• 제목/요약/키워드: Nonparametric test

검색결과 328건 처리시간 0.023초

랜덤화 블록 계획법에서 위치를 이용한 비모수 검정법 (Nonparametric method using placement in a randomized complete block design)

  • 심수진;김동재
    • Journal of the Korean Data and Information Science Society
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    • 제24권6호
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    • pp.1401-1408
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    • 2013
  • 반복이 있는 랜덤화 블록 계획법에서 우산형 대립가설을 검정하기 위한 비모수 방법에는 Kim과 Kim (1992)이 제안한 방법이 있다. 본 논문에서는 Orban과 Wolfe (1982)가 제안한 위치와 Kim (1999)이 제안한 대조군과 처리군의 방법을 확장하여 랜덤화 블록 계획법에서 우산형 대립가설에서의 검정법을 제안하였다. 또한 여러 분포에 대한 모의실험 통하여 기존의 방법과의 검정력을 비교하였다.

Nonparametric Tests for 2×2 Cross-Over Design

  • Gee, Kyuhoon;Kim, Dongjae
    • Communications for Statistical Applications and Methods
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    • 제19권6호
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    • pp.781-791
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    • 2012
  • A $2{\times}2$ Cross-over design is widely used in clinical trials for comparison studies of two kinds of drugs or medical treatments. This design has many statistical methods such as Hills-Armitage's (1979) method or Koch's (1972) method. In this paper, we propose a nonparametric test for $2{\times}2$ Cross-over design based on a two-sample test suggested by Baumgartner et al. (1998). In addition, a Monte Carlo simulation study is adapted to compare the power of the proposed methods with those of previous methods.

Nonparametric two sample tests for scale parameters of multivariate distributions

  • Chavan, Atul R;Shirke, Digambar T
    • Communications for Statistical Applications and Methods
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    • 제27권4호
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    • pp.397-412
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    • 2020
  • In this paper, a notion of data depth is used to propose nonparametric multivariate two sample tests for difference between scale parameters. Data depth can be used to measure the centrality or outlying-ness of the multivariate data point relative to data cloud. A difference in the scale parameters indicates the difference in the depth values of a multivariate data point. By observing this fact on a depth vs depth plot (DD-plot), we propose nonparametric multivariate two sample tests for scale parameters of multivariate distributions. The p-values of these proposed tests are obtained by using Fisher's permutation approach. The power performance of these proposed tests has been reported for few symmetric and skewed multivariate distributions with the existing tests. Illustration with real-life data is also provided.

Nonparametric analysis of income distributions among different regions based on energy distance with applications to China Health and Nutrition Survey data

  • Ma, Zhihua;Xue, Yishu;Hu, Guanyu
    • Communications for Statistical Applications and Methods
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    • 제26권1호
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    • pp.57-67
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    • 2019
  • Income distribution is a major concern in economic theory. In regional economics, it is often of interest to compare income distributions in different regions. Traditional methods often compare the income inequality of different regions by assuming parametric forms of the income distributions, or using summary statistics like the Gini coefficient. In this paper, we propose a nonparametric procedure to test for heterogeneity in income distributions among different regions, and a K-means clustering procedure for clustering income distributions based on energy distance. In simulation studies, it is shown that the energy distance based method has competitive results with other common methods in hypothesis testing, and the energy distance based clustering method performs well in the clustering problem. The proposed approaches are applied in analyzing data from China Health and Nutrition Survey 2011. The results indicate that there are significant differences among income distributions of the 12 provinces in the dataset. After applying a 4-means clustering algorithm, we obtained the clustering results of the income distributions in the 12 provinces.

로짓모형의 비모수적 추론의 비교 (Comparison of Some Nonparametric Statistical Inference for Logit Model)

  • 정형철;김대학
    • 응용통계연구
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    • 제15권2호
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    • pp.355-366
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    • 2002
  • 범주형 자료의 구조파악에 주로 이용되는 로짓모형에서 비모수적 방법을 이용한 모수의 신뢰구간추정과 가설검정 등의 통계적 추론에 대하여 살펴보았다. 모수에 대한 통계적 추론에서 정규분포에 근거한 모수적 방법(Wald 방법)보다는 붓스트랩 방법이나 임의순열을 활용한 비모수적 방법이 많이 활용되고 있다. 본 연구에서는 로짓모형의 모수에 대한 비모수적 추론방법으로 붓스트랩(bootstrap)과 임의순열(random permutation)의 두 방법을 고려하고 모의실험을 통하여 가설검정의 검정력과 신뢰구간추정의 포함확률을 비교하였고 사례분석을 다루었다.

Two tests using more assumptions but lower power

  • Sang Kyu Lee;Hyoung-Moon Kim
    • Communications for Statistical Applications and Methods
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    • 제30권1호
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    • pp.109-117
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    • 2023
  • Intuitively, a test with more assumptions has greater power than a test with fewer assumptions. This kind of examples are abundant in the nonparametric tests vs corresponding parametric ones. In general, the nonparametric tests are less efficient in terms of asymptotic relative efficiency (ARE) compared to corresponding parametric tests (Daniel, 1990). However, this is not always true. To test equal means under independent normal samples, the usual test involves using the t-distribution with the pooled estimator of the common variance. Adding the assumption of equal sample size, we may derive another test. In this case, two tests using more assumptions were performed for univariate (multivariate) cases. For these examples, it was found that the power function of a test with more assumptions is less than or equal to that of a test with fewer assumptions. This finding can be used as an expository example in master's mathematical statistics courses.

다변량 형질의 유전연관성에 대한 주성분을 이용한 회귀방법와 다변량 비모수 추세검정법의 비교 (Comparison of Principal Component Regression and Nonparametric Multivariate Trend Test for Multivariate Linkage)

  • 김수영;송혜향
    • 응용통계연구
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    • 제21권1호
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    • pp.19-33
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    • 2008
  • 연속 형질(quantitative trait)에 영향을 미치는 유전자를 알아내기 위해 형제 쌍의 자료를 수집하여, 주로 이용되는 Haseman과 Elston (1972)의 최소제곱 회귀검정법으로 분석하는데 이는 단일 형질에 대한 분석법이다. 현실적으로 여러 형질들이 복잡하게 단일유전자 좌위(single locus)와 연관되어 있어 함께 수집하게 되는 경우에는, 이러한 연관된 여러 형질을 동시에 분석하는 유전연관성 검정법(linkage test)이 절실히 필요한 실정이다. Amos 등 (1990)은 주성분(principal component) 선형모형을 이용하여 Haseman과 Elston (1972)방법을 둘 이상의 형질의 다변량 분석법으로 확장시켰다. 그러나 이 검정방법은 통계량의 분포를 알 수 없기에 아직 제 1종 오류가 제대로 통제되지 못하는 문제를 가지고 있다. 본 논문에서는 이러한 다변량 형질 자료의 연관성검정에 있어 단일변량에 대한 비모수 추세검정법을 다변량 자료에 대한 분석법으로 확장시킨 통계량을 사용할 것을 제안한다. Amos 등 (1990)이 제안한 방법과 다변량 추세검정 통계량을 모의실험으로 생성한 연속형 형질자료에 적용하였을 때, 다변량 추세검정 통계량은 Amos 등 (1990) 방법에서의 여러 문제점이 발생되지 않을 뿐만 아니라 모의실험에서 제 1종 오류가 정해진 유의수준에 가까운 것을 확인하였고, 검정적이 더 높음을 볼 수 있었다.

비모수적(非母數的) 통계(統計) 프로그램의 개발(開發) (Computer Programs for Nonparametric Tests)

  • 배도선;장중순;김상복
    • 대한산업공학회지
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    • 제12권2호
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    • pp.101-108
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    • 1986
  • Computer programs for IBM PC/XT/AT or compatibles, are presented for running 9 nonparametric tests. They include sign test, Wilcoxon signed rank test, Mann-Whitney Wilcoxon test, Kruskal-Wallis test, Kolmogorov-Smirnov one sample and two sample tests, Kendall and Spearman rank correlation coefficient tests, and Chi square test for contingency table. Each program is written with BASIC language and is combined into a statistical package, 'NONPARA'. It is easily accessible through the menu programs. The alogorithms on which each test is based, are also explained and 3 examples are given.

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A Nonparametric Test for the Equality of Several Regression Lines against Ordered Alternatives

  • Jee, Eun Sook;Song, Moon Sup
    • 품질경영학회지
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    • 제18권1호
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    • pp.29-39
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    • 1990
  • In this paper we propose a nonparametric test for testing the equality of several regression lines against ordered alternatives, when the independent variables are positive and all regression lines have a common intercept. The proposed test is based on a Jonckheere-type statistic applied to residuals. Under some conditions our proposed test statistic is asymptotically distribution-free. The small-sample powers of our test are compared with other tests by a Monte Carlo study. The simulation results show that the proposed test has significantly higher empirical powers than the other tests considered in this paper.

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Nonparametric Tests for Detecting Greater Residual Life Times

  • Lim, Jae-Hak;Ibrahim A. Ahmad;Park, Dong-Ho
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2004년도 정기학술대회
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    • pp.167-175
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    • 2004
  • A nonparametric procedure is proposed to test the exponentiality against the hypothesis that one life distribution has a greater residual life times than the other life distribution. Such a hypothesis turns out to be equivalent to the one that one failure rate is greater than the other and so the proposed test works as a competitor to more IFR tests by Kochar (1979, 1981) and Cheng (1985). Our test statistic utilizes the U-statistics theory and a large sample nonpara metric test is established. The power of the proposed test is discussed by calculating the Pitman asymptotic relative efficiencies against several alter native hypotheses. A numerical example is presented to exemplify the proposed test.

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