• Title/Summary/Keyword: Statistical Hypothesis Test

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Optimal Weights for a Vector of Independent Poisson Random Variables

  • Kim, Joo-Hwan
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.765-774
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    • 2002
  • Suppose one is given a vector X of a finite set of quantities $X_i$ which are independent Poisson random variables. A null hypothesis $H_0$ about E(X) is to be tested against an alternative hypothesis $H_1$. A quantity $\sum\limits_{i}w_ix_i$ is to be computed and used for the test. The optimal values of $W_i$ are calculated for three cases: (1) signal to noise ratio is used in the test, (2) normal approximations with unequal variances to the Poisson distributions are used in the test, and (3) the Poisson distribution itself is used. The above three cases are considered to the situations that are without background noise and with background noise. A comparison is made of the optimal values of $W_i$ in the three cases for both situations.

A Study on the Statistical Model Validation using Response-adaptive Experimental Design (반응적응 시험설계법을 이용하는 통계적 해석모델 검증 기법 연구)

  • Jung, Byung Chang;Huh, Young-Chul;Moon, Seok-Jun;Kim, Young Joong
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2014.10a
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    • pp.347-349
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    • 2014
  • Model verification and validation (V&V) is a current research topic to build computational models with high predictive capability by addressing the general concepts, processes and statistical techniques. The hypothesis test for validity check is one of the model validation techniques and gives a guideline to evaluate the validity of a computational model when limited experimental data only exist due to restricted test resources (e.g., time and budget). The hypothesis test for validity check mainly employ Type I error, the risk of rejecting the valid computational model, for the validity evaluation since quantification of Type II error is not feasible for model validation. However, Type II error, the risk of accepting invalid computational model, should be importantly considered for an engineered products having high risk on predicted results. This paper proposes a technique named as the response-adaptive experimental design to reduce Type II error by adaptively designing experimental conditions for the validation experiment. A tire tread block problem and a numerical example are employed to show the effectiveness of the response-adaptive experimental design for the validity evaluation.

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Edge Detection using Statistical Hypothesis Testing

  • Lim, Dong-Hoon;Sung, Sin-Hee
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.893-900
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    • 1999
  • We use statistical tests which are useful for two-sample problem for detecting edges in gray-level images. An edge is detected by examining changes in gray-level value between adjacent pixel neighborhoods. Some experimental results show that nonparametric detectors such as Mann-Whitney test median test and Kolmogorov-Smirnov test perform effectively in both noisy and noise-free images while parametric T test is sensitive to noise.

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A Nonparametric Method for Nonlinear Regression Parameters

  • Kim, Hae-Kyung
    • Journal of the Korean Statistical Society
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    • v.18 no.1
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    • pp.46-61
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    • 1989
  • This paper is concerned with the development of a nonparametric procedure for the statistical inference about the nonlinear regression parameters. A confidence region and a hypothesis testing procedure based on a class of signed linear rank statistics are proposed and the asymptotic distributions of the test statistic both under the null hypothesis and under a sequence of local alternatives are investigated. Some desirable asymptotic properties including the asymptotic relative efficiency are discussed for various score functions.

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Signed Linear Rank Statistics for Autoregressive Processes

  • Kim, Hae-Kyung;Kim, Il-Kyu
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.198-212
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    • 1995
  • This study provides a nonparametric procedure for the statistical inference of the parameters in stationary autoregressive processes. A confidence region and a hypothesis testing procedure based on a class of signed linear rank statistics are proposed and the asymptotic distributions of the test statistic both underthe null hypothesis and under a sequence of local alternatives are investigated. Some desirable asymptotic properties including the asymptotic relative efficiency are discussed for various score functions.

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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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Testing Homogeneity of Errors in Unbalanced Random Effects Linear Model

  • Ahn, Chul H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.603-613
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    • 2001
  • A test based on score statistic is derived for detecting homoscedasticity of errors in unbalanced random effects linear model. A small simulation study is performed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

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A Bivariate Two Sample Rank Test for Mixture Distributions

  • Songyong Sim;Seungmin Lee
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.197-204
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    • 1996
  • We consider a two sample rank test for a bivariate mixture distribution based on Johnson's quantile score. The test statistic is simple to calculate and the exact distribution under the null hypothesis is obtained. A numerical example is given.

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A Study on the relation among Family Cohesion and Adaptability Authority patterns and Sex-role attitudes -The case of married women in Pusan- (가족의 응집력 및 적응력과 권위유형, 성역할 태도와의 관계연구 -부산시 주부를 중심으로-)

  • 안선영
    • Journal of the Korean Home Economics Association
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    • v.32 no.2
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    • pp.79-92
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    • 1994
  • The objectives of this study were to examine whether there were differences in family cohesion and adaptability perceived by married women when socio-demographic variables authority patterns and sex-role attitudes changed. Dividing the family system type into two parts by the levels of cohesion and adaptability then collected data were examined to test curviliner and linear hypothesis. The subjects were 542 married women living in Pusan. The guestionnaires included FACES III Authority Pattern and Sex-role attitude scales. The data were analyzed with statistical methods such as Frequency Distribution Percentile Mean T-test and X2-test. The major findings were as follows: 1) The levels of family cohesion and family adaptability perceived by married women were high. 2) There were no significant statistical differences in the levels of socio-demographic variables Authority pattern Sex-role attitude among the groups of family system type I based on the curvilinear hypothesis but significant statistical differences were found in preferred variables among the groups of family system type II based on the linear hypothesis. 3) Among the socio-demographic variables family type religion and husband's educational level were significantly correlated with the groups of family system type II,. The percentiles of HH(the levels of cohesion and adaptability were high) families were high when the married women's sex-role attitudes leaned toward modern and authority patterns were husband-dominant.

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Reliability Evaluation of Concentric Butterfly Valve Using Statistical Hypothesis Test (통계적 가설검정을 이용한 중심형 버터플라이 밸브의 신뢰성 평가)

  • Chang, Mu-Seong;Choi, Jong-Sik;Choi, Byung-Oh;Kim, Do-Sik
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.39 no.12
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    • pp.1305-1311
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    • 2015
  • A butterfly valve is a type of flow-control device typically used to regulate a fluid flow. This paper presents an estimation of the shape parameter of the Weibull distribution, characteristic life, and $B_{10}$ life for a concentric butterfly valve based on a statistical analysis of the reliability test data taken before and after the valve improvement. The difference in the shape and scale parameters between the existing and improved valves is reviewed using a statistical hypothesis test. The test results indicate that the shape parameter of the improved valve is similar to that of the existing valve, and that the scale parameter of the improved valve is found to have increased. These analysis results are particularly useful for a reliability qualification test and the determination of the service life cycles.