• Title/Summary/Keyword: Chi-square and Kolmogorov-Smirnov test

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Numerical Approach with Kolmogorov-Smirnov Test for Detection of Impulsive Noise (임펄스성 잡음의 유무를 결정하는 Kolmogorov-Smirnov 검증의 수치적 접근의 효율성)

  • Oh, Hyungkook;Nam, Haewoon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39C no.9
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    • pp.852-860
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    • 2014
  • This paper proposes an efficient algorithm based on Kolmogorov-Smirnov test to determine the presence of impulsive noise in the given environment. Kolmogorov-Smirnov and Chi-Square tests are known in the literature to serve as a goodness-of-fit test especially for a testing for normality of the distribution. But these algorithms are difficult to implement in practice due to high complexity. The proposed algorithm gives a significant reduction of the computational complexity while decreasing the error probability of hypothesis test, which is shown in the simulation results. Also, it is worth noting that the proposed algorithm is not dependent on the noise environment.

Likelihood ratio in estimating Chi-square parameter

  • Rahman, Mezbahur
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.587-592
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    • 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.

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Independence test of a continuous random variable and a discrete random variable

  • Yang, Jinyoung;Kim, Mijeong
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.285-299
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    • 2020
  • In many cases, we are interested in identifying independence between variables. For continuous random variables, correlation coefficients are often used to describe the relationship between variables; however, correlation does not imply independence. For finite discrete random variables, we can use the Pearson chi-square test to find independency. For the mixed type of continuous and discrete random variables, we do not have a general type of independent test. In this study, we develop a independence test of a continuous random variable and a discrete random variable without assuming a specific distribution using kernel density estimation. We provide some statistical criteria to test independence under some special settings and apply the proposed independence test to Pima Indian diabetes data. Through simulations, we calculate false positive rates and true positive rates to compare the proposed test and Kolmogorov-Smirnov test.

A Fundamental Study of Probability Functions and Relationship of Wave Heights. -On the Wave Heights of the East Coast of Korea- (파고의 확률분포 및 상관에 관한 기초적 연구 - 동해안의 파고를 중심으로 하여 -)

  • 윤해식;이순탁
    • Water for future
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    • v.7 no.2
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    • pp.99-106
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    • 1974
  • The records of wave heights which were observed at Muk ho and Po hang of the East Coast of Korea were analized by several probility functions. The exponential 2 parameter distribution was found as the best fit probability function to the historical distribution of wave heights by the test of goodness of fit. But log-normal 2 parameter and log-extremal type A distributions were also fit to the historical distribution, especially in the Smirnov-Kolmogorov test. Therefore, it can't be always regarded that those two distributions are not fit to the wave heiht's distribution. In the test of goodness of fit, the Chi-Square test gave very sensitive results and Smirnov-Kolmogorov test, which is a distribution free and non-parametric test, gave more inclusive results. At the next stage, the inter-relationship between the mean and the one-third wave heights, the mean and the one-=tenth wave heights, the one-third and the one-tenth wave heights, the one-third and the highest wave heights were obtained and discussed.

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A Programming of Hydrologic Analysis Procedure for the Probable Isohyetal Chart in Korea (한국 확률강우량도 작성을 위한 수문해석방법 개발)

  • 이원환
    • Water for future
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    • v.20 no.2
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    • pp.139-150
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    • 1987
  • The present study is to develop the hydrologic analysis procedure for the purpose of drawing the probable isohyetal charts in Korea. In the establishment of optimal distribution types, the eleven continuous probability distribution types included the transformed variable normal distribution (Y-k method) is applied to the annual maximum rainfall depth series in each duration. The optimal selection of distribution is done by Chi-square test and Kolmogorov-Smirnov test in the eui-class interval. The application of probability distribution is checked by the fitting on four durations of annual maximum rainfall data(10 min., 60 min., 6 hrs., and 24hrs.) at four meteorological stations in Korea (Seoul, In Cheon, Bu san, and Kwang Ju). The properties in hydrologic application of the considered distribution and the hydrologic characteristics of the applied rainfall data groups are investigated from the results of this study.

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Computer Programs for Nonparametric Tests (비모수적(非母數的) 통계(統計) 프로그램의 개발(開發))

  • Bae, Do-Seon;Jang, Jung-Sun;Kim, Sang-Bok
    • Journal of Korean Institute of Industrial Engineers
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    • v.12 no.2
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    • pp.101-108
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    • 1986
  • Computer programs for IBM PC/XT/AT or compatibles, are presented for running 9 nonparametric tests. They include sign test, Wilcoxon signed rank test, Mann-Whitney Wilcoxon test, Kruskal-Wallis test, Kolmogorov-Smirnov one sample and two sample tests, Kendall and Spearman rank correlation coefficient tests, and Chi square test for contingency table. Each program is written with BASIC language and is combined into a statistical package, 'NONPARA'. It is easily accessible through the menu programs. The alogorithms on which each test is based, are also explained and 3 examples are given.

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Determination of Probable Rainfall Intensity Formulas for Designing Storm Sewer Systems at Incheon District (우수거 설계를 위한 인천지방에서의 확률강우강도식의 산정)

  • Ahn, Tae-Jin;Kim, Kyung-Sub
    • Journal of Korean Society of Water and Wastewater
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    • v.12 no.3
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    • pp.99-106
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    • 1998
  • This paper presents a procedure for determining the design rainfall depth and the design rainfall intensity at Incheon city area in Korea. In this study the eight probability distributions are considered to estimate the probable rainfall depths for 11 different durations. The Kolmogorov - Smirnov test and the Chi-square test are adopted to test each distribution. The probable rainfall intensity formulas are then determined by i) the least squares (LS) method, ii) the least median squares (LMS) method, iii) the reweighted least squares method based on the LMS (RLS), and iv) the constrained regression (CR) model. The Talbot, the Sherman, the Japanese, and the Unified type are considered to determine the best type for the Incheon station. The root mean squared (RMS) errors are computed to test the formulas derived by four methods. It is found that the Unified type is the most reliable and that all methods presented herein are acceptable for determining the coefficients of rainfall intensity formulas from an engineering point of view.

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A study on distribution comparison of response packets for major portal sites (주요 포털사이트의 응답패킷분포에 관한 연구)

  • Ryu, Gui-Yeol
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.437-444
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    • 2013
  • The object of study is to verify the distributions of response packets of 3 portal sites such as Naver, Daum, Nate. The period of experiments is from May 19th 2010 to November 7th 2012 and the number of experiments is 4,642. The distributions of Naver, Nate are biomodals. The distribution of Daum has long right tails. 3 distributions are different under 1% significance level using chi-square test and two sample Kolmogorov-Smirnov test. From proportions and percentiles, Naver has a distribution with the largest values. Nate is the second place, and Daum has a distribution with the smallest values. We must make portal pages light to increase response speed including other technologies. We expect our results to activate competition among portal sites.

Statistical Analysis of End-to-End Delay for VoIP Service in Mobile WiMAX Networks

  • Islam, Mohd. Noor;Jang, Yeong-Min
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.2A
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    • pp.196-201
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    • 2010
  • Measurement of Quality of Service (QoS) parameters and its statistical analysis becomes a key issue for Mobile WiMAX service providers to manage the converged network efficiently and to support end-to-end QoS. In this paper, we investigate the population distribution of end-to-end one-way delay which is the most important QoS parameter in Mobile WiMAX networks. The samples are analyzed with Chi-Square Goodness-of-Fit test, Kolmogorov-Smirnov (K-S), and Anderson-Darling (A-D) test to verify the distribution of parent population. The relation with confidence level and the minimum number of sample size is also performed for logistic distribution. The statistical analysis is a promising approach for measuring the performance Mobile WiMAX networks.

A Study on Comparison and Classification of Response Time of Mobile Portals (모바일 포털들의 응답시간 비교 및 분류에 관한 연구)

  • Ryu, Gui-Yeol
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.18 no.3
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    • pp.1-7
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    • 2018
  • The purpose of this study is to compare and analyze the response time of three mobile portal sites in Korea using distributions. The research subjects are the mobile portal site of Naver, Daum, and Nate. The experiment period is six years from April 18, 2012 when mobile portals started to activate, to April 17, 2018. The number of experiments is 4,060. Histograms and percentages were used for the distribution comparisons. For the theoretical comparison, Chi-Square test is adopted as a parametric method, and Kolmogorov-Smirnov test is as a nonparametric method. Naver was the fastest of all four methods, the next was Nate, the next was the slowest. The same result was obtained in terms of average response speed. These results are in contradiction to the results of the wired portal. Naver is a strategy to increase the response speed in accordance with the characteristics of media. Daum is a strategy to increase the contents at the cost of response speed. As for classification, we divide the response time into "Comfortable", "Tolerable", "Feedback", "Leave" according to response time. The ratio of more than 7 seconds that users leave called as "Leave" is 1.18% for Naver, 11.70% for Daum, and 1.5% for Nate. As Daum is overwhelmingly high, the response time is very much in need of improvement. In addition, we show the response time of three mobile portals needs to be reduced We hope that the results of this paper will facilitate technology competition to increase the response speed of mobile portals.