• Communications for Statistical Applications and Methods
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• v.5 no.2
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• pp.411-416
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• 1998

A simple nonparametric test of complete or total independence is suggested for continuous multivariate distributions. This procedure first discretizes the original variables based on their order statistics, and then tests the hypothesis of complete independence for the resulting contingency table. Under the hypothesis of independence, the chi-squared test statistic has an asymptotic chi-squared distribution. We present a simulation study to illustrate the accuracy in finite samples of the limiting distribution of the test statistic. We compare our method to another nonparametric test of complete independence via a simulation study. Finally, we apply our method to the residuals from a real data set.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1191-1200
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• 2006

A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.203-212
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• 2006

A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.

• The Korean Journal of Applied Statistics
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• v.23 no.4
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• pp.777-781
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• 2010

Yates' continuity correction of the chi-squared test for testing the homogeneity of two binomial proportions in $2{\times}2$ contingency tables is developed to lower the value of the test statistic slightly. The effect of continuity correction is expected to decrease as the sample size increases. However, in extremely unbalanced $2{\times}2$ contingency tables, we find some cases where the effect of continuity correction is eccentric and is larger than expected. In such cases, we conclude that the chi-squared test with continuity correction should not be employed as a test statistic in both asymptotic tests and exact tests.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.257-266
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• 1995

Consider a p-variate $(p \geq 4)$ normal distribution with mean $\b{\theta}$ and identity covariance matrix. For estimating $\b{\theta}$ under a quadratic loss we investigate the behavior of risks of Stein-type estimators which shrink the usual estimator toward the mean of observations. By using concavity of the function appearing in the shrinkage factor together with new expectation identities for noncentral chi-squared random variables, a characterization of estimators with nondecreasing risk is obtained.

• Journal of Distribution Science
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• v.14 no.7
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• pp.5-14
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• 2016

Purpose - This paper studies if types of markets have an association with several variables such as occupation, district, sales, employee, administrative district by a lessor, area in rental building and so on. Three attributes of markets can be general commercial zones, central commercial zones and traditional markets. Furthermore, we can investigate the degree of association by calculating the numerical strength and visualizing their distances on two-dimensional plane, once the association exists between them. Research design, data, and methodology - This work is performed by the 2013 report presented with Small Businessmen Promotion Institute in Korea and used by a chi-squared test and correspondence analysis by using IBM SPSS 23.0. Results - The results show that types of markets, including traditional markets, have an association with variables considered in this paper, and we can obtain the detailed associations between attributes of corresponding variables by inspecting two-dimensional plane. Conclusions - This study suggests that government authority and local autonomy can make strategies to vitalize traditional markets and to get win-win relationships among several types of markets by looking over our findings.

• Journal of the Korean Statistical Society
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• v.24 no.2
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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.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.545-554
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• 2006

We suggest a method for generating multidimensional random tables based on the log-linear models. A linear combination approach by Lee(1997) is applied to get the joint distribution with the well known Pearson chi-squared statistics. We can generate completely associated joint distributions which have the fixed association among three variables by using the suggested method. Therefore the method can be extended to more higher dimension than the three dimensional tables.

• The Korean Journal of Applied Statistics
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• v.18 no.1
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• pp.99-113
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• 2005

In this article, we propose a chi-squared test of spherical symmetry. The advantage of this test is that the test statistic and its asymptotic p-value are easy to compute. The limiting distribution of the test statistic is derived under spherical symmetry and its accuracy, in finite samples, is studied via simulation. Also, a simulation study is conducted in which the power of our test is compared with those of other tests for spherical symmetry in various alternative distributions. Finally, an illustrative example of application to a real data is provided.

• The Journal of Industrial Distribution & Business
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• v.7 no.3
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• pp.5-12
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• 2016

Purpose - In this paper, we consider more segmented types of markets than conventional version of ones in South Korea and explore the degree of relations between these markets and the related factors with them. In this case, ten attributes of types of markets mentioned above will be considered. To be more specific, the numerical strength is evaluated and graphical approach is expressed on two-dimensional plane, if the association exists between the considered variables. Research design, data, and methodology - This work is done by the 2013 report on the commercial building lease offered by Small Businessmen Promotion Institute (May/2013~August/2013) and exploited by statistical analyses such as correspondence analysis and a chi-squared test in IBM SPSS 23.0. Results - Findings of this paper indicate that a variable Korean market, including traditional markets, are closely connected with variables administrative district, sales and occupation instead of company, age group and business duration and the detailed associations between variables can be obtained by inspecting results of correspondence analysis. Conclusions - We can understand where the status of the Korean markets stands now through this work and also government authority and local autonomy can take advantage of these findings to enhance the revitalization of Korean markets and other markets.