• 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.

• International Journal of Reliability and Applications
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• 제4권4호
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• pp.191-199
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• 2003

In the present work, a moment inequality is derived for new renewal better (worse) than used in expectation(NRBUE) (NRWUE) distributions. This inequality demonstrates that if the mean life is finite then all higher order moments exist. A new test statistics for testing exponentiality against NRBUE (NRWUE) is introduced based on this inequality. It is shown that the proposed test is simple and has high relative efficiency for some commonly used alternatives. Critical values are tabulated for sample sizes n = 5(1)30. A set of real data is used as an example to elucidate the use of the proposed test statistics for practical reliability analysis.

• 한국통신학회논문지
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• 제30권10C호
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• pp.999-1006
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• 2005

차분 문턱값 검정에서는 (difference threshold test: DTT) 에너지 검파기 출력들 가운데 가장 큰 출력과 둘째로 큰 출력의 차이가 문턱값을 넘지 않으면 심벌을 잃음으로 본다. 변조 크기와 다양성 차수가 유한하면, M진 주파수 편이 신호를 검파할 때 차분 문턱값 검정이 비율 문턱값 검정보다 (ratio threshold test: RTT) 성능이 좋다는 것을 보이고, 변조 크기와 다양성 차수가 무한히 클 때의 점근 성능을 알아본다. 차분 문턱값 검정을 쓰거나 비율 문턱값 검정을 쓰거나 잘못 없이 통신할 수 있는 가장 작은 신호대잡음비는 같다는 것을 보인다.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.707-716
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• 2006

분산함수는 회귀함수와 더불어 회귀모형의 연구에 매우 중요한 함수이며 이 함수가 불연속일 때의 연구는 Delgado and Hidalgo (2000)와 Perron (2001)은 시계열모형에서는 비모수적 추정법에 의해 분산함수의 추정을 연구하였으며 Kang and Huh (2006)은 Perron의 추정법을 회귀모형에 적용하여 분산함수의 불연속점의 추정에 대하여 연구하였고, Huh (2005)는 Kang and Huh의 잔차제곱들을 이용한 분산함수의 불연속점의 추정 대신 이차적률함수를 이용하여 분산함수의 불연속점을 추정하였다. 이는 Kang and Huh의 연구에서 잔차제곱들을 구하기 위하여 회귀함수의 추정이 우선되어야 하기에 전체적인 계산량이 늘어나게 되고, 늘어난 만큼 불연속점 추정의 정도가 떨어지게 됨으로 반응변수의 표본의 제곱을 이용하여 이차적률함수의 추정으로 불연속점을 추정하는 것이 더 용이하기 때문이다. 이러한 연구를 바탕으로 본 연구에서는 Huh의 점프의 크기 추정량의 점근분포를 이용하여 불연속점의 존재 유무에 대한 가설검정법을 제안하였다. 즉, 점프의 크기 추정량의 귀무가설 하의 점근분포가 가지고 있는 장애모수인 불연속점의 위치에서 확률밀도함수와 4차적률함수를 비모수적 방법으로 추정하는 방법을 제안하고 이들의 균일 일치성을 보여 가설검정법을 제안하였다. 불연속점의 추정에 앞서 불연속점의 존재 여부의 가설검정이 우선되어야 하기에 다른 통계적 함수에 대한 불연속점의 연구에서도 이러한 본 논문에서 연구한 방법으로 불연속점의 존재 유무에 대한 가설검정법을 제안 할 수 있을 것이다.

• Journal of Forest and Environmental Science
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• 제39권2호
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• pp.73-80
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• 2023

Little is known of the life history of Garcinia kola; the objective of this study, therefore, was to assess the fruiting age and tree size of the species in a coastal humid tropical climate plantation condition. A total 103 trees were used in the study viz; 80 ten-year-old trees at reproductive maturity onset and 13 thirty-year-old trees with several cycles of reproduction that constitute two independent variables. Data collected were age of onset of flowering and size at reproductive maturity onset. Relative size at reproductive maturity onset (RSOM) was estimated as size at reproductive maturity onset (SOM) divided by asymptotic maximal size (AMS). Data analysis was conducted using pairwise t-test and principal component analysis (PCA). Reproductive maturity onset (flowering) was recorded in the ten-year-old stand eight (8) years after planting. Mean size at reproductive maturity onset (SOM) was height 5.32±1.7 m, dbh 0.11±0.03 m, total number of branches was 29.6±7.3, crown depth 5.24±1.05 m, crown diameter was 4.78±0.7 m, branch diameter 0.098±0.01 m, leaf length 0.13±0.02 m, leaf breadth 0.37±0.01 m, twig length 0.35±0.11 m and leaf per twig 6±0.84 and asymptotic maximal size (AMS) was height 19.85±0.76 m, dbh 0.95±0.09 m, total number of branches 62±5, crown depth 18.83±0.7 m, crown diameter 12.5±1.64 m, branch diameter 0.5±1.6 m, leaf length 0.16±0.023 m, leaf breadth 0.45±0.12 m, twig length 0.37±0.11 m and leaf per twig 19±7.5. Pairwise t-test analysis showed there was significant differences between SOM and AMS in all growth factors except leaf length, leaf breadth, and twig length. Highest relative size at reproductive maturity onset (RSOM) was recorded in leaf length 0.82, twig length 0.82, and leaf breadth 0.80, while, the lowest was branch diameter 0.11. Four components out of the total of eleven were extracted to explain the relationship in RSOM: Principal component one (PC1) explained 37.23%; PC2 26.4%, PC3 22.73%, and PC4 13.64%.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.1-12
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• 1995

Let F be a life distribution with finite mean $\mu$ Then F is said to be in new better then worse than used in expectation (NBWUE(p)) class if $\varphi(u) {\geq} u$ for $0 {\leq}u{\leq}t_0$ and ${\varphi}(u) {\leq} u$ for $t_0< u {\leq} 1$ where ${\varphi}(u)$ is the scaled total-time-on-test transform and $p=F(t_0)$. We propose a testing procedure for $H_0$ : F is exponential against $H_1$ : NBWUE(p), and is not expontial, (or $H_1\;'$ : F is NWBUE (p), and is not exponential) using randomly censored data. Our procedure assumes kmowledge of the proportion p of the population that fail at or before the change-point $\t_0$. Know ledge of $\t_0$ itself is not assumed. The asymptotic normality of the test statistic is established and a Monte Carlo experiment is performed to investigate the speed of convergence of the test statistic to normality. The power of our test is also studied.

• 한국산업정보학회논문지
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• 제9권2호
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• pp.1-8
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• 2004

본 논문은 누적노출모형에서 수명시간이 지수분포를 따르고 서로 독립일 때 쿨백-라이블러 정보함수를 이용하여 단계 스트레스 가속수명시험으로부터 얻은 자료로부터 모수의 추정량을 제안하고, 단계 스트레스 가속수명시험의 정상조건에서 편의와 평균제곱오차 관점에서 모의실험을 통하여 Vasicek (1976), Van Es (1992)와 Correa (1995)가 제안한 세가지 추정량들에 대한 소표본 특성을 비교 논의하고자 한다.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.349-365
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• 1994

We develop in this paper the likelihood ratio test (LRT) for testing $H_1 : F_1 \preceq F_2$ against $H_2 - H_1$ where $H_2$ imposes no restriction on $F_1$ and $F_2$ and '$\preceq$' means failure rate ordering. Both one and two-sample problems will be considered. In the one-sample case, one of the two distributions is known, while we assume in the other case both are unknown. We derive the asymptotic null distribution of the LRT statistic which will be of chi-bar-square type. The main issue here is to determine the least favorable distribution which is stochastically largest within the class of null distributions.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.33-38
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• 2000

Krishnamoorphy and Raghavarao(1993) invented exact binomial and asymptotically normal test procedures for truthful answering in the repeated randomized response models under the assumption that two repeated response measures are independent. Under the same assumption, Lakshmi and Raghavarao(1992) suggested asymptotic chi-square test for respondents' truthful answering in the same models. In this article we detect the factors and the conditions with which two response variables might be independent, and find the condition for independence in the repeated randomized response models with considering untruthful answer. But, the condition of independence make the randomized model no meaning. Under the assumption of conditional independence between two response variables, we can apply the same logical statements on deriving the tests for truthful answering in the repeated randomized response models as in Krishnamoorphy and Raghavarao(1993).

• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.303-315
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• 2017

Yoo (2015, Statistics and Probability Letters, 99, 109-113) derives theoretical results in an optimal sufficient dimension reduction with singular inner-product matrix. The results are promising, but Yoo (2015) only presents one simulation study. So, an evaluation of its practical usefulness is necessary based on numerical studies. This paper studies the asymptotic behaviors of Yoo (2015) through various simulation models and presents a real data example that focuses on ordinary least squares. Intensive numerical studies show that the $x^2$ test by Yoo (2015) outperforms the existing optimal sufficient dimension reduction method. The basis estimation by the former can be theoretically sub-optimal; however, there are no notable differences from that by the latter. This investigation confirms the practical usefulness of Yoo (2015).