• Title/Summary/Keyword: Goodness

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Goodness of Fit and Independence Tests for Major 8 Companies of Korean Stock Market (한국 주식시장 상위 8개사에 대한 적합도 검정 및 독립성 검정)

  • Min, Seungsik
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1245-1255
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    • 2015
  • In this paper, we investigated the major 8 companies of Korean stock market, and carried out the goodness of fit and independence tests. We found out the distributions of absolute returns are closed to compressed exponential distribution. The parameters are dominant that 1 < ${\beta}$ < 2, followed by ${\beta}=1$(exponential distribution) and ${\beta}=2$(normal distribution). Meanwhile, we assured that most of the absolute returns for major 8 companies have relevance to each other by chi-square independence test.

GOODNESS-OF-FIT TEST USING LOCAL MAXIMUM LIKELIHOOD POLYNOMIAL ESTIMATOR FOR SPARSE MULTINOMIAL DATA

  • Baek, Jang-Sun
    • Journal of the Korean Statistical Society
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    • v.33 no.3
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    • pp.313-321
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    • 2004
  • We consider the problem of testing cell probabilities in sparse multinomial data. Aerts et al. (2000) presented T=${{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2$ as a test statistic with the local least square polynomial estimator ${{p}_{i}}^{*}$, and derived its asymptotic distribution. The local least square estimator may produce negative estimates for cell probabilities. The local maximum likelihood polynomial estimator ${{\hat{p}}_{i}}$, however, guarantees positive estimates for cell probabilities and has the same asymptotic performance as the local least square estimator (Baek and Park, 2003). When there are cell probabilities with relatively much different sizes, the same contribution of the difference between the estimator and the hypothetical probability at each cell in their test statistic would not be proper to measure the total goodness-of-fit. We consider a Pearson type of goodness-of-fit test statistic, $T_1={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ instead, and show it follows an asymptotic normal distribution. Also we investigate the asymptotic normality of $T_2={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ where the minimum expected cell frequency is very small.

Comparison of Goodness-of-Fit Tests using Grouping Strategies for Multinomial Logit Regression Model (다항 로짓 회귀모형에서의 그룹화 전략을 이용한 적합도 검정 방법 비교)

  • Song, Mi Kyung;Jung, Inkyung
    • The Korean Journal of Applied Statistics
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    • v.26 no.6
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    • pp.889-902
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    • 2013
  • Several goodness-of-fit test statistics have been proposed for a multinomial logit regression model; however, the properties of the proposed tests were not adequately studied. This paper evaluates three different goodness-of-fit tests using grouping strategies, proposed by Fagerland et al. (2008), Bull (1994), and Pigeon and Heyse (1999). In addition, Pearson (1900)'s method is also examined as a reference. Simulation studies were conducted to evaluate the four methods in terms of null distribution and power. A real data example is presented to illustrate the methods.

Relationship between Goodness-of-Fit for Mother-Preschool Child and Parenting Stress in Mother (어머니와 학령전기 아동의 기질 조화적합성과 어머니의 양육스트레스와의 관계)

  • Jung, Hyang-Mi;Ahn, Min-Soon
    • Journal of Korean Academy of Nursing
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    • v.39 no.1
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    • pp.53-61
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    • 2009
  • Purpose: This study was done to identify the relationship between goodness-of-fit for mother-preschool child dyads and parenting stress experienced by the mother. Methods: Study participants were 500 mothers who had children aged 3 to 5 who attended one of ten kindergartens or infant schools in M City or B City. Descriptive statistics and Pearson's correlation coefficients were calculated using the SPSS program. Results: Comparison of goodness-of-fit scores for mother-preschool child dyad according to the characteristics of the participants, showed a significant difference according to child's age, gender, and birth order, mother's education and occupation, father's age and education, family income, and the chief caregiver in the family. There was a positive correlation between goodness-of-fit scores for mother-child dyad and parenting stress scores for mothers. Conclusion: The findings of the study indicate a need to identify differences between children's behavioral problems and parenting styles according to the degree of discord in the mother-child temperaments. It is also necessary to develop and apply nursing programs to promote harmonizing of temperaments, programs in which the characteristics of the child and the mother are considered.

The Bioecological Variables Affecting Children's Multiple Intelligences - With a Focus on Child's Temperament, Mother's Parenting Style and Goodness of Fit - (유아의 다중지능과 관련된 생물생태학적 변인 연구 - 유아의 기질 및 어머니의 양육태도, 조화적합성을 중심으로 -)

  • Suh, Joo-Hyun;Yi, Soon-Hyung
    • Journal of Families and Better Life
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    • v.27 no.6
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    • pp.229-242
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    • 2009
  • This study investigates how bioecological variables affect the child's multiple intelligence through independent and interactional ways. The subjects of this study were 147 pairs of 5-year-old children and their mothers, and the Project Spectrum was employed to measure multiple intelligences. Each mothers was asked to answer a questionnaire on her child's temperament, her maternal parenting style, 'goodness of fit' and 'the fit of child's intelligence'. Data were analyzed using a factor analysis and a hierarchical multiple regression with SPSS WIN 15.0. The main findings were as followings; First, 'the goodness of fit' to the child's temperament moderated the effect of a maternal parenting style that would foster child's dependency on the mathematical intelligence through interaction. 'The fit of child's intelligence' also moderated the effect of maternal positive parenting style to the child's mathematical intelligence. Second, in language intelligence, girls were more verbally intelligent than boys. In that regard, because the sex variable entails a combination of both inherent attribute and social-cultural effects, that result can be interpreted as an interaction between the individual and the environment. Lastly, a maternal parenting style that would foster child's dependency moderated the effect of the child's regular temperament on interpersonal intelligence. This means that the child's regular temperament can be a protective factor for the negative effect of a maternal parenting style that would foster child's dependency This study suggests that interactional factors such as 'goodness of fit' should be considered in studies involving children.

A Grading Method for Student′s Achievements Based on the Clustering Technique (클러스터링에 기반한 학업성적의 등급화 방법)

  • Park, Eun-Jin;Chung, Hong;Jang, Duk-Sung
    • Journal of the Korean Institute of Intelligent Systems
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    • v.12 no.2
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    • pp.151-156
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    • 2002
  • There are two methods in evaluation student s achievement. The two evaluation methods are absolute evaluation and relative evaluation. They have much advantages respectively, but also have some limitations such as being too stereotyped or causing overcompetition among learners. This paper suggests a new evaluation method which evaluates student s achievements by considering the score distribution and the frequency The proposed method classifies the scores into several clusters considering the goodness. This approach calculates the goodness by applying the RE(relaxation error), and grades the achievement scores based on the goodness. The suggested method can avoid the problem of grading caused by the narrow gap of scores because it sets a standard for grading by the calculated goodness considering the score distribution and frequency of occurrence. The method can differentiate achievements of a school from those of others, and that it is useful for selecting advanced students and dull ones, and for evaluation of classes based on student s achievement.

A Numerical Study on Improving the Thermal Hydraulic Performance of Printed Circuit Heat Exchanger Using the Supercritical Carbon Dioxide (초임계 이산화탄소를 작동유체로 한 PCHE의 열수력 성능 향상을 위한 수치해석적 연구)

  • Park, Bo Guen;Kim, Dae Hyun;Chung, Jin Taek
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.39 no.10
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    • pp.779-786
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    • 2015
  • The objective of this study is to propose a new channel shape that improves thermal-hydraulic performance. The existing Zigzag channel has high pressure loss due to flow separation and reverse flow. To improve this disadvantage, partial straight channel is inserted into bended points. Also, the effects of straight channel's length change on heat transfer and pressure loss are analyzed. Thermal-hydraulic performance of the new shape and existing Zigzag channel are quantitatively compared in terms of Goodness Factor. Mass flow rate was changed from $1.41{\times}10^{-4}$ to $2.48{\times}10^{-4}kg/s$. The average volume goodness factor of 1mm straight channel shape was increased by 25% compared to the Zigzag channel.

A Study on Empirical Distribution Function with Unknown Shape Parameter and Extreme Value Weight for Three Parameter Weibull Distribution (3변수 Weibull 분포형의 형상매개변수 및 극치값 가중치를 고려한 EDF 검정에 대한 연구)

  • Kim, Taereem;Shin, Hongjoon;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.46 no.6
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    • pp.643-653
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    • 2013
  • The most important procedure in frequency analysis is to determine the appropriate probability distribution and to estimate quantiles for a given return period. To perform the frequency analysis, the goodness-of-fit tests should be carried out for judging fitness between obtained data from empirical probability distribution and assumed probability distribution. The previous goodness-of-fit could not consider enough extreme events from the recent climate change. In this study, the critical values of the modified Anderson-Darling test statistics were derived for 3-parameter Weibull distribution and power test was performed to evaluate the performance of the suggested test. Finally, this method was applied to 50 sites in South Korea. The result shows that the power of modified Anderson-Darling test has better than other existing goodness-of-fit tests. Thus, modified Anderson-Darling test will be able to act as a reference of goodness-of-fit test for 3-parameter Weibull model.

Effect of Number of Measurement Points on Accuracy of Muscle T2 Calculations

  • Tawara, Noriyuki;Nishiyama, Atsushi
    • Investigative Magnetic Resonance Imaging
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    • v.20 no.4
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    • pp.207-214
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    • 2016
  • Purpose: The purpose of this study was to investigate the effect of the number of measurement points on the calculation of transverse relaxation time (T2) with a focus on muscle T2. Materials and Methods: This study assumed that muscle T2 was comprised of a single component. Two phantom types were measured, 1 each for long ("phantom") and short T2 ("polyvinyl alcohol gel"). Right calf muscle T2 measurements were conducted in 9 healthy male volunteers using multiple-spin-echo magnetic resonance imaging. For phantoms and muscle (medial gastrocnemius), 5 regions of interests were selected. All region of interest values were expressed as the mean ${\pm}$ standard deviation. The T2 effective signal-ratio characteristics were used as an index to evaluate the magnetic resonance image quality for the calculation of T2 from T2-weighted images. The T2 accuracy was evaluated to determine the T2 reproducibility and the goodness-of-fit from the probability Q. Results: For the phantom and polyvinyl alcohol gel, the standard deviation of the magnetic resonance image signal at each echo time was narrow and mono-exponential, which caused large variations in the muscle T2 decay curves. The T2 effective signal-ratio change varied with T2, with the greatest decreases apparent for a short T2. There were no significant differences in T2 reproducibility when > 3 measurement points were used. There were no significant differences in goodness-of-fit when > 6 measurement points were used. Although the measurement point evaluations were stable when > 3 measurement points were used, calculation of T2 using 4 measurement points had the highest accuracy according to the goodness-of-fit. Even if the number of measurement points was increased, there was little improvement in the probability Q. Conclusion: Four measurement points gave excellent reproducibility and goodness-of-fit when muscle T2 was considered mono-exponential.

Goodness-of-fit test for the gumbel distribution based on the generalized Lorenz curve (일반화된 로렌츠 곡선을 기반으로 한 Gumbel 분포의 적합도 검정)

  • Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.733-742
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    • 2017
  • There are many areas of applications where Gumbel distribution are employed such as environmental sciences, system reliability and hydrology. The goodness-of-fit test for Gumbel distribution is very important in environmental sciences, system reliability and hydrology data analysis. Therefore, we propose the two test statistics to test goodness-of-fit for the Gumbel distribution based on the generalized Lorenz curve. We compare the new test statistic with the Anderson - Darling test, Cramer - vonMises test, and modified Anderson - Darling test in terms of the power of the test through by Monte Carlo method. As a result, the new test statistics are more powerful than the other test statistics. Also, we propose new graphic method to goodness-of-fit test for the Gumbel distribution based on the generalized Lorenz curve.