• Communications for Statistical Applications and Methods
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• v.4 no.1
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• pp.311-315
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• 1997

In this note we consider confidence interval based on Kolmogorov-Smirnov statistic. In order to obtain confidence interval we need percentage points of the statistics. Bootstrap method is examined whether it is useful to determine the points. It is concluded that the method is useful for observations with many ties, whereas it gives less conserbative points for continuous distributions.

• Journal of the Korean Data and Information Science Society
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• v.14 no.4
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• pp.951-963
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• 2003

In this paper, we propose goodness of fit test statistics based on the estimated Kullback-Leibler information functions using the data from three step stress accelerated life test. This acceleration model is assumed to be a tampered random variable model. The power of the proposed test under various alternatives is compared with Kolmogorov-Smirnov statistic, Cramer-von Mises statistic and Anderson-Darling statistic.

• Journal of Korean Society for Atmospheric Environment
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• v.4 no.1
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• pp.23-32
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• 1988

The exposure level of respirable dust and silica for the coal workers of underground coal mines in Taebaek area was evaluated. Personal air samplers were attached to the coal workers-drillers, coal cutters, their helpers, haulers, and separators. Normality and lognormality of respirable dust and silica concentrations were tested by Kolmogorov-Smirnov one-sample test, differences of means of respirable dust and silica concentration were tested by group-t-test and paired t-test, and relation between respirable dust and silica concentration were tested by regression test.

• Proceedings of the Korean Information Science Society Conference
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• 1998.10b
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• pp.676-678
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• 1998

본 논문에서는 Information-Based Complexity분양의 문제들 중 그 complexity를 계산하기 매우 어렵거나 불가능한 문제들의 오차를 분석하기 위해서 k-fold Wiener process를 생성하는 algorithm에 대해 연구하고, 이 algorithm을 실제 프로그램 하였다. 또한 이 프로그램이 생성한 함수가 실제 k-fold Wiener process와 아주 근사하다는 것을 Kolmogorov-Smirnov test를 통하여 보여준다. 이 프로그램을 이용하면 여러 문제들의 average case error를 Monte-Carlo Simulation 과 같은 방법을 사용하여 실험적으로 계산할 수 있다.

• Journal of the Korean Data and Information Science Society
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• v.6 no.1
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• pp.31-37
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• 1995

We consider density estimates of the usual type generated by a kernel function. By using the limit theorems for the maximum of normalized deviation of the estimate from its expected value, we propose to use data dependent bandwidth in the tests of goodness of fit based on these statistics. Also a small sample Monte Carlo simulation is conducted and proposed method is compared with Kolmogorov-Smirnov test.

• Journal of the Korean Data and Information Science Society
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• v.20 no.3
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• pp.587-592
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• 2009

The most frequent use of the chi-square distribution is in the area of goodness-of-t of a distribution. The likelihood ratio test is a commonly used test statistic as the maximum likelihood estimate in statistical inferences. The recently revised versions of the likelihood ratio test statistics are used in estimating the parameter in the chi-square distribution. The estimates are compared with the commonly used method of moments and the maximum likelihood estimate.

• Communications for Statistical Applications and Methods
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• v.6 no.3
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• pp.893-900
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• 1999

We use statistical tests which are useful for two-sample problem for detecting edges in gray-level images. An edge is detected by examining changes in gray-level value between adjacent pixel neighborhoods. Some experimental results show that nonparametric detectors such as Mann-Whitney test median test and Kolmogorov-Smirnov test perform effectively in both noisy and noise-free images while parametric T test is sensitive to noise.

• The Korean Journal of Applied Statistics
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• v.22 no.1
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• pp.29-39
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• 2009

Among others, ROC and CAP curves are used to explore the discriminatory power between the defaults and non-defaults, based on the distribution of the probability of default in credit rating works. ROC and CAP curves are plotted in terms of various ratios of the probability of default. Each point on ROC and CAP curves is calculated according to cutting points (scores) for classifying between defaults and non-defaults. In this paper, adjusted ROC and CAP curves are proposed by using functions of ratios of the probability of default. It is possible to recognize the score corresponding to a point oil these adjusted curves, and we can identify the best score to show the optimal discriminatory power. Moreover, we discuss the relationships between the best score obtained from the adjusted ROC and CAP curves and the score corresponding to Kolmogorov - Smirnov statistic to test the homogeneous distribution functions of the defaults and non-defaults.

• The Korean Journal of Applied Statistics
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• v.22 no.4
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• pp.709-721
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• 2009

This paper discusses an efficient image segmentation using morphological watershed algorithm that is robust to noise. Morphological image segmentation consists of four steps: image simplification, computation of gradient image and watershed algorithm and region merging. Conventional watershed segmentation exhibits a serious weakness for over-segmentation of images. In this paper we present a morphological edge detection methods for detecting edges under noisy condition and apply our watershed algorithm to the resulting gradient images and merge regions using Kolmogorov-Smirnov test for eliminating irrelevant regions in the resulting segmented images. Experimental results are analyzed in both qualitative analysis through visual inspection and quantitative analysis with percentage error as well as computational time needed to segment images. The proposed algorithm can efficiently improve segmentation accuracy and significantly reduce the speed of computational time.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.911-921
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• 2009

Receiver Operating Characteristic(ROC) and Cumulative Accuracy Profile(CAP) curves are two methods used to assess the discriminatory power of different credit-rating approaches. The points of optimal classification accuracy on an ROC curve and of maximal profit on a CAP curve can be found by using iso-performance tangent lines, which are based on the standard notion of accuracy. In this paper, we offer an alternative accuracy measure called the true rate. Using this rate, one can obtain alternative optimal threshold points on both ROC and CAP curves. For most real populations of borrowers, the number of the defaults is much less than that of the non-defaults, and in such cases the true rate may be more efficient than the accuracy rate in terms of cost functions. Moreover, it is shown that both alternative scores of optimal classification accuracy and maximal profit are the identical, and this single score coincides with the score corresponding to Kolmogorov-Smirnov statistic used to test the homogeneous distribution functions of the defaults and non-defaults.