• Title/Summary/Keyword: Pearson Test

Search Result 5,646, Processing Time 0.034 seconds

Review of Nonparametric Statistics by Neyman-Pearson Test and Fisher Test (Neyman-Pearson 검정과 Fisher 검정에 의한 비모수 통계의 고찰)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
    • /
    • 2008.04a
    • /
    • pp.451-460
    • /
    • 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.

  • PDF

Effect of Bias on the Pearson Chi-squared Test for Two Population Homogeneity Test

  • Heo, Sunyeong
    • Journal of Integrative Natural Science
    • /
    • v.5 no.4
    • /
    • pp.241-245
    • /
    • 2012
  • Categorical data collected based on complex sample design is not proper for the standard Pearson multinomial-based chi-squared test because the observations are not independent and identically distributed. This study investigates effects of bias of point estimator of population proportion and its variance estimator to the standard Pearson chi-squared test statistics when the sample is collected based on complex sampling scheme. This study examines the effect under two population homogeneity test. The standard Pearson test statistic can be partitioned into two parts; the first part is the weighted sum of ${\chi}^2_1$ with eigenvalues of design matrix as their weights, and the additional second part which is added due to the biases of the point estimator and its variance estimator. Our empirical analysis shows that even though the bias of point estimator is small, Pearson test statistic is very much inflated due to underestimate the variance of point estimator. In the connection of design-based variance estimator and its design matrix, the bigger the average of eigenvalues of design matrix is, the larger relative size of which the first component part to Pearson test statistic is taking.

Test of Homogeneity Baseon Complex Survey Data : Discussion Based on Power of Test

  • Heo, Sun-Yeong;Yi, Su-Cheol
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.3
    • /
    • pp.609-620
    • /
    • 2005
  • In the secondary data analysis for categorical data, situations often arise in which the estimated cell variances are available, but not the full matrix of variances. In this case researchers are often inclined to use Pearson-type test statistics for homogeneity. However, for a complex sample observed cell proportions are not distributed as multinomial and Pearson-type test statistic generally is not distributed asymptotically as chi-square distribution. This paper evaluates powers for Wald test and Pearson-type test and the first order corrected test of Pearson-type test for homogeneity. The resulting power curves indicate that as the misspecification effect increases, the amount of inflation of significance level and the loss of power Pearson-type test are getting more severe.

  • PDF

Effect of complex sample design on Pearson test statistic for homogeneity (복합표본자료에서 동질성검정을 위한 피어슨 검정통계량의 효과)

  • Heo, Sun-Yeong;Chung, Young-Ae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.23 no.4
    • /
    • pp.757-764
    • /
    • 2012
  • This research is for comparison of test statistics for homogeneity when the data is collected based on complex sample design. The survey data based on complex sample design does not satisfy the condition of independency which is required for the standard Pearson multinomial-based chi-squared test. Today, lots of data sets ara collected by complex sample designs, but the tests for categorical data are conducted using the standard Pearson chi-squared test. In this study, we compared the performance of three test statistics for homogeneity between two populations using data from the 2009 customer satisfaction evaluation survey to the service from Gyeongsangnam-do regional offices of education: the standard Pearson test, the unbiasedWald test, and the Pearsontype test with survey-based point estimates. Through empirical analyses, we fist showed that the standard Pearson test inflates the values of test statistics very much and the results are not reliable. Second, in the comparison of Wald test and Pearson-type test, we find that the test results are affected by the number of categories, the mean and standard deviation of the eigenvalues of design matrix.

Neyman-Pearson Test for Descrambling Error Correction (Neyman-Pearson Test를 이용한 Descramble error 보정 기법)

  • 이영호;양승준;유필호
    • Proceedings of the IEEK Conference
    • /
    • 2003.07e
    • /
    • pp.1739-1742
    • /
    • 2003
  • 본 논문에서는 입력영상의 휘도 신호에 Neyman-pearson Test를 이용하여 descramble error를 효과적으로 보정하는 기법을 제안한다. 아날로그 회로의 오차와 noise 의 영향으로 scramble 된 라인의 오프셋 값을 정확히 보상하지 못할 경우에 발생하는 descramble error를 scrambler/ descrambler 의 기기별 차이에 관계없이, 또한 scrambler 와 descrambler로부터 어떠한 정보 없이 descramble 시에 발생한 error 의 offset 값과 scramble 된 라인을 검출하여 보상하는 방법을 논하였다.

  • PDF

Error cause analysis of Pearson test statistics for k-population homogeneity test (k-모집단 동질성검정에서 피어슨검정의 오차성분 분석에 관한 연구)

  • Heo, Sunyeong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.4
    • /
    • pp.815-824
    • /
    • 2013
  • Traditional Pearson chi-squared test is not appropriate for the data collected by the complex sample design. When one uses the traditional Pearson chi-squared test to the complex sample categorical data, it may give wrong test results, and the error may occur not only due to the biased variance estimators but also due to the biased point estimators of cell proportions. In this study, the design based consistent Wald test statistics was derived for k-population homogeneity test, and the traditional Pearson chi-squared test statistics was partitioned into three parts according to the causes of error; the error due to the bias of variance estimator, the error due to the bias of cell proportion estimator, and the unseparated error due to the both bias of variance estimator and bias of cell proportion estimator. An analysis was conducted for empirical results of the relative size of each error component to the Pearson chi-squared test statistics. The second year data from the fourth Korean national health and nutrition examination survey (KNHANES, IV-2) was used for the analysis. The empirical results show that the relative size of error from the bias of variance estimator was relatively larger than the size of error from the bias of cell proportion estimator, but its degrees were different variable by variable.

NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE

  • Kim, Ju Hong
    • The Pure and Applied Mathematics
    • /
    • v.19 no.4
    • /
    • pp.363-381
    • /
    • 2012
  • Shortfall risk is considered by taking some exposed risks because the superhedging price is too expensive to be used in practice. Minimizing shortfall risk can be reduced to the problem of finding a randomized test ${\psi}$ in the static problem. The optimization problem can be solved via the classical Neyman-Pearson theory, and can be also explained in terms of hypothesis testing. We introduce the classical Neyman-Pearson lemma expressed in terms of mathematics and see how it is applied to shortfall risk in finance.

Comparative Studies on the Design Floods Derived by Different Methods for the Parameters of the Log Pearson Type III Distribution (Log Pearson Type III 분포 모형에 의한 매개변수 유도방법별 설계홍수량의 비교 고찰)

  • Lee Soon-hyuk;Jong Youn-su;Maeng Sung-jin;Ryoo Kyong-sik
    • KCID journal
    • /
    • v.4 no.1
    • /
    • pp.34-50
    • /
    • 1997
  • This study was conducted to derive optimal design floods by Log Pearson Type III distribution model of the annual maximum series at five watersheds along Geum, Yeong San and Seom Jin river systems. Design floods obtained by different methods for evaluatio

  • PDF

Goodness-of-fit tests for a proportional odds model

  • Lee, Hyun Yung
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.6
    • /
    • pp.1465-1475
    • /
    • 2013
  • The chi-square type test statistic is the most commonly used test in terms of measuring testing goodness-of-fit for multinomial logistic regression model, which has its grouped data (binomial data) and ungrouped (binary) data classified by a covariate pattern. Chi-square type statistic is not a satisfactory gauge, however, because the ungrouped Pearson chi-square statistic does not adhere well to the chi-square statistic and the ungrouped Pearson chi-square statistic is also not a satisfactory form of measurement in itself. Currently, goodness-of-fit in the ordinal setting is often assessed using the Pearson chi-square statistic and deviance tests. These tests involve creating a contingency table in which rows consist of all possible cross-classifications of the model covariates, and columns consist of the levels of the ordinal response. I examined goodness-of-fit tests for a proportional odds logistic regression model-the most commonly used regression model for an ordinal response variable. Using a simulation study, I investigated the distribution and power properties of this test and compared these with those of three other goodness-of-fit tests. The new test had lower power than the existing tests; however, it was able to detect a greater number of the different types of lack of fit considered in this study. I illustrated the ability of the tests to detect lack of fit using a study of aftercare decisions for psychiatrically hospitalized adolescents.

Reliability and validity of free software for the analysis of locomotor activity in mice

  • Hong, Yoo Rha;Moon, Eunsoo
    • Journal of Yeungnam Medical Science
    • /
    • v.35 no.1
    • /
    • pp.63-69
    • /
    • 2018
  • Background: Kinovea software that tracking semi-automatically the motion in video screen has been used to study motion-related tasks in several studies. However, the validation of this software in open field test to assess locomotor activity have not been studied yet. Therefore, this study aimed to examine the reliability and validity of this software in analyzing locomotor activities. Methods: Thirty male Institute Cancer Research mice were subjected in this study. The results examined by this software and the classical method were compared. Test-retest reliability and inter-rater reliability were analyzed with Pearson's correlation coefficient and intraclass correlation coefficient (ICC). The validity of this software was analyzed with Pearson's correlation coefficient. Results: This software showed good test-retest reliability (ICC=0.997, 95% confidence interval [CI]=0.975-0.994, p<0.001). This software also showed good inter-rater reliability (ICC=0.987, 95% CI=0.973-0.994, p<0.001). Furthermore, in three analyses for the validity of this software, there were significant correlations between two methods (Pearson's correlation coefficient=0.928-0.972, p<0.001). In addition, this software showed good reliability and validity in the analysis locomotor activity according to time interval. Conclusion: This study showed that this software in analyzing drug-induced locomotor activity has good reliability and validity. This software can be effectively used in animal study using the analysis of locomotor activity.