• Title/Summary/Keyword: 카이제곱 분포

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On the Small Sample Distribution and its Consistency with the Large Sample Distribution of the Chi-Squared Test Statistic for a Two-Way Contigency Table with Fixed Margins (주변값이 주어진 이원분할표에 대한 카이제곱 검정통계량의 소표본 분포 및 대표본 분포와의 일치성 연구)

  • Park, Cheol-Yong;Choi, Jae-Sung;Kim, Yong-Gon
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.1
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    • pp.83-90
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    • 2000
  • The chi-squared test statistic is usually employed for testing independence of two categorical variables in a two-way contingency table. It is well known that, under independence, the test statistic has an asymptotic chi-squared distribution under multinomial or product-multinomial models. For the case where both margins fixed, the sampling model of the contingency table is a multiple hypergeometric distribution and the chi-squared test statistic follows the same limiting distribution. In this paper, we study the difference between the small sample and large sample distributions of the chi-squared test statistic for the case with fixed margins. For a few small sample cases, the exact small sample distribution of the test statistic is directly computed. For a few large sample sizes, the small sample distribution of the statistic is generated via a Monte Carlo algorithm, and then is compared with the large sample distribution via chi-squared probability plots and Kolmogorov-Smirnov tests.

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On the behavior od Winsorized $x^2$ (윈저화 $x^2$의 양태에 대하여)

  • 성내경
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.1-7
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    • 1994
  • Using a Monte-Carlo simulation technique we evaluate the empiricla distribution of a pseudo-chi-square statistic based on symmetrically Winsorized sum of squares when the population is normally distributed, and search for a chi-square distribution with appropriate degrees of freedom which can be referred to an approximate distribution for Winsorized chi-square.

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Two-sample chi-square test for randomly censored data (임의로 관측중단된 두 표본 자료에 대한 카이제곱 검정방법)

  • 김주한;김정란
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.109-119
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    • 1995
  • A two sample chi-square test is introduced for testing the equality of the distributions of two populations when observations are subject to random censorship. The statistic is appropriate in testing problems where a two-sided alternative is of interest. Under the null hypothesis, the asymptotic distribution of the statistic is a chi-square distribution. We obtain two types of chi-square statistics ; one as a nonnegative definite quadratic form in difference of observed cell probabilities based on the product-limit estimators, the other one as a summation form. Data pertaining to a cancer chemotheray experiment are examined with these statistics.

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On a robust analysis of variance based on winsorization (윈저화를 이용한 로버스트 분산분석)

  • 성내경
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.119-131
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    • 1995
  • Based on Monte-Carlo simulation results we propose a robust analysis of variance procedure by utilizing trimmed mean and Winsorized variance. We deal with mainly the one-way classification case. We evaluate the empirical distribution of a pseudo-F statistic based on symmetrically Winsorized sum of squares when the population is normally distributed.

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The Study for NHPP Software Reliability Model based on Chi-Square Distribution (카이제곱 NHPP에 의한 소프트웨어 신뢰성 모형에 관한 연구)

  • Kim, Hee-Cheul
    • Journal of the Korea Society of Computer and Information
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    • v.11 no.1 s.39
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    • pp.45-53
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    • 2006
  • Finite failure NHPP models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, Goel-Okumoto and Yamada-Ohba-Osaki model was reviewed, proposes the $x^2$ reliability model, which can capture the increasing nature of the failure occurrence rate per fault. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on SSE, AIC statistics and Kolmogorov distance, for the sake of efficient model, was employed. Analysis of failure using real data set, SYS2(Allen P.Nikora and Michael R.Lyu), for the sake of proposing shape parameter of the $x^2$ distribution using the degree of freedom, was employed. This analysis of failure data compared with the $x^2$ model and the existing model using arithmetic and Laplace trend tests, Kolmogorov test is presented.

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비중심 카이제곱분포의 동결성검정

  • 황형태;오희정
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.217-223
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    • 1998
  • 공통의 자유도를 갖는 $textsc{k}$개의 비중심 카이제곱분포들의 동질성을 검정하기 위하여 우선 적당한 형태의 검정방법을 제시하였다. 통상적인 방법대로, 제시된 검정방법이 주어진 유의수준을 만족시키도록 하기 위해서는, 귀무가설하에서 제 1종의 오류의 확률을 최대화하는 모수의 최소 우호적 위치(Least favorable configuration)가 유도되었으며, 이에 따라서 주어진 유의수준을 충족하는 기각치를 도표화하였다.

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A Comparative Study on the Infinite NHPP Software Reliability Model Following Chi-Square Distribution with Lifetime Distribution Dependent on Degrees of Freedom (수명분포가 자유도에 의존한 카이제곱분포를 따르는 무한고장 NHPP 소프트웨어 신뢰성 모형에 관한 비교연구)

  • Kim, Hee-Cheul;Kim, Jae-Wook
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.10 no.5
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    • pp.372-379
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    • 2017
  • Software reliability factor during the software development process is elementary. Case of the infinite failure NHPP for identifying software failure, the occurrence rates per fault (hazard function) have the characteristic point that is constant, increases and decreases. In this paper, we propose a reliability model using the chi - square distribution which depends on the degree of freedom that represents the application efficiency of software reliability. Algorithm to estimate the parameters used to the maximum likelihood estimator and bisection method, a model selection based on the mean square error (MSE) and coefficient of determination($R^2$), for the sake of the efficient model, were employed. For the reliability model using the proposed degree of freedom of the chi - square distribution, the failure analysis using the actual failure interval data was applied. Fault data analysis is compared with the intensity function using the degree of freedom of the chi - square distribution. For the insurance about the reliability of a data, the Laplace trend test was employed. In this study, the chi-square distribution model depends on the degree of freedom, is also efficient about reliability because have the coefficient of determination is 90% or more, in the ground of the basic model, can used as a applied model. From this paper, the software development designer must be applied life distribution by the applied basic knowledge of the software to confirm failure modes which may be applied.

A Test for Spherical Symmetry (구형 대칭성 검정에 대한 연구)

  • Park Cheolyong
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.99-113
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    • 2005
  • In this article, we propose a chi-squared test of spherical symmetry. The advantage of this test is that the test statistic and its asymptotic p-value are easy to compute. The limiting distribution of the test statistic is derived under spherical symmetry and its accuracy, in finite samples, is studied via simulation. Also, a simulation study is conducted in which the power of our test is compared with those of other tests for spherical symmetry in various alternative distributions. Finally, an illustrative example of application to a real data is provided.

A Realization of Applicable GPS/INS Fault Detection Algorithm for UAV using Low Grade Processor (저급 프로세서에 적용 가능한 무인기용 GPS/INS 고장검출 알고리즘 구현)

  • Yoo, Jang-Sik;Ahn, Jong-Sun;Sung, Sang-Kyung;Lee, Young-Jae;Chun, Se-Bum
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.38 no.8
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    • pp.781-789
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    • 2010
  • In the GPS/INS integrated system fault detection, algorithm based on a chi-square distribution is commonly used. In this paper, it has been proposed simplified GPS/INS fault detection algorithm that is combined conventional RAIM (Receiver Autonomous Integrity Monitor) and algorithm based on chi-square distribution for UAV using row-grade processor. It use a fault model to verify the proposed algorithm and produced the result.

Chi-Squared Test of Independence in Case that Two Marginal Distributions are Given Exactly (모집단 부분정보가 주어진 상황에서의 분할표 독립성 검정)

  • 이광진
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.89-103
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    • 2004
  • If the given information is exact, though it is the little, we had better use it than not use in analysis. In this article, the problem of independence test in a contingency table is considered when two marginal distributions of a population are given exactly. For that case, a likelihood-ratio chi-squared test statistic and its Pearsonian type chi-squared test statistic are derived. By Monte Carlo Simulations the traditional chi-square tests and the derived tests are compared. And the related some testing problems are synthetically explained on a geometrical viewpoint.