• Communications for Statistical Applications and Methods
• /
• 제6권3호
• /
• pp.929-938
• /
• 1999

We propose a criterion for testing homogeneity of diagonal covariance matrices of K multivariate normal populations. It is based on a factorization of usual likelihood ratio intended to propose and develop a criterion that makes use of properties of structures of the diagonal convariance matrices. The criterion then leads to a simple test as well as to an accurate asymptotic distribution of the test statistic via general result by Box (1949).

• 품질경영학회지
• /
• 제15권2호
• /
• pp.38-49
• /
• 1987

Experimenters often want to test whether a specific treatment is really better than the others. In such a problem we derive the likelihood ratio test and compare the result with other multiple comparisons procedures. A nonparametric procedure based on ranks is also considered. Pitman efficiency of the rank-sum procedure relative to the likelihood ratio test is computed.

• Journal of the Korean Data and Information Science Society
• /
• 제9권2호
• /
• pp.247-253
• /
• 1998

영과잉-포아송모형에서 변화시점이 있는 경우, 돌출대립가설에 대한 우도비검정을 이용하여 변화시점의 유 무를 알아보았다. 변화시점에 대한 추정은 최소제곱법을 이용하였고 이를 최우추정법을 이용하기 위한 초기치로 활용하였다. 또한 대립가설에 대한 몇가지 흥미있는 모수들을 적률법을 이용하여 추정하였다. 모의실험을 통하여 이들 추정 량을 비교하였고 결과 변화시점에 대한 추정은 최소제곱법보다는 최우추정법이 바람직하게 나타났고 흥미있는 몇가지 모수들에 대해서는 최우추정량이 적률추정량보다 우수하게 나타났다.

• 응용통계연구
• /
• 제8권1호
• /
• pp.151-157
• /
• 1995

다수의 지수분포에 있어서 최우수 처리를 판별하는 방법을 가설검정의 형식으로 연구하였다. 최우수 처리의 판별을 위해 적절한 가설을 설정하고, 주어진 유의수준을 만족시키는 우도비 검정 방법을 유도하였으며, 관심영역에서의 최소 검정력을 계산함으로써 실제 표본 설계가 가능하도록 하였다.

• 대한음성학회지:말소리
• /
• 제67호
• /
• pp.79-102
• /
• 2008

In this paper, we investigate the relation between Bayes factor and likelihood ratio test (LRT) approaches and apply the neighborhood information of Bayes factor to building an alternate hypothesis model of the LRT system. To consider the neighborhood approaches, we contemplate a distance measure between models and algorithms to be applied. We also evaluate several methods to improve performance of utterance verification using neighborhood information. Among these methods, the system which adopts anti-models built by collecting mixtures of neighborhood models obtains maximum error rate reduction of 17% compared to the baseline, linear and weighted combination of neighborhood models.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
• /
• pp.55-55
• /
• 2000

This paper presents a fault detection and isolation(FDI) method based on Ceneralized Likelihood Ratio(GLR) test for the tightly coupled INS/GPS. State and measurement GLR tests detect INS or GPS fault. Once the fault is detected, Multi-hypothesized GLR scheme performs the fault isolation between INS and GPS and find which satellite malfunctions. Simulation results show that the GLR method is effective enough to detect and isolate a fault of the integrated navigation system.

• Communications for Statistical Applications and Methods
• /
• 제7권1호
• /
• pp.55-64
• /
• 2000

We propose a criterion for testing homogeneity of matrix intraclass covariance matrices of K multivariate normal populations, It is based on a variable transformation intended to propose and develop a likelihood ratio criterion that makes use of properties of eigen structures of the matrix intraclass covariance matrices. The criterion then leads to a simple test that uses an asymptotic distribution obtained from Box's (1949) theorem for the general asymptotic expansion of random variables.

• 응용통계연구
• /
• 제20권3호
• /
• pp.515-530
• /
• 2007

진단검사에서 민감도와 특이도가 선택편향에 영향을 받을 때, 진단검사의 각층에서의 민감도와 1-특이도의 비로 얻어지는 층화우도비도 편의가 존재하게 된다. 따라서 편의가 있는 층화우도비로 찾아진 최적절사점도 잘못된 값이 된다. 본 연구에서는 Begg과 Greenes (1983)에 의해 제안된 수정 민감도와 특이도를 층화우도비에 적용하여, 선택편향이 수정되는 최적절사점을 찾아보았다. 그리고 선택편향이 최적절사점에 미치는 영향을 선택편향 수정인자를 통해 설명하였다.

• International Journal of Reliability and Applications
• /
• 제9권1호
• /
• pp.31-52
• /
• 2008

In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.

• 대한수학회논문집
• /
• 제20권1호
• /
• pp.145-159
• /
• 2005

In this paper we consider the problem of testing statistical hypotheses for unknown parameters in nonlinear regression models and propose three asymptotically equivalent tests based on regression quantiles estimators, which are Wald test, Lagrange Multiplier test and Likelihood Ratio test. We also derive the asymptotic distributions of the three test statistics both under the null hypotheses and under a sequence of local alternatives and verify that the asymptotic relative efficiency of the proposed test statistics with classical test based on least squares depends on the error distributions of the regression models. We give some examples to illustrate that the test based on the regression quantiles estimators performs better than the test based on the least squares estimators of the least absolute deviation estimators when the disturbance has asymmetric and heavy-tailed distribution.