• Title/Summary/Keyword: Monte-Carlo 모의법

Search Result 104, Processing Time 0.028 seconds

Nonparametric procedures using aligned method and joint placement in randomized block design (랜덤화 블록 계획법에서 정렬방법과 결합 위치를 이용한 비모수 검정법)

  • Jo, Sungdong;Kim, Dongjae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.1
    • /
    • pp.95-103
    • /
    • 2013
  • Nonparametric procedure in randomized block design (RBD) was proposed by Friedman (1937) for general alternatives. Also Page (1963) suggested the test for ordered alternatives in RBD. In this paper, we proposed the new nonparametric method in randomized block design using aligned method suggested by Hodges and Lehmann (1962) and the joint placement described in Chung and Kim (2007). Also, Monte Carlo simulation study was adapted to compare the power of the proposed procedure with those of previous procedure.

Nonparametric Method for Ordered Alternative in Randomized Block Design (랜덤화 블록 계획법에서 순서대립가설에 대한 비모수검정법)

  • Kang, Yuhyang;Kim, Dongjae
    • The Korean Journal of Applied Statistics
    • /
    • v.27 no.1
    • /
    • pp.61-70
    • /
    • 2014
  • A randomized block design is a method to apply a treatment into the experimental unit of each block after dividing into several blocks with a binded homogeneous experimental unit. Jonckheere (1964) and Terpstra (1952), Page (1963), Hollander (1967) proposed various methods of ordered alternative in randomized block design. Especially, Page (1963) test is a weighted combination of within block rank sums for ordered alternatives. In this paper, we suggest a new nonparametric method expanding the Page test for an ordered alternative. A Monte Carlo simulation study is also adapted to compare the power of the proposed methods with previous methods.

Nonparametric procedures using aligned method and joint placement in randomized block design with replications (반복이 있는 랜덤화 블록 계획법에서 정렬방법과 결합위치를 이용한 비모수 검정법)

  • Lee, Eunjee;Kim, Dongjae
    • The Korean Journal of Applied Statistics
    • /
    • v.30 no.2
    • /
    • pp.291-299
    • /
    • 2017
  • Mack and Skillings (1980) proposed nonparametric procedures in a randomized block design with replications as general alternatives. This method is used to find the difference in the treatment effect; however, it can cause a loss of inter block information using the ranking in each block. In this paper, we proposed new nonparametric procedures in a randomized block design with replications using an aligned method proposed by Hodges and Lehmann (1962) that used information of blocks and based on the joint placement suggest by Chung and Kim (2008). We also compared the power of the test of the proposed procedures and established a method through Monte Carlo simulation.

Parametric Sequential Test Procedure to Find the Minimum Effective Dose (최소 효과 용량을 정하는 축차 검정법)

  • Park, Su-Jin;Kim, Dong-Jae
    • The Korean Journal of Applied Statistics
    • /
    • v.22 no.5
    • /
    • pp.1033-1046
    • /
    • 2009
  • In new drug development studies or clinical trials, zero-dose control is needed in general to determine the lowest dose level for a new drug which can act with our bodies. When the lowest dose level compared with zero-dose control has significant difference in effect, it is referred as minimum effective dose(MED). We propose, in this paper, parametric sequential test using updated control to identify the minimum effective dose(MED) level. Monte Carlo Simulation is adapted to examine the power and experimental significance levels of the proposed method with other methods.

Chi-Squared Test of Independence in Case that Two Marginal Distributions are Given Exactly (모집단 부분정보가 주어진 상황에서의 분할표 독립성 검정)

  • 이광진
    • The Korean Journal of Applied Statistics
    • /
    • v.17 no.1
    • /
    • pp.89-103
    • /
    • 2004
  • If the given information is exact, though it is the little, we had better use it than not use in analysis. In this article, the problem of independence test in a contingency table is considered when two marginal distributions of a population are given exactly. For that case, a likelihood-ratio chi-squared test statistic and its Pearsonian type chi-squared test statistic are derived. By Monte Carlo Simulations the traditional chi-square tests and the derived tests are compared. And the related some testing problems are synthetically explained on a geometrical viewpoint.

Projections of the high-school graduate in Daegu·Gyoungbook (대구·경북지역의 고등학교 3학년 학생수 추계)

  • Kim, Jongtae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.4
    • /
    • pp.907-914
    • /
    • 2015
  • Reduction in the number of students due to the low birth rate has notice very many changes in the national education policies. The purpose of this study is to propose a method for estimation of the number of students (the population) by age or grade promotion rate of progression rate to estimate the exact number of students (the population) by 2032. It was suggested the nth moving average proportional method and the weighted proportional moving average method as the method of population projections. It presents the means and standard deviations of the measurement errors of the suggested methods by Monte Carlo simulation. Measured in this study are predicted result was a phenomenon is estimated lower than the actual value.

Robust tests for heteroscedasticity using outlier detection methods (이상치 탐지법을 이용한 강건 이분산 검정)

  • Seo, Han Son;Yoon, Min
    • The Korean Journal of Applied Statistics
    • /
    • v.29 no.3
    • /
    • pp.399-408
    • /
    • 2016
  • There is a need to detect heteroscedasticity in a regression analysis; however, it invalidates the standard inference procedure. The diagnostics on heteroscedasticity may be distorted when both outliers and heteroscedasticity exist. Available heteroscedasticity detection methods in the presence of outliers usually use robust estimators or separating outliers from the data. Several approaches have been suggested to identify outliers in the heteroscedasticity problem. In this article conventional tests on heteroscedasticity are modified by using a sequential outlier detection methods to separate outliers from contaminated data. The performance of the proposed method is compared with original tests by a Monte Carlo study and examples.

A Comparative Study on Tests of Correlation (상관계수에 대한 검정법 비교)

  • Cho, Hyun-Joo;Song, Myung-Unn;Jeong, Dong-Myung;Song, Jae-Kee
    • Journal of the Korean Data and Information Science Society
    • /
    • v.7 no.2
    • /
    • pp.235-245
    • /
    • 1996
  • In this paper, we studied about several methods of testing hypothesis of correlation, specially Approximate method, Empirical method and Bootstrap method. The Approximate method is based on the Fisher's Z-transformation and the Empirical and Bootstrap methods approximate the distribution of the sample correlation coefficient by Monte Carlo simulation and Bootstrap technique, respectively. In order to compare how good these tests are, we computed powers under various alternatives. Consequently, we see that the Approximate test performs very well even if in small sample and all tests have almost the same power in large sample.

  • PDF

Adjusted maximum tolerated dose estimation by stopping rule in phaseⅠclinical trial (제 1상 임상시험에서 멈춤 규칙을 이용한 수정된 최대허용용량 추정법)

  • Park, Ju Hee;Kim, Dongjae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.23 no.6
    • /
    • pp.1085-1091
    • /
    • 2012
  • Phase I clinical trials are designed to identify an appropriate dose; the maximum tolerated dose, which assures safety of a new drug by evaluating the toxicity at each dose-level. The adjusted maximum tolerated dose estimation is presented by stopping rule in phase I clinical trial on this research. The suggested maximum tolerated dose estimation is compared to the standard method3 and NM method using a Monte Carlo simulation study.

Understanding Bayesian Experimental Design with Its Applications (베이지안 실험계획법의 이해와 응용)

  • Lee, Gunhee
    • The Korean Journal of Applied Statistics
    • /
    • v.27 no.6
    • /
    • pp.1029-1038
    • /
    • 2014
  • Bayesian experimental design is a useful concept in applied statistics for the design of efficient experiments especially if prior knowledge in the experiment is available. However, a theoretical or numerical approach is not simple to implement. We review the concept of a Bayesian experiment approach for linear and nonlinear statistical models. We investigate relationships between prior knowledge and optimal design to identify Bayesian experimental design process characteristics. A balanced design is important if we do not have prior knowledge; however, prior knowledge is important in design and expert opinions should reflect an efficient analysis. Care should be taken if we set a small sample size with a vague improper prior since both Bayesian design and non-Bayesian design provide incorrect solutions.