• 제목/요약/키워드: Neyman-Pearson Test

검색결과 13건 처리시간 0.02초

Neyman-Pearson 검정과 Fisher 검정에 의한 비모수 통계의 고찰 (Review of Nonparametric Statistics by Neyman-Pearson Test and Fisher Test)

  • 최성운
    • 대한안전경영과학회:학술대회논문집
    • /
    • 대한안전경영과학회 2008년도 춘계학술대회
    • /
    • pp.451-460
    • /
    • 2008
  • This paper reviews nonparametric statistics by Neyman-Pearson test and Fisher test. Nonparametric statistics deal with the small sample with distribution-free assumption in multi-product and small-volume production. Two tests for various nonparametric statistic methods such as sign test, Wilcoxon test, Mann-Whitney test, Kruskal-Wallis test, Mood test, Friedman test and run test are also presented with the steps for testing hypotheses and test of significance.

  • PDF

NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE

  • Kim, Ju Hong
    • 한국수학교육학회지시리즈B:순수및응용수학
    • /
    • 제19권4호
    • /
    • pp.363-381
    • /
    • 2012
  • Shortfall risk is considered by taking some exposed risks because the superhedging price is too expensive to be used in practice. Minimizing shortfall risk can be reduced to the problem of finding a randomized test ${\psi}$ in the static problem. The optimization problem can be solved via the classical Neyman-Pearson theory, and can be also explained in terms of hypothesis testing. We introduce the classical Neyman-Pearson lemma expressed in terms of mathematics and see how it is applied to shortfall risk in finance.

Neyman-Pearson Test를 이용한 Descramble error 보정 기법 (Neyman-Pearson Test for Descrambling Error Correction)

  • 이영호;양승준;유필호
    • 대한전자공학회:학술대회논문집
    • /
    • 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅳ
    • /
    • pp.1739-1742
    • /
    • 2003
  • 본 논문에서는 입력영상의 휘도 신호에 Neyman-pearson Test를 이용하여 descramble error를 효과적으로 보정하는 기법을 제안한다. 아날로그 회로의 오차와 noise 의 영향으로 scramble 된 라인의 오프셋 값을 정확히 보상하지 못할 경우에 발생하는 descramble error를 scrambler/ descrambler 의 기기별 차이에 관계없이, 또한 scrambler 와 descrambler로부터 어떠한 정보 없이 descramble 시에 발생한 error 의 offset 값과 scramble 된 라인을 검출하여 보상하는 방법을 논하였다.

  • PDF

20세기 전반기 통계학사에 대한 연구 : 통계적 검정과 심리학을 중심으로 (A Study on the History of Statistics in the Early Twentieth Century Focused on Statistical Tests and Psychology)

  • 조재근
    • 한국수학사학회지
    • /
    • 제26권4호
    • /
    • pp.277-299
    • /
    • 2013
  • It was not until the early twentieth century that statistics emerged as an independent academic discipline. The developments of statistical theory and methods would not have been possible without heated controversies among founding fathers. One of them, controversy on the statistical test between R. A. Fisher and J. Neyman, E. S. Pearson had been very fierce and long-lasting. On the other hand it was in the early twentieth century that psychologists began to utilize statistical test which was a hybrid of tests developed by Fisher and Neyman-Pearson. By considering the history of fields such as psychology, we can see distinctive characteristics specific to the history of statistics.

샘플링오차에 의한 품질통계 모형의 해석 (Interpretation of Quality Statistics Using Sampling Error)

  • 최성운
    • 대한안전경영과학회지
    • /
    • 제10권2호
    • /
    • pp.205-210
    • /
    • 2008
  • The research interprets the principles of sampling error design for quality statistics models such as hypothesis test, interval estimation, control charts and acceptance sampling. Introducing the proper discussions of the design of significance level according to the use of hypothesis test, then it presents two methods to interpret significance by Neyman-Pearson and Fisher. Second point of the study proposes the design of confidence level for interval estimation by Bayesian confidence set, frequentist confidential set and fiducial interval. Third, the content also indicates the design of type I error and type II error considering both productivity and customer claim for control chart. Finally, the study reflects the design of producer's risk with operating charistictics curve, screening and switch rules for the purpose of purchasing and subcontraction.

Sensing of OFDM Signals in Cognitive Radio Systems with Time Domain Cross-Correlation

  • Xu, Weiyang
    • ETRI Journal
    • /
    • 제36권4호
    • /
    • pp.545-553
    • /
    • 2014
  • This paper proposes an algorithm to sense orthogonal frequency-division multiplexing (OFDM) signals in cognitive radio (CR) systems. The basic idea behind this study is when a primary user is occupying a wireless channel, the covariance matrix is non-diagonal because of the time domain cross-correlation of the cyclic prefix (CP). In light of this property, a new decision metric that measures the power of the data found on two minor diagonals in the covariance matrix related to the CP is introduced. The impact of synchronization errors on the signal detection is analyzed. Besides this, a likelihood-ratio test is proposed according to the Neyman-Pearson criterion after deriving probability distribution functions of the decision metric under hypotheses of signal presence and absence. A threshold, subject to the requirement of probability of false alarm, is derived; also the probabilities of detection and false alarm are computed accordingly. Finally, numerical simulations are conducted to demonstrate the effectiveness of the proposed algorithm.

퍼지관측량을 쓴 검정과 그 응용 (A Test Using Fuzzy Observations and Its Application)

  • 박성일;손재철;김형명;송익호;김현영;윤진군
    • 한국통신학회논문지
    • /
    • 제17권8호
    • /
    • pp.789-795
    • /
    • 1992
  • The generalized Neyman-Pearson lemma Is reformulated In the framework of the fuzzy set theory. Based on the result, we define the locally optimum fuzzy test and derive the locally optimum fuzzy test function. As a pratical application of the locally optimum fuzzy test, detection of weak deterministic signals corrupted by purely-adative noise Is considered, which Is an important problem In statistical signal processing. Comparisons between the locally optimum and the locally optimum fuzzy tests are also made.

  • PDF

임상연구방법론에서 귀무가설과 대립가설, 귀류법에 대한 고찰과 한방이비인후과에서 베이지안 통계학의 활용 (A Study on Null Hypothesis and Alternative Hypothesis, Reduction to Absurdity and Application of Bayesian Statistics in Korean Medicine Otolaryngology)

  • 남승표;배재민;권강
    • 한방안이비인후피부과학회지
    • /
    • 제32권4호
    • /
    • pp.41-61
    • /
    • 2019
  • Background : The current medical statistics used in clinical research are the results of Fisher's significance test and the Neyman-Pearson hypothesis test, which were combined by psychologists. Also, in the philosophical background, it is related to Popper's falsificationism based hypothesis-deductive method and reduction to absurdity. Objectives : This study was designed to find complementary and alternative methods of null hypothesis and alternative hypothesis used for the clinical research methodology of Korean medicine otolaryngology. Methods : The body of this paper was divided into seven part. These are historical background, hypothesis test, hypothesis test method used in the design of clinical study, falsificationism and reduction to absurdity, problem and alternative method of the Neyman-Pearson hypothesis test, diagnosis example of sinusitis differentiation syndromes by Bayesian statistics. Through this process, we found out problems of frequentist statistics and suggested alternative methods. Result & Conclusion : As a solution to the problems of the null hypothesis and the alternative hypothesis, there are effects size, confidence interval, Bayesian statistics and Lakatos methodology of scientific research programmes.

최강력 검정을 위한 퍼지 포아송 가설의 검정 (Fuzzy Hypothesis Test by Poisson Test for Most Powerful Test)

  • 강만기;서현아
    • 한국지능시스템학회논문지
    • /
    • 제19권6호
    • /
    • pp.809-813
    • /
    • 2009
  • We want to show that the construct of best fuzzy tests for certain fuzzy situations of Poisson distribution. Due to Neyman and Pearson theorem, if we have ${\theta}_0$ and ${\theta}_1$ be distinct fuzzy values of ${\Omega}=\{{\theta}\;:\;{\theta}\;=\;{\theta}_0,\;{\theta}_1\}$ such that $L({\theta}_0\;:\;X)/L({\theta}_1\;:\;X)$ < k, then k is a fuzzy number. For each fuzzy random samples point $X\;{\subset}\;C$, we have most power test for fuzzy critical region C by agreement index.

가산성과 신호 의존성 잡음이 있을 때의 신호 검파 방식 (A Detection Scheme in Additive and Signal-Dependent Noise)

  • 김상엽;김선용;박성일;손재철;송익호;윤진선;최진호
    • 한국통신학회:학술대회논문집
    • /
    • 한국통신학회 1991년도 추계종합학술발표회논문집
    • /
    • pp.107-110
    • /
    • 1991
  • When the noise has both additive and signal-dependent components, locally optimum detector test statistics are obtained for detection of weak composite signals using the generalized Neyman-Pearson lemma. In order to consider the non-additive noise as well as purely-additive noise, a generalized observation model is used in this paper. The locally optimum detector test statistics are derived for several different cases according to the relative strengths of the known signal component, the random signal component, and the signal-dependent noise component. Schematic diagrams of the locally optimum detector structures are also included.