• Journal of Korean Society for Quality Management
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• v.17 no.2
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• pp.70-80
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• 1989

A nonparametric test for testing the parallelism of regression lines against ordered alternatives is proposed. The proposed test statistic is based on a linear combination of robust slope estimators. It is a modified version of the Adichie's test statistics based on scores. A snail-sample Monte Carlo study shows that the proposed test is compatible with the Adichie's test.

• Journal of the Korean Data and Information Science Society
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• v.18 no.3
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• pp.697-704
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• 2007

It is common in financial time series that volatility(conditional variance) as a measure of risk exhibits asymmetry in such a manner that positive and negative values of return rates of the series tend to provide different contributions to the volatility. We are concerned with asymmetric conditional variances for Korean financial time series especially during the time span of 2000-2001. Notice that these periods suffer from 9-11 disaster in US and collapses of stock prices of dot-companies in Korea. Threshold-ARCH models are considered and a Wald test of asymmetry is suggested. News impact curves are illustrated for graphical representations of leverage effects inherent in various Korean financial time series.

• International Journal of Reliability and Applications
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• v.8 no.1
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• pp.41-51
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• 2007

In this paper, we use the moments of order statistics derived by Lieblein (1955) to develop the correlation goodness-of-fit test for the Rayleigh distribution. In such we simulate the percentage points of the test statistics for the one-parameter and two-parameter cases. In addition, we calculate the power of the proposed tests based on some alterative distributions. Finally, we apply the procedures developed in the paper to some real data.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.663-676
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• 1997

We obtain the simultaneous unit roots test statistics for both regular and seasonal unit roots in a time series with possible seasonal deterministic trends. The limiting distributions of the proposed test statistics are derived and empirical percentiles of the test statistics are tabulated for some seasonal periods. The power and size of the test statistics are examined for finite samples through a Monte Carlo simulation and Compared with those of the Lagrange multiplier test.

• Journal of Korean Society for Quality Management
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• v.14 no.2
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• pp.15-20
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• 1986

Using Fisher's method of combining two independent test statistics, we suggest a test for comparing two exponential populations with location and scale parameters and prove that it is asymptotically optimal in the sense of Bahadur efficiency.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.883-890
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• 2010

Since Fisher's exact test is conducted conditional on the observed value of the margin, there are two kinds of the exact power, the conditional and the unconditional exact power. The conditional exact power is computed at a given value of the margin whereas the unconditional exact power is calculated by incorporating the uncertainty of the margin. Although the sample size is determined based on the unconditional exact power, the actual power which Fisher's exact test has is the conditional power after the experiment is finished. This paper investigates differences between the conditional and unconditional exact power Fisher's exact test. We conclude that such discrepancy is a disadvantage of Fisher's exact test.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.207-216
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• 1994

Count data are often overdispersed, and an appropriate test for the existence of the overdispersion is necessary. In this paper we derive a score test based on the extended quasi-likelihood and the pseudolikelihood after adjusting to the Bartlett factor. Also, we compare it with Levene (1960)'s F-type test suggested by Ganio and Schafer (1992).

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.11-18
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• 2005

Assume that the life times of the units under test follow the Rayleigh distribution and the test is terminated at a pre assigned time. Acceptance sampling plans are developed for this situation. The minimum sample size necessary to ensure the specified average life are obtained and the operating characteristic values of the sampling plans and producer's risk are given. An example is given to illustrate the methodology.

• Journal of the Korean Data and Information Science Society
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• v.15 no.1
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• pp.129-139
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• 2004

We consider the problem of testing for outliers in generalized linear model. We proceed by first specifying a mean shift outlier model, assuming the suspect set of ourliers is known. Given this model, we discuss standard approaches to obtaining score test for outliers as an alternative to the likelihood ratio test.

• Journal of Korean Society for Quality Management
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• v.21 no.2
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• pp.170-178
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• 1993

A test based on quantiles is proposed for homogeneity of several treatments against the simple tree alternatives when the samples are subject to the right censorship. The proposed test is a generalization of Park and Kim(1989)'s one. The size and the power of the test is examined in a simulation study.