• Title/Summary/Keyword: Statistical hypothesis

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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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Internet Poll System

  • Kim, Yon-Hyong;Oh, Min-Gweon
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.927-935
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    • 2000
  • In this paper we propose a poll system n the internet. This system expects to increase the confidence of the internet poll results by sampling theory(proportional allocation). This system provides a cross-tale and result of hypothesis test which plays an important role for decision making. These results do offer a few statistical packages(such as SAS, SPSS) in the world wide web.

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An Improved Method for Detection of Moving Objects in Image Sequences Using Statistical Hypothesis Tests

  • Park, Jae-Gark;Kim, Munchurl;Lee, Myoung-Ho;Ahn, Chei-Teuk
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 1998.06b
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    • pp.171-176
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    • 1998
  • This paper resents a spatio-temporal video segmentation method. The algorithm segments each frame of video sequences captured by a static or moving camera into moving objects (foreground) and background using a statistical hypothesis test. In the proposed method, three consecutive image frames are exploited and a hypothesis testing is performed by comparing two means from two consecutive difference images, which results in a T-test. This hypothesis test yields change detection mask that indicates moving areas (foreground) and non-moving areas (background). Moreover, an effective method for extracting object mask form change detection mask is proposed.

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A Simultaneous Test Procedure

  • Hong, Seungman;Cho, Joong-Jae;Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.11-22
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    • 2014
  • In this study, we propose a simultaneous test procedure based on the individual - values for each sub-null hypothesis with several well-known combining functions. We then compare the efficiency of our procedure with existing tests by obtaining empirical powers through a simulation study. Finally, we discuss some interesting features related to simultaneous test and point out a misconduct for the simulation study published in the previous work.

A Simple Nonparametric Test of Complete Independence

  • Park, Cheol-Yong
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.411-416
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    • 1998
  • A simple nonparametric test of complete or total independence is suggested for continuous multivariate distributions. This procedure first discretizes the original variables based on their order statistics, and then tests the hypothesis of complete independence for the resulting contingency table. Under the hypothesis of independence, the chi-squared test statistic has an asymptotic chi-squared distribution. We present a simulation study to illustrate the accuracy in finite samples of the limiting distribution of the test statistic. We compare our method to another nonparametric test of complete independence via a simulation study. Finally, we apply our method to the residuals from a real data set.

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The Generalized Logistic Models with Transformations

  • Yeo, In-Kwon;Richard a. Johnson
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.495-506
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    • 1998
  • The proposed class of generalized logistic models, indexed by an extra parameter, can be used to model or to examine symmetric or asymmetric discrepancies from the logistic model. When there are a finite number of different design points, we are mainly concerned with maximum likelihood estimation of parameters and in deriving their large sample behavior A score test and a bootstrap hypothesis test are also considered to check if the standard logistic model is appropriate to fit the data or if a generalization is needed .

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Hypothesis Testing for New Scores in a Linear Model

  • Park, Young-Hun
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.1007-1015
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    • 2003
  • In this paper we introduced a new score generating function for the rank dispersion function in a general linear model. Based on the new score function, we derived the null asymptotic theory of the rank-based hypothesis testing in a linear model. In essence we showed that several rank test statistics, which are primarily focused on our new score generating function and new dispersion function, are mainly distribution free and asymptotically converges to a chi-square distribution.

Computing Fractional Bayes Factor Using the Generalized Savage-Dickey Density Ratio

  • Younshik Chung;Lee, Sangjeen
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.385-396
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    • 1998
  • A computing method of fractional Bayes factor (FBF) for a point null hypothesis is explained. We propose alternative form of FBF that is the product of density ratio and a quantity using the generalized Savage-Dickey density ratio method. When it is difficult to compute the alternative form of FBF analytically, each term of the proposed form can be estimated by MCMC method. Finally, two examples are given.

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Bayes Factor for Change-point with Conjugate Prior

  • Chung, Youn-Shik;Dey, Dipak-K.
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.577-588
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    • 1996
  • The Bayes factor provides a possible hierarchical Bayesian approach for studying the change point problems. A hypothesis for testing change versus no change is considered using predictive distributions. When the underlying distribution is in one-parameter exponential family with conjugate priors, Bayes factors are investigated to the hypothesis above. Finally one example is provided .

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