• 제목/요약/키워드: Statistic

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Influence of an Observation on the t-statistic

  • Kim, Hong-Gie;Kim, Kyung-Hee
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.453-462
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    • 2005
  • We derive the influence function on t statistic and find its feature; the influence function on t statistic has two forms depending on the value of ${\mu}_0$. Sample influence functions are used to verify the validity of the derived influence function. We use random samples from normal distribution to show the validity of the function. The simulation study proves that the obtained influence function is very accurate to in estimating changes in t statistic when an observation is added or deleted.

Tests based on EDF statistics for randomly censored normal distributions when parameters are unknown

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제26권5호
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    • pp.431-443
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    • 2019
  • Goodness-of-fit techniques are an important topic in statistical analysis. Censored data occur frequently in survival experiments; therefore, many studies are conducted when data are censored. In this paper we mainly consider test statistics based on the empirical distribution function (EDF) to test normal distributions with unknown location and scale parameters when data are randomly censored. The most famous EDF test statistic is the Kolmogorov-Smirnov; in addition, the quadratic statistics such as the $Cram{\acute{e}}r-von$ Mises and the Anderson-Darling statistic are well known. The $Cram{\acute{e}}r-von$ Mises statistic is generalized to randomly censored cases by Koziol and Green (Biometrika, 63, 465-474, 1976). In this paper, we generalize the Anderson-Darling statistic to randomly censored data using the Kaplan-Meier estimator as it was done by Koziol and Green. A simulation study is conducted under a particular censorship model proposed by Koziol and Green. Through a simulation study, the generalized Anderson-Darling statistic shows the best power against almost all alternatives considered among the three EDF statistics we take into account.

Nonparametric Test for Ordered Alternatives on Multiple Ranked-Set Samples

  • Kim, Dong HeeKim,;Hyung Gee;Park, Hae Kyung
    • Communications for Statistical Applications and Methods
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    • 제7권2호
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    • pp.563-573
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    • 2000
  • In this thesis, we propose the test statistic for ordered alternatives on c-sample ranked set samples(RSS). The proposed test statistic JRSS is Jonckheere type statistic using the median of the i-th samples in each cycle. We obtained the asymptotic property of the proposed test statistic and the asymptotic relative efficiencies of the proposed test statistic with respect to J SRS which Jonckheere type statistic on simple random samples(SRS). From the simulation works, J RSS is superior to J SRS. We compared the empirical powers of J RSS with respect to U RSS on ranked set sample and U SRS on simple random sample using all samples, which are proposed by Kim, Kim and Lee(1999). The powers of J RSS are nearly the same values when entire sample size is large. J RSS is superior to U RSS. J RSS is simpler than U RSSon calculating process.

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Nonparametric Test for Umbrella Alternatives with the Known Peak on Ranked-Set Samples

  • Kim, Dong-Hee;Kim, Kyung-Hee;Kim, Hyun-Gee
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.395-406
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    • 2001
  • In this paper, we propose the test statistic for the umbrella alternatives on c-samples ranked set samples(RSS), where the peak of the umbrella is known. We obtain the asymptotic property of the proposed test statistic and the asymptotic relative efficiencies of the proposed test statistic with respect to U-statistic based on simple random samples(SRS). From the simulation work, we compare the empirical powers of the proposed test statistic with U-statistic based on SRS.

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WILCOXON SIGNED RANK TEST USING RANKED-SET SAMPLE

  • Kim, Dong-Hee;Kim, Young-Cheol
    • Journal of applied mathematics & informatics
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    • 제3권2호
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    • pp.235-244
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    • 1996
  • Ranked-set sampling is useful when measurements are destructive or costly to obtain but ranking of the observations is rel-atively easy. The Wilcoxon signed rank test statistic based on the ranked-set sample is considered. We compared the asymptotic relative efficiencies of the RSS Wilcoxon signed rank test statistics with respect to the SRS Wilcoxon signed rank test statistic and the RSS sign test statistic. Throughout the ARE's the proposed test statistic is superior to the SRS Wilcoxxon signed rank test statistic and the RSS sign test statistic.

Goodness-of-Fit Tests for the Ordinal Response Models with Misspecified Links

  • Jeong, Kwang-Mo;Lee, Hyun-Yung
    • Communications for Statistical Applications and Methods
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    • 제16권4호
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    • pp.697-705
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    • 2009
  • The Pearson chi-squared statistic or the deviance statistic is widely used in assessing the goodness-of-fit of the generalized linear models. But these statistics are not proper in the situation of continuous explanatory variables which results in the sparseness of cell frequencies. We propose a goodness-of-fit test statistic for the cumulative logit models with ordinal responses. We consider the grouping of a dataset based on the ordinal scores obtained by fitting the assumed model. We propose the Pearson chi-squared type test statistic, which is obtained from the cross-classified table formed by the subgroups of ordinal scores and the response categories. Because the limiting distribution of the chi-squared type statistic is intractable we suggest the parametric bootstrap testing procedure to approximate the distribution of the proposed test statistic.

NBU- $t_{0}$ Class 에 대한 검정법 연구

  • 김환중
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2000년도 춘계학술대회 발표논문집
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    • pp.185-191
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    • 2000
  • A survival variable is a nonnegative random variable X with distribution function F and a survival function (equation omitted)=1-F. This variable is said to be New Better than Used of specified age $t_{0}$ if (equation omitted) for all $\chi$$\geq$0 and a fixed to. We propose the test for $H_{0}$ : (equation omitted) for all $\chi$$\geq$0 against $H_1$:(equation omitted) for all $\chi$$\geq$0 when the specified age $t_{0}$ is unknown but can be estimated from the data when $t_{0}$=${\mu}$, the mean of F, and also when $t_{0}$=$\xi_p$, the pth percentile of F. This test statistic, which is based on a linear function of the order statistics from the sample, is readily applied in the case of small sample. Also, this test statistic is more simple than the test statistic of Ahmad's test statistic (1998). Finally, the performance of this test is presented.

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다변량 정규성검정을 위한 근사 SHAPIRO-WILK 통계량의 일반화 (An Approximate Shapiro -Wilk Statistic for Testing Multivariate Normality)

  • 김남현
    • 응용통계연구
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    • 제17권1호
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    • pp.35-47
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    • 2004
  • 본 논문에서는 Kim & Bickel(2003)에서 제안한 이변량 정규분포를 위한 검정통계량을 Fattorini(1986)의 방법을 이용하여 이변량 이상인 경우에도 실제적으로 사용가능 하도록 일반화하였다. Fattorini(1986)의 통계량은 Shapiro & Wilk(1965)의 일변량 정규분포를 위한 검정통계량을 다변량으로 확장한 것이다. 그리고 제안된 통계량은 Fat-torini(1986) 통계량의 근사통계량으로 생각할 수 있으며 표본의 크기가 클 때도 사용 가능하다. 또한 모의실험을 통하여 여러 가지 대립가설에서 기존의 통계량과의 검정력을 비교하였다.

A modified test for multivariate normality using second-power skewness and kurtosis

  • Namhyun Kim
    • Communications for Statistical Applications and Methods
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    • 제30권4호
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    • pp.423-435
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    • 2023
  • The Jarque and Bera (1980) statistic is one of the well known statistics to test univariate normality. It is based on the sample skewness and kurtosis which are the sample standardized third and fourth moments. Desgagné and de Micheaux (2018) proposed an alternative form of the Jarque-Bera statistic based on the sample second power skewness and kurtosis. In this paper, we generalize the statistic to a multivariate version by considering some data driven directions. They are directions given by the normalized standardized scaled residuals. The statistic is a modified multivariate version of Kim (2021), where the statistic is generalized using an empirical standardization of the scaled residuals of data. A simulation study reveals that the proposed statistic shows better power when the dimension of data is big.

Applying 3D U-statistic method for modeling the iron mineralization in Baghak mine, central section of Sangan iron mines

  • Ghannadpour, Seyyed Saeed;Hezarkhani, Ardeshir;Golmohammadi, Abbas
    • Geosystem Engineering
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    • 제21권5호
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    • pp.262-272
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    • 2018
  • The U-statistic method is one of the most important structural methods to separate the anomaly from background. It considers the location of samples and carries out the statistical analysis of the data without judging from a geochemical point of view and tries to separate subpopulations and determine anomalous areas. In the present study, 3D U-statistic method has been applied for the first time through the three-dimensional (3D) modeling of an ore deposit. In order to achieve this purpose, 3D U-statistic is applied on the data (Fe grade) resulted from the drilling network in Baghak mine, central part of the Sangan iron mines (in Khorassan Razavi Province, Iran). Afterward, results from applying 3D U-statistic method are used for 3D modeling of the iron mineralization. Results show that the anomalous values are well separated from background so that the determined samples as anomalous are not dispersed and according to their positioning, denser areas of anomalous samples could be considered as anomaly areas. And also, final results (3D model of iron mineralization) show that output model using this method is compatible with designed model for mining operation. Moreover, seen that U-statistic method in addition for separating anomaly from background, could be very efficient for the 3D modeling of different ore type.