• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.198-212
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• 1995

This study provides a nonparametric procedure for the statistical inference of the parameters in stationary autoregressive processes. A confidence region and a hypothesis testing procedure based on a class of signed linear rank statistics are proposed and the asymptotic distributions of the test statistic both underthe null hypothesis and under a sequence of local alternatives are investigated. Some desirable asymptotic properties including the asymptotic relative efficiency are discussed for various score functions.

• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.145-153
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• 1996

Nonparametric tests for comparing umbrella pattern treatment effects with a control in a one-way layout were studied in Chen and Wolfe (1993). In this paper we propose a modification that improves the power of the Chen-Wolfe test. The results of a Monte Carlo power study are discussed.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.31-38
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• 2003

A simple method is proposed to detect the number of change points and test the location and size of multiple change points with jump discontinuities in an otherwise smooth regression model. The proposed estimators are based on a local linear regression fit by the comparison of left and right one-side kernel smoother. Our proposed methodology is explained and applied to real data and simulated data.

• Journal of the Korean Data and Information Science Society
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• v.15 no.1
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• pp.201-210
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• 2004

The peakedness ordering is closely related to dispersive ordering. In this paper we consider the statistical inference concerning peakedness ordering between two arbitrary symmetric distributions. Nonparametric maximum likelihood estimates of two distribution functions under symmetry and peakedness ordering are given. The likelihood ratio test for equality of two symmetric discrete distributions in the sense of peakedness ordering is studied.

• Journal of the Korean Data and Information Science Society
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• v.16 no.1
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• pp.19-31
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• 2005

Brain injured patients who had the driver's license before the injury of the brain were tested with the newly developed tool CPAD by Hangyang Medical School and the National Rehabilitation Center. The CPAD contains many variables to measure the ability of driving. Also for each patient the American standard CBDI score was measured and the result was compared with the CPAD results. Of interest is to classify the patients as pass, border, fail group after the CPAD test. To derive the discriminant functions with the group information based on CBDI, parametric/nonparametric and multivariate/univariate discriminant analysis was performed and discussed.

• Journal of the Korean Data and Information Science Society
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• v.18 no.3
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• pp.669-678
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• 2007

An algorithm to detect the number of discontinuity points of the variance function in regression model is proposed. The proposed algorithm is based on the left and right one-sided kernel estimators of the second moment function and test statistics of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size. The finite sample performance is illustrated by simulated example.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1499-1506
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• 2014

Random walk is used for describing random phenomenon in various areas but tests for random walk developed so far are known to suffer from size distortion and low power. Kim et al. (2014) proposed a sign test for unit root (${\rho}=1$) hypothesis based on slopes. This article proposes a Wilcoxon signed rank test based on slopes for unit root hypothesis, and compares it with the augmented Dickey-Fuller test and the sign test by a simulation study. Our results confirm that the nonparametric tests are better than ADF test for small samples like n = 30. The results also show that the sign test is better than the Wilcoxon signed rank test and that for 0 < ${\rho}$ < 1 (-1 < ${\rho}$ < 0), the nonparametric tests suffer from power loss (improvement) as normal error changes to double exponential error.

• International Journal of Reliability and Applications
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• v.15 no.2
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• pp.99-110
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• 2014

Based on the kernel function, a new test is presented, testing $H_0:\bar{F}$ is exponential against $H_1:\bar{F}$ is UBACT and not exponential is given in section 2. Monte Carlos null distribution critical points for sample sizes n = 5(5)100 is investigated in section 3. The Pitman asymptotic efficiency for common alternatives is obtained in section 4. In section 5 we propose a test statistic for censored data. Finally, a numerical examples in medical science for complete and censored data using real data is presented in section 6.

• Magazine of the Korean Society of Agricultural Engineers
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• v.43 no.3
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• pp.56-65
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• 2001

In interpreting stream water quality data, scientific or statistical mehtods should be employed. Classical parametric statistical methods may not be adopted in analyzing water quality data, due to the violation of normality. In this study, nonparametric statistical methods, such as Kruskal-Wallis test and Mann-Whitney test, were used in comparing water quality data from several monitoring stations. Water quality data used are those collected Bokha watershed, located in Ichon-city, Kyonggi province. Based on the test results, domestic sewage is the major pollution source. A couple of sub-watersheds with a large number of livestock do not show significant differences in water quality parameters. It should be noted that comparison of mean values of water quality parameters is difficult to relate water quality with watershed characteristics. The results also indicate that livestock farming does not significantly affect the water quality.

• The Transactions of the Korea Information Processing Society
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• v.7 no.3
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• pp.1021-1024
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• 2000

In this paper we describe a nonparametric Wilcoxon test and a parametric Z test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson[4] consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the Z method performs sensitively to the noisy image, while the Wilcoxon method is robust over both noisy nd noise-free images. Comparison with our statistical tests and Sobel operator shows that our tests perform more effectively in both noisy and noise-free images.