• Title/Summary/Keyword: Asymptotic Distribution Free

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Model Classification of Quality Statistics Using Block Repeated Measures (블록 반복측정을 이용한 품질통계 모형의 유형화)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.9 no.3
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    • pp.165-171
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    • 2007
  • Dependent models in quality statistics are classified as serially autocorrelated model, multivariate model and dependent sample model. Dependent sample model is most efficient in time and cost to obtain samples among the above models. This paper proposes to implement parametric and nonparametric models into production system depended on demand pattern. Nonparametric models have distribution free and asymptotic distribution free techniques. Quality statistical models are classified into two categories ; the number of dependent sample and the type of data. The type of data consists of nominal, ordinal, interval and ratio data. The number of dependent sample divides into 2 samples and more than 3 samples.

A JONCKHEERE TYPE TEST FOR THE PARALLELISM OF REGRESSION LINES

  • Jee, Eunsook
    • The Pure and Applied Mathematics
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    • v.20 no.2
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    • pp.109-116
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    • 2013
  • In this paper, we propose a Jonckheere type test statistic for testing the parallelism of k regression lines against ordered alternatives. The order restriction problems could arise in various settings such as location, scale, and regression problems. But most of theory about the statistical inferences under order restrictions has been developed to deal with location parameters. The proposed test is an application of Jonckheere's procedure to regression problem. Asymptotic normality and asymptotic distribution-free properties of the test statistic are obtained under some regularity conditions.

Hypothesis Testing for New Scores in a Linear Model

  • Park, Young-Hun
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.1007-1015
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    • 2003
  • In this paper we introduced a new score generating function for the rank dispersion function in a general linear model. Based on the new score function, we derived the null asymptotic theory of the rank-based hypothesis testing in a linear model. In essence we showed that several rank test statistics, which are primarily focused on our new score generating function and new dispersion function, are mainly distribution free and asymptotically converges to a chi-square distribution.

A Comparison of Distribution-free Two-sample Procedures Based on Placements or Ranks

  • Kim, Dong-Jae
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.135-149
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    • 1994
  • We discussed a comparison of distribution-free two-sample procedures based on placements or ranks. Iterative asymptotic distribution of both two-sample procedures is studies and small sample Monte Carlo simulation results are presented. Also, we proposed the Hodges-Lehmann type location estimator based on linear placement statistics.

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Bootstrap Estimation for the Process Incapability Index $C_{pp}$

  • Han, Jeong-Hye;Cho, Joong-Jae;Lim, Chun-Sung
    • Proceedings of the Korean Society for Quality Management Conference
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    • 1998.11a
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    • pp.309-315
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    • 1998
  • Process Capability can be expressed with a process index which indicates the incapability of a process to meet its specifications. This index is regarded as a process capability index(PCI) or more precisely as a process incapability index(PII). It is obtained from a simple transformation of a PCI. Greenwich and Jahr-Schaffrath(1995) considered the PII $C_{pp}$ which could be obtained from the transformation to the PCI, $C_{pm}$, and they provided the asymptotic distribution for $C_{pp}$ which was useful unless the process characteristic was normally distributed. However, some statistical inferences based on the asymptotic distribution need a large sample size. There are some processes which process engineers could not help obtaining sufficiently a large sample size. Thus, we have derived its corresponding bootstrap asymptotic distribution since bootstrapping would be a helpful technique for the PII, $C_{pp}$ which was nonparametric or free from assumptions of the distribution of the characteristic X. Moreover, we have constructed six bootstrap confidence intervals used in reducing bias of estimations based on the bootstrap asymptotic distribution and simulated their performances for $C_{pp}$,

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Distribution-Free Tests for Cross-Over Design Data

  • Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.151-158
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    • 1999
  • Distribution-free tests are proposed for AB/BA 2*2 cross-over design data based on placements introduced by Orban and Wolfe(1992). In this paper we suggest the homogeneity test or carry-over effects and also suggest the test for direct effects and the test for period effects under the same carry-over effects. The properties such as iterative asymptotic distribution for the proposed tests are discussed.

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Distribution-Free k-Sample Tests for Ordered Alternatives of Scale Parameters

  • Jeong, Kwang-Mo;Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • v.17 no.2
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    • pp.61-80
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    • 1988
  • For testing homogeneity of scale parameters aginst ordered alternatives, some nonparametric test statistics based on pairwise ranking method are proposed. The proposed tests are distribution-free. The asymptotic distributions of the proposed statistcs are also investigated. It is shown that the Pitman efficiencies of the proposed rank tests are the same as those of the corresponding two-sample rank tests in the scale problem. A small-sample Monte Carlo study is also performed. The results show that the proposed tests are robust and efficient.

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An asymptotically distribution-free test for parallelism of regression lines against umbrellar alternatives (회귀직선에서 우산형 대립가설에 대한 평행성의 점근 분포무관 검정법)

  • 김동희;임동훈
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.105-117
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    • 1995
  • An asymptotically distribution-free procedure is proposed for paralleism of k regression lines against umbrella alternatives. Asymptotic properties are discussed, and comparative results relative to Kim and Lim(1994)'s tests show that our procedure is generally more powerful.

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CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS

  • Bibi, Abdelouahab;Gautier, Antony
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.5
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    • pp.889-905
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    • 2010
  • In this paper, a distribution free approach to the parameter estimation of a simple bilinear model with periodic coefficients is presented. The proposed method relies on minimum distance estimator based on the autocovariances of the squared process. Consistency and asymptotic normality of the estimator, as well as hypotheses testing, are derived. Numerical experiments on simulated data sets are presented to highlight the theoretical results.

SPHERICALLY SYMMETRIC ACCRETION WITH VISCOSITY (점성에 의한 구대칭 강착)

  • YOO KYE HWA
    • Publications of The Korean Astronomical Society
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    • v.17 no.1
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    • pp.11-14
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    • 2002
  • Our examination of the relations of spherically symmetric accretion on a massive point object to viscous drag, neglecting gas pressure and using self-similar transformation, shows the behaviors of the asymptotic solutions? in the regions near to and far from the center. The viscosity reduces the free-fall velocity by the factor $(1\;+\;\zeta) ^{-1}$, and causes flattening in the density distribution. Therefore, the viscosity leads to the reduction of the mass accretion rate.