• 제목/요약/키워드: Statistic

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Median Ranked Ordering-Set Sample Test for Ordered Alternatives

  • Kim, Dong-Hee;Ock, Bong-Seak
    • Communications for Statistical Applications and Methods
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    • 제15권6호
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    • pp.947-957
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    • 2008
  • In this paper, we consider the c-sample location problem for ordered alternatives using median ranked ordering-set samples(MROSS). We propose the test statistic using the median of samples that have the same ranked order in each cycle of ranted ordering-set sample(ROSS). We obtain the asymptotic property of the proposed test statistic and Pitman efficiency with respect to other test statistic. In simulation study, our proposed test statistic has good powers for some underlying distributions we consider.

A STUDY ON A NONPARAMETRIC TEST FOR THE PARALLELISM OF k REGRESSION LINES AGAINST ORDERED ALTERNATIVES

  • Jee, Eun-Sook
    • Journal of applied mathematics & informatics
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    • 제8권2호
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    • pp.669-682
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    • 2001
  • In this paper a nonparametric test for the parallelism of k regression lines against ordered alternatives, when the independent variables are positive and all regression lines have a common intercept is proposed. The proposed test is based on a Jonckheere-type statistic applied to residuals. Under some conditions the proposed test statistic is asymptotically distribution-free. The small-sample powers of our test are compared with other tests by a Monte Carlo study. The simulation results show that the proposed test has significantly higher empirical powers than the other tests considered in this paper.

The Limit Distribution of a Modified W-Test Statistic for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.473-481
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    • 2001
  • Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent. Kim(2001) proposed a modified Shapiro-Wilk's test statistic based on the ratio of tow asymptotically efficient estimates of scale. In this paper, we study the asymptotic behavior of the statistic using the approximation of the quantile process by a sequence of Brownian bridges and represent the limit null distribution as an integral of a Brownian bridge.

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Basic Statistics in Quantile Regression

  • Kim, Jae-Wan;Kim, Choong-Rak
    • 응용통계연구
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    • 제25권2호
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    • pp.321-330
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    • 2012
  • In this paper we study some basic statistics in quantile regression. In particular, we investigate the residual, goodness-of-fit statistic and the effect of one or few observations on estimates of regression coefficients. In addition, we compare the proposed goodness-of-fit statistic with the statistic considered by Koenker and Machado (1999). An illustrative example based on real data sets is given to see the numerical performance of the proposed basic statistics.

그래프에 의한 stable law분포의 모수추정

  • 원형규
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1992년도 춘계공동학술대회 발표논문 및 초록집; 울산대학교, 울산; 01월 02일 May 1992
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    • pp.171-179
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    • 1992
  • 본고에서는 그래프를 이용하여 stable law분포의 index, skewness, scale, location 모수들에 대한 추정방법을 제시한다. 먼저, order statistics의 함수인 tail length statistic $K_{t}$ , skewness statistic $K_{s}$ 를 이용하여 index .alpha., scale .betha.를 추정한다. 다음에는, 추정된 .alpha., .betha.를 index로 하여 개발된 그래프들로 부터 scale .sigma., location .mu.추정에 필요한 order statistics의 함수를 결정한다. 몇가지 예를 마지막에 예시한다.

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TWO-SAMPLE COMPARISON USING SIGN TEST ON RANKED-SET SAMPLES

  • Kim, Dong-Hee;Kim, Young-Cheol
    • Journal of applied mathematics & informatics
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    • 제5권1호
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    • pp.263-268
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    • 1998
  • This paper proposes the two-sample comparison us-ing sign test based on ranked-set sample(RSS). We investigate the asymptotic properties of the proposed test statistic and compare the asymptotic relative efficiencies of the proposed test statistic with re-spect to Mann-Whitney-Wilcoxon test statistic based on RSS and Mann-Whitney-Wilcoxon test statistic based on the simple random sample(SRS).

A case-by-case version of CB statistic in biased estimation

  • Ahn, Byoung Jin
    • 품질경영학회지
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    • 제19권2호
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    • pp.40-51
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    • 1991
  • The $C_B$ statistic, a generalization of Mallows's $C_L$ statistic, is developed to determine the shrinkage parameter. Since not all cases in a data set play an equal role in forming $C_B$, a subdivision of $C_B$ into individual components for each case is developed. This subdivision is useful both as an aid in understanding $C_B$ and as a diagnostic procedure.

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Quantiles for Shapiro-Francia W' Statistic

  • Rahman, Mezbahur;Ali, Mir Masoom
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.1-10
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    • 1999
  • Table of the empirical quantiles for the well known Shapiro-Francia W' goodness of fit statistic is produced which is more accurate than the existing ones. Prediction equation for the quantiles of W' statistic for sample sizes 30 or more we developed. The process of computing the expected values for the standard normal variate is discussed. This work is intended to make the Shapiro-Francia W' statistic more accessible to the practitioner.

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New Wald Test Compared with Chen and Fienberg's for Testing Independence in Incomplete Contingency Tables

  • Kang, Shin-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제16권1호
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    • pp.137-144
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    • 2005
  • In $I{\times}J$ incomplete contingency tables, the test of independence proposed by Chen and Fienberg(1974) uses $I{\times}J-1$ instead of (I-1)(J-1) degrees of freedom without providing much of an increase in the value of the test statistic. For these reasons, Chen and Fienberg tests are expected to have less power. New Wald test statistic related to the part of Chen and Fienberg test statistic is proposed using delta method. These two tests are compared through Monte Carlo studies.

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A JONCKHEERE TYPE TEST FOR THE PARALLELISM OF REGRESSION LINES

  • Jee, Eunsook
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제20권2호
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    • pp.109-116
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    • 2013
  • In this paper, we propose a Jonckheere type test statistic for testing the parallelism of k regression lines against ordered alternatives. The order restriction problems could arise in various settings such as location, scale, and regression problems. But most of theory about the statistical inferences under order restrictions has been developed to deal with location parameters. The proposed test is an application of Jonckheere's procedure to regression problem. Asymptotic normality and asymptotic distribution-free properties of the test statistic are obtained under some regularity conditions.