• Title/Summary/Keyword: Nonparametric test

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Nonparametric Method for Ordered Alternative in Randomized Block Design (랜덤화 블록 계획법에서 순서대립가설에 대한 비모수검정법)

  • Kang, Yuhyang;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.27 no.1
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    • pp.61-70
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    • 2014
  • A randomized block design is a method to apply a treatment into the experimental unit of each block after dividing into several blocks with a binded homogeneous experimental unit. Jonckheere (1964) and Terpstra (1952), Page (1963), Hollander (1967) proposed various methods of ordered alternative in randomized block design. Especially, Page (1963) test is a weighted combination of within block rank sums for ordered alternatives. In this paper, we suggest a new nonparametric method expanding the Page test for an ordered alternative. A Monte Carlo simulation study is also adapted to compare the power of the proposed methods with previous methods.

Polynomially Adjusted Normal Approximation to the Null Distribution of Ansari-Bradley Statistic

  • Ha, Hyung-Tae;Yang, Wan-Youn
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1161-1168
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    • 2011
  • The approximation for the distribution functions of nonparametric test statistics is a significant step in statistical inference. A rank sum test for dispersions proposed by Ansari and Bradley (1960), which is widely used to distinguish the variation between two populations, has been considered as one of the most popular nonparametric statistics. In this paper, the statistical tables for the distribution of the nonparametric Ansari-Bradley statistic is produced by use of polynomially adjusted normal approximation as a semi parametric density approximation technique. Polynomial adjustment can significantly improve approximation precision from normal approximation. The normal-polynomial density approximation for Ansari-Bradley statistic under finite sample sizes is utilized to provide the statistical table for various combination of its sample sizes. In order to find the optimal degree of polynomial adjustment of the proposed technique, the sum of squared probability mass function(PMF) difference between the exact distribution and its approximant is measured. It was observed that the approximation utilizing only two more moments of Ansari-Bradley statistic (in addition to the first two moments for normal approximation provide) more accurate approximations for various combinations of parameters. For instance, four degree polynomially adjusted normal approximant is about 117 times more accurate than normal approximation with respect to the sum of the squared PMF difference.

Nonparametric Inference for the Recurrent Event Data with Incomplete Observation Gaps

  • Kim, Jin-Heum;Nam, Chung-Mo;Kim, Yang-Jin
    • The Korean Journal of Applied Statistics
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    • v.25 no.4
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    • pp.621-632
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    • 2012
  • Recurrent event data can be easily found in longitudinal studies such as clinical trials, reliability fields, and the social sciences; however, there are a few observations that disappear temporarily in sight during the follow-up and then suddenly reappear without notice like the Young Traffic Offenders Program(YTOP) data collected by Farmer et al. (2000). In this article we focused on inference for a cumulative mean function of the recurrent event data with these incomplete observation gaps. Defining a corresponding risk set would be easily accomplished if we know the exact intervals where the observation gaps occur. However, when they are incomplete (if their starting times are known but their terminating times are unknown) we need to estimate a distribution function for the terminating times of the observation gaps. To accomplish this, we treated them as interval-censored and then estimated their distribution using the EM algorithm proposed by Turnbull (1976). We proposed a nonparametric estimator for the cumulative mean function and also a nonparametric test to compare the cumulative mean functions of two groups. Through simulation we investigated the finite-sample performance of the proposed estimator and proposed test. Finally, we applied the proposed methods to YTOP data.

Nonparametric tests of parallelism aginst umbrella alternatives of slopes in k-regression lines (k개의 회귀직선에서 기울기들의 우산형 대립가설에 대한 평행성의 비모수 검정법에 관한 연구)

  • 김동희;임동훈
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.19-34
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    • 1994
  • In this paper we propose nonparametric tests of parallelism against umbrella alternatives of slopes in k-regression lines and investigate the asymptotic properties of the proposed test statistics. For the known peak and unknown peak, we suggest the test statistics and show that, from Monte Carlo study, the proposed test statistics have good empirical powers for heavy tailed distributions than the likelihood ratio tests.

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Nonparametric Estimation of Wage Equation and Return to Seniority (임금함수와 근속급의 비모수적 추정)

  • Jang, Insong
    • Journal of Labour Economics
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    • v.36 no.2
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    • pp.37-65
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    • 2013
  • This study compares the return to seniority and experience among different groups of workers. Skilled workers in large company appear to enjoy the biggest seniority premium, while non-regular workers and small company workers hardly have any. Trade union did not have significant effect. Return to experience increased especially in large firms. Nonparametric model specification test shows that the biases for returns to seniority and experience of 30 years to be between -25~29%, and -42%~6%, respectively.

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Nonparametric method in one-way layout based on joint placement (일원배치법에서 결합위치를 이용한 비모수 검정법)

  • Jeon, Kyoung-Ah;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.729-739
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    • 2016
  • Kruskal and Wallis (1952) proposed a nonparametric method to test the differences between more than three independent treatments. This procedure uses rank in mixed sample combined with more than three unlike populations. This paper proposes a the new procedure based on joint placements for a one-way layout as extension of the joint placements described in Chung and Kim (2007). A Monte Carlo simulation study is adapted to compare the power of the proposed method with previous methods.

Nonparametric procedures using aligned method and linear placement statistics in randomized block design (랜덤화 블록 계획법에서 정렬방법과 선형위치통계량을 이용한 비모수 검정법)

  • Han, Jinjoo;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1411-1419
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    • 2016
  • Nonparametric procedures in randomized block design was proposed by Friedman (1937) as a general alternative. This method is used to find out the difference in treatment effect. It can cause a loss of inter block information using the ranking in each block. This paper proposed nonparametric procedures using an aligned method proposed by Hodges and Lehmann (1962) to reduce block information based on joint placement suggest by Jo and Kim (2013) in a randomized block design. We also compared the power of the test of the proposed procedures and established method through a Monte Carlo simulation.

Nonparametric procedures using aligned method and joint placement in randomized block design with replications (반복이 있는 랜덤화 블록 계획법에서 정렬방법과 결합위치를 이용한 비모수 검정법)

  • Lee, Eunjee;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.2
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    • pp.291-299
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    • 2017
  • Mack and Skillings (1980) proposed nonparametric procedures in a randomized block design with replications as general alternatives. This method is used to find the difference in the treatment effect; however, it can cause a loss of inter block information using the ranking in each block. In this paper, we proposed new nonparametric procedures in a randomized block design with replications using an aligned method proposed by Hodges and Lehmann (1962) that used information of blocks and based on the joint placement suggest by Chung and Kim (2008). We also compared the power of the test of the proposed procedures and established a method through Monte Carlo simulation.

Nonparametric procedures using aligned method and joint placement in randomized block design (랜덤화 블록 계획법에서 정렬방법과 결합 위치를 이용한 비모수 검정법)

  • Jo, Sungdong;Kim, Dongjae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.95-103
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    • 2013
  • Nonparametric procedure in randomized block design (RBD) was proposed by Friedman (1937) for general alternatives. Also Page (1963) suggested the test for ordered alternatives in RBD. In this paper, we proposed the new nonparametric method in randomized block design using aligned method suggested by Hodges and Lehmann (1962) and the joint placement described in Chung and Kim (2007). Also, Monte Carlo simulation study was adapted to compare the power of the proposed procedure with those of previous procedure.

Nonparametric procedures based on aligned method and placement for ordered alternatives in randomized block design (랜덤화 블록 모형에서 정렬방법과 위치를 이용한 순서형 대립가설에 대한 비모수 검정법)

  • Kim, Hyosook;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.707-717
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    • 2016
  • Nonparametric procedures in a randomized block design was proposed by Friedman (1937) as a general alternative as well as suggested as a test for ordered alternatives by Page (1963). These methods are used for the rank of treatments in each block. In this paper, we proposed nonparametric procedures using aligned method proposed by Hodges and Lehmann (1962) to reduce among block information and based on placement suggested by Kim (1999) in a randomized block design. We also perform a Monte Carlo study to compare the empirical powers of the proposed procedures and established method.