• 제목/요약/키워드: Hypothesis Tests

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가설검정 유형에 의한 신뢰구간 추정의 종류 및 유도 (Derivation of Confidence Intervals According to the Use Types of Hypothesis Tests)

  • 최성운
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2009년도 춘계학술대회
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    • pp.541-546
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    • 2009
  • The paper contributes deriving the confidence intervals according to the use types of hypothesis tests. The guidelines of usuage on the types of hypothesis tests and interval estimation are proposed. These formulars can be used to evaluate the effects of quality improvement activity

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동질성 및 이질성 모집단의 가설검정과 구간추정의 비교 (Comparision of Hypothesis Tests and Interval Estimations for Homogeneous and Heterogeneous Populations)

  • 최성운
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2009년도 춘계학술대회
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    • pp.365-370
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    • 2009
  • The present study proposes the various hypothesis tests and interval estimations for homogeneous and heterogeneous populations in the continuous and discrete process. These results can be used to complement the QC story 15 steps for quality improvement circle and DMAIC processes for six sigma innovation.

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Method-Free Permutation Predictor Hypothesis Tests in Sufficient Dimension Reduction

  • Lee, Kyungjin;Oh, Suji;Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • 제20권4호
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    • pp.291-300
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    • 2013
  • In this paper, we propose method-free permutation predictor hypothesis tests in the context of sufficient dimension reduction. Different from an existing method-free bootstrap approach, predictor hypotheses are evaluated based on p-values; therefore, usual statistical practitioners should have a potential preference. Numerical studies validate the developed theories, and real data application is provided.

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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The Existence of Random Walk in the Philippine Stock Market: Evidence from Unit Root and Variance-Ratio Tests

  • CAMBA, Abraham C. Jr.;CAMBA, Aileen L.
    • The Journal of Asian Finance, Economics and Business
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    • 제7권10호
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    • pp.523-530
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    • 2020
  • The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

웹캐스팅 사이트 평가모델 개발 (Developing an Evaluation Model of Webcasting Sites)

  • 서영호;이현수
    • Asia pacific journal of information systems
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    • 제11권3호
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    • pp.43-62
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    • 2001
  • The purpose of this research is to develop a webcasting site evaluation model, to estimate the relative importance of factors affecting the performance of webcasting sites, and to derive the CSFs of the sites. Evaluation model consists of 6 first-level evaluation factors and 23 second-level evaluation factors. This study compares the evaluation scores of website with those of the customer satisfaction. We inspect seven hypotheses. Hypothesis)(H1) tests correlation of the evaluation scores of website and those of the customer satisfaction. Hypothesis2(H2)$\sim$Hypothesis7(H7) tests if 6 first-level factors(planning, program & form, design, technology, interface, content) have an impact on customer satisfaction. In order to test the hypotheses, correlation analysis and regression analysis are performed. As a result of empirical tests, all Hypotheses$(H1){\sim}H7)$ are accepted and its implications are discussed.

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인장-압축하중 하의 파괴저항곡선의 감소현상 해석 (Analyses of the Decrease Phenomenon of Fracture Resistance Curve Under Tension-Compression Loading)

  • 윤병곤;석창성
    • 대한기계학회논문집A
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    • 제24권2호
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    • pp.378-385
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    • 2000
  • Fracture resistance (J-R) curves, which are used for elastic-plastic fracture mechanics analyses, decreased under tension-compression loading condition. This phenomenon was proved by several former researches, but the causes have not been clear yet. The objective of this paper is to investigate the cause of this phenomenon. On the basis of fracture resistance curve test results, strain hardening hypothesis, stress redistribution hypothesis and crack opening hypothesis were built. In this study, hardness tests, Automated Ball Indentation(ABI) tests, theoretical stress field analyses, and crack opening analyses were performed to prove the hypotheses. From this study, strain-hardening of material, generation of tensile residual stress at crack tip, and crack opening effects are proved as the causes of the decrease hypothesis.

The Status of Paid and Free Star Chart Game Applications: Focus on Google Play in Korea

  • Nam, Sang-Zo
    • International Journal of Contents
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    • 제14권3호
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    • pp.46-52
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    • 2018
  • The objective of this study was to determine the status of star chart game applications in the Google play store in Korea. The share of game genres in paid and free star charts of game applications was searched. Also, the average reviewer's rating, average number of reviews, and average age rating based on the genre of paid and free star charts of game applications, and the average price of paid applications based on genre were analyzed. Hypothesis tests for the differences in average reviewer's rating, average number of reviews, average age rating according to the genre of game applications were performed. Also, hypothesis tests for the differences in average reviewer's rating, average number of reviews, average age rating between the paid and free game applications along with the hypothesis test for the differences in price according to the genre of paid game applications were performed. Lastly, hypothesis tests for the correlation between the start chart ranking and number of reviews in association with the correlation between the start chart ranking and reviewer's rating were performed. Statistically significant differences in average reviewer's rating, average number of reviews, average age rating according to the genre of game applications, and between the paid and free game applications were verified. However, the correlation between the start chart ranking and number of reviews in association with the correlation between the start chart ranking and reviewer's rating were not statistically significant.

AESA 레이더 최대탐지거리의 통계적 접근 (Statistical Approach for AESA Radar Maximum Detection Range)

  • 탁대석;신경수
    • 시스템엔지니어링학술지
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    • 제15권1호
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    • pp.43-50
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    • 2019
  • Statistical hypothesis tests are important for quantifying answers to questions about samples of data. The Step Process of Statistical Hypothesis Testing; state the null hypothesis, State the alternate hypothesis, State the alpha level, Find the z-score associated with alpha level, Find the test statistic using this formula, If the calculated t distribution value from the data is larger than the t distribution value of alpha level, then you are in the Rejection region and you can reject the Null Hypothesis with ($1-{\alpha}$) level of confidence.

가격변동의 전이효과 (Transmission Effect of Price Variations)

  • 김태호;안지희
    • Communications for Statistical Applications and Methods
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    • 제17권2호
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    • pp.241-253
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    • 2010
  • 표준 단위근 검정이 실제 시계열자료의 단위근 귀무가설을 기각하지 못하는 경우가 많아지고 검정력에 문제점을 드러내면서 이와는 반대로 정상성 귀무가설을 단위근 대립가설에 대해 검정하는 방안이 제기되어 왔다. 본 연구는 국내 광역지역의 주택가격 시계열자료에 귀무가설과 대립가설이 바뀐 두 가지 종류의 단위근 검정법을 모두 적용시켜 보았다. 그리고 지역 자료간 통계적 역학관계를 검정하기 위한 인과관계, 교차상관관계 또 충격반응 및 분산분해 등에 대한 분석 결과는 대체로 일관된 성향을 보이는 것으로 나타났다.