• Title/Summary/Keyword: Distribution-free test

Search Result 192, Processing Time 0.031 seconds

Comparing the empirical powers of several independence tests in generalized FGM family

  • Zargar, M.;Jabbari, H.;Amini, M.
    • Communications for Statistical Applications and Methods
    • /
    • v.23 no.3
    • /
    • pp.215-230
    • /
    • 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.

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

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
    • /
    • 2008.04a
    • /
    • pp.451-460
    • /
    • 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.

  • PDF

On the distribution-free tests for umbrella alternatives in a randomized block design (화률화 블록 계획법에서 우산형 대립가설에 대한 분포부관 검정법의 연구)

  • 김동희;김영철
    • The Korean Journal of Applied Statistics
    • /
    • v.5 no.1
    • /
    • pp.41-57
    • /
    • 1992
  • Distribution-free test for umbrella alternatives in a randomized block design is proposed and asymptotic properties test statistics and the asymptotic relatives efficiency (ARE) of the proposed test statistics with respect to the Puri's parametric method are investigated. For given peak points 2,3,4, with 4 blocks and 5 treatments, and with 3 blocks and 5 treatments : for given peak point 3, with 2 blocks and 4 treatments : from the small sample Monte Carlo Study, the empirical powers between the proposed test and Puri's test are compared. Throughout the simulation results, the proposed test statistic is efficient for the heavy tailed distributions.

  • PDF

Some Nonparametric Tests for Change-points with Epidemic Alternatives

  • Kim, Kyung-Moo
    • Communications for Statistical Applications and Methods
    • /
    • v.4 no.2
    • /
    • pp.427-434
    • /
    • 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.

  • PDF

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

  • Jee, Eun-Sook
    • Journal of applied mathematics & informatics
    • /
    • v.8 no.2
    • /
    • pp.669-682
    • /
    • 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
    • /
    • v.1 no.1
    • /
    • pp.43-48
    • /
    • 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.

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

  • Lee, Hyun Dong;Chung, Won Sik;Moon, Sook Mi
    • Journal of Korean Society of Water and Wastewater
    • /
    • v.11 no.3
    • /
    • pp.59-66
    • /
    • 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.

  • PDF

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

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.5
    • /
    • pp.519-531
    • /
    • 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.

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

  • 이기훈
    • The Korean Journal of Applied Statistics
    • /
    • v.6 no.2
    • /
    • pp.237-245
    • /
    • 1993
  • A nonparametric test for the parallelisim of k regression lines against ordered alternatives is proposed. The test statistic is weighted Jonckheere-type statistic applied to slope estimators obtained from each lines. The distribution of the proposed test statistic is asymptotically distribution-free. From the viewpoint of efficiencies, the proposed test desirable properties and is more efficient than the other nonparametric tests.

  • PDF

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

  • Lee, Eun-Seok;Seol, Woo-Seok
    • Proceedings of the KSME Conference
    • /
    • 2007.05b
    • /
    • pp.3116-3121
    • /
    • 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.

  • PDF