• Title/Summary/Keyword: Hodges-Lehmann

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A Robust Subset Selection Procedure for Location Parameter Based on Hodges-Lehmann Estimators

  • Lee, Kang Sup
    • Journal of Korean Society for Quality Management
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    • v.19 no.1
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    • pp.51-64
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    • 1991
  • This paper deals with a robust subset selection procedure based on Hodges-Lehmann estimators of location parameters. An improved formula for the estimated standard error of Hodges-Lehmann estimators is considered. Also, the degrees of freedom of the studentized Hodges-Lehmann estimators are investigated and it is suggested to use 0.8n instead of n-1. The proposed procedure is compared with the other subset selection procedures and it is shown to have good effciency for heavy-tailed distributions.

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On a Subset Selection Procedure Based on Hodges-Lehmann Estimators

  • Song, Moon-Sup;Kim, Soon-Ock
    • Journal of the Korean Statistical Society
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    • v.16 no.1
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    • pp.26-36
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    • 1987
  • In this paper, we study on a subset selection procedure based on Hodges-Lehmann estimators derived from the Wilcoxon test. To estimate the standard error of the Hodges-Lehmann estimators, the biweight A-estimator of scale is used. The Pitman efficiency of the proposed rule is compared with the Gupta's rule and the trimmed-means rule through a small-sample Monte Carlo study. The results show that the proposed rule satisfies the $P^*$-condition and is very efficient in various heavy-tailed distributions.

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Nonparametric Method for a Non-inferiority Test using Confidence Interval (신뢰구간을 이용한 비열등성 시험에서 비모수적 검정법)

  • Park, Sujung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.833-842
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    • 2014
  • Non-inferiority trials indicate whether the effect of an experimental treatment is not worse than an active control. Chen et al. (2006) and Kang (2010) proposed a test method for non-inferiority trials using confidence intervals. In this paper, we suggest a new nonparametric method using a confidence interval based on Wilcoxon rank-sum test and Hodges-Lehmann estimator of active control. A Monte-Carlo simulation study compares the type I error and the power of the proposed method with previous methods.

A Comparison of Distribution-free Two-sample Procedures Based on Placements or Ranks

  • Kim, Dong-Jae
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.135-149
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    • 1994
  • We discussed a comparison of distribution-free two-sample procedures based on placements or ranks. Iterative asymptotic distribution of both two-sample procedures is studies and small sample Monte Carlo simulation results are presented. Also, we proposed the Hodges-Lehmann type location estimator based on linear placement statistics.

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On Quantifies Estimation Using Ranked Samples with Some Applications

  • Samawi, Hani-M.
    • Journal of the Korean Statistical Society
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    • v.30 no.4
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    • pp.667-678
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    • 2001
  • The asymptotic behavior and distribution for quantiles estimators using ranked samples are introduced. Applications of quantiles estimation on finding the normal ranges (2.5% and 97.5% percentiles) and the median of some medical characteristics and on finding the Hodges-Lehmann estimate are discussed. The conclusion of this study is, whenever perfect ranking is possible, the relative efficiency of quantiles estimation using ranked samples relative to SRS is high. This may translates to large savings in cost and time. Also, this conclusion holds even if the ranking is not perfect. Computer simulation results are given and real data from lows 65+ study is used to illustrate the method.

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Nonparametric Method Using an Alignment Method in a Randomized Block Design with Replications (반복이 있는 랜덤화 블록 계획법에서 정렬 방법을 이용한 비모수 검정법)

  • Lee, Min-Hee;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.77-84
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    • 2012
  • Mack and Skillings (1980) proposed a typical nonparametric method in a randomized block design with replications. However, this method may lose information because of the use of average observations instead of individual observations. In this paper, we proposed a nonparametric method that employed an aligned method suggested by Hodges and Lehmann (1962) under a randomized block design with replications. In addition, the comparative results of a Monte Carlo power study are presented.

Subset Selection Procedures Based on Some Robust Estimators

  • Song, Moon-Sub;Chung, Han-Yeong;Bae, Wha-Soo
    • Journal of the Korean Statistical Society
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    • v.11 no.2
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    • pp.109-117
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    • 1982
  • In this paper, a preliminary study is performed on the subset selection procedures which are based on the trimmed means and the Hodges-Lehmann estimator derived from the Wilcoxon test. The proposed procedures are compared to the Gupta's rule through a small smaple Monte Carlo study. The results show that the procedures based on the robust estimators are successful in terms of efficiency and robustness.

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Nonparametric procedures using aligned method and linear placement statistics in randomized block design (랜덤화 블록 계획법에서 정렬방법과 선형위치통계량을 이용한 비모수 검정법)

  • Han, Jinjoo;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1411-1419
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    • 2016
  • Nonparametric procedures in randomized block design was proposed by Friedman (1937) as a general alternative. This method is used to find out the difference in treatment effect. It can cause a loss of inter block information using the ranking in each block. This paper proposed nonparametric procedures using an aligned method proposed by Hodges and Lehmann (1962) to reduce block information based on joint placement suggest by Jo and Kim (2013) in a randomized block design. We also compared the power of the test of the proposed procedures and established method through a Monte Carlo simulation.

Nonparametric procedures using aligned method and joint placement in randomized block design with replications (반복이 있는 랜덤화 블록 계획법에서 정렬방법과 결합위치를 이용한 비모수 검정법)

  • Lee, Eunjee;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.2
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    • pp.291-299
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    • 2017
  • Mack and Skillings (1980) proposed nonparametric procedures in a randomized block design with replications as general alternatives. This method is used to find the difference in the treatment effect; however, it can cause a loss of inter block information using the ranking in each block. In this paper, we proposed new nonparametric procedures in a randomized block design with replications using an aligned method proposed by Hodges and Lehmann (1962) that used information of blocks and based on the joint placement suggest by Chung and Kim (2008). We also compared the power of the test of the proposed procedures and established a method through Monte Carlo simulation.

Nonparametric procedures using aligned method and joint placement in randomized block design (랜덤화 블록 계획법에서 정렬방법과 결합 위치를 이용한 비모수 검정법)

  • Jo, Sungdong;Kim, Dongjae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.95-103
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    • 2013
  • Nonparametric procedure in randomized block design (RBD) was proposed by Friedman (1937) for general alternatives. Also Page (1963) suggested the test for ordered alternatives in RBD. In this paper, we proposed the new nonparametric method in randomized block design using aligned method suggested by Hodges and Lehmann (1962) and the joint placement described in Chung and Kim (2007). Also, Monte Carlo simulation study was adapted to compare the power of the proposed procedure with those of previous procedure.