• Journal of the Korean Data and Information Science Society
• /
• v.9 no.2
• /
• pp.189-202
• /
• 1998

The goat of this paper is to study on variance estimation - Rice variance estimation, Gasser, Sroka and Jennen-Steinmetz's varince estimation - in smoothing goodness-of-fit tests. The comparisons of powers on test statistics are conducted by the change of variance, the number of oscillations, the amplitude of the alternative sample distribution.

• Journal of the Korean Data and Information Science Society
• /
• v.10 no.2
• /
• pp.429-436
• /
• 1999

We suggest test statistics for normality using Q-Q plot and P-P plot and obtain empirical quantities of these statistics. Also the power comparison with Shapiro-Wilk's W is conducted by Monte Carlo study.

• Journal of the Korean Statistical Society
• /
• v.22 no.2
• /
• pp.201-208
• /
• 1993

Given the specific mean shift outlier model, the score test for multiple outliers in nonlinear regression is discussed as an alternative to the likelihood ratio test. The geometric interpretation of the score statistic is also presented.

• The Korean Journal of Applied Statistics
• /
• v.23 no.6
• /
• pp.1103-1113
• /
• 2010

An extensively used approach for family based association test(FBAT) is compared with the sib transmission/disequilibrium test(S-TDT), and in particular the adjusted S-TDT, in which the covariance among related siblings is taken into consideration, can provide a more sensitive test statistic for association. A simulation study comparing the three test statistics demonstrates that the type I error rates of all three tests are larger than the prespecified significance level and the power of the FBAT is lower than those of the other two tests. More detailed studies are required in order to assess the influence of the assumed conditions in FBAT on the efficiency of the test.

• Journal of Korean Society for Quality Management
• /
• v.22 no.2
• /
• pp.166-176
• /
• 1994

Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

• Journal of Preventive Medicine and Public Health
• /
• v.37 no.4
• /
• pp.366-372
• /
• 2004

Objectives : This study was conducted to propose a new transmission/disequilibrium test(TDT) to test the linkage between genetic markers and disease-susceptibility genes based on haplotypes. Simulation studies were performed to compare the proposed method with that of Zhao et al. in terms of type I error probability and powers. Methods : We estimated the haplotype frequencies using the expectation-maximization(EM) algorithm with parents genotypes taken from a trio dataset, and then constructed a two-way contingency table containing estimated frequencies to all possible pairs of parents haplotypes. We proposed a score test based on differences between column marginals and their corresponding row marginals. The test also involved a covariance structure of marginal differences and their variances. In simulation, we considered a coalescent model with three genetic markers of biallele to investigate the performance of the proposed test under six different configurations. Results : The haplotype-based TDT statistics, our test and Zhao et al.'s test satisfied a type I error probability, but the TDT test based on single locus showed a conservative trend. As expected, the tests based on haplotypes also had better powers than those based on single locus. Our test and that of Zhao et al. were comparable in powers. Conclusion : We proposed a TDT statistic based on haplotypes and showed through simulations that our test was more powerful than the single locus-based test. We will extend our method to multiplex data with affected and/or unaffected sibling(s) or simplex data having only one parent s genotype.

• Communications for Statistical Applications and Methods
• /
• v.14 no.2
• /
• pp.443-457
• /
• 2007

This paper deals with the problem of testing the existence of change in mean and estimating the change-point using nonparametric bootstrap technique. A test statistic using Gombay and Horvath (1990)'s functional form is applied to derive a test statistic and nonparametric change-point estimator with bootstrapping idea. Achieved significance level of the test is calculated for the proposed test to show the evidence against the null hypothesis. MSE and percentiles of the bootstrap change-point estimators are given to show the distribution of the proposed estimator in simulation.

• Journal of the Korean Statistical Society
• /
• v.27 no.1
• /
• pp.11-23
• /
• 1998

A Bayes criterion for testing the equality of covariance matrices of two multivariate normal distributions is proposed and studied. Development of the criterion invloves calculation of Bayes factor using the imaginary sample method introduced by Spiegelhalter and Smith (1982). The criterion is designed to develop a Bayesian test criterion, so that it provides an alternative test criterion to those based upon asymptotic sampling theory (such as Box's M test criterion). For the constructed criterion, numerical studies demonstrate routine application and give comparisons with the traditional test criteria.

• Journal of the Korean Statistical Society
• /
• v.30 no.2
• /
• pp.281-290
• /
• 2001

Symmetric estimation and recursive mean adjustment are considered to construct tests for the doble unit root hypothesis for both parametric and semiparametric time series models. It is shown that simultaneous application of symmetric estimation and recursive mean adjustment yields the most powerful test. Moreover, size property of the semiparametric test based on the simultaneous application is bet among all semiparametric tests.

• Communications for Statistical Applications and Methods
• /
• v.18 no.1
• /
• pp.131-136
• /
• 2011

The original Bates-Watts framework applies only to the complete parameter vector. Thus, guidelines developed in that framework can be misleading when the adequacy of the linear approximation is very different for different subsets. The subset curvature measures appear to be reliable indicators of the adequacy of linear approximation for an arbitrary subset of parameters in nonlinear models. Given the specific mean shift outlier model, the standard approaches to obtaining test statistics for outliers are discussed. The accuracy of outlier tests is investigated using subset curvatures.