• 제목/요약/키워드: Permutation principle

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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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    • 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.

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Tests of equality of several variances with the likelihood ratio principle

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제25권4호
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    • pp.329-339
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    • 2018
  • In this study, we propose tests for equality of several variances with the normality assumption. First of all, we propose the likelihood ratio test by applying the permutation principle. Then by using the p-values for the pairwise tests between variances and combination functions, we propose combination tests. We apply the permutation principle to obtain the overall p-values. Also we review the well- known test statistics for the completion of our discussion and modify a statistic with the p-values. Then we illustrate proposed tests by numerical and simulated data and compare their efficiency with the reviewed ones through a simulation study by obtaining empirical p-values. Finally, we discuss some interesting features related to the resampling methods and tests for equality among several variances.

Nonparametric Test for Multivariate Location Translation Alternatives

  • Na, Jong-Hwa
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.799-809
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    • 2000
  • In this paper we propose a nonparametric one sided test for location parameters in p-variate(p$\geq$2) location translation model. The exact null distributions of test statistics are calculated by permutation principle in the case of relatively small sample sizes and the asymptotic distributions are also considered. The powers of various tests are compared through computer simulation and thep-values with real data are also suggested through example.

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Test procedures for the mean and variance simultaneously under normality

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제23권6호
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    • pp.563-574
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    • 2016
  • In this study, we propose several simultaneous tests to detect the difference between means and variances for the two-sample problem when the underlying distribution is normal. For this, we apply the likelihood ratio principle and propose a likelihood ratio test. We then consider a union-intersection test after identifying the likelihood statistic, a product of two individual likelihood statistics, to test the individual sub-null hypotheses. By noting that the union-intersection test can be considered a simultaneous test with combination function, also we propose simultaneous tests with combination functions to combine individual tests for each sub-null hypothesis. We apply the permutation principle to obtain the null distributions. We then provide an example to illustrate our proposed procedure and compare the efficiency among the proposed tests through a simulation study. We discuss some interesting features related to the simultaneous test as concluding remarks. Finally we show the expression of the likelihood ratio statistic with a product of two individual likelihood ratio statistics.

암호화 원리 및 도구 분석에 관한 연구 (Research about encryption principle and tool analysis)

  • 남태희
    • 한국컴퓨터산업학회논문지
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    • 제9권2호
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    • pp.39-46
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    • 2008
  • 본 논문은 plaintext 및 image encryption을 위해 암호화의 원리를 이론적으로 고찰하였다. 암호화 방법에 있어서 과거 암호화 방법은 단순히 문자를 치환(permutation cipher 또는 transposition cipher) 하거나 이동하는 방법으로 이용되어 왔으나, 현재는 key stream generator를 이용하는 방식이 이용되고 있다. 즉 평문에 key를 생성하여 암호 및 해독한다. 즉 key를 생성하는 방법에 따라서 암호화의 체계가 달라지는 것이다. 따라서 본 논문에서는 암호화의 원리 및 도구를 고찰하고, 대표적으로, XOR 연산자 및 key stream generator 가정하에서 암호화 원리를 고찰하였다.

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Order-Restricted Inference with Linear Rank Statistics in Microarray Data

  • Kang, Moon-Su
    • 응용통계연구
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    • 제24권1호
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    • pp.137-143
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    • 2011
  • The classification of subjects with unknown distribution in a small sample size often involves order-restricted constraints in multivariate parameter setups. Those problems make the optimality of a conventional likelihood ratio based statistical inferences not feasible. Fortunately, Roy (1953) introduced union-intersection principle(UIP) which provides an alternative avenue. Multivariate linear rank statistics along with that principle, yield a considerably appropriate robust testing procedure. Furthermore, conditionally distribution-free test based upon exact permutation theory is used to generate p-values, even in a small sample. Applications of this method are illustrated in a real microarray data example (Lobenhofer et al., 2002).

Nonparametric Tests for Grouped K-Sample Problem

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.409-418
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    • 2006
  • We propose a nonparametric test procedure for the K-sample problem with grouped data. We construct the test statistics using the scores derived for the linear model based on likelihood ratio principle and obtain asymptotic distribution. Also we illustrate our procedure with an example. Finally we discuss some concluding remarks.

Multivariate Nonparametric Tests for Grouped and Right Censored Data

  • Park Hyo-Il;Na Jong-Hwa;Hong Seungman
    • International Journal of Reliability and Applications
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    • 제6권1호
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    • pp.53-64
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    • 2005
  • In this paper, we propose a nonparametric test procedure for the multivariate, grouped and right censored data for two sample problem. For the construction of the test statistic, we use the linear rank statistics for each component and apply the permutation principle for obtaining the null distribution. For the large sample case, the asymptotic distribution is derived under the null hypothesis with the additional assumption that two censoring distributions are also equal. Finally, we illustrate our procedure with an example and discuss some concluding remarks. In appendices, we derive the expression of the covariance matrix and prove the asymptotic distribution.

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Robust Inference for Testing Order-Restricted Inference

  • Kang, Moon-Su
    • 응용통계연구
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    • 제22권5호
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    • pp.1097-1102
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    • 2009
  • Classification of subjects with unknown distribution in small sample size setup may involve order-restricted constraints in multivariate parameter setups. Those problems makes optimality of conventional likelihood ratio based statistical inferences not feasible. Fortunately, Roy (1953) introduced union-intersection principle(UIP) which provides an alternative avenue. Redescending M-estimator along with that principle yields a considerably appropriate robust testing procedure. Furthermore, conditionally distribution-free test based upon exact permutation theory is used to generate p-values, even in small sample. Applications of this method are illustrated in simulated data and read data example (Lobenhofer et al., 2002)

Some nonparametric test procedure for the multi-sample case

  • Park, Hyo-Il;Kim, Ju-Sung
    • Journal of the Korean Data and Information Science Society
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    • 제20권1호
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    • pp.237-250
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    • 2009
  • We consider a nonparametric test procedure for the multi-sample problem with grouped data. We construct the test statistics based on the scores obtained from the likelihood ratio principle and derive the limiting distribution under the null hypothesis. Also we illustrate our procedure with an example and obtain the asymptotic properties under the Pitman translation alternatives. Also we discuss some concluding remarks. Finally we derive the covariance between components in the Appendix.

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