• Title/Summary/Keyword: R statistic

Search Result 173, Processing Time 0.025 seconds

Relative Frequency of Order Statistics in Independent and Identically Distributed Random Vectors

  • Park, So-Ryoung;Kwon, Hyoung-Moon;Kim, Sun-Yong;Song, Iick-Ho
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.2
    • /
    • pp.243-254
    • /
    • 2006
  • The relative frequency of order statistics is investigated for independent and identically distributed (i.i.d.) random variables. Specifically, it is shown that the probability $Pr\{X_{[s]}=x\}$ is no less than the probability $Pr\{X_{[r]}=x\}$ at any point $x{\geqq}x_0$ when r$X_{[r]}$ denotes the r-th order statistic of an i.i.d. discrete random vector and $x_0$ depends on the population probability distribution. A similar result for i.i.d. continuous random vectors is also presented.

Comparing the empirical powers of several independence tests in generalized FGM family

  • Zargar, M.;Jabbari, H.;Amini, M.
    • Communications for Statistical Applications and Methods
    • /
    • v.23 no.3
    • /
    • pp.215-230
    • /
    • 2016
  • The powers of some tests for independence hypothesis against positive (negative) quadrant dependence in generalized Farlie-Gumbel-Morgenstern distribution are compared graphically by simulation. Some of these tests are usual linear rank tests of independence. Two other possible rank tests of independence are locally most powerful rank test and a powerful nonparametric test based on the $Cram{\acute{e}}r-von$ Mises statistic. We also evaluate the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987) based on the asymptotic distribution of a U-statistic and the test statistic proposed by $G{\ddot{u}}ven$ and Kotz (2008) in generalized Farlie-Gumbel-Morgenstern distribution. Tests of independence are also compared for sample sizes n = 20, 30, 50, empirically. Finally, we apply two examples to illustrate the results.

Tests for Exponentiality Against Harmonic New Better Than Used in Expectation Property of Life Distributions

  • Al-Ruzaiza, A.S.
    • International Journal of Reliability and Applications
    • /
    • v.4 no.4
    • /
    • pp.171-181
    • /
    • 2003
  • This paper proposes a U-test statistic for the problem of testing that a life distribution is exponential against the alternative that it is harmonic new better (worse) than used in expectation upper tail HNBUET (HNWUET), but not exponential on complete data. Selected critical values are tabulated for sample sizes n =5(1)60. The asymptotic normality of the statistic is proved and a comparison is made of the asymptotic efficiency between the statistic and other statistics. The power of the test is studied by simulation. A test for HNBUET in the case of randomly right-censored data is also considered. An application of the proposed test statistic in medical sciences is given.

  • PDF

The Study on Comparative Analysis of the Same Data through Regression Analysis Model and Structural Equation Model (동일 데이터의 비교분석에 관한 연구 (회귀분석모형과 구조방정식모형))

  • Choi, Chang Ho;You, Yen Yoo
    • Journal of Digital Convergence
    • /
    • v.14 no.6
    • /
    • pp.167-175
    • /
    • 2016
  • This study analyzed empirically the same data through SPSS statistic(regression analysis) and AMOS program(structural equation model) used for cause and effect analysis. The result of empirical analysis was as follows. The different outcome of coefficients and p-values were deducted. Especially, in the mediated effect testing, meanwhile, SPSS statistic(regression analysis) pictured mediated effect, AMOS program(structural equation model) did not picture mediated effect on the reject zone of null hypothesis(absolute t-value and C.R.-value were nearby 1.96). Eventually, this study showed that what program used determined the outcomes of coefficients and p-values(In particular, the outcomes were differentiated further in the increasing measurement error) though using the same data.

Pitman Nearness for a Generalized Stein-Rule Estimators of Regression Coefficients

  • R. Karan Singh;N. Rastogi
    • Journal of the Korean Statistical Society
    • /
    • v.31 no.2
    • /
    • pp.229-235
    • /
    • 2002
  • A generalized Stein-rule estimator of the vector of regression coefficients in linear regression model is considered and its properties are analyzed according to the criterion of Pitman nearness. A comparative study shows that the generalized Stein-rule estimator representing a class of estimators contains particular members which are better than the usual Stein-rule estimator according to the Pitman closeness.

Comparative Statistic Module (CSM) for Significant Gene Selection

  • Kim, Young-Jin;Kim, Hyo-Mi;Kim, Sang-Bae;Park, Chan;Kimm, Kuchan;Koh, InSong
    • Genomics & Informatics
    • /
    • v.2 no.4
    • /
    • pp.180-183
    • /
    • 2004
  • Comparative Statistic Module(CSM) provides more reliable list of significant genes to genomics researchers by offering the commonly selected genes and a method of choice by calculating the rank of each statistical test based on the average ranking of common genes across the five statistical methods, i.e. t-test, Kruskal-Wallis (Wilcoxon signed rank) test, SAM, two sample multiple test, and Empirical Bayesian test. This statistical analysis module is implemented in Perl, and R languages.

Severity-Adjusted Mortality Rates : The Case of CABG Surgery (관상동맥우회술 수술환자의 수술 후 사망률 예측모형의 개발)

  • Park, Hyeung-Keun;Kwon, Young-Dae;Shin, You-Cheol;Lee, Jin-Seok;Kim, Hae-Joon;Sohn, Moon-Jun;Ahn, Hyeong-Sik
    • Journal of Preventive Medicine and Public Health
    • /
    • v.34 no.1
    • /
    • pp.21-27
    • /
    • 2001
  • Objectives : To develop a model that will predict the mortality of patients undergoing Coronary Artery Bypass Graft (CABG) and evaluate the perfermance of hospitals. Methods : Data from 564 CABGs peformed in six general hospitals were collected through medical record abstraction by registered nurses. Variables studied involved risk factors determined by severity measures. Risk modeling was performed through logistic repression and validated with cross-validation. The statistical performance of the developed model was evaluated using c-statistic, $R^2$, and Hosmer-Lemeshow statistic. Hospital performance was assessed by severity-adjusted mortalities. Results : The developed model included age, sex, BUN, EKG rhythm, Congestive Heart Failure at admission. acute mental change within 24 hours, and previous angina pectoris history. The c-statistic and $R^2$ were 0.791 and 0.001, respectively. Hosmer-Lemeshow statistic was 10.3(p value=0.2415). One hospital had a significantly higher mortality rate than the average mortality rate, while others were net significantly different. Conclusion : Comparing the quality of service by severity adjusted mortality rates, there were significant differences in hospital performance. The severity adjusted mortality rate of CABG surgery may He an indicator for evaluating hospital performance in Korea.

  • PDF

Order identification of transfer function-noise model

  • Park, Seongju;Bae, Hankyung;Huh, Kyungmoo
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1992.10b
    • /
    • pp.164-169
    • /
    • 1992
  • Classical methods for estimating transfer function models have not always been successful. A statistic approach to the identification of transfer function models which is corrupted by disturbances or noise is presented. The estimated impulse response is obtained from the autocorrelation function and cross correlation function between the measured input and output. Several data analysis tools such as R- , S- and GPAC array for the estimated impulse response give us pretty clear information on the order of transfer function models.

  • PDF

Testing Log Normality for Randomly Censored Data (임의중도절단자료에 대한 로그정규성 검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.5
    • /
    • pp.883-891
    • /
    • 2011
  • For survival data we sometimes want to test a log normality hypothesis that can be changed into normality by transforming the survival data. Hence the Shapiro-Wilk type statistic for normality is generalized to randomly censored data based on the Kaplan-Meier product limit estimate of the distribution function. Koziol and Green (1976) derived Cram$\acute{e}$r-von Mises statistic's randomly censored version under the simpl hypothesis. These two test statistics are compared through a simulation study. As for the distribution of censoring variables, we consider Koziol and Green (1976)'s model and other similar models. Through the simulation results, we can see that the power of the proposed statistic is higher than that of Koziol-Green statistic and that the proportion of the censored observations (rather than the distribution of censoring variables) has a strong influence on the power of the proposed statistic.