• Title/Summary/Keyword: Statistic

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Polynomially Adjusted Normal Approximation to the Null Distribution of Ansari-Bradley Statistic

  • Ha, Hyung-Tae;Yang, Wan-Youn
    • The Korean Journal of Applied Statistics
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    • v.24 no.6
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    • pp.1161-1168
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    • 2011
  • The approximation for the distribution functions of nonparametric test statistics is a significant step in statistical inference. A rank sum test for dispersions proposed by Ansari and Bradley (1960), which is widely used to distinguish the variation between two populations, has been considered as one of the most popular nonparametric statistics. In this paper, the statistical tables for the distribution of the nonparametric Ansari-Bradley statistic is produced by use of polynomially adjusted normal approximation as a semi parametric density approximation technique. Polynomial adjustment can significantly improve approximation precision from normal approximation. The normal-polynomial density approximation for Ansari-Bradley statistic under finite sample sizes is utilized to provide the statistical table for various combination of its sample sizes. In order to find the optimal degree of polynomial adjustment of the proposed technique, the sum of squared probability mass function(PMF) difference between the exact distribution and its approximant is measured. It was observed that the approximation utilizing only two more moments of Ansari-Bradley statistic (in addition to the first two moments for normal approximation provide) more accurate approximations for various combinations of parameters. For instance, four degree polynomially adjusted normal approximant is about 117 times more accurate than normal approximation with respect to the sum of the squared PMF difference.

A Modification of the Shapiro-Wilk Test for Exponentiality Based on Censored Data (중도절단자료에 대한 수정된 SHAPIRO-WILK 지수 검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.265-273
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    • 2008
  • Kim (2001a) presented a modification of the Shapiro and Wilk (1972) test for exponentiality based on the ratio of two asymptotically efficient estimates of scale. In this paper we modify this test statistic when the sample is censored. We use the normalized spacings based on the sample data, which was used in Samanta and Schwarz (1988) to modify the Shapiro and Wilk (1972) statistic to the censored data. As a result the modified statistics have the same null distribution as the uncensored case with a corresponding reduction in sample size. Through a simulation study it is found that the proposed statistic has higher power than Samanta and Schwarz (1988) statistic especially for the alternatives with the coefficient of variation greater than or equal to 1.

Rank Transformation Technique in a Two-stage Two-level Balanced Nested Design (이단계 이수준 균형지분모형의 순위변환 기법연구)

  • Choi Young-Hun
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.111-120
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    • 2006
  • In a two-stage two-level balanced nested design, type I error rates for the parametric tests and the rank transformed tests for the main effects and the nested effects are in overall similar to each other. Furthermore, powers for the rank transformed statistic for the main effects and the nested effects in a two-stage two-level balanced nested design are generally superior to powers for the parametric statistic When the effect size and the sample size are increased, we can find that powers increase for the parametric statistic and the rank transformed statistic are dramatically improved. Especially for the case of the fixed effects in the asymmetric distributions such as an exponential distribution, powers for the rank transformed tests are quite high rather than powers for the parametric tests.

The Shapiro-Wilk Type Test for Exponentiality Based on Progressively Type II Censored Data (전진 제 2종 중도절단자료에 대한 Shapiro-Wilk 형태의 지수검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.23 no.3
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    • pp.487-495
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    • 2010
  • This paper develops a goodness of fit test statistic to test if the progressively Type II censored sample comes from an exponential distribution with origin known. The test is based on normalizing spacings and Stephens (1978)' modified Shapiro and Wilk (1972) test for exponentiality. The modification is for the case where the origin is known. We applied the same modification to Kim (2001a)'s statistic, which is based on the ratio of two asymptotically efficient estimates of scale. The simulation results show that Kim (2001a)'s statistic has higher power than Stephens' modified Shapiro and Wilk statistic for almost all cases.

Evaluation of statistical methods in the Journal of Korean Academy of Periodontology published from 2000 to 2006 (대한치주과학회지에 게재된 논문의 통계방법 평가(2000-2006))

  • Kim, Yang-Jung;Jang, Hyun-Seon;Kim, Byung-Ock
    • Journal of Periodontal and Implant Science
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    • v.39 no.4
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    • pp.399-405
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    • 2009
  • Purpose: This article is purposed to present the correct statistic method by pointing out the statistical errors after analyzing the method of articles that were published in Korean Academy Journal of Periodontology and made statistic processes in them. Methods: 488 science papers which being put in Korean Academy Journal of Periodontology published from 2000 to 2006 was divided according to year. Results: In the 308 articles that applied statistic methods, 59 articles (50.0%), the largest portion of all, were included the case that applied incorrect parametric statistic method when needed to apply parametric statistics and 38 articles (32.2%) were included in the case that applied incorrect parametric statistic method when needed to apply non-parametric statistics. Conclusions: It is necessary to present the cases of inappropriate statistical methods in order to improve the quality of academic researches. Also, to apply adequate methods of statistics, it is suggested to report the articles periodically which are comparing and analyzing the statistical methods that are applied in the international articles in periodontal field.

Some Distribution Free Tests for Exponential Distributions

  • Jeon, Jong Woo;Han, Suk Ki;Nam, Eun Woo
    • Journal of Korean Society for Quality Management
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    • v.14 no.1
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    • pp.39-46
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    • 1986
  • This paper considers two sided tests for exponential null distribution against NBUE or NWUE alternative in life testing. The main results concern the strong consistency of two proposed statistics, one being similar to Kolmogorov - Smirnov statistic, the other similar to Cramer-Von Mises statistic. Also obtained are the asymtotic null distribution and the exact Bahadur slope of the statistic similar to Kolmogorov-Smirnov.

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An Anderson-Darling Goodness-of-Fit Test for the Gamma Distribution

  • Won, Hyung-Gyoo
    • Journal of Korean Society for Quality Management
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    • v.24 no.4
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    • pp.103-111
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    • 1996
  • This paper provides a test of the composite hypothesis that a random sample is (two parameter) gamma distributed when both the scale and shape parameters are estimated from the data. The test statistic is a variant of the usual Anderson-Darling statistic, the primary difference being that the statistic is based on the maximum likelihood estimator of the shape parameter of the assumed gamma distribution. The percentage points are developed via simulation and are presented graphically. Examples are provided.

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Influence Analysis on a Test Statistic in Canonical Correlation Analysis

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.347-355
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    • 2001
  • We propose a method for detecting influential observations that have a large influence on the likelihood ratio test statistic for the two sets of variables are uncorrelated with one another. For this purpose we derive a local influence measure for the likelihood ratio test statistic under certain perturbation scheme. An illustrative example is given to show the effectiveness of the proposed method on the identification of influential observations.

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