• 응용통계연구
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• 제27권1호
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• pp.1-11
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• 2014

세 개 이상의 집단에 대한 생존분포의 비교를 위해 가중 로그순위 검정법(Weighted Logrank test)과 그의 특별한 경우인 로그순위 검정법(Logrank test)이 널리 쓰인다. 그러나 이 방법은 근사적인 분포를 이용한 방법이므로 표본 크기가 작은 경우에는 유효하지 못할 수 있으며, 각 집단의 중도절단 분포가 동일하다는 가정 또한 충족되어야 하기 때문에 이 가정이 충족되지 못할 경우에도 검정법의 유효성을 장담할 수 없다. 표본 크기가 작은 경우에 대한 대안으로, 분포에 대한 가정이 없이 관찰된 자료만으로 검정통계량의 분포를 추정하고 그 분포를 이용해 검정하는 순열 검정법(Permutation test)이 제안되었으나, 순열 검정법 또한 각 집단의 중도절단 분포가 동일하다는 가정이 충족되어야 한다. 따라서 순열 검정법을 향상시킨 순열-대치 검정법(Permutation-Imputation test)이 대안이 될 수 있는데, 이는 대치 단계(Imputation step)에서 귀무가설 하에서의 생존확률이 집단에 의존하지 않도록 자료를 조정한 후 순열 검정 단계(Permutation step)를 통해 검정하는 방법이다. 본 논문에서는 근사적 방법, 순열 검정법, 순열-대치 검정법을 로그순위 검정법과 가중 로그순위 검정법의 한 형태인 Prentice-Wilcoxon 검정법에 적용해 각 검정법의 유효성과 검정력을 비교하였다.

• 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.

• 한국컴퓨터정보학회논문지
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• 제27권6호
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• pp.167-174
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• 2022

본 논문에서는 여러 개의 독립적인 모집단들 사이에서 상관계수들의 등가성에 대한 퍼뮤테이션 검정을 조사한다. 퍼뮤테이션 검정은 관측값들의 상호교환성에 기초하는 비모수적인 검정 방법이며 상호교환성이란 독립적이고 동일한 확률변수들의 개념을 일반화한 개념이다. 퍼뮤테이션 검정을 사용함으로써 근사적으로 정확한 검정에 가까운 검정을 실시할 수 있다. 퍼뮤테이션 검정은 근사적으로 보수적인 검정만큼의 검정력을 지니며, 표본의 크기가 작거나 정규성 가정이 충족되지 않을 때 유용한 방법이다. 본 논문에서는 먼저 상관계수들의 등가성을 검정하는 모수적인 방법들을 소개하고 이들을 퍼뮤테이션 검정과 비교한다. 끝으로 모든 검정들은 Iris 데이터를 예를 들어 비교된다.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.137-145
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• 2001

There are many situations in which the well-known tests such as log-rank test and Gehan-Wilcoxon test fail to detect the survival differences. Assuming large samples, these tests are developed asymptotically normal properties. Thus, they shall be called asymptotic tests in this paper, Several asymptotic tests sensitive to some specific types of survival differences have been recently proposed. This paper compares by simulations the test levels and the powers of the conventional asymptotic tests and their random permutation versions. Simulation studies show that the random permutation tests possess competitive powers compared to the corresponding asymptotic tests, keeping exact test levels even in the small sample case. It also provides the guidelines for choosing the valid and most powerful test under the given situation.

• 대한산업공학회지
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• 제34권1호
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• pp.42-48
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• 2008

The house of quality (HOQ) involves subjective and ambiguous information typically through a likert scale, It isimportant to validate consistency of such input in the HOQ before rating the fmal importance of technicalrequirements, Previously, a methodology was developed to test the consistency of relationship strengths in theHOQ between roof matrix and relationship matrix. We described disadvantages of the previous method andpropose a new approach based on the permutation test. Advantages of the proposed method are illustrated withan example.

• 한국컴퓨터정보학회논문지
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• 제23권7호
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• pp.99-104
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• 2018

In this paper, we compare Fisher's continuous method with an exact discrete analog of Fisher's continuous method from permutation tests for combining p values. The discrete analog of Fisher's continuous method is known to be adequate for combining independent p values from discrete probability distributions. Also permutation tests are widely used as alternatives to conventional parametric tests since these tests are distribution-free, and yield discrete probability distributions and exact p values. In this paper, we obtain permutation p values from discrete probability distributions using Mann-Whitney test data sets (real data and hypothetical data) and combine p values by the exact discrete analog of Fisher's continuous method.

• Communications for Statistical Applications and Methods
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• 제19권3호
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• pp.471-478
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• 2012

In this paper, we present a permutation test to select the number of pairs of canonical variates in canonical correlation analysis. The existing chi-squared test is known to be limited to normality in use. We compare the existing test with the proposed permutation test and study their asymptotic behaviors through numerical studies. In addition, we connect canonical correlation analysis to regression and we we show that certain inferences in regression can be done through canonical correlation analysis. A regression analysis of real data through canonical correlation analysis is illustrated.

• Journal of the Korean Statistical Society
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• 제33권1호
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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.

• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.325-333
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• 2006

We describe tests for detecting and locating quantitative traits loci (QTL) for traits in Hanwoo. Lod scores and a permutation test have been described. From results of a permutation test to detect QTL, we select major DNA markers of BMS1167 microsatellite locus in Hanwoo chromosome 17 for further analysis. K-means clustering analysis applied to four traits and eight DNA markers in BMS1167 resulted in three cluster groups. We conclude that the major DNA markers of BMS1167 microsatellite locus in Hanwoo chromosome 17 are markers 100bp, 108bp and 110bp.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.913-921
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• 2005

We describe tests for detecting and locating quantitative traits loci (QTL) for traits in Hanwoo. Lod scores and a permutation test have been described. From results of a permutation test to detect QTL, we select major DNA markers of BMS941 microsatellite locus in Hanwoo chromosome 17 for further analysis. K-means clustering analysis applied to four traits and eight DNA markers in BMS941 resulted in three cluster groups. We conclude that the major DNA markers of BMS941 microsatellite locus in Hanwoo chromosome 17 are markers 80bp, 85bp 90bp and 105bp.