• Title/Summary/Keyword: Kolmogorov-Smirnov

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Goodness-of-fit Tests for the Weibull Distribution Based on the Sample Entropy

  • Kang, Suk-Bok;Lee, Hwa-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.259-268
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    • 2006
  • For Type-II censored sample, we propose three modified entropy estimators based on the Vasieck's estimator, van Es' estimator, and Correa's estimator. We also propose the goodness-of-fit tests of the Weibull distribution based on the modified entropy estimators. We simulate the mean squared errors (MSE) of the proposed entropy estimators and the powers of the proposed tests. We also compare the proposed tests with the modified Kolmogorov-Smirnov and Cramer-von-Mises tests which were proposed by Kang et al. (2003).

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Some Issues on Criterion for Kolmogorov-Smirnov Test in Credit Rating Model Validation (신용평가모형에서 콜모고로프-스미르노프 검정기준의 문제점)

  • Park, Yong-Seok;Hong, Chong-Sun
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.1013-1026
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    • 2008
  • Kolmogorov-Smirnov(K-S) statistic has been widely used for the model validation of credit rating models. Validation criteria for the K-S statistic is empirically used at the levels of 0.3 or 0.4 which are much larger than the critical values of K-S test statistic. We examine whether these criteria are reasonable and appropriate through the simulations according to various sample sizes, type II error rates, and the ratio of bads among data. The simulation results say that the currently used validation criteria are too lower than values of K-S statistics obtained from any credit rating models in Korea, so that any credit rating models have good discriminatory power. In this work, alternative criteria of K-S statistic are proposed as critical levels under realistic situations of credit rating models.

Estimating Diameter Distribution with the Weibull Distribution -Case of Korea Black pine (Pinus thunbergii) Stands on the Eastern Sea Coast of Korea- (Weibull분포(分布)에 의한 직경분포추정(直徑分布推定)에 관한 연구(硏究) - 동해안일대(東海岸一帶) 해송림(海松林)을 중심(中心)으로 -)

  • Yun, Jong Wha;Cho, Hyun Kook
    • Journal of Korean Society of Forest Science
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    • v.80 no.4
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    • pp.420-426
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    • 1991
  • This study was conducted to provide fundamental information to make rational management planning in eastern seacoast forest, mainly composed of black pine (Pinus Thunbergii), Kangweon Province. Diameter distribution was estimated by the method of Weibull distribution. The results were as fallows ; 1. Average diameter in the eastern seacoast forests of Kangweon Province was 10.3cm, and the average D. B. H, of 16 study sites ranged from 6.9 to 14.6cm. 2. Parameters of the Weibull distribution were estimated in each study sites and the estimated parameters of the all study forests were a=5, b=5.6997 and c=1.4079. 3. Tested by Kolmogorov-Smirnov method for the significant differences between actual and estimated diameter distribution, the result showed that estimated values were well fitted to the actual ones at 5% significance level.

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Prediction of Stand Volume and Carbon Stock for Quercus variabilis Using Weibull Distribution Model (Weibull 분포 모형을 이용한 굴참나무 임분 재적 및 탄소저장량 추정)

  • Son, Yeong Mo;Pyo, Jung Kee;Kim, So Won;Lee, Kyeong Hak
    • Journal of Korean Society of Forest Science
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    • v.101 no.4
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    • pp.599-605
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    • 2012
  • The purpose of this study is to estimate diameter distribution, volume per hectare, and carbon stock for Quercus variabilis stand. 354 Quercus variabilis stands were selected on the basis of age and structure, the data and samples for these stands are collected. For the prediction of diameter distribution, Weibull model was applied and for the estimation of the parameters, a simplified method-of-moments was applied. To verify the accuracy of estimates, models were developed using 80% of the total data and validation was done on the remaining 20%. For the verification of the model, the fitness index, the root mean square error, and Kolmogorov-Smirnov statistics were used. The fitness index of the site index, height, and volume equation estimated from verification procedure were 0.967, 0.727, and 0.988 respectively and the root mean square error were 2.763, 1.817, and 0.007 respectively. The Kolmogorov-Smirnov test applied to Weibull function resulted in 75%. From the models developed in this research, the estimated volume and above-ground carbon stock were derived as $188.69m^3/ha$, 90.30 tC/ha when site index and stem number of 50-years-old Quercus variabilis stand show 14 and 697 respectively. The results obtained from this study may provide useful information about the growth of broad-leaf species and prediction of carbon stock for Quercus variabilis stand.

Modified Test Statistic for Identity of Two Distribution on Credit Evaluation (신용평가에서 두 분포의 동일성 검정에 대한 수정통계량)

  • Hong, C.S.;Park, H.S.
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.237-248
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    • 2009
  • The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.

A Programming of Hydrologic Analysis Procedure for the Probable Isohyetal Chart in Korea (한국 확률강우량도 작성을 위한 수문해석방법 개발)

  • 이원환
    • Water for future
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    • v.20 no.2
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    • pp.139-150
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    • 1987
  • The present study is to develop the hydrologic analysis procedure for the purpose of drawing the probable isohyetal charts in Korea. In the establishment of optimal distribution types, the eleven continuous probability distribution types included the transformed variable normal distribution (Y-k method) is applied to the annual maximum rainfall depth series in each duration. The optimal selection of distribution is done by Chi-square test and Kolmogorov-Smirnov test in the eui-class interval. The application of probability distribution is checked by the fitting on four durations of annual maximum rainfall data(10 min., 60 min., 6 hrs., and 24hrs.) at four meteorological stations in Korea (Seoul, In Cheon, Bu san, and Kwang Ju). The properties in hydrologic application of the considered distribution and the hydrologic characteristics of the applied rainfall data groups are investigated from the results of this study.

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Nonparametric homogeneity tests of two distributions for credit rating model validation (신용평가모형에서 두 분포함수의 동일성 검정을 위한 비모수적인 검정방법)

  • Hong, Chong-Sun;Kim, Ji-Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.2
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    • pp.261-272
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    • 2009
  • Kolmogorov-Smirnov (K-S) statistic has been widely used for testing homogeneity of two distributions in the credit rating models. Joseph (2005) used K-S statistic to obtain validation criteria which is most well-known. There are other homogeneity test statistics such as the Cramer-von Mises, Anderson-Darling, and Watson statistics. In this paper, these statistics are introduced and applied to obtain criterion of these statistics by extending Joseph (2005)'s work. Another set of alternative criterion is suggested according to various sample sizes, type a error rates, and the ratios of bads and goods by using the simulated data under the similar situation as real credit rating data. We compare and explore among Joseph's criteria and two sets of the proposed criterion and discuss their applications.

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Effects of Comprehensive Nursing Service on the Nursing Performance, Job Satisfaction and Customer Orientation among Nurses (포괄간호서비스 병원 시범사업이 간호사의 간호업무성과, 직무만족 및 고객지향성에 미치는 효과)

  • Yeun, Young-Ran
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.1
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    • pp.317-323
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    • 2015
  • This study examined the effects of the Ministry-of-Health-and-Welfare-initiated comprehensive nursing service on the nursing performance, job satisfaction, and customer orientation among nurses. The participants were nurses working in a running hospital without a patient-sitter in S city (Experimental group=57, Control group=55). The data was collected at 1 and 6 months following a pilot program and analyzed by SPSS using a Chi-squire test, t-test, Kolmogorov-Smirnov test and ANCOVA. The experimental group showed significantly better nursing performance, job satisfaction, and customer orientation than the control group. This finding can be used to establish the criteria for systematizing comprehensive nursing service.

A Study on User Authentication based on Keystroke Dynamics of Long and Free Texts (자유로운 문자열의 키스트로크 다이나믹스를 활용한 사용자 인증 연구)

  • Kang, Pil-Sung;Cho, Sung-Zoon
    • IE interfaces
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    • v.25 no.3
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    • pp.290-299
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    • 2012
  • Keystroke dynamics refers to a way of typing a string of characters. Since one has his/her own typing behavior, one's keystroke dynamics can be used as a distinctive biometric feature for user authentication. In this paper, two authentication algorithms based on keystroke dynamics of long and free texts are proposed. The first is the K-S score, which is based on the Kolmogorov-Smirnov test, and the second is the 'R-A' measure, which combines 'R' and 'A' measures proposed by Gunetti and Picardi (2005). In order to verify the authentication performance of the proposed algorithms, we collected more than 3,000 key latencies from 34 subjects in Korean and 35 subjects in English. Compared with three benchmark algorithms, we found that the K-S score was outstanding when the reference and test key latencies were not sufficient, while the 'R-A' measure was the best when enough reference and test key latencies were provided.