• Title/Summary/Keyword: Sample testing

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A minimum cost sampling inspection plan for destructive testing (破壤檢査詩의 最小費용 샘플링 檢査方式)

  • 趙星九;裵道善
    • Journal of the Korean Statistical Society
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    • v.7 no.1
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    • pp.27-43
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    • 1978
  • This paper deals with the problem of obtaining a minimum cost acceptance sampling plan for destructive testing. The cost model is constructed under the assumption that the sampling procedure takes the following form; 1) lots rejected on the first sample are acreened with a non-destructive testing, 2) the screening is assumed to be imperfect, and therefore, after the screening, a second sample is taken to determine whether to accept the lot of to scrap it. The usual sampling procedures for destructive testing can be regarded as special cases of the above one. Utilizing Hald's Bayesian approach, procedures for finding the global optimal sampling plans are given. However, when the lot size is large, the global plan is very different to obtain even with the aid of an electronic computer. Therefore a method of finding suboptimal plan is suggested. An example with uniform prior is also given.

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Testing Procedure for Scale Shift at an Unknown Time Point

  • Song, Il-Seong
    • Communications for Statistical Applications and Methods
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    • v.3 no.1
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    • pp.21-27
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    • 1996
  • A testing procedure is considered to the problem of testing whether there exists a shift in scale at an unknown time point whem a fixed number of observations are drawn successively in time. A test statistic based on squared ranks test for equal variances is suggested and its aymptotic distrbution is dereived. Small sample power comparisons are performed.

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The Admissibility of Some Nonparametric Tests

  • Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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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.

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Wobble and Nonconcentricity Effects in Eddy Current Test of Tubes or Rods (튜브, 봉류의 와전류 탐상시 시편 변위에 의한 신호 변화)

  • Kim, Y.J.;Kim, Y.G.
    • Journal of the Korean Society for Nondestructive Testing
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    • v.9 no.2
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    • pp.37-41
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    • 1989
  • The purpose of this paper is to estimate the effect of wobble and nonconcentricity of tubes or rods in eddy current test with encircling test coils. Because the eddy current induced in a sample is related to the total magnetic flux linkages, the information about magnetic field distribution in a coil is important. In theoretical study, magnetic field distribution in a single turn coil was calculated and variation of impedance according to the difference of sample positions was presumed. Magnetic field intensity at inside of a solenoidal coil was measured and compared with the theoretical estimation. In experiment, impedance loci of a coil encircling an aluminum rod were measured at different sample positions. The effect of crack positions was examined at same sample positons.

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Two Bayesian methods for sample size determination in clinical trials

  • Kwak, Sang-Gyu;Kim, Dal-Ho;Shin, Im-Hee;Kim, Ho-Gak;Kim, Sang-Gyung
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1343-1351
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    • 2010
  • Sample size determination is very important part in clinical trials because it influences the time and the cost of the experimental studies. In this article, we consider the Bayesian methods for sample size determination based on hypothesis testing. Specifically we compare the usual Bayesian method using Bayes factor with the decision theoretic method using Bayesian reference criterion in mean difference problem for the normal case with known variances. We illustrate two procedures numerically as well as graphically.

Large Sample Test for Independence in the Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik;Lee, Jea-Man;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.377-383
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    • 2003
  • In this paper, we consider two components system in which the lifetimes follow the bivariate Pareto model with random censored data. We assume that the censoring time is independent of the lifetimes of the two components. We develop large sample tests for testing independence between two components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

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ON TESTING THE EQUALITY OF THE COEFFICIENTS OF VARIATION IN TWO INVERSE GAUSSIAN POPULATIONS

  • Choi, Byung-Jin;Kim, Kee-Young
    • Journal of the Korean Statistical Society
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    • v.32 no.2
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    • pp.93-101
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    • 2003
  • This paper deals with testing the equality of the coefficients of variation in two inverse Gaussian populations. The likelihood ratio, Lagrange-multiplier and Wald tests are presented. Monte-Carlo simulations are performed to compare the powers of these tests. In a simulation study, the likelihood ratio test appears to be consistently more powerful than the Lagrange-multiplier and Wald tests when sample size is small. The powers of all the tests tend to be similar when sample size increases.

Efficiency and Minimaxity of Bayes Sequential Procedures in Simple versus Simple Hypothesis Testing for General Nonregular Models

  • Hyun Sook Oh;Anirban DasGupta
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.95-110
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    • 1996
  • We consider the question of efficiency of the Bayes sequential procedure with respect to the optimal fixed sample size Bayes procedure in a simple vs. simple testing problem for data coming from a general nonregular density b(.theta.)h(x)l(x < .theta.). Efficiency is defined in two different ways in these caiculations. Also, the minimax sequential risk (and minimax sequential stratage) is studied as a function of the cost of sampling.

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Robust Inference for Testing Order-Restricted Inference

  • Kang, Moon-Su
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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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)

Large Sample Tests for Independence in Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik;Lee, Jea-Man;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.05a
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    • pp.121-126
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    • 2003
  • In this paper, we consider two-components system which the lifetimes follow bivariate pareto model with censored data. We develop large sample tests for testing independence between two-components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

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