• 제목/요약/키워드: Hypothesis testing

검색결과 776건 처리시간 0.021초

ASYMPTPTIC DISTRIBUTION OF LIKELINOOD RATIO STATISTIC FOR TESTING MULTISAMPLE SPHERICITY

  • Gupta, A.K.;Nagar, D.K.;Jain, Kalpana
    • Journal of the Korean Statistical Society
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    • 제21권1호
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    • pp.14-26
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    • 1992
  • In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing multisample sphericity have been derived in the null and nonnull cases when the alternatives are close to the null hypothesis. These expansions are obtained in the form of series of data distributions.

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Testing Two Exponential Means Based on the Bayesian Reference Criterion

  • Kim, Dal-Ho;Chung, Dae-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.677-687
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    • 2004
  • We consider the comparison of two one-parameter exponential distributions with the complete data as well as the type II censored data. We adapt Bayesian test procedure for nested hypothesis based on the Bayesian reference criterion. Specifically we derive the expression for the Bayesian reference criterion to solve our problem. Also we provide numerical examples using simulated data sets to illustrate our results.

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Application of Bootstrap Method for Change Point Test based on Kernel Density Estimator

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.107-117
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    • 2004
  • Change point testing problem is considered. Kernel density estimators are used for constructing proposed change point test statistics. The proposed method can be used to the hypothesis testing of not only parameter change but also distributional change. Bootstrap method is applied to get the sampling distribution of proposed test statistic. Small sample Monte Carlo Simulation were also conducted in order to show the performance of proposed method.

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Testing the Randomness of the Coefficients In First Order Autoregressive Processes

  • Park, Sangwoo;Lee, Sangyeol;Sun Y. Hwang
    • Journal of the Korean Statistical Society
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    • 제27권2호
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    • pp.189-195
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    • 1998
  • In this paper, we are concerned with the problem of testing the randomness of the coefficients in a first order autoregressive model. A consistent test based on prediction error is suggested. It is shown that under the null hypothesis, the test statistic is asymptotically normal.

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A Comparative Study on the Innovation Strategy of User Experience and Life Satisfaction between Korea and China

  • Rho, Hyung-Jin
    • 한국컴퓨터정보학회논문지
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    • 제22권3호
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    • pp.155-162
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    • 2017
  • The purpose of this paper is to study renovation plan of value chain from a user's viewpoint by making practical application of digital technology in Korea and China. And it is surely meaningful to investigate the important motivation factors of continuous using smart-phone in two countries, and to analyze the improving effect toward to the quality of life in continuous using smart-phone. By this study we can expect the value improving effect of user experience. The results of hypothesis testing can be summarized as follows: First, the hypothesis that positive affect has a plus effect on pragmatic value is accepted in Korea and China. Secondly, the hypothesis that positive affect has a plus effect on hedonic value is accepted in two countries. Thirdly, the hypothesis that negative affect has a minus effect on pragmatic value is accepted in Korea, but rejected in China. Fourthly, the hypothesis that negative affect has a minus effect on hedonic value is accepted in two countries. Fifthly, the hypothesis that pragmatic value has a plus effect on life satisfaction is rejected in two countries. Sixthly, the hypothesis that hedonic value has a plus effect on life satisfaction is accepted in Korea, but rejected in China. Seventhly, the hypothesis that there is a difference in positive affect, negative affect, pragmatic value, hedonic value and life satisfaction between Korea and China is rejected in positive affect and negative affect, but accepted in pragmatic value, hedonic value and life satisfaction. In the competition among enterprises, user experience instead of goods themselves became influential as a differential factor. And many advanced enterprises began taking a serious view of customer's happiness and user experience improvement.

주식시장에 대한 경제주체들의 기대 변화에 관한 연구 - 외환위기 전후의 통화량 변화의 영향을 중심으로 - (A Study on the Expectation Change of Economic Subjects in Stock Market - Focusing on Effect of Change in Money Supply Before and After a Currency Crisis-)

  • 김지열
    • 재무관리연구
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    • 제21권1호
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    • pp.125-148
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    • 2004
  • 본 논문에서는 주식시장(Stock Market)에 대한 통화량(money supply)의 관계에 대해 통화량의 파급 시차와 파급 구조 등을 밝히려는 기존의 연구와는 달리, 새고전학파(new classical macroeconomics)와 신케인지안(new Keynesian macroeconomics)의 각기 다른 기대설정에 대하여 합리적기대가설(rational expectation hypothesis)과 효율적시장가설(efficient market hypothesis)을 수용하여 가설을 설정하였다. 즉, 통화량 변화에 대해 경제주체들이 합리적으로 기대를 한다면 경제주체들은 통화량 변화에 대해 주식시장에 대하여 즉각적으로 반응을 할 것이라는 가설 1과 주식시장에 대한 경제주체들의 기대가 외환위기 이전과 이후에 변화가 있을 것이라는 가설 2를 설정하여, ADF 검정법(augmented Dickey-Fuller test)과 PP 검정법(Phillips-Perron test)으로 단위근을 확인 한 후, 요한슨 공적분검정(Johansen Procedure)과 백터오차수정모형(vector error correction models)으로 외환위기 이전과 이후 기간에 대하여 각각 검정을 하였다.

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Optimal Weights for a Vector of Independent Poisson Random Variables

  • Kim, Joo-Hwan
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.765-774
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    • 2002
  • Suppose one is given a vector X of a finite set of quantities $X_i$ which are independent Poisson random variables. A null hypothesis $H_0$ about E(X) is to be tested against an alternative hypothesis $H_1$. A quantity $\sum\limits_{i}w_ix_i$ is to be computed and used for the test. The optimal values of $W_i$ are calculated for three cases: (1) signal to noise ratio is used in the test, (2) normal approximations with unequal variances to the Poisson distributions are used in the test, and (3) the Poisson distribution itself is used. The above three cases are considered to the situations that are without background noise and with background noise. A comparison is made of the optimal values of $W_i$ in the three cases for both situations.

Optimal Weights of Linear Combinations of the Independent Poisson Signals for Discrimination

  • 김주환
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.307-315
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    • 2002
  • Suppose one is given a vector X of a finite set of quantities $X_i$ which are independent Poisson signals. A null hypothesis $H_0$ about E(X) is to be tested against an alternative hypothesis $H_1$. A quantity $$\sum\limits_{i}\omega_ix_i$$ is to be computed and used for the test. The optimal values of $\omega_i$ are calculated for three cases : (1) signal to noise ratio is used in the test, (2) normal approximations with unequal variances to the Poisson distributions are used in the test, and (3) the Poisson distribution it self is used. A comparison is made of the optimal values of $\omega_i$ in the three cases as parameter goes to infinity.

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A Study on Students Scientific Reasoning in Solving Pendulum Task

  • Yang, Il-Ho
    • 한국과학교육학회지
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    • 제23권4호
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    • pp.430-441
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    • 2003
  • The purpose of this study was to investigate the effects of students' prior knowledge on scientific reasoning in solving a pendulum task with a computer simulation. Subjects were 60 Korean students: 27 fifth-grade students from an elementary school and 33 seventh grade students from a middle school located in a city with 300,000 people. This study adapted a pendulum task presented with a computer simulation on which subjects would use a pattern of multivariable causal inferences. The subjects were interviewed individually in a three-phase structured interview by the researcher and three assistants while he/she was investigating the pendulum task. This study showed that most students across grades focused heavily on demonstrating the primacy of their prior knowledge or their current hypothesis. In addition, students' theories that are part of one's prior knowledge have a significant impact on formulating, testing, and revising hypotheses. Therefore, this study supported the notion that students' prior knowledge had a strong effect on students' experimental intent and hypothesis evaluation.

Utterance Verification Using Search Confusion Rate and Its N-Best Approach

  • Kim, Kyu-Hong;Kim, Hoi-Rin;Hahn, Min-Soo
    • ETRI Journal
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    • 제27권4호
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    • pp.461-464
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    • 2005
  • Recently, a variety of confidence measures for utterance verification has been studied to improve speech recognition performance by rejecting out-of-vocabulary inputs. Most of the conventional confidence measures for utterance verification are based primarily on hypothesis testing or an approximated posterior probability, and their performances depend on the robustness of an alternative hypothesis or the prior probability. We introduce a novel confidence measure called a search confusion rate (SCR), which does not require an alternative hypothesis or the approximation of posterior probability. Our confusion-based approach shows better performance in additive noise-corrupted speech as well as in clean speech.

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