• 한국수자원학회논문집
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• 제46권6호
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• pp.643-653
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• 2013

적절한 확률분포형을 결정하고 그에 따른 확률수문량을 산정하는 것은 빈도해석에서 가장 중요한 절차이며, 이를 수행하기 위해서는 경험적 확률분포에서 얻어지는 자료와 가정한 확률분포에서 얻어지는 자료의 일치 정도를 판별하는 적합도 검정을 거쳐야 한다. 지금까지 일반적으로 적용된 적합도 검정 방법은 분포형의 전체적인 적합정도를 판별하여 최근의 기상이변으로 인한 극치 사상에 대하여는 충분히 고려하지 못하고 있다. 따라서 본 연구에서는 분포형의 극치 사상에 가중치를 주는 modified Anderson-Darling(AD) 검정 방법을 3변수 Weibull 분포형에 적용하여 검정통계량 한계값과 기각력을 살펴보았으며 이를 실제자료에 적용한 결과, modified AD 검정 방법이 다른 기존의 적합도 검정보다 더 우수한 기각력을 가지고 있음을 확인하였다. 이는 앞으로 3변수 Weibull 분포형을 이용한 극치 수문량 선정에 있어 modified AD 방법이 하나의 기준으로 작용할 수 있을 것이라 판단된다.

• Journal of the Korean Statistical Society
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• 제25권3호
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• pp.347-358
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• 1996

A new test for goodness-of-fit is presented. It is a modification of a test of LaRiccia (1991). These tests are applicable to continuous lo-cation/scale models. The new test statistic is based on a few selected order statistics taken from the sample, while the LaRiccia test is based directly on the full sample. Each test embeds the hypothesized model in a larger linear model and proceeds to test the goodness-of-fit hy-pothesis by testing the coefficients of this linear model appropriately. The general theory is presented. The tests are compared via computer simulation to a related test of Ali and Umbach (1989) for distributions that could be used as lifetime models. An important aspect of all these tests is that only standard $X_2$ tables are used. Selection of the spacings of the order statistics is discussed.

• 응용통계연구
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• 제28권6호
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• pp.1245-1255
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• 2015

본 논문에서는 한국 유가증권시장의 시가총액 상위 8개사 주가 수익률 절대값(absolute return)을 이용하여, 분포의 적합도 검정(goodness of fit test) 및 기업들 간의 독립성 검정(independence test)을 실시하였다. 검정 결과 개별 주가 수익률은 압축된 지수분포(compressed exponential distribution)를 이루는 것으로 나타났다. 이 때 파라미터는 1 < ${\beta}$ < 2 인 경우가 ${\beta}=1$(지수분포), ${\beta}=2$(정규분포)보다 우세한 것으로 확인되었다. 한편 독립성 검정에서는 대부분의 기업들이 관련성을 지니고 있는 것으로 나타났다.

• Journal of the Korean Statistical Society
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• 제33권3호
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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.

• Journal of the Korean Data and Information Science Society
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• 제6권1호
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• pp.31-37
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• 1995

We consider density estimates of the usual type generated by a kernel function. By using the limit theorems for the maximum of normalized deviation of the estimate from its expected value, we propose to use data dependent bandwidth in the tests of goodness of fit based on these statistics. Also a small sample Monte Carlo simulation is conducted and proposed method is compared with Kolmogorov-Smirnov test.

• International Journal of Reliability and Applications
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• 제8권1호
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• pp.27-39
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• 2007

Based on goodness of fit new testing procedures are derived for testing exponentiality against harmonic new renewal better than used in expectation (HNRBUE). For this aging properties, a nonparametric procedure (U-statistic) is proposed. The percentiles of this test statistic are tabulated for sample sizes n=5(1)30(10)50. The Pitman asymptotic efficiency (PAE) of the test is calculated and compared with, the (PAE) of the test for new renewal better than used (NRBU) class of life distribution [see Mahmoud et al (2003)]. The power of this test is also calculated for some commonly used life distributions in reliability. The right censored data case is also studied. Finally, real examples are given to elucidate the use of the proposed test statistic in the reliability analysis.

• 한국콘크리트학회:학술대회논문집
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• 한국콘크리트학회 2005년도 추계 학술발표회 제17권2호
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• pp.33-36
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• 2005

This paper presents the comparison of the goodness-of-fit test of analytical bond models between concrete and steel or GFRP reinforcements. Bond test specimens were made by the CSA code and the rebars used in the test were steel and two kinds of GFRP rebar commercially utilized. The comparison of goodness-of-fit test for existing bond models and new proposed bond model was carried out by the least squares method. The result indicates that the new proposed bond model has better goodness-of-fit test than the existing ones.

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.537-549
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• 1995

In this article, we propose a class of weighted estimators for the excess risk in additive risk model with a binary covariate. The proposed estimator is consistent and asymptotically normal. When the assumed model is inappropriate, however, the estimators with different weights converge to nonidentical constants. This fact enables us to develop a goodness-of-fit test for the excess assumption by comparing estimators with diffrent weights. It is shown that the proposed test converges in distribution to normal with mean zero and is consistent under the model misspecifications. Furthermore, the finite-sample properties of the proposed test procedure are investigated and two examples using real data are presented.

• 물과 미래
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• 제7권2호
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• pp.99-106
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• 1974

The records of wave heights which were observed at Muk ho and Po hang of the East Coast of Korea were analized by several probility functions. The exponential 2 parameter distribution was found as the best fit probability function to the historical distribution of wave heights by the test of goodness of fit. But log-normal 2 parameter and log-extremal type A distributions were also fit to the historical distribution, especially in the Smirnov-Kolmogorov test. Therefore, it can't be always regarded that those two distributions are not fit to the wave heiht's distribution. In the test of goodness of fit, the Chi-Square test gave very sensitive results and Smirnov-Kolmogorov test, which is a distribution free and non-parametric test, gave more inclusive results. At the next stage, the inter-relationship between the mean and the one-third wave heights, the mean and the one-=tenth wave heights, the one-third and the one-tenth wave heights, the one-third and the highest wave heights were obtained and discussed.

• International Journal of Reliability and Applications
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• 제7권2호
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• pp.141-153
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• 2006

In this paper, we present the U-Statistic test for testing exponentiality against new renewal better than used (NRBU) based on a goodness of fit approach. Selected critical values are tabulated for sample sizes n=5(1)30(10)50. The asymptotic Pitman relative efficiency relative to (NRBU) test given in the work of Mahmoud et all (2003) is studied. The power estimates of this test for some commonly used life distributions in reliability are also calculated. Some of real examples are given to elucidate the use of the proposed test statistic in the reliability analysis. The problem in case of right censored data is also handled.