• Title/Summary/Keyword: Nonparametric test

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Comparison of Parametric and Bootstrap Method in Bioequivalence Test

  • Ahn, Byung-Jin;Yim, Dong-Seok
    • The Korean Journal of Physiology and Pharmacology
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    • v.13 no.5
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    • pp.367-371
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    • 2009
  • The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled data sets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption.

Some Nonparametric Tests for Change-points with Epidemic Alternatives

  • Kim, Kyung-Moo
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.427-434
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    • 1997
  • The purpose of this paper is to discuss distribution-free tests of hypothesis that the random samples are identically distributed against the epidemic alternative. But most tests that have been considered are depended only on specific null distribution. Two nonparametric tests are considered and compared with a likelihood ratio test by the empirical powers.

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A PERMUTATION APPROACH TO THE BEHRENS-FISHER PROBLEM

  • Proschan, Michael-A.;, Dean-A.
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.79-97
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    • 2004
  • We propose a permutation approach to the classic Behrens-Fisher problem of comparing two means in the presence of unequal variances. It is motivated by the observation that a paired test is valid whether or not the variances are equal. Rather than using a single arbitrary pairing of the data, we average over all possible pairings. We do this in both a parametric and nonparametric setting. When the sample sizes are equal, the parametric version is equivalent to referral of the unpaired t-statistic to a t-table with half the usual degrees of freedom. The derivation provides an interesting representation of the unpaired t-statistic in terms of all possible pairwise t-statistics. The nonparametric version uses the same idea of considering all different pairings of data from the two groups, but applies it to a permutation test setting. Each pairing gives rise to a permutation distribution obtained by relabeling treatment and control within pairs. The totality of different mean differences across all possible pairings and relabelings forms the null distribution upon which the p-value is based. The conservatism of this procedure diminishes as the disparity in variances increases, disappearing completely when the ratio of the smaller to larger variance approaches 0. The nonparametric procedure behaves increasingly like a paired t-test as the sample sizes increase.

Nonparametric Tests in AB/BA/AA/BB Crossover Design

  • Nam, Jusun;Kim, Dongjae
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.607-618
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    • 2002
  • Crossover design is often used in clinical trials about chronic diseases like hypertension, asthma and arthritis. In this paper, we suggest nonparametric approaches of Friedman-type rank test based on Bernard-van Elteren test and of aligned method keeping the information of blocks based on the AB/BA/AA/BB crossover design. The simulation results are presented to compare experimental error and power of several methods.

Testing Goodness of Fit in Nonparametric Function Estimation Techniques for Proportional Hazards Model

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.435-444
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    • 1997
  • The objective of this study is to investigate the problem of goodness of fit testing based on nonparametric function estimation techniques for the random censorship model. The small and large sample properties of the proposed test, $E_{mn}$, were investigated and it is shown that under the proportional hazard model $E_{mn}$ has higher power compared to the powers of the Kolmogorov -Smirnov, Kuiper, Cramer-von Mises, and analogue of the Cramer-von Mises type test statistic.

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Permutation tests for the multivariate data

  • Park, Hyo-Il;Kim, Ju-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.1145-1155
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    • 2007
  • In this paper, we consider the permutation tests for the multivariate data under the two-sample problem setting. We review some testing procedures, which are parametric and nonparametric and compare them with the permutation ones. Then we consider to try to apply the permutation tests to the multivariate data having the continuous and discrete components together by choosing some suitable combining function through the partial testing. Finally we discuss more aspects for the permutation tests as concluding remarks.

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Tests of Factor Effect Using Saturated Design in $K^n$ Factorial Design ($K^n$ 요인배치법에서 포화실험에 의한 요인효과의 검정)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2008.04a
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    • pp.295-299
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    • 2008
  • This paper discusses tests of factor effect or contrast by the use of saturated design $k^n$ factorial design. The nine nonparametric rank measures in normality test using normal probability pot are proposed. Length's PSE(Pseduo Standard Error) test [4] which relies on the concept of effect sparsity is also introduced and extended to the margin of error(ME) and Simultaneous margin of error(SME).

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Stochastic Properties of Life Distribution with Increasing Tail Failure Rate and Nonparametric Testing Procedure

  • Lim, Jae-Hak;Park, Dong Ho
    • Journal of Applied Reliability
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    • v.18 no.3
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    • pp.220-228
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    • 2018
  • Purpose: The purpose of this study is to investigate the tail behavior of the life distribution which exhibits an increasing failure rate or other positive aging effects after a certain time point. Methods: We characterize the tail behavior of the life distribution with regard to certain reliability measures such as failure rate, mean residual life and reliability function and derive several stochastic properties regarding such life distributions. Also, utilizing an L-statistic and its asymptotic normality, we propose new nonparametric testing procedures which verify if the life distribution has an increasing tail failure rate. Results: We propose the IFR-Tail (Increasing Failure Rate in Tail), DMRL-Tail (Decreasing Mean Residual Life in Tail) and NBU-Tail (New Better than Used in Tail) classes, all of which represent the tail behavior of the life distribution. And we discuss some stochastic properties of these proposed classes. Also, we develop a new nonparametric test procedure for detecting the IFR-Tail class and discuss its relative efficiency to explore the power of the test. Conclusion: The results of our research could be utilized in the study of wide range of applications including the maintenance and warranty policy of the second-hand system.

Nonparametric method using linear statistics in analysis of covariance model (공분산분석에서 선형위치통계량을 이용한 비모수 검정법)

  • Choi, Yoonjung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.3
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    • pp.427-439
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    • 2017
  • Quade (1967) proposed RANK ANCOVA, which is a nonparametric method to test differences between treatments when there are covariates. Hwang and Kim (2012) also proposed a joint placement test on covariate-adjusted residuals. In this paper, we proposed a new nonparametric method to control the effect of covariate on a response variable that uses linear statistics on covariate adjusted-residuals. The score function used in the linear statistics was proposed by Jeon and Kim (2016). Monte Carlo simulation is also conducted to compare the empirical powers of the proposed method with previous methods.

A Nonparametric Test on Mean Difference of DEA Efficiency Estimates - Bootstrapping Approach- (DEA의 효율성 평균 차이에 대한 비모수적 검증-부트스트랩 접근법-)

  • 민재형;김진한
    • Journal of the Korean Operations Research and Management Science Society
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    • v.24 no.2
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    • pp.53-68
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    • 1999
  • This paper presents a nonparametric method to test if the mean difference of DEA efficiency estimates between two groups statistically exists. A proposed method employs a bootstrapping approach to generation BCC efficiency estimates through Monte Carlo simulation resampling process. For the purpose of demonstration, we empirically apply the proposed method to the korean bank industry and compare its result with the result by the traditional deterministic DEA method. The nonparametric statistical hypothesis testing procedure in this study, which considers not only stochastic variability of the DEA data, but also random radial deviations off the efficient frontier, serves as a useful tool for dbjectively evaluating whether the mean difference of DEA efficiency estimates between groups is statistically significant.

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