• 제목/요약/키워드: Likelihood Ratio Test

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Mutual Information and Redundancy for Categorical Data

  • Hong, Chong-Sun;Kim, Beom-Jun
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.297-307
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    • 2006
  • Most methods for describing the relationship among random variables require specific probability distributions and some assumptions of random variables. The mutual information based on the entropy to measure the dependency among random variables does not need any specific assumptions. And the redundancy which is a analogous version of the mutual information was also proposed. In this paper, the redundancy and mutual information are explored to multi-dimensional categorical data. It is found that the redundancy for categorical data could be expressed as the function of the generalized likelihood ratio statistic under several kinds of independent log-linear models, so that the redundancy could also be used to analyze contingency tables. Whereas the generalized likelihood ratio statistic to test the goodness-of-fit of the log-linear models is sensitive to the sample size, the redundancy for categorical data does not depend on sample size but its cell probabilities itself.

청년패널조사데이터를 활용한 결혼의도의 결정요인 (Determinants of Marriage Intention for Korean Youth using Youth Panel Data)

  • 송명근;이원석;문준호
    • 아태비즈니스연구
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    • 제15권1호
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    • pp.87-98
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    • 2024
  • Purpose - The purpose of this research is to explore the determinants of marriage intention for Korean youth. Because Korean society is under the population decline, inspecting influential attributes become worthy. Design/methodology/approach - This study employed Korean Youth panel data. The determinants of marriage intention include subjective health, leisure time, Schwabe index, culture recreation ratio, and Engel coefficient. This study performed binary logistic regression to test the hypotheses. Findings - The results indicate that subjective health and leisure time positively impact on the likelihood of marriage intention. However, culture recreation ratio and Engel coefficient negatively affect the likelihood of marriage intention. Schwabe index exerts no significant effect on marriage intention. Research implications or Originality - The results could become useful information to build policy to solve the population decline problem

Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • 제14권1호
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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Some Nonparametric Tests for Change-points with Epidemic Alternatives

  • Kim, Kyung-Moo
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.427-434
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    • 1997
  • The purpose of this paper is to discuss distribution-free tests of hypothesis that the random samples are identically distributed against the epidemic alternative. But most tests that have been considered are depended only on specific null distribution. Two nonparametric tests are considered and compared with a likelihood ratio test by the empirical powers.

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INFLUENCE IN CHOOSING BOX-COX TRANSFORMATION

  • Kim Myung-Geun
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.541-547
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    • 2006
  • A procedure for investigating the influence of observations in choosing Box-Cox transformation for multivariate data is suggested. It is effective in spotting influential observations. A numerical example is provided for illustration.

신뢰도(信賴度) 분석(分析)을 위한 고장률(故障率) 증가품목(增加品目)에 대한 수명검정(壽命檢定) (Life Testing of Failure Rate Increasing Items for Reliability Analysis)

  • 서남수
    • 대한산업공학회지
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    • 제12권1호
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    • pp.139-146
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    • 1986
  • This study is concerned with the development of statistical life test plans for the mean lifetime of an item whose underlying lifetime distribution is a two parameter Weibull, which is perhaps the most widely used lifetime model. For this purpose, I used the likelihood ratio test method, and I verified the developed test plans and determined the sampling size and censoring number by computer similation.

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Asymptotic Test for Dimensionality in Probabilistic Principal Component Analysis with Missing Values

  • Park, Chong-sun
    • Communications for Statistical Applications and Methods
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    • 제11권1호
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    • pp.49-58
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    • 2004
  • In this talk we proposed an asymptotic test for dimensionality in the latent variable model for probabilistic principal component analysis with missing values at random. Proposed algorithm is a sequential likelihood ratio test for an appropriate Normal latent variable model for the principal component analysis. Modified EM-algorithm is used to find MLE for the model parameters. Results from simulations and real data sets give us promising evidences that the proposed method is useful in finding necessary number of components in the principal component analysis with missing values at random.

Using Change-Point Detection Tests to detect the Korea Economic Crisis of 1997

  • 오경주
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2004년도 추계학술대회
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    • pp.25-32
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    • 2004
  • In this study, we use various change-point detection methods to detects Korea economic crisis of 1997, and then compares their performance. In change-point detection method, there are three major categories: (1) the parametric approach, (2) the nonparametric approach, and (3) the model-based approach. Through the application to Korea foreign exchange rate during her economic crisis, we compare the employed change-point detection methods and, furthermore, determine which of them performs better.

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Comparing Change-Point Detection Methods to Detect the Korea Economic Crisis of 1997

  • Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.585-592
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    • 2004
  • This study detects Korea economic crisis of 1997 using various change-point detection methods and then compares their performance. In change-point detection method, there are three major categories: (1) the parametric approach, (2) the nonparametric approach, and (3) the model-based approach. Through the application to Korea foreign exchange rate during her economic crisis, we compare the employed change-point detection methods and, furthermore, determine which of them performs better.

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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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    • 제15권3호
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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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