• 제목/요약/키워드: Asymptotic test

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A generalized Hollander-Proschan test for NBUE alternative based on U-statistics approach

  • Hassan, M.KH.
    • International Journal of Reliability and Applications
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    • 제16권2호
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    • pp.113-122
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    • 2015
  • In this paper, we introduce U-statistics approach to generalized Hollander-Proschan test for new better than used (NBUE) alternative. We prove, the proposed test is equivalent to test was introduced by Anis and Mitra (2011) and includes test was introduced by Hollander Proschan (1975). Also, the asymptotic properties are studied. The powers of our test are estimated. The Pitman asymptotic efficiencies of proposed test are also calculated. Finally, the test is applied to some real data.

Test of the Hypothesis based on Nonlinear Regression Quantiles Estimators

  • Choi, Seung-Hoe
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.153-165
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    • 2003
  • This paper considers the likelihood ratio test statistic based on nonlinear regression quantiles estimators in order to test of hypothesis about the regression parameter $\theta_o$ and derives asymptotic distribution of proposed test statistic under the null hypothesis and a sequence of local alternative hypothesis. The paper also investigates asymptotic relative efficiency of the proposed test to the test based on the least squares estimators or the least absolute deviation estimators and gives some examples to illustrate the application of the main result.

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Asymptotic Relative Efficiency of t-test Following Transformations

  • Yeo, In-Kwon
    • Journal of the Korean Statistical Society
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    • 제26권4호
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    • pp.467-476
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    • 1997
  • The two-sample t-test is not expected to be optimal when the two samples are not drawn from normal populations. According to Box and Cox (1964), the transformation is estimated to enhance the normality of the tranformed data. We investigate the asymptotic relative efficiency of the ordinary t-test versus t-test applied transformation introduced by Yeo and Johnson (1997) under Pitman local alternatives. The theoretical and simulation studies show that two-sample t-test using transformed date gives higher power than ordinary t-test for location-shift models.

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Random Permutation Test for Comparison of Two Survival Curves

  • Kim, Mi-Kyung;Lee, Jae-Won;Lee, Myung-Hoe
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.137-145
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    • 2001
  • There are many situations in which the well-known tests such as log-rank test and Gehan-Wilcoxon test fail to detect the survival differences. Assuming large samples, these tests are developed asymptotically normal properties. Thus, they shall be called asymptotic tests in this paper, Several asymptotic tests sensitive to some specific types of survival differences have been recently proposed. This paper compares by simulations the test levels and the powers of the conventional asymptotic tests and their random permutation versions. Simulation studies show that the random permutation tests possess competitive powers compared to the corresponding asymptotic tests, keeping exact test levels even in the small sample case. It also provides the guidelines for choosing the valid and most powerful test under the given situation.

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Testing NBUCA Class of Life Distribution Using U-Test

  • Al-Nachawati, H.
    • International Journal of Reliability and Applications
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    • 제8권2호
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    • pp.125-135
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    • 2007
  • In this paper, testing exponentiality against new better than used in convex average and denote by (NBUCA), or its dual (NWUCA) is investigated through the U-test. The percentiles of these tests are tabulated for samples sizes n = 5(1)40. The power estimates of the test are simulated for some commonly used distributions in reliability. Pitman's asymptotic efficiency of the test is calculated and compared. Data of 40 patients suffering from blood cancer disease (Leukemia) is considered as a practical application of the proposed test in the medical sciences.

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A JONCKHEERE TYPE TEST FOR THE PARALLELISM OF REGRESSION LINES

  • Jee, Eunsook
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제20권2호
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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.

Asymptotic Properties of Outlier Tests in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • 제17권1호
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    • pp.205-211
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    • 2006
  • For a linear regression model, the necessary and sufficient condition for the asymptotic consistency of the outlier test statistic is known. An analogous condition for the nonlinear regression model is considered in this paper.

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설명변수 차원 축소에 관한 비모수적 검정 (Nonparametric test on dimensionality of explantory variables)

  • 서한손
    • 응용통계연구
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    • 제8권2호
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    • pp.65-75
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    • 1995
  • 설명변수 축소방법들인 Sliced Inverse Regression과 Principal Hessian Directions에서는 효과적 차원축소공간의 차원을 결정하기 위하여 설명변수의 정규성과 충분한 수의 자료가 요구되는 점근적검정(asymptotic test)을 제시하고 있다. 본 연구에서는 Cook과 Weisberg(1991)가 제안하였던 순열검정통계량(permutation test statistic)을 개발하여 SIR과 PHD에서 제시된 점근적 검정 통계량과 검정력을 비교하기로 한다.

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A NEW UDB-MRL TEST WITH UNKNOWN CHANCE POINT

  • Na, Myung-Hwan
    • 품질경영학회지
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    • 제30권3호
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    • pp.195-202
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    • 2002
  • The problem of trend change in the mean residual life is great Interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend Is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

A NEW UDB-MRL TEST FOR WITH UNKNOWN

  • Na, Myung-Hwan
    • 품질경영학회지
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    • 제30권4호
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    • pp.78-85
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    • 2002
  • The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.