• Title/Summary/Keyword: Statistic

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Testing Homogeneity for Random Effects in Linear Mixed Model

  • Ahn, Chul H.
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.403-414
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    • 2000
  • A diagnostic tool for testing homogeneity for random effects is proposed in unbalanced linear mixed model based on score statistic. The finite sample behavior of the test statistic is examined using Monte Carlo experiments examine the chi-square approximation of the test statistic under the null hypothesis.

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An Influence Measure in Comparing Two Population Means

  • Bae, Whasoo
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.659-666
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    • 1999
  • In comparing two population means, the test statistic depends on the sample means and the variances, which are very sensitive to the extremely large or small values. This paper aims at examining the behavior of such observations using proper criterion which can measure the influence of them. We derive a computationally feasible statistic which can detect influential observations on the two-sample t-statistic.

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Fourier Series Approximation for the Generalized Baumgartner Statistic

  • Ha, Hyung-Tae
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.451-457
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    • 2012
  • Baumgartner et al. (1998) proposed a novel statistical test for the null hypothesis that two independently drawn samples of data originate from the same population, and Murakami (2006) generalized the test statistic for more than two samples. Whereas the expressions of the exact density and distribution functions of the generalized Baumgartner statistic are not yet found, the characteristic function of its limiting distribution has been obtained. Due to the development of computational power, the Fourier series approximation can be readily utilized to accurately and efficiently approximate its density function based on its Laplace transform. Numerical examples show that the Fourier series method provides an accurate approximation for statistical quantities of the generalized Baumgartner statistic.

Goodness-of-Fit Test for the Normality based on the Generalized Lorenz Curve

  • Cho, Youngseuk;Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.21 no.4
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    • pp.309-316
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    • 2014
  • Testing normality is very important because the most common assumption is normality in statistical analysis. We propose a new plot and test statistic to goodness-of-fit test for normality based on the generalized Lorenz curve. We compare the new plot with the Q-Q plot. We also compare the new test statistic with the Kolmogorov-Smirnov (KS), Cramer-von Mises (CVM), Anderson-Darling (AD), Shapiro-Francia (SF), and Shapiro-Wilks (W) test statistic in terms of the power of the test through by Monte Carlo method. As a result, new plot is clearly classified normality and non-normality than Q-Q plot; in addition, the new test statistic is more powerful than the other test statistics for asymmetrical distribution. We check the proposed test statistic and plot using Hodgkin's disease data.

A study of a new statistic for detection of outliers and/or influential observations in regression diagnostics (회귀진단에서 이상치와 영향관측치를 동시에 발견하는 새로운 통계량에 관한 연구)

  • 강은미
    • The Korean Journal of Applied Statistics
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    • v.6 no.1
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    • pp.67-78
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    • 1993
  • A new diagnostic statistic for detecting outliers and influential observations in linear models is suggested and studied in this paper. The proposed statistic is a weighted sum of two measures; one is for detecting outliers and the other is for detecting influential observations. The merit of this statistic is that it is possible to distinguish outliers from influential observations. We have done some Monte-Carlo Simulation to find the probability distribution of this statistic.

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A Study on Cell Influences to Chi-square Statistic in Contingency Tables

  • Kim, Hong-Gie
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.35-42
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    • 1998
  • Once a contingency table is constructed, the first interest will be the hypotheses of either homogeneity or independence depending on the sampling scheme. The most widely used test statistic in practice is the classical Pearson's $\chi^2$ statistic. When the null hypothesis is rejected, another natural interest becomes which cell contributed to the rejection of the null hypothesis more than others. For this purpose, so called cell $\chi^2$ components are investigated. In this paper, the influence function of a cell to the $\chi^2$ statistic is derived, which can be used for the same purpose. This function measures the effect of each cell to the $\chi$$^2$ statistic. A numerical example is given to demonstrate the role of the new function.

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SAMPLE ENTROPY IN ESTIMATING THE BOX-COX TRANSFORMATION

  • Rahman, Mezbahur;Pearson, Larry M.
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.1
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    • pp.103-125
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    • 2001
  • The Box-Cox transformation is a well known family of power transformation that brings a set of data into agreement with the normality assumption of the residuals and hence the response variable of a postulated model in regression analysis. This paper proposes a new method for estimating the Box-Cox transformation using maximization of the Sample Entropy statistic which forces the data to get closer to normal as much as possible. A comparative study of the proposed procedure with the maximum likelihood procedure, the procedure via artificial regression estimation, and the recently introduced maximization of the Shapiro-Francia W' statistic procedure is given. In addition, we generate a table for the optimal spacings parameter in computing the Sample Entropy statistic.

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Quality Diagnosis and Improvement of Fisheries Census Statistic (어업조사통계의 품질진단과 개선에 관한 연구)

  • Pyo, Hee-Dong;Kim, Jong-Chun
    • Journal of Fisheries and Marine Sciences Education
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    • v.22 no.4
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    • pp.553-565
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    • 2010
  • The paper aims to evaluate the quality of fisheries census statistic and to provide some desirable directions and improvements for the future fisheries census, conducted by the Government. For the quality diagnosis of fisheries census statistic, specific processes of fisheries census and statistical qualities of each dimension are surveyed and evaluated by a Government's practician, two external examiners and a research group. Results show that census design, data analysis and quality control are evaluated relatively low in specific processes, and accessibility and comparability are evaluated relatively lower than relevance, accuracy, timeliness and consistency in statistical qualities. For minimizing the sampling errors, the probability proportion method should be employed in sampling methods from currently simple sampling method. In addition, fisheries census statistic is desirable to include and compare with those of different countries for consumer oriented data system.

Small sample likelihood based inference for the normal variance ratio

  • Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.911-918
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    • 2013
  • This study deals with the small sample likelihood based inference for the ratio of two normal variances. The small sample likelihood inference is an approximation method. The signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic, which converge to standard normal distribution, are proposed for the normal variance ratio. Through the simulation study, the coverage probabilities of confidence interval and power of the exact, the signed log-likelihood and the modified signed log-likelihood ratio statistic will be compared. A real data example will be provided.

Improvement of Self Organizing Maps using Gap Statistic and Probability Distribution

  • Jun, Sung-Hae
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.8 no.2
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    • pp.116-120
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    • 2008
  • Clustering is a method for unsupervised learning. General clustering tools have been depended on statistical methods and machine learning algorithms. One of the popular clustering algorithms based on machine learning is the self organizing map(SOM). SOM is a neural networks model for clustering. SOM and extended SOM have been used in diverse classification and clustering fields such as data mining. But, SOM has had a problem determining optimal number of clusters. In this paper, we propose an improvement of SOM using gap statistic and probability distribution. The gap statistic was introduced to estimate the number of clusters in a dataset. We use gap statistic for settling the problem of SOM. Also, in our research, weights of feature nodes are updated by probability distribution. After complete updating according to prior and posterior distributions, the weights of SOM have probability distributions for optima clustering. To verify improved performance of our work, we make experiments compared with other learning algorithms using simulation data sets.