• Title/Summary/Keyword: K-S 검정통계량

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The Characteristics of the Urban Water Use Trend With Time for a Day (상수도의 1일 홍수량의 시간적 변화의 특성에 관한 연구)

  • Rhee, Kyoung-Hoon;Lee, Sam-No;Moon, Byoung-Seok
    • Water for future
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    • v.27 no.4
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    • pp.135-143
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    • 1994
  • The purpose of this study was to improve the understanding of the characteristics of the daily urban water use. The city of Kwangju in Korea was selected as a study area. The population of Kwangju in the end of 1993 was more than one million and two hundred thousand peoples. The average of daily water use in 1993 was about three hundred and fifty thousand tons a day. The variation of the urban water demand trend with time for a day was studied. One day was devided into 12 divisions with a 2hour increment. The water use demand for the given time interval of a day was observed. The water use index was defind in percentage that indicates the ratio of the amount of water use for a time interval to the amount of water use for a day. The water use index was found to be useful to manage and to operate the water supply systems. In addition to this, the probability distribution of the water use demand for each time interval was tested using the K-S(Komogorov-Smirnov) method. The normal distribution type was found to be appropriate as the probability distribution type for the variation of water demand for the given time interval of a day.

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Comparison of semiparametric methods to estimate VaR and ES (조건부 Value-at-Risk와 Expected Shortfall 추정을 위한 준모수적 방법들의 비교 연구)

  • Kim, Minjo;Lee, Sangyeol
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.171-180
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    • 2016
  • Basel committee suggests using Value-at-Risk (VaR) and expected shortfall (ES) as a measurement for market risk. Various estimation methods of VaR and ES have been studied in the literature. This paper compares semi-parametric methods, such as conditional autoregressive value at risk (CAViaR) and conditional autoregressive expectile (CARE) methods, and a Gaussian quasi-maximum likelihood estimator (QMLE)-based method through back-testing methods. We use unconditional coverage (UC) and conditional coverage (CC) tests for VaR, and a bootstrap test for ES to check the adequacy. A real data analysis is conducted for S&P 500 index and Hyundai Motor Co. stock price index data sets.

Transmission and Disequilibrium Tests Based on Sibship Data (형제 및 자매의 유전자형 자료에 기초한 전달불균형 검정법에 관한 연구)

  • Kim, Jin-Heum;Jang, Yang-Soo
    • The Korean Journal of Applied Statistics
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    • v.21 no.1
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    • pp.81-94
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    • 2008
  • Family-based tests such as the transmission and disequilibrium tests(TDT) have proved to be powerful tools in the search for disease genes. Unlike case-control studies, the tests are not affected by population admixture, which can lead to spurious association of multiple highly linked makers with disease-susceptible genes. Those tests have largely required knowledge of parental marker genotypes. However, parental data are often not available for late-onset diseases. In this article we propose sib-TDTs that overcome this problem by use of marker data from unaffected sib(s) instead of parents. To do this end, we fist defined a Mantel-Haenszel-type statistic for each haplotype and then proposed two tests based on this statistic. Simulation studies suggest that the proposed tests are robust to population admixture and are monotone increasing as a relative risk increases irrespective of mode of inheritance. We also illustrated the proposed tests with data adopted from Yonsei Cardiovascular Genome Center.

A Study on Gene Search Using Test for Interval Data (구간형 데이터 검정법을 이용한 유전자 탐색에 관한 연구)

  • Lee, Seong-Keon
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2805-2812
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    • 2018
  • The methylation score, expressed as a percentage of the methylation status data derived from the iterative sequencing process, has a value between 0 and 1. It is contrary to the assumption of normal distribution that simply applying the t-test to examine the difference in population-specific methylation scores in these data. In addition, since the result may vary depending on the number of repetitions of sequencing in the process of methylation score generation, a method that can analyze such errors is also necessary. In this paper, we introduce the symbolic data analysis and the interval K-S test method which convert observation data into interval data including uncertainty rather than one numerical data. In addition, it is possible to analyze the characteristics of methylation score by using Beta distribution without using normal distribution in the process of converting into interval data. For the data analysis, the nature of the proposed method was examined using sequencing data of actual patients and normal persons. While the t-test is only possible for the location test, it is found that the interval type K-S statistic can be used to test not only the location parameter but also the heterogeneity of the distribution function.

A Test of Fit for Inverse Gaussian Distribution Based on the Probability Integration Transformation (확률적분변환에 기초한 역가우스분포에 대한 적합도 검정)

  • Choi, Byungjin
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.611-622
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    • 2013
  • Mudholkar and Tian (2002) proposed an entropy-based test of fit for the inverse Gaussian distribution; however, the test can be applied to only the composite hypothesis of the inverse Gaussian distribution with an unknown location parameter. In this paper, we propose an entropy-based goodness-of-fit test for an inverse Gaussian distribution that can be applied to the composite hypothesis of the inverse Gaussian distribution as well as the simple hypothesis of the inverse Gaussian distribution with a specified location parameter. The proposed test is based on the probability integration transformation. The critical values of the test statistic estimated by simulations are presented in a tabular form. A simulation study is performed to compare the proposed test under some selected alternatives with Mudholkar and Tian (2002)'s test in terms of power. The results show that the proposed test has better power than the previous entropy-based test.

Gene Screening and Clustering of Yeast Microarray Gene Expression Data (효모 마이크로어레이 유전자 발현 데이터에 대한 유전자 선별 및 군집분석)

  • Lee, Kyung-A;Kim, Tae-Houn;Kim, Jae-Hee
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1077-1094
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    • 2011
  • We accomplish clustering analyses for yeast cell cycle microarray expression data. To reflect the characteristics of a time-course data, we screen the genes using the test statistics with Fourier coefficients applying a FDR procedure. We compare the results done by model-based clustering, K-means, PAM, SOM, hierarchical Ward method and Fuzzy method with the yeast data. As the validity measure for clustering results, connectivity, Dunn index and silhouette values are computed and compared. A biological interpretation with GO analysis is also included.

Nonparametric Method in One-way Layout for Umbrella Alternatives based on Placement (일원배치법에서 Umbrella Alternatives에 대한 위치를 이용한 비모수 검정법)

  • Lee, Hyejung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1181-1189
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    • 2015
  • The treatment effect in clinical tests depending on dose of the drug; however, it can show a decreasing trend in fixed dose level due to side effects. The trend is known as an umbrella pattern; in addition, the method for the umbrella alternative is quite useful when the tendency is predicted in advance. In this paper, we propose a nonparametric method of umbrella alternatives for a one-way layout by using linear placement described in Orban and Wolfe (1982). The Monte Carlo simulation is adapted to compare the power of proposed procedure with previous methods.

Computation of Noncentral F Probabilities using multilayer neural network (다층 신경 망을 이용한 비중심F분포 확률계산)

  • Gu, Sun-Hee
    • The KIPS Transactions:PartB
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    • v.9B no.3
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    • pp.271-276
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    • 2002
  • The test statistic in ANOVA tests has a single or doubly noncentral F distribution and the noncentral F distribution is applied to the calculation of the power functions of tests of general linear hypotheses. Although various approximations of noncentral F distribution are suggested, they are troublesome to compute. In this paper, the calculation of noncentral F distribution is applied to the neural network theory, to solve the computation problem. The neural network consists of the multi-layer perceptron structure and learning process has the algorithm of the backpropagation. Using fables and figs, comparisons are made between the results obtained by neural network theory and the Patnaik's values. Regarding of accuracy and calculation, the results by neural network are efficient than the Patnaik's values.

Comparing Survival Functions with Doubly Interval-Censored Data: An Application to Diabetes Surveyed by Korean Cancer Prevention Study (이중구간중도절단된 생존자료의 생존함수 비교를 위한 검정: 한국인 암 예방연구 중 당뇨병에의 응용)

  • Jee, Sun-Ha;Nam, Chung-Mo;Kim, Jin-Heum
    • The Korean Journal of Applied Statistics
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    • v.22 no.3
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    • pp.595-606
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    • 2009
  • Two tests were introduced for comparing several survival functions with doubly interval-censored data and illustrated with data surveyed by Korean Cancer Prevention Study (Jee et al., 2005). The test which extended Kim et al. (2006)'s test to the doubly interval-censored data has an advantage over Sun (2006)'s test in terms of saving computation time because the proposed test only depends on the size of risk set, and also the proposed test is applicable to continuous failure time data as well as discrete failure time data unlike Sun's test. Comparing male with female groups on the incubation time of diabetes was highly different and the survival of female group was longer than that of male one. Regardless of gender, the difference in survival functions of four age groups was highly significant with p-value of less than 0.001. This trend was more remarkable for female group than for male one. Simulation results showed that the significance level of both tests was well controlled and the proposed test was better than Sun's test in terms of power.

Nonparametric Detection Methods against DDoS Attack (비모수적 DDoS 공격 탐지)

  • Lee, J.L.;Hong, C.S.
    • The Korean Journal of Applied Statistics
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    • v.26 no.2
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    • pp.291-305
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    • 2013
  • Collective traffic data (BPS, PPS etc.) for detection against the distributed denial of service attack on network is the time sequencing big data. The algorithm to detect the change point in the big data should be accurate and exceed in detection time and detection capability. In this work, the sliding window and discretization method is used to detect the change point in the big data, and propose five nonparametric test statistics using empirical distribution functions and ranks. With various distribution functions and their parameters, the detection time and capability including the detection delay time and the detection ratio for five test methods are explored and discussed via monte carlo simulation and illustrative examples.