• Title/Summary/Keyword: K-S test statistics

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Nonparametric Inference for the Recurrent Event Data with Incomplete Observation Gaps

  • Kim, Jin-Heum;Nam, Chung-Mo;Kim, Yang-Jin
    • The Korean Journal of Applied Statistics
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    • v.25 no.4
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    • pp.621-632
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    • 2012
  • Recurrent event data can be easily found in longitudinal studies such as clinical trials, reliability fields, and the social sciences; however, there are a few observations that disappear temporarily in sight during the follow-up and then suddenly reappear without notice like the Young Traffic Offenders Program(YTOP) data collected by Farmer et al. (2000). In this article we focused on inference for a cumulative mean function of the recurrent event data with these incomplete observation gaps. Defining a corresponding risk set would be easily accomplished if we know the exact intervals where the observation gaps occur. However, when they are incomplete (if their starting times are known but their terminating times are unknown) we need to estimate a distribution function for the terminating times of the observation gaps. To accomplish this, we treated them as interval-censored and then estimated their distribution using the EM algorithm proposed by Turnbull (1976). We proposed a nonparametric estimator for the cumulative mean function and also a nonparametric test to compare the cumulative mean functions of two groups. Through simulation we investigated the finite-sample performance of the proposed estimator and proposed test. Finally, we applied the proposed methods to YTOP data.

Prediction of Rainfall-Induced Slope Failure Using Hotelling's T-Square Statistic (Hotelling의 T-square 통계량을 이용한 강우유발 사면붕괴 예측)

  • Kim, Seul-Bi;Na, Jong-Hwa;Seo, Yong-Seok
    • The Journal of Engineering Geology
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    • v.25 no.3
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    • pp.331-337
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    • 2015
  • A new technique is presented to detect unstable slope behavior, based on Hotelling's T2 analysis of pore pressure and water content obtained during flume tests using granitic and gneissic weathered soils. Three sets of pore pressure-water content values were simultaneously obtained during each test, and T2 statistics at the 90.0% and 95.0% confidence levels were calculated based on the correlations between values. The results show that unsuccessful detection of some local failures of the flume slope depended on the sensor position. In the case of global slope failures, anomalous behavior was detected between several hundred and several thousand seconds before the event as T2 statistics exceeded the confidence interval 90%. Hotelling's T2 analysis provides a single control criterion because it enables correlations between diverse measured values within the same slope; the criterion also includes stepwise criteria for a forecasting and warning system based on confidence levels.

R Type-S Block Designs for Control versus Test Inbred Lines Comparisons for Diallel Crosses

  • Son, Young-Nam
    • Communications for Statistical Applications and Methods
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    • v.9 no.2
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    • pp.443-450
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    • 2002
  • In this paper, block designs for control versus test comparisons among the lines for diallel crosses are proposed. These block designs are constructed by using balanced incomplete block designs. Also, the efficiencies of the diallel crosses block designs obtained through this method are tabulated for number of lines 23 or less.

A Note on Test for Model Adequacy in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.689-694
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    • 2004
  • We investigate the test for model adequacy in nonlinear regression. We can expect the usual likelihood ratio statistic to be unaffected by any parametric- effect curvature; only the effect of intrinsic curvature needs to be considered. Multiplicative correction factor is derived for the limiting distribution of test statistic, which is a function of the intrinsic curvature arrays.

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Test and Estimation for Exponential Mean Change

  • Kim, Jae-Hee
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.421-427
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    • 2008
  • This paper deals with the problem of testing for the existence of change in mean and estimating the change-point when the data are from the exponential distributions. The likelihood ratio test statistic and Gombay and Horvath (1990) test statistic are compared in a power study when there exists one change-point in the exponential means. Also the change-point estimator using the likelihood ratio and the change-point estimators based on Gombay and Horvath (1990) statistic are compared for their detecting capability via simulation.

Nonprametric Inference of Shelf-life in Drug's Stability Study (안정성 연구에서의 사용기간에 관한 비모수적 추론)

  • Kim, Tai-Kyoo;Park, Sang-Gue;Ha, Myung-Ho
    • Journal of Korean Society for Quality Management
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    • v.38 no.1
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    • pp.96-100
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    • 2010
  • The shelf-life of pharmaceutical products is the time that the average product characteristic remains within an approved specification after manufacture. Since the true shelf-life of a drug product is typically unknown, it has to be estimated based on assay results of the drug characteristic from a stability study usually conducted during the process of drug development. The nonparametric statistical methods of assessing the shelf-life of drug are considered with the current FDA regulations. Some simulation studies of nonparametric methods are also presented with the discussion.

Forecasting the Volatility of KOSPI 200 Using Data Mining

  • Kim, Keon-Kyun;Cho, Mee-Hye;Park, Eun-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1305-1325
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    • 2008
  • As index option markets grow recently, many analysts and investors become interested in forecasting the volatility of KOSPI 200 Index to achieve portfolio's goal from the point of financial risk management and asset evaluation. To serve this purpose, we introduce NN and SVM integrated with other financial series models such as GARCH, EGARCH, and EWMA. Moreover, according to the empirical test, Integrating NN with GARCH or EWMA models improves prediction power in terms of the precision and the direction of the volatility of KOSPI 200 index. However, integrating SVM with financial series models doesn't improve greatly the prediction power. In summary, SVM-EGARCH was the best in terms of predicting the direction of the volatility and NN-GARCH was the best in terms of the prediction precision. We conclude with advantages of the integration process and the need for integrating models to enhance the prediction power.

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Nonparametric two sample tests for scale parameters of multivariate distributions

  • Chavan, Atul R;Shirke, Digambar T
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.397-412
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    • 2020
  • In this paper, a notion of data depth is used to propose nonparametric multivariate two sample tests for difference between scale parameters. Data depth can be used to measure the centrality or outlying-ness of the multivariate data point relative to data cloud. A difference in the scale parameters indicates the difference in the depth values of a multivariate data point. By observing this fact on a depth vs depth plot (DD-plot), we propose nonparametric multivariate two sample tests for scale parameters of multivariate distributions. The p-values of these proposed tests are obtained by using Fisher's permutation approach. The power performance of these proposed tests has been reported for few symmetric and skewed multivariate distributions with the existing tests. Illustration with real-life data is also provided.

A Statistical Approach for the Determination of Location and Range of Fishing Grounds in the Coastal Vessel Fishery (통계학적 접근에 의한 연안어업의 조업어장 위치 및 범위결정 에 관한 연구)

  • Kang, Y.J.;Kim, K.S.;Yi, S.B.
    • The Journal of Fisheries Business Administration
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    • v.38 no.1 s.73
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    • pp.97-113
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    • 2007
  • This study attempts to suggest a new approach of the the determination of location and range of fishing ground in the coastal vessel fishery using the anaiysis of variance(ANOVA) and least significant difference test(LSD test) in statistics. The important result of the empirical study is that there is no significant difference in fisfishing ground based on between fishermen's argument and spot investigation. But there is stastitically significant difference in fisfishing ground based on between fishermen's argument and the official documents of fishing records for past three years. The results suggest us that there exists a possibility of misuse of tax free oil providied for subsidizing fisheries. But because of the range limitation of data, it is impossible for us to generalize the above results.

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The effects of job stress and emotional labor on Perceptive health status of dental hygienist's (치과위생사의 직무스트레스, 감정노동이 지각된 건강상태에 미치는 영향)

  • Lee, Myung Sun;Lim, Hee-Jung
    • The Journal of Korean Society for School & Community Health Education
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    • v.20 no.3
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    • pp.43-52
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    • 2019
  • Objectives: This study aims to understand the effects of job stress and emotional labor on perceptive health status of dental hygienist's. And provide basic data by for establishing the plan for the effective management of job stress and emotional labor and the promotion of health. Methods: Self-evaluation questionnaires were surveyed for 441 dental hygienist's who agreed to participate in the survey, using questionnaires used in the preceding study were modified and complemented. We analyzed the data with frequency analysis, descriptive statistics, t-test, chi-square test와 ANOVA, Spearman correlation coefficient by using IBM SPSS Statistics 21.0 (IBM Co., Armonk, NY, USA). The significance level for significance was set at 0.05. Results: health status were job stress, emotional labor significant negative correlation. The factors having significant effects on health problem were physical health status, the job culture of job stress, lack of job autonomy, organizational instability, and workplace culture. In addition, social health status was affected by emotional expressionism, relationship conflict, organizational instability, organizational system, and workplace culture. Conclusion: Recognizing the importance of the management of job stress and emotional labor in the working environment to dental clinic and hospital managers and managerial dental hygienists, a dental hygienist health promotion intervention program is needed to mitigate and cope with job stress and emotional labor.