• Title/Summary/Keyword: Goodness of fit

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Maximum entropy test for infinite order autoregressive models

  • Lee, Sangyeol;Lee, Jiyeon;Noh, Jungsik
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.637-642
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    • 2013
  • In this paper, we consider the maximum entropy test in in nite order autoregressiv models. Its asymptotic distribution is derived under the null hypothesis. A bootstrap version of the test is discussed and its performance is evaluated through Monte Carlo simulations.

On the pdf estimation of the intraframe DPCM prediction error and its application for the images (영상신호에 대한 DPCM예측오차신호의 확률분포추정과 그 응용에 관한 연구)

  • 안재형
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.13 no.1
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    • pp.12-18
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    • 1988
  • It is found that the estimation pdf of the real intraframe DPCM prediction error by $x^3$ goodness-of-fit test for the images is nearer gamma distribution that laplacian. Also the new pdf estimation method by NMAE is proposed and applied to the pdf adaptive DPCM system.

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Logistic Model for Normality by Neural Networks

  • Lee, Jea-Young;Rhee, Seong-Won
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.1
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    • pp.119-129
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    • 2003
  • We propose a new logistic regression model of normality curves for normal(diseased) and abnormal(nondiseased) classifications by neural networks in data mining. The fitted logistic regression lines are estimated, interpreted and plotted by the neural network technique. A few goodness-of-fit test statistics for normality are discussed and the performances by the fitted logistic regression lines are conducted.

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Studies on the Computer Programming of Statistical Methods (II) (품질관리기법(品質管理技法)의 전산화(電算化)에 관(關)한 연구(硏究)(II))

  • Jeong, Su-Il
    • Journal of Korean Society for Quality Management
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    • v.14 no.1
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    • pp.19-25
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    • 1986
  • This paper studies the computer programming of statistical methods. A few computer programs are developed for * computing the basic statistics and the coefficients of process capability for raw and grouped data * drawing the frequency table and histogram * goodness of fit testing for normality with the analyses for stratifications if necessary. A special emphasis is laid on the significant digits and rounding-off for the output. A running result appears in the Appendix for a hypothetical example.

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Residuals Plots for Repeated Measures Data

  • PARK TAESUNG
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.187-191
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    • 2000
  • In the analysis of repeated measurements, multivariate regression models that account for the correlations among the observations from the same subject are widely used. Like the usual univariate regression models, these multivariate regression models also need some model diagnostic procedures. In this paper, we propose a simple graphical method to detect outliers and to investigate the goodness of model fit in repeated measures data. The graphical method is based on the quantile-quantile(Q-Q) plots of the $X^2$ distribution and the standard normal distribution. We also propose diagnostic measures to detect influential observations. The proposed method is illustrated using two examples.

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On Information Criteria in Linear Regression Model

  • Park, Man-Sik
    • The Korean Journal of Applied Statistics
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    • v.22 no.1
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    • pp.197-204
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    • 2009
  • In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.

Modelling Count Responses with Overdispersion

  • Jeong, Kwang Mo
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.761-770
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    • 2012
  • We frequently encounter outcomes of count that have extra variation. This paper considers several alternative models for overdispersed count responses such as a quasi-Poisson model, zero-inflated Poisson model and a negative binomial model with a special focus on a generalized linear mixed model. We also explain various goodness-of-fit criteria by discussing their appropriateness of applicability and cautions on misuses according to the patterns of response categories. The overdispersion models for counts data have been explained through two examples with different response patterns.

Shapriro-Francia W' Statistic Using Exclusive Monte Carlo Simulation

  • Rahman, Mezbahur;Pearson, Larry M.
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.139-155
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    • 2000
  • An exclusive simulation study is conducted in computing means for order statistics in standard normal variate. Monte Carlo moments are used in Shapiro-Francia W' statistic computation. Finally, quantiles for Shapiro-Francia W' are generated. The study shows that in computing means for order statistics in standard normal variate, complicated distributions and intensive numerical integrations can be avoided by using Monte Carlo simulation. Lack of accuracy is minimal and computation simplicity is noteworthy.

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Testing Uniformity Based on Vasicek's Estimator

  • Kim, Jong-Tae;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.119-127
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    • 2004
  • To test uniformity of a population, we modify the test statistic based on the sample entropy in the literature, and establish its limiting distribution under weaker conditions, which improves the existing results. It is also to study the proposed test statistic based on Vasicek's entropy estimator is consistent.

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Application Guide of Reliability Test (신뢰성 시험 적용 모델)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2007.04a
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    • pp.295-307
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    • 2007
  • This paper introduces statistical test principles, statistical procedures and tests for exponential distribution. This paper also shows compliance test plans for success ratio and constant failure rate, and goodness-of-fit tests for Weibull distribution. Moreover, this paper presents procedures for comparision of two constant failure rates, and dependability of products containing reused parts.

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