• Communications for Statistical Applications and Methods
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• v.11 no.3
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• pp.475-484
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• 2004

This paper consider the testing problem of grouped heteroscedasticity in the linear regression model. We provide the Lagrange Multiplier(LM), Wald, Likelihood Ratio (LR) test statistis for testing of grouped heteroscedasticity. Monte Carlo experiments are conducted to study the performance of these tests.

• 제어로봇시스템학회:학술대회논문집
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• 1997.10a
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• pp.1659-1662
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• 1997

The objective of this paper is to estimate the aerodynamic derivatives of a single turbo-prop aircraft at a specified flight condition for the best deduction of the dynamic characteristics using modified maximum likelihood estimation method whcih is known to be unbiased, efficient, and consistent. The flight test data necessary to the estimation of aerodynamic derivatives is obtained by implementing the six degree of freedom nonlinear flight simulation to consider the effects of several control input types, control deflection amplitudes, and intensity of turbulence. The simulated data is added with the measurement noise, which is regarded as the actual flight test data.

• Journal of the Korean Statistical Society
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• v.23 no.2
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• pp.349-365
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• 1994

We develop in this paper the likelihood ratio test (LRT) for testing $H_1 : F_1 \preceq F_2$ against $H_2 - H_1$ where $H_2$ imposes no restriction on $F_1$ and $F_2$ and '$\preceq$' means failure rate ordering. Both one and two-sample problems will be considered. In the one-sample case, one of the two distributions is known, while we assume in the other case both are unknown. We derive the asymptotic null distribution of the LRT statistic which will be of chi-bar-square type. The main issue here is to determine the least favorable distribution which is stochastically largest within the class of null distributions.

• Journal of the Korean Statistical Society
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• v.28 no.4
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• pp.415-433
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• 1999

This paper considers the design of step-stress accelerated life tests for the Weibull distribution with a nonconstant shape parameter under Type I censoring. It is assumed that scale and shape parameters are log-linear functions of (possibly transformed) stress and that a cumulative exposure model holds for the effect of changing stress. The asymptotic variance of the maximum likelihood estimator of a stated quantile at design stress is used as an optimality criterion. The optimum three step-stress plans are presented for selected values of design parameters and the effects of errors in pre- estimates of the design parameters are investigated.

• Communications for Statistical Applications and Methods
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• v.21 no.5
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• pp.423-433
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• 2014

Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

• Journal of the Korean Mathematical Society
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• v.47 no.2
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• pp.385-407
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• 2010

To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the $\chi^2$-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.903-914
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• 2014

The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.21 no.3
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• pp.155-165
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• 2017

The Hansel-Spittel constitutive model requires a total of nine parameters for flow stress prediction. Typically, the parameters are estimated by least squares methods for given tensile test measurements from a deterministic perspective. In this research we took a different approach, a probabilistic viewpoint, to see through the development of the Hansel-Spittel constitutive model. This perspective change showed that deterministic least squares methods are closely related to statistical maximum likelihood methods via Gaussian noise assumption. More intriguingly, this perspective shift revealed that the Hansel-Spittel constitutive model may leave out deterministic trends in residuals despite nearly perfect agreement with measurements. With tensile test measurements of AA1070 aluminum alloy, we demonstrated this deficiency of the Hansel-Spittel constitutive model, suggesting room for improvement.

• Journal of the Korean Data and Information Science Society
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• v.22 no.4
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• pp.803-809
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• 2011

Properties of multivariate Shewhart and CUSUM charts for monitoring variance-covariance matrix, specially focused on correlation coefficient components, are investigated. The performances of the proposed charts based on control statistic Lawley-Hotelling $V_i$ and likelihood ratio test (LRT) statistic $TV_i$ are evaluated in terms of average run length (ARL). For monitoring correlation coe cient components of dispersion matrix, we found that CUSUM chart based on $TV_i$ gives relatively better performances and is more preferable, and the charts based on $V_i$ perform badly and are not recommended.

• Journal of the Korea Institute of Military Science and Technology
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• v.3 no.2
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• pp.140-148
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• 2000

This paper presents a fault detection and isolation(FDI) method based on Generalized Likelihood Ratio(GLR) test for the tightly coupled SDINS/CPS system. The GLR test is known to have the capability of detecting an assumed change while estimating its occurrence time and magnitude, and isolating the changing part. Once a fault is detected even if we don't know if the fault occurrs at either INS or GPS, multi-hypothesized GLR scheme performs the fault isolation between INS and GPS, and find which satellite malfunctions. However, in the INS faulty case, it turned out to fail to accomodate the fault isolation between accelerometer and gyroscope due to the coupling effects and a poor observability of the system. Hence, to isolate the INS fault, it needs to change the attitude of the vehicle resulting in enhancing the degree of observability.