• Title/Summary/Keyword: Goodness-of-Fit

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Goodness-of-Fit Test Based on Smoothing Parameter Selection Criteria

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.122-136
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    • 1995
  • The objective of this research is to investigate the problem of goodness-of-fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large sample properties of a new test statistic $\hat{\lambda_a}$ is investigated. The test statistic $\hat{\lambda_a}$ is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function th the event that $H_0$ is rejected. The limiting distribution of $\hat{\lambda_a}$ is obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

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Mutual Information and Redundancy for Categorical Data

  • Hong, Chong-Sun;Kim, Beom-Jun
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.297-307
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    • 2006
  • Most methods for describing the relationship among random variables require specific probability distributions and some assumptions of random variables. The mutual information based on the entropy to measure the dependency among random variables does not need any specific assumptions. And the redundancy which is a analogous version of the mutual information was also proposed. In this paper, the redundancy and mutual information are explored to multi-dimensional categorical data. It is found that the redundancy for categorical data could be expressed as the function of the generalized likelihood ratio statistic under several kinds of independent log-linear models, so that the redundancy could also be used to analyze contingency tables. Whereas the generalized likelihood ratio statistic to test the goodness-of-fit of the log-linear models is sensitive to the sample size, the redundancy for categorical data does not depend on sample size but its cell probabilities itself.

Empirical Fragility Curves for Bridge (교량의 경험적 손상도 곡선)

  • Lee, Jong-Heon;Kim, Woon-Hak;Choi, Jung-Ho
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.6 no.1
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    • pp.255-262
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    • 2002
  • This paper presents a statistical analysis of empirical fragility curves for bridge. The empirical fragility curves are developed utilizing bridge damage data obtained from the 1995 Hyogoken Nanbu(Kobe) earthquake. Two-parameter lognormal distribution functions are used to represent the fragility curves with the parameters estimated by the maximum likelihood method. This paper also presents methods of testing the goodness of fit of the fragility curves and estimating the confidence intervals of the two parameters(median and log-standard deviation) of the distribution. An analytical interpretation of randomness and uncertainty associated with the median is provided.

Applications on p-values of Chi-Square Distribution

  • Hong, Chong Sun;Hong, Sung Sick
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.877-887
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    • 2002
  • In this paper, behaviors and properties of p-values for goodness-of-fit test are investigated. With some findings on the p-values, we consider some applications to determine sample size of a survey research using the regression equation based on a pilot study data. Regression equations are obtained by the well-known least squared method, and we find that regression lines could be formulated with only two data points, alternatively. For further studies, this works might be extended to t distributions for testing hypotheses about population mean in order to determine sample size of a prospective study. Also similar arguments could be explored for F test statistics.

Goodness-of-fit Tests for the Weibull Distribution Based on the Sample Entropy

  • Kang, Suk-Bok;Lee, Hwa-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.259-268
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    • 2006
  • For Type-II censored sample, we propose three modified entropy estimators based on the Vasieck's estimator, van Es' estimator, and Correa's estimator. We also propose the goodness-of-fit tests of the Weibull distribution based on the modified entropy estimators. We simulate the mean squared errors (MSE) of the proposed entropy estimators and the powers of the proposed tests. We also compare the proposed tests with the modified Kolmogorov-Smirnov and Cramer-von-Mises tests which were proposed by Kang et al. (2003).

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Goodness-of-fit test for the logistic distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.195-209
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    • 2014
  • In this paper, we derive the estimators of the location parameter and the scale parameter in a logistic distribution based on multiply type-II censored samples by the approximate maximum likelihood estimation method. We use four modified empirical distribution function (EDF) types test for the logistic distribution based on multiply type-II censored samples using proposed approximate maximum likelihood estimators. We also propose the modified normalized sample Lorenz curve plot for the logistic distribution based on multiply type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

Goodness-of-Fit Test Based on Smoothing Parameter Selection Criteria (평활(平滑) 모수(母數) 선택(選擇)에 기준(基準)한 적합도(適合度) 검정(檢定))

  • Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.137-146
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    • 1993
  • The Proposed goodness-of-fit test Statistic $\hat{\lambda}_{\alpha}$ derived from the test Statistc in Kim (1992) is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator, $d_{\hat{\lambda}{n}}$, of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function in the event that $H_{0}$ is ejected. The limiting distribution of $\hat{\lambda}_{\alpha}$ was obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

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Goodness-of-fit test for the half logistic distribution based on multiply Type-II censored samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae;SaKong, Jin
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.317-325
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    • 2010
  • In this paper, we develop four modified empirical distribution function (EDF) type tests using approximate maximum likelihood estimators for the half-logistic distribution based on multiply Type-II censored samples. We also propose modified normalize sample Lorenz curve polt and new test statistics. We compare the above test statistics in the sense of the power for various censored samples. We present an example to illustrate this method.

The exponential generalized log-logistic model: Bagdonavičius-Nikulin test for validation and non-Bayesian estimation methods

  • Ibrahim, Mohamed;Aidi, Khaoula;Alid, Mir Masoom;Yousof, Haitham M.
    • Communications for Statistical Applications and Methods
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    • v.29 no.1
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    • pp.1-25
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    • 2022
  • A modified Bagdonavičius-Nikulin chi-square goodness-of-fit is defined and studied. The lymphoma data is analyzed using the modified goodness-of-fit test statistic. Different non-Bayesian estimation methods under complete samples schemes are considered, discussed and compared such as the maximum likelihood least square estimation method, the Cramer-von Mises estimation method, the weighted least square estimation method, the left tail-Anderson Darling estimation method and the right tail Anderson Darling estimation method. Numerical simulation studies are performed for comparing these estimation methods. The potentiality of the new model is illustrated using three real data sets and compared with many other well-known generalizations.