• Communications for Statistical Applications and Methods
• /
• v.21 no.6
• /
• pp.539-559
• /
• 2014

We derive the exact distribution of summation for random samples from uniform distribution and then compare the exact distribution with the approximated normal distribution obtained by the central limit theorem. To check the similarity between two distributions, we consider five existing normality tests based on the difference between the target normal distribution and empirical distribution: Anderson-Darling test, Kolmogorov-Smirnov test, Cramer-von Mises test, Shapiro-Wilk test and Shaprio-Francia test. For the purpose of comparison, those normality tests are applied to the simulated data. It can sometimes be difficult to derive an exact distribution. Thus, we try two different transformations to find out which transform is easier to get the exact distribution in terms of calculation complexity. We compare two transformations and comment on the advantages and disadvantages for each transformation.

• Journal of the Korean Data and Information Science Society
• /
• v.5 no.2
• /
• pp.75-85
• /
• 1994

In this paper, I introduce the goodness-of-fit test statistics for exponential distribution using accelerated life test data. The ALT lifetime data were obtained by assuming step-stress ALT model, specially TRV model introduced by DeGroot and Goel(1979). The critical values are obtained for proposed test statistics, Kolmogorov-Smirnov, Kuiper, Watson, Cramer-von Mises, Anderson-Darling type, under various sample sizes and significance levels. The powers of the five test statistic are compared through Monte-Cairo simulation technique.

• Journal of the Korean Data and Information Science Society
• /
• v.7 no.1
• /
• pp.37-46
• /
• 1996

In this paper, we introduce the goodness of fit test procedure for lifetime distribution using step stress accelerated lifetime data. Using the nonpapametric estimate of acceleration factor, we prove the strong consistence of empirical distribution function under null hypothesis. The critical vailues of Kolmogorov-Smirnov, Anderson-Darling, Cramer-von Mises statistics are computed when the lifetime distibution is assumed to be exponential and Weibull. The power of test statistics are compared through Monte-Cairo simulation study.

• Korean Management Science Review
• /
• v.24 no.2
• /
• pp.115-126
• /
• 2007

Weekly minima of daily log returns of Korean composite stock price index 200 and its five industry-based business divisions over the period from January 1990 to December 2005 are fitted using two block-based extreme distributions: Generalized Extreme Value(GEV) and Generalized Logistic(GLO). Parameters are estimated using the probability weighted moments. Applicability of two distributions is investigated using the Monte Carlo simulation based empirical p-values of Anderson Darling test. Our empirical results indicate that both the GLO and GEV models seem to be comparably applicable to the weekly minima. These findings are against the evidences in Gettinby et al.[7], who claimed that the GEV model was not valid in many cases, and supported the significant superiority of the GLO model.

• Journal of the Korean Data and Information Science Society
• /
• v.20 no.3
• /
• pp.587-592
• /
• 2009

The most frequent use of the chi-square distribution is in the area of goodness-of-t of a distribution. The likelihood ratio test is a commonly used test statistic as the maximum likelihood estimate in statistical inferences. The recently revised versions of the likelihood ratio test statistics are used in estimating the parameter in the chi-square distribution. The estimates are compared with the commonly used method of moments and the maximum likelihood estimate.

• Journal of the Korean Data and Information Science Society
• /
• v.14 no.4
• /
• pp.951-963
• /
• 2003

In this paper, we propose goodness of fit test statistics based on the estimated Kullback-Leibler information functions using the data from three step stress accelerated life test. This acceleration model is assumed to be a tampered random variable model. The power of the proposed test under various alternatives is compared with Kolmogorov-Smirnov statistic, Cramer-von Mises statistic and Anderson-Darling statistic.

• Journal of the Korean Data and Information Science Society
• /
• v.20 no.2
• /
• pp.261-272
• /
• 2009

Kolmogorov-Smirnov (K-S) statistic has been widely used for testing homogeneity of two distributions in the credit rating models. Joseph (2005) used K-S statistic to obtain validation criteria which is most well-known. There are other homogeneity test statistics such as the Cramer-von Mises, Anderson-Darling, and Watson statistics. In this paper, these statistics are introduced and applied to obtain criterion of these statistics by extending Joseph (2005)'s work. Another set of alternative criterion is suggested according to various sample sizes, type a error rates, and the ratios of bads and goods by using the simulated data under the similar situation as real credit rating data. We compare and explore among Joseph's criteria and two sets of the proposed criterion and discuss their applications.

• The Journal of The Korea Institute of Intelligent Transport Systems
• /
• v.14 no.1
• /
• pp.22-30
• /
• 2015

Recently ITS have been increasingly applied on the roads to resolve traffic problems. Especially, Variable Message Sign (VMS), which is the one of ITS for traffic management and traffic safety, can be used for providing information about road conditions, climate conditions. In this study, data acquisition and statistical analysis were conducted for estimating safety impacts of providing traffic information through VMS. As a result of analyzing traffic characteristics before and after providing traffic information through VMS, average travel speed was decreased and vehicles tended to drive on centerline of lanes in 1st and 2nd lane after providing traffic information through VMS. Also, in order to analyze safety impacts of provided VMS traffic information, traffic safety hazard zone was established in each lane and probability distributions of passing traffic on the study area was estimated through Anderson-Darling Test. As a result of this, safety impacts of VMS traffic information in 1st lane could, on average, increase in left and right side of the lane by 0.69% and 7.07%, respectively. In case of 2nd lane, safety impacts could, on average, increase in left and right side of the lane by 2.71% and 0.02%, respectively.

• Journal of the Korean Society of Safety
• /
• v.31 no.6
• /
• pp.25-31
• /
• 2016

This paper has analyzed the structure, applicable regulations and the resistance characteristics of insulation ring type of CSST (Corrugated Stainless Steel Tubing for Gas). With the flammability test conducted in accordance with KS C IEC 60811-1-1, the evaluation of insulation resistance, temperature characteristics, and reliability has been conducted. An insulation ring type CSST consists of protective coating, tube, nut, insulation ring, packing, socket, and ball valve. Connecting an insulation ring type CSST to gas tubings for gas appliance is not permitted, moreover, the product shall be installed inside a sleeve pipe in case of buried installation such as the ceiling. Damages on protective coating and tube were detected when fire was applied to the test sample with a portable torch for 60 seconds. The insulation resistance of a normal product was $49.59M{\Omega}$, while that of the product completed the flammability test reduced to $9.21M{\Omega}$. The mean insulation resistance within the confidence Interval of 95% using the mini tap program 17 was $49.59M{\Omega}$ and the mean insulation resistance within the confidence interval reduced to $9.21M{\Omega}$. In the normal distribution analysis of 95% confidence interval, the value-P of the normal product was stable at 0.075 and AD(Anderson-Darling) statistic value was turned out to be 0.063, which is very normal, and the standard deviation was analyzed as 0.2586. The value P of the product completed the flammability test resulted in 0.005, the AD was 1.355 and the standard deviation reduced to 0.07908.

• International Journal of Highway Engineering
• /
• v.17 no.5
• /
• pp.47-56
• /
• 2015

PURPOSES: The purpose of this study is to estimate the impact of variable message signage (VMS) on traffic safety as a function of road curve radius using statistical methods. METHODS: In order to analyze the impact of VMS installations on traffic safety, travel speed, lateral distance, and geometric data relating to road curvature in each study area was acquired and analyzed for the impact of providing VMS information on driver performance and traffic safety using statistical methods including student t-test, Mann-Whitney test, and the Anderson-Darling test for estimating traffic safety hazard zone in each lane. RESULTS: As a result of analyzing driver performance characteristics before and after providing VMS information, it was determined that by providing VMS information, mean travel speed is deceased and vehicles are driven with increased precision, following the centerline in the first and second lanes. Also the results of analyzing traffic safety impacts of VMS indicate that traffic safety performance factors in the first lane of the Gapyeong section can, on average, increase in the left and right side of the lane by 19.22% and 68.98%, respectively, and in the case of the second lane, safety impacts, on average, can increase in both sides by 100%. For the Hongcheon section, traffic safety impacts in the first lane, on average, can increase along the left and right sides of the lane by 32.31% and 47.18%, and within the second lane, traffic safety can be increased along the left and right side of the lane by 10.97% and -0.01%, respectively. CONCLUSIONS: Based on the results of this study, the impact on traffic safety obtained by providing VMS information for road sections with smaller curve radii is greater than can be obtained for road sections with larger curve radii.