• Title/Summary/Keyword: Statistical Random Test

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Test for Independence in Bivariate Weibull Model under Bivariate Random Censorship

  • Cho, Jang-Sik;Cho, Kil-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.789-797
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    • 2003
  • In this paper, we consider two components system which have bivariate weibull model with bivariate random censored data. We proposed large sample test for independence based on maximum likelihood estimator and relative frequency estimator, respectively. Also we derive asymptotic properties for the large sample tests and present a numerical study.

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Testing Exponentiality of Kullback-Leibler Information Function based on a Step Stress Accelerated Life Test

  • Park Byung Gu;Yoon Sang Chul
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.235-240
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    • 2000
  • In this paper a test of fit for exponentiality and we propose the estimator of Kullback-Leibler Information functions using the data from accelerated life tests. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter based on the data from accelerated life tests is or is not specified under null hypothesis. Using Simulations, the power of the proposed test based on use condition of accelerated life test under alternatives is compared with that of other standard tests in the small sample.

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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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    • v.7 no.2
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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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Exact Tests for Variance Ratios in Unbalanced Random Effect Linear Models

  • Huh, Moon-Yul;Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.457-469
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    • 1996
  • In this paper, we propose a method for an exact test of H : $p_i$ = $r_i$ for all i against K : $p_i$ $\neq$ $r_i$ for some i in an unbalanced random effect linear model, where $p_i$ denotes the ratio of the i-th variance component to the error variance. Then we present a method to test H : $p_i$ $\leq$ r against K : $p_i$> r for some specific i by applying orthogonal projection on the model. We also show that any test statistic that follows an F-distribution on the boundary of the hypotheses is equal to the one given here.

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Analysis and Test of Dynamic Responses of Rocket Payload Section Induced by Acoustic Excitation (음향 가진에 의한 로켓 탑재부의 동적 응답 해석 및 시험)

  • Park, S.H.;Jeong, H.K.;Seo, S.H.;Jang, Y.S.;Yi, Y.M.;Cho, K.R.
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2005.05a
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    • pp.717-720
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    • 2005
  • Acoustic loads generated by a rocket propulsion system cause severe random vibrations on payloads. In developing a new launch vehicle, a random vibration level must be specified before the detailed design of payloads or electronic equipments. This paper deals with prediction procedures of a random vibration level on payload section of KSLV-I. The prediction is based on statistical energy analysis. In order to verify the prediction methodology, test and analysis on a sub-scale payload section are performed. The predicted results subject to very high level of acoustic loads show a good agreement with the test results performed in the high intensity acoustic chamber. The predicted random vibration level on payload section of KSLV-I is also presented in this paper.

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Fingerprint Image for the Randomness Algorithm

  • Park, Jong-Min
    • Journal of information and communication convergence engineering
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    • v.8 no.5
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    • pp.539-543
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    • 2010
  • We present a random bit generator that uses fingerprint image for the source of random, and random bit generator using fingerprint image for the randomness has not been presented as yet. Fingerprint image is affected by the operational environments including sensing act, nonuniform contact and inconsistent contact, and these operational environments make FPI to be used for the source of random possible. Our generator produces, on the average, 9,334 bits a fingerprint image in 0.03 second. We have used the NIST SDB14 test suite consisting of sixteen statistical tests for testing the randomness of the bit sequence generated by our generator, and as the result, the bit sequence passes all sixteen statistical tests.

A study on H/W generator with randomness of output random stream (출력난수열의 랜덤성을 고려한 H/W 발생기에 관한 연구)

  • 홍진근
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.5 no.4
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    • pp.321-325
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    • 2004
  • It is quite difficult to create an unbiased and stable random bit stream, as required for statistical randomness, when using a random generator with only a hardware component. In this paper, we studied to reduce the statistical property of the biased bit stream in the output of a real random number generator. The proposed scheme is enhanced the randomness of output bitstream, these test items are used by FIPS 140-1.

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Analysis of Post Processing Characteristics of Random Number Generator based Hardware Noise Source (하드웨어 잡음원 기반의 난수발생기의 사후처리 특성 분석)

  • Hong, Jin-Keun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.13 no.2
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    • pp.755-759
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    • 2012
  • In this paper, it is about random number generator, which is based on hardware is utilized in medical science and game area. The Intel presents guideline of security level about hardware based true random number generator. At hardware based random number generator, the various test items, that are included in test suits as NIST statistical test, FIPS140-1, is applied. In this paper, it experiments about degree extent of randomness variation from filter scheme effects, which is applied in output stream of hardware noise source.

Asymptotic Distribution of the LM Test Statistic for the Nested Error Component Regression Model

  • Jung, Byoung-Cheol;Myoungshic Jhun;Song, Seuck-Heun
    • Journal of the Korean Statistical Society
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    • v.28 no.4
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    • pp.489-501
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    • 1999
  • In this paper, we consider the panel data regression model in which the disturbances have nested error component. We derive a Lagrange Multiplier(LM) test which is jointly testing for the presence of random individual effects and nested effects under the normality assumption of the disturbances. This test extends the earlier work of Breusch and Pagan(1980) and Baltagi and Li(1991). Further, it is shown that this LM test has the same asymptotic distribution without normality assumption of the disturbances.

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Cumulative Sums of Residuals in GLMM and Its Implementation

  • Choi, DoYeon;Jeong, KwangMo
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.423-433
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    • 2014
  • Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.