• 제목/요약/키워드: Distribution-free test

검색결과 193건 처리시간 0.025초

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.

Neyman-Pearson 검정과 Fisher 검정에 의한 비모수 통계의 고찰 (Review of Nonparametric Statistics by Neyman-Pearson Test and Fisher Test)

  • 최성운
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2008년도 춘계학술대회
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    • pp.451-460
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    • 2008
  • This paper reviews nonparametric statistics by Neyman-Pearson test and Fisher test. Nonparametric statistics deal with the small sample with distribution-free assumption in multi-product and small-volume production. Two tests for various nonparametric statistic methods such as sign test, Wilcoxon test, Mann-Whitney test, Kruskal-Wallis test, Mood test, Friedman test and run test are also presented with the steps for testing hypotheses and test of significance.

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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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Some Nonparametric Tests for Change-points with Epidemic Alternatives

  • Kim, Kyung-Moo
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.427-434
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    • 1997
  • The purpose of this paper is to discuss distribution-free tests of hypothesis that the random samples are identically distributed against the epidemic alternative. But most tests that have been considered are depended only on specific null distribution. Two nonparametric tests are considered and compared with a likelihood ratio test by the empirical powers.

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A STUDY ON A NONPARAMETRIC TEST FOR THE PARALLELISM OF k REGRESSION LINES AGAINST ORDERED ALTERNATIVES

  • Jee, Eun-Sook
    • Journal of applied mathematics & informatics
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    • 제8권2호
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    • pp.669-682
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    • 2001
  • In this paper a nonparametric test for the parallelism of k regression lines against ordered alternatives, when the independent variables are positive and all regression lines have a common intercept is proposed. The proposed test is based on a Jonckheere-type statistic applied to residuals. Under some conditions the proposed test statistic is asymptotically distribution-free. The small-sample powers of our test are compared with other tests by a Monte Carlo study. The simulation results show that the proposed test has significantly higher empirical powers than the other tests considered in this paper.

GENERALIZED MINIMUM $x^2$ TEST FOR THE EXTREME VALUES

  • Lee, Chun-Jin
    • Journal of applied mathematics & informatics
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    • 제1권1호
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    • pp.43-48
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    • 1994
  • There are some difficulties in applying the Pearson's Chi-Square Test for the continuous distribution. The problems include how to form class intervals for the test of fit how to employ in the test when the estimators of parameters are obtained from the ungrouped sample so on. In order to solve these problems we use the generalized minimum Chi-Square technique which is a test free of the complications associated with the Peason's Chi-Square test. This paper show how to apply the goodness of fit tests based on generalized minimum Chi-Square technique to the extreme values.

상수도 배관망에서의 수질변화에 관한 연구 (수질악화의 영향인자 분석과 잔류염소 모델링) (A study on Water Quality Changes in Distribution System (Factor analysis of deterioration of water quality & Modelling of free chlorine))

  • 이현동;정원식;문숙미
    • 상하수도학회지
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    • 제11권3호
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    • pp.59-66
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    • 1997
  • Although it produces well-treated water in water treatment plant, water quality at the tap can be changed depending on the state of pipes. It is because water quality deteriorates as plant water passes through pipeline networks. Therefore, the improvement of not only water treatment technology but also O & M of water pipelines is required to supply good water to consumers. The purpose of the study was to obtain the basic data of control technology for water quality in pipes through investigating water quality in distribution system. We selected 11 sampling sites and investigated water quality from plant to endpoint of distribution system. we also simulated decreasing tendency of free chlorine through pipeline network. As the result of water quality test, all parameters were below allowable levels, but some parameters had the possibility of being over levels. So there must be more work to set up proper countermeasure for violable parameters.

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Goodness-of-fit tests for randomly censored Weibull distributions with estimated parameters

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제24권5호
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    • pp.519-531
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    • 2017
  • We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.

회귀직선에서 순서대립가설에 대한 비모수적 검정법 연구 (A study on a nonparametric test for ordered alternatives in regreesion problem)

  • 이기훈
    • 응용통계연구
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    • 제6권2호
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    • pp.237-245
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    • 1993
  • 본 논문에서는 순서대립가설에 대하여 k개의 회귀직선의 평행선을 검정하는 비모수적 검정 법을 제안하였다. 검정통계량은 각 직선에서 얻은 기울기 추정량들에 가중치를 준죤키어 (Jonckheere)형태의 통계량이다. 제안된 통계량의 분포는 점근적으로 정규분포를 따르게 되 어, 검정법은 점근분포무관검정이 된다. 모수적 검정법과 비교한 점근상대효율은 바람직한 형태를 가지며, 기존의 비모수적 검정법과 비교하여도 더 효율적임을 보였다.

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침투경계조건과 CFD를 이용한 터빈 역형상 설계에 관한 연구 (A Study on the Inverse Shape Design of a Turbine Cascade Using the Permeable Boundary Condition and CFD)

  • 이은석;설우석
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2007년도 춘계학술대회B
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    • pp.3116-3121
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    • 2007
  • In this paper, the inverse shape design is introduced using the permeable wall boundary condition. Inverse shape design defines the blade shape for the prescribed Mach numbers or pressure distribution on its surface. It calculates the normal mass flux from the difference between the calculated and prescribed pressure at the surface. A new geometry can be achieved after applying the quasi one-dimensional continuity equation from the leading edge to the trailing edge. For validation of this method, two test cases are studied. The first test case of inverse shape design illustrates the cosine bump with a strong shock. After seven geometry modifications, the shock-free bump geometry can be obtained. The second example concerns the redesign of a transonic turbine cascade. The initial isentropic Mach distribution has a peak on the upper surface. The target isentropic Mach number distribution was imposed smoothly. The peak of Mach distribution has disappeared at the final geometry. This proposed inverse design method has proven to be an efficient and robust tool in turbomachinery design fields.

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