• Title/Summary/Keyword: 제1종 오류

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An implementation of the sample size and the power for testing mean and proportion (평균과 비율 검정에서 표본 크기와 검정력 계산의 구현)

  • Lee, Chang-Sun;Kang, Hee-Mo;Sim, Song-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.53-61
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    • 2012
  • There are cases when the sample size is determined based not only on the significance level but also on on the power or type II error. In this paper, we implemented the sample size and the power calculation when both the significance level and power for testing means in normal distributions and proportions in binomial distributions. The implementation is available on a web site. Alternately, we also calculate the power for a given effect size, type I error probability and sample size.

An implementation of sample size and power calculations in testing differences of normal means (정규 모집단의 모평균 차이 검정에서 표본크기와 검정력 계산의 구현)

  • Sim, Songyong;Choi, Kyuhyeok
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.477-485
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    • 2013
  • In this paper, we consider the sample sizes required for each group in independent two sample test of normal populations when both the type I error and type II error probabilities are specified with sample sizes and variances being possibly different. We derived the sample sizes and the power of the tests, and implement them by web programing. The result is available over the world wide web. Further, we also provide the power calculations and have them available on the web.

Group Sequential Tests Using both Type I and Type II Error Spending Rate Functions on Binomial Response (이산형 반응변수에서 오류 분배율 함수를 적용한 집단축차 검정)

  • Kim, Dong-Uk;Nam, Jin-Hyun
    • Communications for Statistical Applications and Methods
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    • v.17 no.1
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    • pp.127-140
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    • 2010
  • In interim analysis, group sequential tests are widely used for the ethical, scientific, and economic reasons. In this paper, we propose the group sequential tests using both type I and type II error spending rate functions when the response variable is discrete, especially binomial distribution, in the interim analysis. In addition, we propose new error spending rate function which covers the formerly proposed. Our method has good property that is flexible, fast and easily applicable. A numerical simulations are carried out to evaluate our method and it shows good performance.

Study on the size of experiments in mixed models (혼합모형에서 실험의 크기에 관한 연구)

  • 이연수;임용빈;김재주
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.593-603
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    • 1999
  • 표본의 크기의 제1종오류의 확률 $\alpha$, 실용적으로 차이가 있다고 판독되어서 검출하고자하는 요인효과의 오차에 대한 상대적인 크기, 그 값에서의 제2종오류의 확률 $\beta$에 따라서 결정된다. 이 논문에서, 우리는 고정요인과 랜덤요인이 포함된 실험계획에서 표본의 크기를 결정하는 방법을 간단한 MATLAB 프로그램을 사용하여 고려한다. 분할법과 지분요인배치법의 예제를 들어 유의수준 $\alpha$와 최소 표준과 검출효과 $\Delta^*$에서 검정력이 적어도 $1-\beta$를 갖도록 표본의 크기를 결정한다

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A Program for Teaching Type I and Type II Errors

  • Choi, Hyun-Seok
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.19-30
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    • 2006
  • The purpose of this article is to develop a program for teaching Type I and Type II errors in one sample. In this program, the concepts of two errors are visually explained, and the probabilities of two errors are also visually displayed as the rejection region changes or the sample size changes. Also, in this program, the power curve and the operating characteristic curve are visually displayed in terms of the parameter value of interest.

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Index of union and other accuracy measures (Index of Union와 다른 정확도 측도들)

  • Hong, Chong Sun;Choi, So Yeon;Lim, Dong Hui
    • The Korean Journal of Applied Statistics
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    • v.33 no.4
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    • pp.395-407
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    • 2020
  • Most classification accuracy measures for optimal threshold are divided into two types: one is expressed with cumulative distribution functions and probability density functions, the other is based on ROC curve and AUC. Unal (2017) proposed the index of union (IU) as an accuracy measure that considers two types to get them. In this study, ten kinds of accuracy measures (including IU) are divided into six categories, and the advantages of the IU are studied by comparing the measures belonging to each category. The optimal thresholds of these measures are obtained by setting various normal mixture distributions; subsequently, the first and second type of errors as well as the error sums corresponding to each threshold are calculated. The properties and characteristics of the IU statistic are explored by comparing the discriminative power of other accuracy measures based on error values.The values of the first type error and error sum of IU statistic converge to those of the best accuracy measures of the second category as the mean difference between the two distributions increases. Therefore, IU could be an accuracy measure to evaluate the discriminant power of a model.

The Program for Teaching on Type I error and Type II error

  • Choi, Hyun-Seok
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.17-23
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    • 2004
  • At the conclusion from the hypothesis testing, there is a possibility of making Type I error and Type II error. The purpose of this article is to use this program in statistics teaching through developing the program for studying on the concept about these two errors, two kinds of the probability of errors by the variation of rejection region, two kinds of the probability of errors by the variation of sample size, the relations of the probability $\alpha$ and $\beta$ by these two errors, and power function, power curve.

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A Control Chart Method Using Quartiles for Asymmetric Distributed Processes (비대칭 분포를 따르는 공정에서 사분위수를 이용한 관리도법)

  • Park Sung-Hyun;Park Hee-Jin
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.81-96
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    • 2006
  • This paper proposes a simple control chart method which can be practically used for asymmetric process data where the distribution is unknown. If we use the Shewhart type control charts which are based on normality assumption for the asymmetric process data, the type I error could increase as the asymmetry increases and the effectiveness of control chart to control variation decreases. To solve such problems, this paper suggests to calculate the control limits based on the quartiles. If we obtain the control limits by such quartile method, the type I error could decrease and it looks much more practical for asymmetric distributed process data.

Simulation analysis of type I error and power for F test and rank transformed F test in $2 times 2$ factorial ANOVA ($2 times 2$ 요인 계획법의 F 검정과 순위 F 검정에 따른 제1종 오류와 검정력 분석에 대한 의태 연구)

  • 최영훈
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.87-97
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    • 1995
  • When there is no main effcts or only one main effect in a $2 \times 2$ factorial design, Type I error rates and power for the rank transformed F test (FR test) for interaction are nearly equal to those of the classical F test. However the power of FR test is quite superior under the exponential distribution rather than the of FR test is quite superior under the exponential distribution rather than the normal distribution. Meanwhile when both main effects are in the model, Type I error rates of FR test, compared with those of F test, decrease as the effect size increases and are dependent on the fashion in which main effects are constructed. In addition, the power of FR test increases as the effect size and the sample size increase and is highly dependent on the manner in which main effects are constructed and the type of population distribution.

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Study on Effects of Population Stratification on Haplotype Trend Test in Case-Control Studies (환자-대조군 연구에서 인구집단 층화가 일배체형 경향성 검정에 미치는 영향)

  • Kim, Jin-Heum;Kang, Dae-Ryong;Lim, Hyun-Sun;Nam, Chung-Mo
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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    • pp.1085-1096
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    • 2009
  • Population stratification can cause spurious associations between genetic markers and disease locus. In order to handle this population stratification in haplotype-based case-control association studies, we added population indicators as covariates to the haplotype trend regression model proposed by Zaykin et al. (2002). We investigated through simulations how both population stratification and measurement error in the estimation of true population of each individual affect type I error probabilities of the association tests based on both Zaykin et al.'s (2002) model and the proposed model. Based on those results, in the situation that there exists population stratification but there is no error in population classification of each individual, our proposed model does satisfy a type I error probability whereas Zaykin et al.'s (2002) model does not. However, as the measurement error increases, a type I error probability of our model correspondingly becomes larger than a nominal significance level. It implies that as long as uncertainty in the estimation of true population of each individual still remains, it is nearly impossible to avoid false positive in case-control association studies based on haplotypes.