test statistics are obtained for detecting weak known signals in observations corrupted by multiplicative and first-order Markov additive noise. In this second part, the asymptotic and finite sample-size performance of several detectors are obtained and compared based on the test statistics. From the performance comparisons, it is confirmed that the dependence among interference components need to be taken into account to maintain the detection performance.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.5 no.3
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• pp.266-272
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• 2004

In this paper, an observer-based adaptive controller is proposed to control the longitudinal motion of vehicles. The standard gradient method will be used to estimate the vehicle parameters such as mass, time constant, etc. The nonlinear model between the driving force and the vehicle acceleration will be chosen to design the state observer for the vehicle velocity and acceleration. It will be shown that the proposed observer is exponentially stable, and that the adaptive controller proposed in this paper is stable by the Lyapunov function candidate. It will be proved that the errors of the relative distance, velocity and acceleration converge to zero asymptotically fast, and that the overall system is also asymptotically stable. The simulation results are presented to investigate the effectiveness of the proposed method.