• 제목/요약/키워드: Exact variance ratio test

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Exact Tests for Variance Ratios in Unbalanced Random Effect Linear Models

  • Huh, Moon-Yul;Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • 제25권4호
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    • pp.457-469
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    • 1996
  • In this paper, we propose a method for an exact test of H : $p_i$ = $r_i$ for all i against K : $p_i$ $\neq$ $r_i$ for some i in an unbalanced random effect linear model, where $p_i$ denotes the ratio of the i-th variance component to the error variance. Then we present a method to test H : $p_i$ $\leq$ r against K : $p_i$> r for some specific i by applying orthogonal projection on the model. We also show that any test statistic that follows an F-distribution on the boundary of the hypotheses is equal to the one given here.

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Rao-Wald Test for Variance Ratios of a General Linear Model

  • Li, Seung-Chun;Huh, Moon-Yul
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.11-24
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    • 1999
  • In this paper we propose a method to test $\textit{H}$:$\rho_i$=$\gamma_i$ for 1$\leq$$\textit{i}$$\leq$$\ell$ against $\textit{K}$:$\rho_i$$\neq$$\gamma_i$ for some iin k-variance component random or mixed linear model where $\rho$i denotes the ratio of the i-th variance component to the error variance and $\ell$$\leq$K. The test which we call Rao-Wald test is exact and does not depend upon nuisance parameters. From a numerical study of the power performance of the test of the interaction effect for the case of a two-way random model Rao-Wald test was seen to be quite comparable to the locally best invariant (LBI) test when the nuisance parameters of the LBI test are assumed known. When the nuisance parameters of the LBI test are replaced by maximum likelihood estimators Rao-Wald test outperformed the LBI test.

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낙동강수계 수질오염총량관리를 위한 시범소유역 유황별 유달율 산정방법 연구 (A Study on Estimation of the Delivery Ratio by Flow Duration in a Small-Scale Test Bed for Managing TMDL in Nakdong River)

  • 손태석;박재범;신현석
    • 한국물환경학회지
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    • 제25권5호
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    • pp.792-802
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    • 2009
  • The objective of this study is to construct the watershed management system with link of the non-point sources model and to estimate delivery ratio duration curves for various pollutants. For the total water pollution load management system, non-point source model should be performed with the study of the characteristic about non-point sources and loadings of non-point source and the allotment of pollutant in each area. In this study, daily flow rates and delivered pollutant loads of Nakdong river basin are simulated with modified TANK model and minimum variance unbiased estimator and SWAT model. Based on the simulation results, flow duration curves, load duration curves, and delivery ratio duration curves have been established. Then GIS analysis is performed to obtain several hydrological geomorphic characteristics such as watershed area, stream length, watershed slope and runoff curve number. As a result, the SWAT simulation results show good agreements in terms of discharge, BOD, TN, TP but for more exact simulation should be kept studying about variables and parameters which are needed for simulation. And as a result of the characteristic discharges, pollutants loading with the runoff and delivery ratios, non-point sources effects were higher than point sources effects in the small-scale test bed of Nakdong river basin.

F-18-FPCIP 뇌 영상에서 True-X 재구성 기법을 기반으로 했을 때의 Iteration과 Subset의 영향 (The Influence of Iteration and Subset on True X Method in F-18-FPCIT Brain Imaging)

  • 최재민;김경식;남궁창경;남기표;임기천
    • 핵의학기술
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    • 제14권1호
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    • pp.122-126
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    • 2010
  • F-18-FPCIT는 뇌 선조체에 주로 분포된 도파민 운반체에 강한 친화력을 보이며, 이는 파킨슨 씨 병의 진단에 유용한 진단적 정보를 제공한다. 본 연구에서는 iteration과 subset에 따른 영상의 변화를 관찰하고 적정한 iteration과 subset의 범위를 제안해 보고자 한다. 영상의 획득은 ACR 팬텀과 뇌 질환이 없는 정상인의 뇌 영상을 획득하였다. 정상인의 뇌영상은 F-18-FPCIT를 정맥주사 후 3시간째 획득하였으며, iteration과 subset의 조건을 5가지로 구분하여 영상을 재구성하였다. 영상의 분석은 동일한 위치에 같은 크기의 ROI를 그려 평균, 최대, 최소의 SUV를 측정하였고, 이를 바탕으로 표준편차, 변이계수를 계산하였다. 또한 팬텀영상에서는 각 조건별 열소와 냉소의 SUV를 비교하여 어떠한 조건에서 실제와 가장 비슷한 SUV ratio를 재현하는지 조사하였다. 위 실험에서 얻어진 값은 Spearman test를 통해 유의성을 유무를 판별하였다. 따라 SUV는 증가하였고 이러한 추세는 Spearman test에서 유의성을 나타내었다. 표준편차 역시 iteration, subset조건이 증가함에 따라 값의 증가를 보였다. 산출된 값들은 통계적으로 유의하였다. 팬텀 연구에서는 6 iteraions, 16 iterations 에서 실제와 가장 비슷한 SUV ratio를 재현하였다. 하지만 iteration, subset 조건별로 얻어진 SUV ratio들은 통계적으로 유의하지 않았다.

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