• Journal of the Korean Statistical Society
• /
• v.30 no.1
• /
• pp.31-39
• /
• 2001

For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

• The Korean Journal of Applied Statistics
• /
• v.15 no.2
• /
• pp.355-366
• /
• 2002

Nonparametric statistical inference for the parameter of logit model were examined. Usually nonparametric approach is milder than parametric approach based on normal theory assumption. We compared the two nonparametric methods for legit model, the bootstrap and random permutation in the sense of coverage probability. Monte Carlo simulation is conducted for small sample cases. Empirical power of hypothesis test and coverage probability for confidence interval estimation were presented for simple and multiple legit model respectively. An example were also introduced.

• Journal of the Korean Data and Information Science Society
• /
• v.15 no.1
• /
• pp.31-39
• /
• 2004

In this paper, we consider two components system which the lifetimes follow bivariate pareto model with bivariate random censored data. We assume that the censoring times are independent of the lifetimes of the two components. We develop large sample test for testing independence between two components. Also we present a simulation study which is the test based on asymptotic normal distribution in testing independence.

• JSTS:Journal of Semiconductor Technology and Science
• /
• v.15 no.2
• /
• pp.184-193
• /
• 2015

This paper proposes a cost-efficient and automatic method for large data acquisition from a test chip without expensive equipment to characterize random process variation in an integrated circuit. Our method requires only a test chip, a personal computer, a cheap digital-to-analog converter, a controller and multimeters, and thus large volume measurement can be performed on an office desk at low cost. To demonstrate the proposed method, we designed a test chip with a current model logic driver and an array of 128 current mirrors that mimic the random process variation of the driver's tail current mirror. Using our method, we characterized the random process variation of the driver's voltage due to the random process variation on the driver's tail current mirror from large volume measurement data. The statistical characteristics of the driver's output voltage calculated from the measured data are compared with Monte Carlo simulation. The difference between the measured and the simulated averages and standard deviations are less than 20% showing that we can easily characterize the random process variation at low cost by using our cost-efficient automatic large data acquisition method.

• Communications for Statistical Applications and Methods
• /
• v.4 no.3
• /
• pp.677-683
• /
• 1997

For an AR(1) model with intercept $y_t=\mu+\rho{y_{t-1}}+e_t$, a test for random walk hypothesis $H_0:(\mu, \rho)=(0, 1)$is proposed, which is based on the symmetric estimator. In the vicinity of the null, the test in shown to be more powerful than the test of Dickey and Fuller(1981) based on the ordinary least squares estimator.

• KIISE Transactions on Computing Practices
• /
• v.21 no.7
• /
• pp.476-481
• /
• 2015

We have parallelized the cumulative sum (CUSUM) test of NIST's statistical random number test suite in a CUDA environment. Storing random walks in an array instead of in scalar variables eliminates data dependence. The change in data structure makes it possible to apply parallel scans, scatters, and reductions at each stage of the test. In addition, serial data exchanges between CPU and GPU are removed by migrating CPU's tasks to GPU. Finally we have optimized global memory accesses. The overall speedup is 23 times over the sequential version. Our results contribute to improving security of random numbers for cryptographic keys as well as reducing the time for evaluation of randomness.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.12 no.12
• /
• pp.6161-6176
• /
• 2018

Pseudorandom numbers are useful in cryptographic operations for using as nonce, initial vector, secret key, etc. Security of the cryptosystem relies on the secret key parameters, so a good pseudorandom number is needed. In this paper, we have proposed a new approach for generation of pseudorandom number. This method uses the three dimensional combinational puzzle Rubik Cube for generation of random numbers. The number of possible combinations of the cube approximates to 43 quintillion. The large possible combination of the cube increases the complexity of brute force attack on the generator. The generator uses cryptographic hash function. Chaotic map is being employed for increasing random behavior. The pseudorandom sequence generated can be used for cryptographic applications. The generated sequences are tested for randomness using NIST Statistical Test Suite and other testing methods. The result of the tests and analysis proves that the generated sequences are random.

• Communications for Statistical Applications and Methods
• /
• v.9 no.3
• /
• pp.765-774
• /
• 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.

• Nuclear Engineering and Technology
• /
• v.53 no.5
• /
• pp.1664-1675
• /
• 2021

In order to verify the statistical performance of the nonparametric tests used in the MARSSIM approach, all plausible contamination distribution types that can be encountered in a survey area should be investigated. As the first of such investigations, this study aims to perform the verification for normal distribution of the contamination in a survey area by simulating the collection of random samples from it through the Monte Carlo simulation. The results of the simulations conducted for a total of 81 simulation cases showed that Sign test and WRS test both exhibited an excellent statistical performance: 100% for the former and 98.8% for the latter. Therefore, in final status surveys of the MARSSIM approach, a high statistical performance can be expected in applying the nonparametric hypothesis tests to survey areas whose net contamination can be assumed to be normally distributed.

• Communications for Statistical Applications and Methods
• /
• v.10 no.2
• /
• pp.353-359
• /
• 2003

This paper deals with the problem of testing mean change with one change-point with the normal random variables. We propose a test with the mean difference for change in a location parameter. A power comparison study of various change-point test statistics is performed via Monte Carlo simulation with S-plus software.