• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.223-229
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• 1997

It is demonstrated that many standard nonparametric test such as the Mann-Whitney-Wilcoxon test, the Fisher-Yates test, the Savage test and the median test are admissible for a two-sample nonparametric testing problem. The admissibility of the Kruskal-Wallis test is demonstrated for a nonparametric one-way layout testing problem.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2008년도 춘계학술대회
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• pp.451-460
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• 2008

This paper reviews nonparametric statistics by Neyman-Pearson test and Fisher test. Nonparametric statistics deal with the small sample with distribution-free assumption in multi-product and small-volume production. Two tests for various nonparametric statistic methods such as sign test, Wilcoxon test, Mann-Whitney test, Kruskal-Wallis test, Mood test, Friedman test and run test are also presented with the steps for testing hypotheses and test of significance.

• 응용통계연구
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• 제1권2호
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• pp.66-81
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• 1987

이 연구에서는 새로운 방법의 비모수적 축차검정방법이 제시되었다. 먼저 축차적으로 얻어지는 관측치를 일정수의 집단으로 분류하고 각집단으로부터 주어진 가설에 적절한 비모수 통계량을 구하여 이것을 축차확률비검정에서 사용되는 로그확률비통계량에 대체하여 Wald의 축차검정을 수행하는 방법이다. 이러한 검정의 특성은 Wiener과정에 의해 근사적으로 규명되었다.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.443-457
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• 2007

This paper deals with the problem of testing the existence of change in mean and estimating the change-point using nonparametric bootstrap technique. A test statistic using Gombay and Horvath (1990)'s functional form is applied to derive a test statistic and nonparametric change-point estimator with bootstrapping idea. Achieved significance level of the test is calculated for the proposed test to show the evidence against the null hypothesis. MSE and percentiles of the bootstrap change-point estimators are given to show the distribution of the proposed estimator in simulation.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.247-255
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• 2003

Hypothesis testing for the equality of two distributions were considered. Nonparametric kernel density estimates were used for testing equality of distributions. Cross-validatory choice of bandwidth was used in the kernel density estimation. Sampling distribution of considered test statistic were developed by resampling method, called the bootstrap. Small sample Monte Carlo simulation were conducted. Empirical power of considered tests were compared for variety distributions.

• 품질경영학회지
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• 제32권4호
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• pp.242-251
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• 2004

Several statistical methods are introduced 1=o analyze the accelerated failure time data. Most frequently used method is the log-linear approach with parametric assumption. Since the accelerated failure time experiments are exposed to many environmental restrictions, parametric log-linear relationship might not be working properly to analyze the resulting data. The models proposed by Buckley and James(1979) and Stute(1993) could be useful in the situation where parametric log-linear method could not be applicable. Those methods are introduced in accelerated experimental situation under the thermal acceleration and discussed through an illustrated example.

• Communications for Statistical Applications and Methods
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• 제4권2호
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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.

• Journal of the Korean Data and Information Science Society
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• 제18권4호
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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.

• Journal of the Korean Statistical Society
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• 제30권4호
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• pp.645-660
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• 2001

In this paper we propose a goodness-of-fit test statistic for testing the (null) parametric model versus the (alternative) nonparametric model. Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. Our test is based on the bootstrap estimator of the probability that the smoothing parameter estimator is infinite when fitting residuals to cubic smoothing spline. Power performance of this test is investigated and is compared with many other tests. Illustrative examples based on real data sets are given.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.357-363
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• 1998

In this paper we propose a nonparametric lack of fit test based on the bootstrap method for testing the null parametric linear model by using linear smoothers. Most of existing nonparametric test statistics are based on the residuals. Our test is based on the centered bootstrap residuals. Power performance of proposed bootstrap lack of fit test is investigated via Monte carlo simulation.