• 제목/요약/키워드: Asymptotic Distribution Free

검색결과 22건 처리시간 0.022초

Asymptotically Distribution-Free Procedure in a Two-Way Layout

  • Park, Young-Hun
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.375-387
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    • 1995
  • Main purpose of this article is to consider the asymptotic distribution of the rank transformed F statistic for interaction in a two-way layout. Some theorems and sufficient conditions are derived to have the rank transformed F statistic converged in distribution to a chi-squared random variable with (I-1)(J-1) degrees of freedom divided by (I-1)(J-1). These results will be useful for the other theoretical studies of the rank transform procedure in experimental designs.

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화률화 블록 계획법에서 우산형 대립가설에 대한 분포부관 검정법의 연구 (On the distribution-free tests for umbrella alternatives in a randomized block design)

  • 김동희;김영철
    • 응용통계연구
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    • 제5권1호
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    • pp.41-57
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    • 1992
  • 확률화 블록 계획법에서 우산형 대립가설에 대한 분포 무관 검정법을 제시하고 제안된 검정통계량의 점근적 성질과 모수적 방법과의 점근상대효율을 관찰하였다. 블록수가 4. 처리수가 5일 때와 블록수가 3, 처리수가 5일 때 주어진 정점이 2, 3, 4인 경우와 블록수가 2, 처리수가 4일 때 주어진 정점이 3인 경우에 소표본 Monte Carlo실험을 통하여 제안된 검정통계량과 Puri의 모수적 통계량의 실험 검정력을 구하였으며 제안된 검정통계량이 두터운 꼬리를 갖는 분포에서 효율적임을 보였다.

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Sign IV Cointegration Tests

  • Oh, Yu-Jin
    • Communications for Statistical Applications and Methods
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    • 제16권4호
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    • pp.707-711
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    • 2009
  • We propose new cointegration tests using signs of the regressors as instrumental variable. Our tests have the asymptotic standard normal distribution and are free from the dimension of regressors under the null hypothesis of no cointegration. A Monte-Carlo simulation shows that the proposed tests have a stable size and an improved power. Particulary, the tests have better power for small numbers of observations.

확장변위함수와 불연속함수를 적용한 Mesh-free 균열해석기법 (A Mesh-free Crack Analysis Technique Using Enriched Approximation and Discontinuity Function)

  • 이상호;윤영철
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2001년도 봄 학술발표회 논문집
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    • pp.335-342
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    • 2001
  • In this paper, an improved Element-Free Galerkin (EFG) method is proposed by adding enrichment function to the standard EFG approximation and a discontinuity function is implemented in constructing the shape function across the crack surface. In this method, the singularity and the discontinuity of the crack are efficiently modeled by using initial node distribution to evaluate reliable stress intensity factor, though the standard EFG method requires placing additional nodes near the crack tip. The proposed method enables the initial node distribution to be kept without any additional nodal d.o.f. and expresses the asymptotic stress field near the crack tip successfully. Numerical example verifies the improvement and the effectiveness of the method.

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A Distribution-Free Rank Test for Ordered Alternatives in a Randomized Block Design

  • Kim, Dong-Hee;Song, Moon-Sup;Kim, Woo-Chul
    • Journal of the Korean Statistical Society
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    • 제15권1호
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    • pp.9-25
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    • 1986
  • In this paper we propose a distribution-free rank test for ordered alternatives in a randomized block design and investigate the properties of the proposed test. The proposed test is an extension of the Page test to allow replications in each cell. Some asymptotic properties including ARE's are investigated. A small sample Monte Carlo study was performed to compare the powers of the test considered in this paper for small samples. The results show that our proposed test is robust and efficient in the case of equally-spaced treatment effects.

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Comparing the empirical powers of several independence tests in generalized FGM family

  • Zargar, M.;Jabbari, H.;Amini, M.
    • Communications for Statistical Applications and Methods
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    • 제23권3호
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    • pp.215-230
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    • 2016
  • The powers of some tests for independence hypothesis against positive (negative) quadrant dependence in generalized Farlie-Gumbel-Morgenstern distribution are compared graphically by simulation. Some of these tests are usual linear rank tests of independence. Two other possible rank tests of independence are locally most powerful rank test and a powerful nonparametric test based on the $Cram{\acute{e}}r-von$ Mises statistic. We also evaluate the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987) based on the asymptotic distribution of a U-statistic and the test statistic proposed by $G{\ddot{u}}ven$ and Kotz (2008) in generalized Farlie-Gumbel-Morgenstern distribution. Tests of independence are also compared for sample sizes n = 20, 30, 50, empirically. Finally, we apply two examples to illustrate the results.

다요인실험계획에서 순서대립가설에 대한 비모수검정법의 연구 (Nonparametric test for ordered alternatives in multifactor designeds)

  • 김동희;임동훈
    • 응용통계연구
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    • 제3권1호
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    • pp.11-25
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    • 1990
  • 본 논문은 둘 이상의 인자들로 구성된 다인자실험계획에서 검정하고자 하는 인자의 순서대립가설에 대한 분포무관인 비모수 검정법을 제안하고 제안된 검정통계량의 점근적 정규성과 기존의 검정법과의 점근상대효율에 대하여 고찰하였다. 또한, 소표본에서 Monte Carlo 연구를 통하여 실험검정력을 비교해 본 결과 두터운 꼬리를 갖는 분포에서는 제안된 검정법이 효율면에서 우수함을 보였다.

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천홀수 광폭선의 스프링잉 응답 해석 (On the Springing Response of Ships with Shallow Draft and Large Breadth)

  • 정종진;박인규
    • 대한조선학회논문집
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    • 제41권2호
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    • pp.55-60
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    • 2004
  • This paper describes the estimation method of hull girder response of ships due to springing. To this aim, nonlinear springing effect on the hull girder is evaluated including vertical, horizontal, and torsional deformation of the hull. The Timoshenko beam model is used to calculate the stress distribution on the hull girder. The quadratic strip method is employed to calculate the hydrodynamic forces and moments on the hull. In order to remove the irregular frequencies, 'rigid lid'is adopted on the hull free surface level and hydrodynamic coefficients are interpolated for asymptotic values. The results of example calculation show a reasonable agreement with previous results for both symmetric and anti-symmetric responses.

원통 내부에 배열된 외곽 전열관의 유체 부가질량계수 해석 (Numerical Analysis of Added Mass Coefficient for Outer Tubes of Tube Bundle in a Circular Cylindrical Shell)

  • 양금희;유기완
    • 한국소음진동공학회논문집
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    • 제26권2호
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    • pp.203-209
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    • 2016
  • According to the wear detection history for the steam generator tubes in the nuclear power plant, the outer tubes inside the steam generator have more problems on the flow-induced vibration than inner tubes. Many researchers and engineers have used a specified added mass coefficient for a given tube array during the design stage of the steam generator even though the coefficient is not constant for entire tube in cylindrical shell. The aim of this study is to find out the distribution of added mass coefficients for each tube along the radial location. When numbers of tubes inside a cylindrical shell are increased, values of added mass coefficients are also increased. Added mass coefficients at outer tubes are less than those of inner tubes and they are decreased with increasing the gap between the outermost tube and the cylindrical shell. It also turns out when the gap between the outermost tube and the cylindrical shell approaches infinite value, the added mass coefficient converges to an asymptotic value of given tube array in a free fluid field.

세장선 이론의 새로운 전개 (A New Development in the Theory of Slender Ships)

  • 김인철
    • 수산해양기술연구
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    • 제27권1호
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    • pp.83-90
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    • 1991
  • 현존하는 세장선 이론과는 아주 다르게 Kelvin 소오스와 그의 궤적 주위에 대한 점근전개를 행하여 전진 운동을 하는 세장체에 대한 공식을 유도하였다. 여기서 발전된 공식은 기본적으로 Neumann-Kelvin 문제의 Kernel함수에 대한 근사와 동등하게되었다. 경계치 문제는 현저하게 단순화되었으며 해는 선수 끝에서 시작하는 축차적분의 진행 절차에 따라 얻어졌다. 속도장과 압력분포는 2차원 속도 포텐시열의 미분에 의해 간단히 계산될 수 있었다. 이 방법은 비록 컴퓨터의 사용에는 Neumann-Kelvin문제처럼 많은 시간이 필요하게 되더라도 선체 주위의 유동장의 수치해석에 더욱 정확하리라는 가능성을 준다. 전진하는 진동 세장체의 문제에도 같은 방법이 유용하리라는 것을 또한 기대한다.

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