• 제목/요약/키워드: Hypothesis Testing

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Simple hypotheses testing for the number of trees in a random forest

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.371-377
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    • 2010
  • In this study, we propose two informal hypothesis tests which may be useful in determining the number of trees in a random forest for use in classification. The first test declares that a case is 'easy' if the hypothesis of the equality of probabilities of two most popular classes is rejected. The second test declares that a case is 'hard' if the hypothesis that the relative difference or the margin of victory between the probabilities of two most popular classes is greater than or equal to some small number, say 0.05, is rejected. We propose to continue generating trees until all (or all but a small fraction) of the training cases are declared easy or hard. The advantage of combining the second test along with the first test is that the number of trees required to stop becomes much smaller than the first test only, where all (or all but a small fraction) of the training cases should be declared easy.

Multivariate Process Control Chart for Controlling the False Discovery Rate

  • Park, Jang-Ho;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
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    • 제11권4호
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    • pp.385-389
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    • 2012
  • With the development of computer storage and the rapidly growing ability to process large amounts of data, the multivariate control charts have received an increasing attention. The existing univariate and multivariate control charts are a single hypothesis testing approach to process mean or variance by using a single statistic plot. This paper proposes a multiple hypothesis approach to developing a new multivariate control scheme. Plotted Hotelling's $T^2$ statistics are used for computing the corresponding p-values and the procedure for controlling the false discovery rate in multiple hypothesis testing is applied to the proposed control scheme. Some numerical simulations were carried out to compare the performance of the proposed control scheme with the ordinary multivariate Shewhart chart in terms of the average run length. The results show that the proposed control scheme outperforms the existing multivariate Shewhart chart for all mean shifts.

가설-검증 문제를 이용한 혼합 프라이어를 가지는 베이지안 영상 잡음 제거 (Bayesian Image Denoising with Mixed Prior Using Hypothesis-Testing Problem)

  • 엄일규;김유신
    • 대한전자공학회논문지SP
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    • 제43권3호
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    • pp.34-42
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    • 2006
  • 일반적으로 웨이블릿 계수는 적은 수의 계수에 거의 대부분의 정보가 저장되어 있다. 이러한 웨이블릿 계수의 성긴 특성은 가우스 확률밀도 함수와 영점에서의 점 질량(point mass) 함수의 혼합으로 모델링될 수 있으며, 이 프라이어(prior) 모델에 대한 베이지안 추정법으로 잡음 제거를 수행한다. 본 논문에서는 가설-검증 기법을 이용하여 잡음 제거를 위한 파라미터를 추정하는 방법을 제안한다. 가설-검증은 관찰된 웨이블릿 계수의 분산에 적용되며, $X^2$-검증을 사용한다. 모의실험 결과를 통하여 본 논문의 방법이 직교 웨이블릿 변환을 사용한 최신의 잡음 제거 방법보다 대략 0.3dB 정도 우수한 PSNR(peak signal-to-noise ratio) 성능을 나타낸다.

The Impact of Foreign Exchange Rates on International Travel: The Case of South Korea

  • Lee, Jung-Wan
    • 유통과학연구
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    • 제10권9호
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    • pp.5-11
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    • 2012
  • Purpose - The objective of the paper is to explain both the price sensitivity of international tourists to South Korea and the price sensitivity of Korean tourists to international travel. The study examines long-run equilibrium relationships and Granger causal relationships between foreign exchange rates and inbound and outbound tourism demand in South Korea. Research design/ data / methodology - The study employs monthly time series data from January 1990 to September 2010. The paper examines the long-run equilibrium relationship using the Johansen cointegration test approach after unit root tests. The short-run Granger causality was tested using the vector error correction model with the Wald test. Results - Hypothesis 1 testing whether there is a long-run equilibrium relationship between exchange rates, inbound and outbound tourism demand is supported. Hypothesis 2 testing whether exchange rates lead to a change in touristarrivals and expenditure is not supported. Hypothesis 3 testing whether exchange rates lead to a change in tourist departures and expenditure is supported. Conclusions - The findings of this study show that the impacts of tourism price competitiveness are changing quite significantly with regard to destination competitiveness. In other words, the elasticity of tourism price over tourism demand has been moderated.

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가설 검증 기법을 이용한 방향성을 가지는 손실 블록의 복구 (Directional Block Loss Recovery sing Hypothesis Testing Problem)

  • 현승화;김유신;엄일규
    • 대한전자공학회논문지SP
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    • 제45권5호
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    • pp.87-94
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    • 2008
  • 본 논문에서는 손실된 블록의 은닉을 위한 방향성을 가지는 블록 복구 방법을 제안한다. 일반적으로 영상의 강한 에지는 웨이블릿 영역에서 큰 계수 값을 가지기 때문에 분산 또한 큰 값으로 나타난다. 손실 블록의 에지 방향을 추정하기 위해서 웨이블릿 계수들의 분산을 이용한 $X^2$ 가설 검증 기법을 적용한단. 추정된 에지의 방향에 따라 보간을 수행하며, 손실 화소를 보간하기 위하여 사용되는 화소는 에지 방향에 따라 결정된다. 제안 방법은 이전 방법과의 성능비교에서 주관적으로나 객관적으로 나 더 좋은 성능을 나타낸다.

A tutorial on generalizing the default Bayesian t-test via posterior sampling and encompassing priors

  • Faulkenberry, Thomas J.
    • Communications for Statistical Applications and Methods
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    • 제26권2호
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    • pp.217-238
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    • 2019
  • With the advent of so-called "default" Bayesian hypothesis tests, scientists in applied fields have gained access to a powerful and principled method for testing hypotheses. However, such default tests usually come with a compromise, requiring the analyst to accept a one-size-fits-all approach to hypothesis testing. Further, such tests may not have the flexibility to test problems the scientist really cares about. In this tutorial, I demonstrate a flexible approach to generalizing one specific default test (the JZS t-test) (Rouder et al., Psychonomic Bulletin & Review, 16, 225-237, 2009) that is becoming increasingly popular in the social and behavioral sciences. The approach uses two results, the Savage-Dickey density ratio (Dickey and Lientz, 1980) and the technique of encompassing priors (Klugkist et al., Statistica Neerlandica, 59, 57-69, 2005) in combination with MCMC sampling via an easy-to-use probabilistic modeling package for R called Greta. Through a comprehensive mathematical description of the techniques as well as illustrative examples, the reader is presented with a general, flexible workflow that can be extended to solve problems relevant to his or her own work.

Bayesian Hypothesis Testing for Homogeneity of the Shape Parameters in the Gamma Populations

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1191-1203
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    • 2007
  • In this paper, we consider the hypothesis testing for the homogeneity of the shape parameters in the gamma distributions. The noninformative priors such as Jeffreys# prior or reference prior are usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian testing procedure for the homogeneity of the shape parameters based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

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A HYPOTHESIS TESTING PROCEDURE OF ASSESSMENT FOR THE LIFETIME PERFORMANCE INDEX UNDER A GENERAL CLASS OF INVERSE EXPONENTIATED DISTRIBUTIONS WITH PROGRESSIVE TYPE I INTERVAL CENSORING

  • KAYAL, TANMAY;TRIPATHI, YOGESH MANI;WU, SHU-FEI
    • Journal of applied mathematics & informatics
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    • 제37권1_2호
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    • pp.105-121
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    • 2019
  • One of the main objective of manufacturing industries is to assess the capability performance of different processes. In this paper, we use the lifetime performance index $C_L$ as a criterion to measure larger-the-better type quality characteristic for evaluating the product performance. The lifetimes of products are assumed to follow a general class of inverted exponentiated distributions. We use maximum likelihood estimator to estimate the lifetime performance index under the assumption that data are progressive type I interval censored. We also obtain asymptotic distribution of this estimator. Based on this estimator, a new hypothesis testing procedure is developed with respect to a given lower specification limit. Finally, two numerical examples are discussed in support of the proposed testing procedure.

Multivariate Analysis of Variance for Fuzzy Data

  • Kang, Man-Ki;Han, Sung-Il
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제4권1호
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    • pp.97-100
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    • 2004
  • We propose some properties of fuzzy multivariate analysis of variance by fuzzy vector operation with agreement index. We deals fuzzy null hypotheses and fuzzy alternative hypothesis and define the agreement index for the grades of the judgements that the hypothesis is rejection or acceptance. Finally, we provide an example to evaluate the judgements.

A Study on Goodness-of-fit Test for Density with Unknown Parameters

  • Hang, Changkon;Lee, Minyoung
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.483-497
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    • 2001
  • When one fits a parametric density function to a data set, it is usually advisable to test the goodness of the postulated model. In this paper we study the nonparametric tests for testing the null hypothesis against general alternatives, when the null hypothesis specifies the density function up to unknown parameters. We modify the test statistic which was proposed by the first author and his colleagues. Asymptotic distribution of the modified statistic is derived and its performance is compared with some other tests through simulation.

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