• Title/Summary/Keyword: Nonparametric test

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Comparing the empirical powers of several independence tests in generalized FGM family

  • Zargar, M.;Jabbari, H.;Amini, M.
    • Communications for Statistical Applications and Methods
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    • v.23 no.3
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    • pp.215-230
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    • 2016
  • The powers of some tests for independence hypothesis against positive (negative) quadrant dependence in generalized Farlie-Gumbel-Morgenstern distribution are compared graphically by simulation. Some of these tests are usual linear rank tests of independence. Two other possible rank tests of independence are locally most powerful rank test and a powerful nonparametric test based on the $Cram{\acute{e}}r-von$ Mises statistic. We also evaluate the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987) based on the asymptotic distribution of a U-statistic and the test statistic proposed by $G{\ddot{u}}ven$ and Kotz (2008) in generalized Farlie-Gumbel-Morgenstern distribution. Tests of independence are also compared for sample sizes n = 20, 30, 50, empirically. Finally, we apply two examples to illustrate the results.

Statistical Testing of the Randomness and Estimation of the Degree of for the Concentration Earthquake Occurrence in the Korean Peninsula (한반도 지진발생의 무작위성에 대한 통계적 검정과 집중도 추정)

  • Kim, Sung-Kyun;Baek, Jang-Sun
    • Journal of the Korean earth science society
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    • v.21 no.2
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    • pp.159-167
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    • 2000
  • We tested the randomness and estimated the degree of concentration for the earthquake occurrence in the Korean Peninsula by using the statistical methods for spatial data. For the randomness test, we applied both of the test statistics based method and the empirical distribution based method to the both of historical and instrumental seismicity data. It was found that the earthquake occurrences for historical and instrumental seismicity data are not random and clustered rather than scattered. A nonparametric density estimation method was used to estimate the concentration degree in the Peninsula. The earthquake occurrences show relatively high concentration on Seoul, Choongnam, Chonbook and Kyungbook areas for the historical seismicity data. Also,'L" shaped concentrations connecting Whanghaedo -the coast of Choongnam -the inland of Kyungbook area are revealed for the instrumental seismicity data.

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Image noise reduction algorithms using nonparametric method (비모수 방법을 사용한 영상 잡음 제거 알고리즘)

  • Woo, Ho-young;Kim, Yeong-hwa
    • The Korean Journal of Applied Statistics
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    • v.32 no.5
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    • pp.721-740
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    • 2019
  • Noise reduction is an important field in image processing and requires a statistical approach. However, it is difficult to assume a specific distribution of noise, and a spatial filter that reflects regional characteristics is a small sample and cannot be accessed in a parametric manner. The first order image differential and the second order image differential show a clear difference according to the noise level included in the image and can be more clearly understood using the canyon edge detector. The Fligner-Killeen test was performed and the bootstrap method was used to statistically check the noise level. The estimated noise level was set between 0 and 1 using the cumulative distribution function of the beta distribution. In this paper, we propose a nonparametric noise reduction algorithm that accounts for the noise level included in the image.

Nonparametric Detection Methods against DDoS Attack (비모수적 DDoS 공격 탐지)

  • Lee, J.L.;Hong, C.S.
    • The Korean Journal of Applied Statistics
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    • v.26 no.2
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    • pp.291-305
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    • 2013
  • Collective traffic data (BPS, PPS etc.) for detection against the distributed denial of service attack on network is the time sequencing big data. The algorithm to detect the change point in the big data should be accurate and exceed in detection time and detection capability. In this work, the sliding window and discretization method is used to detect the change point in the big data, and propose five nonparametric test statistics using empirical distribution functions and ranks. With various distribution functions and their parameters, the detection time and capability including the detection delay time and the detection ratio for five test methods are explored and discussed via monte carlo simulation and illustrative examples.

Optimal design of a nonparametric Shewhart-Lepage control chart (비모수적 Shewhart-Lepage 관리도의 최적 설계)

  • Lee, Sungmin;Lee, Jaeheon
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.339-348
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    • 2017
  • One of the major issues of statistical process control for variables data is monitoring both the mean and the standard deviation. The traditional approach to monitor these parameters is to simultaneously use two seperate control charts. However there have been some works on developing a single chart using a single plotting statistic for joint monitoring, and it is claimed that they are simpler and may be more appealing than the traditonal one from a practical point of view. When using these control charts for variables data, estimating in-control parameters and checking the normality assumption are the very important step. Nonparametric Shewhart-Lepage chart, proposed by Mukherjee and Chakraborti (2012), is an attractive option, because this chart uses only a single control statistic, and does not require the in-control parameters and the underlying continuous distribution. In this paper, we introduce the Shewhart-Lepage chart, and propose the design procedure to find the optimal diagnosis limits when the location and the scale parameters change simultaneously. We also compare the efficiency of the proposed method with that of Mukherjee and Chakraborti (2012).

An Assessment of Statistical Validity of Articles Published in the Journal of Korean Acupuncture & Moxibusition Society - from 1984 to 2002 - (대한침구학회지 논문의 통계적 오류에 관한 연구)

  • Lee, Seung-deok
    • Journal of Acupuncture Research
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    • v.21 no.1
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    • pp.176-188
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    • 2004
  • This study was carried out to investigate statistical validity of medical articles that used various statistical techniques such as t-test, analysis of variance, correlation analysis, regression analysis and chi-square test. For study 429 original articles using those statistical methods were selected from Journal of Korean Acupuncture & Moxibusition Society published from 1984 to 2002. 429 original articles were reviewed to analyzed the statistical procedures. Results are summarized as follows : 1. In this study 93 articles(21.68%) of 429 ones didn't report statement of statistical method in detail. 2. 53 articles(12.53%) didn't report p-value in correctly, and 245 articles(57.11 %) used mean${\pm}$standard error (Mean${\pm}$SEM.) and 109 articles used mean${\pm}$standard deviation(Mean${\pm}$SD.). All of 23 articles using nonparametric statistical techniques made an error to central tendency or dispersion. 3. 175 articles(59.93%) and 14 articles(4.79%) of 292 ones made an error to description of equal variances and normal distribution. 4. 99 articles(50%) of 185 ones misused t-test and 4 articles of 5 ones misused chi-square test. 5. 28 articles(73.68%) of 38 ones using discrete variable misused parametric technique such as t-test or ANOVA. 2 articles and 1 article of 125 ones choosing paired samples misused independent t-test and Mann-Whitney U test. 6. 20 articles using analysis of variance didn't use multiple comparison.

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Statistical analysis of effects of test conditions on compressive strength of cement solidified radioactive waste

  • Hyeongjin Byeon;Jaeyeong Park
    • Nuclear Engineering and Technology
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    • v.55 no.3
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    • pp.876-883
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    • 2023
  • Radioactive waste should be solidified before being disposed of in the repository to eliminate liquidity or dispersibility. Cement is a widely used solidifying media for radioactive waste, and cement solidified waste should satisfy the minimum compressive strength of the waste acceptance criteria of a radioactive repository. Although the compressive strength of waste should be measured by the test method provided by the waste acceptance criteria, the method differs depending on the operating repository of different countries. Considering the measured compressive strength changes depending on test conditions, the effect of test conditions should be analyzed to avoid overestimation or underestimation of the compressive strength during disposal. We selected test conditions such as the height-to-diameter ratio, loading rate, and porosity as the main factors affecting the compressive strength of cement solidified radioactive waste. Owing to the large variance in measured compressive strength, the effects of the test conditions were analyzed via statistical analyses using parametric and nonparametric methods. The results showed that the test condition of the lower loading rate, with a height-to-diameter ratio of two, reflected the actual cement content well, while the porosity showed no correlation. The compressive strength assessment method that reflects the large variance of strengths was suggested.

A Nonparametric Stratified Test Based on the Jonckheere-Terpstra Trend Statistic (Jonckheere-Terpstra 추세 검정통계량에 근거한 비모수적 층화분석법)

  • Cho, Do-Yeon;Yang, Soo;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.23 no.6
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    • pp.1081-1091
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    • 2010
  • Clinical trials are often carried out as multi-center studies because the patients enrolled for a trial study are very limited in one particular hospital. In these circumstances, the use of an ordinary Jonckheere (1954) and Terpstra (1952) test for testing trend among several independent treatment groups is invalid. We propose a the stratified Jonckheere-Terpstra test based on van Elteren (1960)'s stratified test of Wilcoxon (1945) statistics and an application of our method is demonstrated through example data. A simulation study compares the efficiency of stratified and unstratified Jonckheere-Terpstra trend tests.

A pooled Bayes test of independence using restricted pooling model for contingency tables from small areas

  • Jo, Aejeong;Kim, Dal Ho
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.547-559
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    • 2022
  • For a chi-squared test, which is a statistical method used to test the independence of a contingency table of two factors, the expected frequency of each cell must be greater than 5. The percentage of cells with an expected frequency below 5 must be less than 20% of all cells. However, there are many cases in which the regional expected frequency is below 5 in general small area studies. Even in large-scale surveys, it is difficult to forecast the expected frequency to be greater than 5 when there is small area estimation with subgroup analysis. Another statistical method to test independence is to use the Bayes factor, but since there is a high ratio of data dependency due to the nature of the Bayesian approach, the low expected frequency tends to decrease the precision of the test results. To overcome these limitations, we will borrow information from areas with similar characteristics and pool the data statistically to propose a pooled Bayes test of independence in target areas. Jo et al. (2021) suggested hierarchical Bayesian pooling models for small area estimation of categorical data, and we will introduce the pooled Bayes factors calculated by expanding their restricted pooling model. We applied the pooled Bayes factors using bone mineral density and body mass index data from the Third National Health and Nutrition Examination Survey conducted in the United States and compared them with chi-squared tests often used in tests of independence.

A Study On Variance Estimation in Smoothing Goodness-of-Fit Tests (평활 적합도 검정에서의 분산추정의 영향)

  • Yoon, Yong-Hwa;Kim, Jong-Tae;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.189-202
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    • 1998
  • The goat of this paper is to study on variance estimation - Rice variance estimation, Gasser, Sroka and Jennen-Steinmetz's varince estimation - in smoothing goodness-of-fit tests. The comparisons of powers on test statistics are conducted by the change of variance, the number of oscillations, the amplitude of the alternative sample distribution.

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