• 제목/요약/키워드: Independence test

검색결과 370건 처리시간 0.029초

Approximating Exact Test of Mutual Independence in Multiway Contingency Tables via Stochastic Approximation Monte Carlo

  • Cheon, Soo-Young
    • 응용통계연구
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    • 제25권5호
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    • pp.837-846
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    • 2012
  • Monte Carlo methods have been used in exact inference for contingency tables for a long time; however, they suffer from ergodicity and the ability to achieve a desired proportion of valid tables. In this paper, we apply the stochastic approximation Monte Carlo(SAMC; Liang et al., 2007) algorithm, as an adaptive Markov chain Monte Carlo, to the exact test of mutual independence in a multiway contingency table. The performance of SAMC has been investigated on real datasets compared to with existing Markov chain Monte Carlo methods. The numerical results are in favor of the new method in terms of the quality of estimates.

3변수 확률분포에 의한 설계강우량 추정 (Estimation of Design Rainfall Using 3 Parameter Probability Distributions)

  • 이순혁;맹승진;류경식
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2004년도 학술발표회
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    • pp.595-598
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    • 2004
  • This research seeks to derive the design rainfalls through the L-moment with the test of homogeneity, independence and outlier of data on annual maximum daily rainfall at 38 rainfall stations in Korea. To select the appropriate distribution of annual maximum daily rainfall data by the rainfall stations, Generalized Extreme Value (GEV), Generalized Logistic (GLO), Generalized Pareto (GPA), Generalized Normal (GNO) and Pearson Type 3 (PT3) probability distributions were applied and their aptness were judged using an L-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test. Parameters of appropriate distributions were estimated from the observed and simulated annual maximum daily rainfall using Monte Carlo techniques. Design rainfalls were finally derived by GEV distribution, which was proved to be more appropriate than the other distributions.

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LH-모멘트의 적정 차수 결정에 의한 설계홍수량 추정 ( I ) (Estimation of Design Flood by the Determination of Best Fitting Order of LH-Moments ( I ))

  • 맹승진;이순혁
    • 한국농공학회지
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    • 제44권6호
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    • pp.49-60
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    • 2002
  • This study was conducted to estimate the design flood by the determination of best fitting order of LH-moments of the annual maximum series at six and nine watersheds in Korea and Australia, respectively. Adequacy for flood flow data was confirmed by the tests of independence, homogeneity, and outliers. Gumbel (GUM), Generalized Extreme Value (GEV), Generalized Pareto (GPA), and Generalized Logistic (GLO) distributions were applied to get the best fitting frequency distribution for flood flow data. Theoretical bases of L, L1, L2, L3 and L4-moments were derived to estimate the parameters of 4 distributions. L, L1, L2, L3 and L4-moment ratio diagrams (LH-moments ratio diagram) were developed in this study. GEV distribution for the flood flow data of the applied watersheds was confirmed as the best one among others by the LH-moments ratio diagram and Kolmogorov-Smirnov test. Best fitting order of LH-moments will be derived by the confidence analysis of estimated design flood in the second report of this study.

실험계획법에서 오차항의 가정 검토방안 (Assessment of Properties of Error Terms in Design of Experiment)

  • 최성운
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2012년 춘계학술대회
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    • pp.579-583
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    • 2012
  • The Design of Experiment (DOE) is a most practical technique when establishing an optimal condition for production technology in Six Sigma innovation project. This research proposes the assessment of properties of error terms, such as normality, equal variance, unbiasedness and independence. The properties of six nonparametric ranking techniques for checking normality assumption are discussed as well as run test which is used to identify the randomness, and to check unbiased assumption. Furthermore, Durbin-Watson (DW) statistics and ARIMA (p,d,q) process are discussed to identify the serial correlation.

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2변량 정규분포의 독립성에 관한 퍼지 검정 (Fuzzy Testing of Independence in Bivariate Normal Distribution)

  • 강만기;서현아
    • 한국지능시스템학회논문지
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    • 제21권1호
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    • pp.1-5
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    • 2011
  • 우리는 동의지수법에 의한 이변량정규분포의 변수 간 독립성에 대한 퍼지 상관 검정법을 제안하였다. 이를 위하여 퍼지 데이터의 조건을 제시하고, 퍼지 상관계수와 가설을 기각하고 채택할 정도를 위한 동의지수법을 정의하였다. 또한 예증을 위하여 한 이변량정규분포로부터 퍼지 표본을 추출하여 퍼지 상관계수를 이용한 최강력 불편 퍼지 검정법을 보였다.

3변수 확률분포형에 의한 극치강우의 빈도분석 (Frequency Analysis of Extreme Rainfall Using 3 Parameter Probability Distributions)

  • 김병준;맹승진;류경식;이순혁
    • 한국농공학회논문집
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    • 제46권3호
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    • pp.31-42
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    • 2004
  • This research seeks to derive the design rainfalls through the L-moment with the test of homogeneity, independence and outlier of data on annual maximum daily rainfall at 38 rainfall stations in Korea. To select the appropriate distribution of annual maximum daily rainfall data by the rainfall stations, Generalized Extreme Value (GEV), Generalized Logistic (GLO), Generalized Pareto (GPA), Generalized Normal (GNO) and Pearson Type 3 (PT3) probability distributions were applied and their aptness were judged using an L-moment ratio diagram and the Kolmogorov-Smirnov (K-S) test. Parameters of appropriate distributions were estimated from the observed and simulated annual maximum daily rainfall using Monte Carlo techniques. Design rainfalls were finally derived by GEV distribution, which was proved to be more appropriate than the other distributions.

A Simple Chi-Squared Test of Spherical Symmetry

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제16권2호
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    • pp.227-236
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    • 2005
  • A chi-squared test of spherical symmetry is suggested. This test is easy to apply in practice since it is easy to compute and has a limiting chi-squared distribution under spherical symmetry. The result of Park(1998) can be used to show that it has the limiting chi-squared distribution. A simulation study is conducted to study the accuracy, in finite samples, of the limiting distribution. Finally, a simulation study that compares the power of our test with those of other tests of spherical symmetry is performed.

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Effects of a Five Times Sit to Stand Test on the Daily Life Independence of Korean Elderly and Cut-Off Analysis

  • Nam, Seung-Min;Kim, Seong-Gil
    • 대한물리의학회지
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    • 제14권4호
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    • pp.29-35
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    • 2019
  • PURPOSE: The aim of this study was to provide the standard value of the Five Times Sit to Stand Test (FTSST) measurement on the daily life independence of the elderly in Korea and examine the effects of this test on their daily lives. METHODS: This study was conducted on elderly people over 65 years of age living in Gyeongsangbuk-do, Korea. FTSST was performed while sitting position on a chair. The subjects were classified into independent and dependent living groups according to their lifestyle, and their influence was then examined through logistic regression analysis. To determine the usefulness and cut-off value of the FTSST, the analysis was performed using the ROC curve. RESULTS: The elderly were more likely to live in a group rather than independently as the FTSST time increased (p<.05) (OR=1.098). The area of the lower part of the ROC curve was .707, and as the FTSST increased, a subject was more likely to live in a group rather than independently (p<.05). The cut-off value was assigned to the point where both the specificity and sensitivity were at the coordinates. The sensitivity and specificity were .626 and .753, respectively at 15.62 seconds. CONCLUSION: The elderly in Korea are more likely to live a group-dependent lifestyle than live independently; the likelihood of this outcome is increased further for every additional second beyond 15.62 seconds. The loss of independence of daily life could be predicted based on the status of a subject's lower leg strength using the FTSST.

다중 표상을 활용한 화학 개념 학습에서 학생들의 연계 오류 감소를 위한 처방적인 교수 전략의 효과 (The Effects of the Prescribed Instructional Strategy for Reducing Students' Connecting Errors in Learning Chemistry Concepts with Multiple External Representations)

  • 강훈식;김유정;노태희
    • 한국과학교육학회지
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    • 제28권6호
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    • pp.675-684
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    • 2008
  • 이 연구에서는 다중 표상을 활용한 화학 개념 학습에서 연계 오류 감소를 위한 처방적인 교수 전략의 효과를 학생들의 장독립성-장의존성에 따라 조사했다. 남녀공학 중학교 1학년 126명을 통제 집단과 처치 집단으로 배치한 후, '보일의 법칙'과 '샤를의 법칙'에 대해 2차시 동안 수업을 진행했다. 연구 결과, 개념 이해도 검사에서 처치 집단의 점수가 통제 집단의 점수보다 통계적으로 유의미한 차이로 높았다. 학습 동기 검사에서는 학습 동기 전체와 하위 영역 중 '주의집중' 영역에서, 처치 집단 학생들의 점수가 통제 집단 학생들의 점수보다 통계적으로 유의미한 차이로 높았다. 그러나 두 검사에서 모두 수업 처치와 장독립성-장의존성 사이의 상호작용 효과는 없었다. 처치 집단 학생들의 대부분이 새로운 교수 전략에 대해 인지적, 동기적 측면에서 긍정적으로 인식하는 것으로 나타났다.

Influence Measures for a Test Statistic on Independence of Two Random Vectors

  • Jung Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.635-642
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    • 2005
  • In statistical diagnostics a large number of influence measures have been proposed for identifying outliers and influential observations. However it seems to be few accounts of the influence diagnostics on test statistics. We study influence analysis on the likelihood ratio test statistic whether the two sets of variables are uncorrelated with one another or not. The influence of observations is measured using the case-deletion approach, the influence function. We compared the proposed influence measures through two illustrative examples.