• Proceedings of the Korean Statistical Society Conference
• /
• 2001.11a
• /
• pp.131-136
• /
• 2001

projection pursuit을 이용하여 이변량 정규분포의 적합도 검정을 위한 통계량을 제안한다. 기본적인 생각은 이변량 정규분포의 가정하에 표준정규분포를 갖는 모든 선형조합을 고려하여 이들의 순서통계량과 이론적인 분위수를 비교하는 것이다. 이와 같이 제안된 통계량은 선형변환에 대해서 불변(invariant)이다. 본 논문에서는 제안된 통계량의 극한분포를 적절한 Gaussian process의 적분으로 표현한다.

• The Korean Journal of Applied Statistics
• /
• v.24 no.2
• /
• pp.383-391
• /
• 2011

This paper presents a modified entropy-based test of fit for the inverse Gaussian distribution. The test is based on the entropy difference of the unknown data-generating distribution and the inverse Gaussian distribution. The entropy difference estimator used as the test statistic is obtained by employing Vasicek's sample entropy as an entropy estimator for the data-generating distribution and the uniformly minimum variance unbiased estimator as an entropy estimator for the inverse Gaussian distribution. The critical values of the test statistic empirically determined are provided in a tabular form. Monte Carlo simulations are performed to compare the proposed test with the previous entropy-based test in terms of power.

• The Korean Journal of Applied Statistics
• /
• v.31 no.2
• /
• pp.241-251
• /
• 2018

The analysis of gene sets in microarray has advantages in interpreting biological functions and increasing statistical powers. Many statistical methods have been proposed for detecting significant gene sets that show relations between genes and phenotypes, but there is no consensus about which is the best to perform gene sets analysis and permutation based tests are considered as standard tools. When many gene sets are tested simultaneously, a large number of random permutations are needed for multiple testing with a high computational cost. In this paper, several parametric approximations are considered as alternatives of the permutation distribution and the moment based gene set test has shown the best performance for providing p-values of the permutation test closely and quickly on a general framework.

• Journal of the Korean Data and Information Science Society
• /
• v.22 no.2
• /
• pp.245-253
• /
• 2011

Powers of rank transformed statistic for testing main effects and interaction effects for $2{\times}2$ factorial design in randomized complete block design are very superior to powers of parametric statistic without regard to the block size, composition method of effects and the type of population distributions such as exponential, double exponential, normal and uniform. $2{\times}2$ factorial design in RCBD increases error effects and decreases powers of parametric statistic which results in conservativeness. However powers of rank transformed statistic maintain relative preference. In general powers of rank transformed statistic show relative preference over those of parametric statistic with small block size and big effect size.

• Proceedings of the Korean Statistical Society Conference
• /
• 2003.10a
• /
• pp.91-95
• /
• 2003

본 논문에서는 정보 전달 능력이 향상된 변형된 축차확률비검정을 소개한다. 새로운 검정은기존의 검정과 수학적인 면에서 공동된 점들을 갖고 있으나, 이상치의 영향을 덜 받고 더욱이 그 존재에 대하여 시각적으로 보여주며, 또한 자료의 변화에 보다 민감하게 반응하는 특성이 있다. 새롭게 제안된 로버스트 축차확률비검정 시스템을 Microsoft사의 Visual Basic 6.0 언어로 구현하여 본 연구에서 제안한 모델과 기존의 검정모델을 비교한 결과 제안된 검정 모델의 우수성과 실용가능성을 실증적으로 확인하였다.

• The Korean Journal of Applied Statistics
• /
• v.24 no.6
• /
• pp.1271-1284
• /
• 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.

• The Korean Journal of Applied Statistics
• /
• v.28 no.3
• /
• pp.573-581
• /
• 2015

We study problems of sample size determination for one-sample location tests. A simulation study shows that sample size calculations based on approximated distribution do not achieve the nominal level of power. We investigate sample size determinations based on exact distribution and with a power that attains the nominal level.

• The Korean Journal of Applied Statistics
• /
• v.13 no.1
• /
• pp.45-53
• /
• 2000

본 논문에서는 모든 판정자(judge)들이 모든 객체(object)들에 대해 순위를 부여할 수 없는 경우에 얻어지는 불완전 순위자료에서 판정자들의 처리 효과에 대한 유의성을 검정하는데 관심이 있다. 이를 위해 불완전 순위자료를 완전자료로 바꾸는 알고리즘을 제안하고 알고리즘에 의해 얻어진 완전 순위자료에 Friedman 검정법을 적용하고자 한다. 제안된 검정법은 결측 객체에 순위를 부여하는데 있어서 완전순위를 갖는 판정자들의 정보를 이용함으로서 효율적이며 검정을 시행하는데 기존의 Friedman 통계량에 대한 분포표를 사용할 수 있어 간편하다. 그리고 몬테칼로 모의실험을 통하여 제안된 검정법과 기존의 평균 순위법, 최대/최소 Friedman 검정법과 검정력을 비교하였다.

• The Korean Journal of Applied Statistics
• /
• v.24 no.5
• /
• pp.883-891
• /
• 2011

For survival data we sometimes want to test a log normality hypothesis that can be changed into normality by transforming the survival data. Hence the Shapiro-Wilk type statistic for normality is generalized to randomly censored data based on the Kaplan-Meier product limit estimate of the distribution function. Koziol and Green (1976) derived Cram$\acute{e}$r-von Mises statistic's randomly censored version under the simpl hypothesis. These two test statistics are compared through a simulation study. As for the distribution of censoring variables, we consider Koziol and Green (1976)'s model and other similar models. Through the simulation results, we can see that the power of the proposed statistic is higher than that of Koziol-Green statistic and that the proportion of the censored observations (rather than the distribution of censoring variables) has a strong influence on the power of the proposed statistic.

• The Korean Journal of Applied Statistics
• /
• v.2 no.2
• /
• pp.79-89
• /
• 1989

Modified Pearson $X^2$ statistic is concerned. Moreover the four statistics(Pearson, Wald, modified sample design effects and reduction factor) are compared in one-stage sampling situation. In case of categorical of fit and independence tests for sample data above, it is shown that there is a significant behavior between Pearson $X^2$ and Wald statistic, but minor difference in modified statistics by simulation methods.