• Title/Summary/Keyword: Hypothesis testing

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동의지수에 의한 퍼지 이항비률 검정 (Fuzzy Binomial Proportion Test by Agreement Index)

  • 강만기;박영례
    • 한국지능시스템학회논문지
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    • 제19권1호
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    • pp.19-24
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    • 2009
  • 반복적으로 관측된 데이터가 애매한 경우에 관측자료를 퍼지화하여 이에 대한 확률을 정의하고 퍼지 확률공간에 의한 제I일종의 오류와 제II종의 오류를 보이며, 동의지수 방법으로 퍼지 이항비률 검정법을 제안하고 예증한다.

내분비를 이용한 윌콕슨 부호-순위 퍼지 검정 (The Wilcoxon Signed-Rank Fuzzy Test on Rate of Internal Division)

  • 강만기;최승배
    • 한국지능시스템학회논문지
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    • 제24권6호
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    • pp.592-596
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    • 2014
  • We shall consider fuzzy hypotheses test for signed-rank Wilcoxon fuzzy test by fuzzy difference on rate of internal division. Fundamental to these discussion are fuzzy number data and Wilcoxon signed-rank fuzzy test of a fuzzy hypothesis $H_{f0}$ which is based upon a fuzzy statistics whose distribution does not depend upon the specified distribution or any parameters.

역샘플링법을 이용한 포와슨과정의 비교 (Comparison of Two-time Homogeneous Poisson Processes Using Inverse Type Sapling Plans)

  • 장중순;임춘우;정유진
    • 산업경영시스템학회지
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    • 제11권17호
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    • pp.67-80
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    • 1988
  • This study is concerned with the comparison of two time homogeneous Poisson processes. Traditionally, the methods of testing equality of Poisson processes were based on the binomial distribution or its normal approximations. The sampling plans used in these methods are to observe the processes concurrently over a predetermined time interval, possibly different for each process. However, when the values of the intensities of the processes are small, inverse type sampling plans are more appropriate since there may be cases where only a few or even no events are observed in the predetermined time interval. This study considers 9 inverse type sampling plans for the comparison of two Poisson processes. For each sampling plans considered, critical regions and the design parameters of the sampling plan are determined to guarantee the significance level and the power at some values of the alternative hypothesis. The Problem of comparing of two Weibull processes are also considered.

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품질개선 프로세스에서 통계적 차이와 실제적 동등성 모형의 유도 및 적용방안 (Derivation and Implementation of Statistical Difference and Practical Equivalence Models in the Quality Improvement Processes)

  • 최성운
    • 대한안전경영과학회지
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    • 제12권2호
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    • pp.217-223
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    • 2010
  • The research proposes the complementary methodology using integrated hypothesis testing and confidence interval models that can be identified the statistical difference and practical equivalence. The models developed in this study can be used in the quality improvement processes such as QC story 15 steps. For the expressions of CI4LSD(Confidence Interval for Least Significant Difference) and CI4TOST(Confidence Interval for Two One-Sided Tests) are simple, quality practioners can efficiently handle them. CI4TOST models as a complement can be applied when CI4LSD models are influenced by sample size and precision.

Moving Estimates Test for Jumps in Time Series Models

  • Na, O-Kyoung;Lee, Seon-Joo;Lee, Sang-Yeol;Choi, In-Bong
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.205-217
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    • 2006
  • In this paper, we consider the problem of testing for a change of the parameter function ${\theta}(t)$ that may have a discontinuity at some unknown point ${\tau}$. We introduce a varying-h moving estimate to test the null hypothesis that ${\theta}(t)$ is continuous against the alternative that ${\theta}({\tau}-){\neq}{\theta}({\tau}+)$. Simulation results are provided for illustration.

변화시점이 있는 영과잉-포아송모형 (Zero-Inflated Poisson Model with a Change-point)

  • 김경무
    • Journal of the Korean Data and Information Science Society
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    • 제9권1호
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    • pp.1-9
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    • 1998
  • 영과잉-포아송모형에서 변화시점이 있는 경우, 우도비 검정통계량을 이용하여 변화 시점의 유 무에 대한 가설을 검정하였다. 또한 적률 및 최우추정법을 이용하여 변화 시점과 몇가지 흥미있는 모수들을 추정하여 보았다. 이들 추정량을 비교하기 위하여 경험적인 평균제곱오차를 이용하였다. 변화시점이 있는 영과잉-포아송 모형과 변화시점이 없는 포아송 모형의 실례를 자료를 중심으로 설명하였다.

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Review on the Application of Statistical Methods to Maritime Traffic Safety Assessment

  • Gong, In-Young
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.35-40
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    • 2006
  • For the maritime traffic safety assessment of vessels navigating in harbor or fairway, simulation techniques by using shiphandling simulator system have been traditionally used. When designing the simulation experiments and when analyzing the simulation results, however, there has been a little systematic method. Ship-handling simulations can be regarded as a kind of statistical experiment by using ship-handling simulator system, which means that shiphandling simulation conditions should be designed statistically and that the simulation results should be statistically analyzed as well. For the safe and economic design of harbor and fairway, reasonable decisions based upon the scientific analysis of shiphandling simulation results are indispensable. In this paper, various statistical methods, such as Bayes theorem, statistical hypothesis testing, and probability distributions, are reviewed with a view to application to maritime traffic safety assessment. It is expected that more reasonable decisions on harbor and fairway design can be made from shiphandlers' view point by using statistical methods.

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에지 검출을 위한 통계적 검정법 (Statistical Tests for Edg Detection)

  • 임동훈;성신희
    • 한국정보처리학회논문지
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    • 제7권3호
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    • pp.1021-1024
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    • 2000
  • In this paper we describe a nonparametric Wilcoxon test and a parametric Z test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson[4] consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the Z method performs sensitively to the noisy image, while the Wilcoxon method is robust over both noisy nd noise-free images. Comparison with our statistical tests and Sobel operator shows that our tests perform more effectively in both noisy and noise-free images.

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불균형 이원분류자료 분석과 가설검정 (Analysis of variance and hypothesis testing with unbalanced data)

  • 장석환
    • 응용통계연구
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    • 제3권2호
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    • pp.39-53
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    • 1990
  • 분균형자료의 분석과 가설검정을 위하여 표본수 $n_{ij}$$n_{ij}>0$인 경우와 ${n_{1j}}{/geq}0$인 경우의 인위적인 이원분류자료를 써서 여러 가지 모형하에서 주효과와 교호작용에 대한 변동을 계산하는 방법을 Searle의 R($\mid$)표기법을 이용하여 검토하였고 이들 변동과 일반적으로 널리 쓰이는 가설과의 관계를 실증적으로 재검토하였다.

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Nonparametric Test Procedures for Change Point Problems in Scale Parameter

  • Cho, Wan-Hyun;Lee, Jae-Chang
    • Journal of the Korean Statistical Society
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    • 제19권2호
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    • pp.128-138
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    • 1990
  • In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.

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