• 제목/요약/키워드: Statistical hypothesis

검색결과 790건 처리시간 0.028초

Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.237-249
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    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

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Statistical Tests for the Lead-Lag Relationship between the Stock Price and the Business Indicator

  • Kim, Tae-Ho;Lee, Sung-Duck;Cho, Joong-Jae
    • Journal of the Korean Data and Information Science Society
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    • 제18권1호
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    • pp.41-50
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    • 2007
  • This study attempts to test the lead-lag relationship between the stock price and the business indicator in the multivariate context. It additionally investigates the short and long-run dynamic relationships among the four market variables. The hypothesis that the stock price leads the business indicator is found to be rejected for the whole study period. When structural change is considered, the statistical result appears to reflect the reality. The causal relationships among the variables in the former period are simpler than those in the latter period, and the stock price significantly appears to lead the business indicator. On the other hand, the relationship between the stock price and the business indicator in the latter period appears to prove the recent hypothesis of their coincidence.

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A Study on Cell Influences to Chi-square Statistic in Contingency Tables

  • Kim, Hong-Gie
    • Communications for Statistical Applications and Methods
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    • 제5권1호
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    • pp.35-42
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    • 1998
  • Once a contingency table is constructed, the first interest will be the hypotheses of either homogeneity or independence depending on the sampling scheme. The most widely used test statistic in practice is the classical Pearson's $\chi^2$ statistic. When the null hypothesis is rejected, another natural interest becomes which cell contributed to the rejection of the null hypothesis more than others. For this purpose, so called cell $\chi^2$ components are investigated. In this paper, the influence function of a cell to the $\chi^2$ statistic is derived, which can be used for the same purpose. This function measures the effect of each cell to the $\chi$$^2$ statistic. A numerical example is given to demonstrate the role of the new function.

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Asymptotic Relative Efficiency of Chi-squared Type Tests Based on the Empirical Process

  • Lee, Sang-Yeol
    • Journal of the Korean Statistical Society
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    • 제25권3호
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    • pp.337-346
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    • 1996
  • The chi-squared type statistic generated from the empirical process can be used for testing the goodness of fit hypothesis on iid random sample. Lee (1995) showed that under some conditions, the chi-squared type statistic is asymptotically maximin in the sense of Strasser (1985). Since the chi-squared type statistic depends on the choice of *points in the unit interval, it is worth investigating the points yielding more efficient tests. Motivated by this viewpoint, we are led to study the asymptotic relative efficiency of chi-squared type tests in the same setting of Lee (1995). Some examples are given for illustration.

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통계적 가설검정으로서의 선별검사절차의 검토 (Review of Screening Procedure as Statistical Hypothesis Testing)

  • 권혁무;이민구;김상부;홍성훈
    • 품질경영학회지
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    • 제26권2호
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    • pp.39-50
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    • 1998
  • A screening procedure, where one or more correlated variables are used for screeing, is reviewed from the point of statistical hypothesis testing. Without assuming a specific probability model for the joint distribution of the performance and screening variables, some principles are provided to establish the best screeing region. A, pp.ication examples are provided for two cases; ⅰ) the case where the performance variable is dichotomous and ⅱ) the case where the performance variable is continuous. In case ⅰ), a normal model is assumed for the conditional distribution of the screening variable given the performance variable. In case ⅱ), the performance and screening variables are assumed to be jointly normally distributed.

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A Study on the Influence of Organizational Culture and Authentic Leadership on Job Crafting

  • Kim, Moon Jun
    • International Journal of Internet, Broadcasting and Communication
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    • 제13권1호
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    • pp.123-133
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    • 2021
  • We study confirmed the factors influencing the organizational culture(collective culture, development culture, rational culture, hierarchical culture) perceived by members of the organization and the manager's authentic leadership(self-awareness, balanced information processing, relational transparency, internalized moral perspective) on job crafting. In addition, the relationship between organizational culture and authentic leadership was empirically analyzed. In order to verify the hypothesis of the research model, the survey results of 269 parts were verified as follows using the statistical program of SPSS 24.0. First, the organizational cultures perceived by members of the organization, development culture and rational culture, showed positive (+) influence on job crafting. In other words, Hypothesis 1 established by the research model was partially adopted. Second, the group culture, development culture, and rational culture of organizational culture were statistically significant in the relationship between the hypothesis 2 organizational culture and authentic leadership. In other words, Hypothesis 2 was partially adopted. Third, the three hypotheses of authentic leadership (self-awareness, balanced information processing, relational transparency, and an internalized moral perspective) all showed positive (+) effects on job crafting. As a result of this study, it was possible to confirm the importance of the organizational culture that improves the job-crafting of the members of the organization and the strategic activation plan for authentic leadership. Therefore, the necessity of strategic human resource development for the development and application of programs to revitalize organizational culture and improve the manager's authentic leadership has emerged.

인영기구맥법을 이용한 한의사 A씨의 체질감별 재현성 및 QSCCII체질과의 일치율 분석 (Analysis of Reproducibility of Constitutions dy IGM(InyoungGigu Macjin:人迎氣口脈法) and Agreement Rate between Sasang Constitutions dy QSCCII and Constitutions by IGM)

  • 박수진;권영규
    • 동의생리병리학회지
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    • 제20권1호
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    • pp.262-267
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    • 2006
  • We verified the reproducibility of constitution by IGM and the agreement rate between sasang constitution by QSCCII and constitution by IGM. We analyzed the results of 64 subject who were judged as identical sasang constitution by repeated QSCC II. First, we compared the two results of constitutions by IGM hat peformed by one O.M.D(Oriental Medicine Doctor) at an interval of one year. Second, we examined hypothesis established by one O.M.D, that is about relation of constitutions by IGM and QSCCII, such as I type-Taeeumin, II type-Soyangin and III type-Soeumin in constitutions. There were no statistical significances in reproducibility of constitution by IGM. Although there was a tendency of relevance of sasang constitution by QSCC II with constitution by IGM, there was no statistical significance. Hypothesis that is established by clinical experiences must be verified by an effective statistical method. And there is a necessity to complement the method including mechanical measurements about constitution classification which are performed by a diagnosis relying on individual intuition.

핵심 문항들을 활용한 모델링-강의 평가 자료를 활용한 사례연구 (Model construction with core questions from a course evaluation survey)

  • 박노진
    • Journal of the Korean Data and Information Science Society
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    • 제20권6호
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    • pp.1075-1083
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    • 2009
  • 과학적 연구 방법은 가설을 세우고 실험이나 관찰을 통해 얻은 자료를 이용한 경험적 사실을 바탕으로 가설을 추상화하는 과정을 거치게 된다. 이 과정에서 자료를 획득하는 방법이 추상화의 최초 과정이 되고 많은 경우 서베이 리서치라는 구조화된 문항을 통한 방법이 사용 된다. 자료가 획득된 후에는 회귀분석, 선형구조방정식 등 고급 통계 기법들을 사용하여 가설들을 추상화하는 과정을 거치게 된다. 여기서, 설문지를 통해 많은 수 의 문항들의 응답이 획득되고 추상화를 위해 차원 축소라는 과정을 거치게 된다. 하지만 차원 축소된 정보들이 때때로 실제 현상을 이해하는데 있어서 현실감을 떨어지게 하는 경우도 존재하고 추상화 보다는 설문지 자체에서 어떤 지식을 얻기가 요구되기도 한다. 본 연구에서 설문지의 문항들 중에서 과연 어떤 문항들이 연구하고자 하는 문제의 해답을 줄 수 있는 핵심적인 문항인지를 찾아내고 이들 핵심 문항들로 모델을 구축하는 방법을 제시하였다. 강의 평가 자료를 예제로 사용하여 보다 나은 강의 평가를 받기 위한 전략들을 구상하여 보았다.

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비디오 객체 생성을 위한 자동 영상 분할 방법 (An Automatic Segmentation Method for Video Object Plane Generation)

  • 최재각;김문철;이명호;안치득;김성대
    • 방송공학회논문지
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    • 제2권2호
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    • pp.146-155
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    • 1997
  • 본 논문은 MPEG-4와 같이 객체 및 내용 기반 영상 부호화에 필요한 동영상의 자동 영역 분할 알고리즘을 제안한다. 통계적 가설 검증(statistical hypothesis test)을 사용하여 영상 시퀀스내에 포함된 비디오 객체들(video objects)을 움직임 물체(moving objects)와 배경 (background)으로 자동 분할하는 새로운 영상 분할 알고리즘을 제안한다. 기존 방법들이 두 개의 연속된 영상을 사용하는 반면에, 제안된 방법은 3개의 연속된 영상을 사용하여, 2개의 차영상의 평균값을 비교하여 가설검증을 행함으로써 잡음에 강한 특성을 나타낸다. 그리고 제안된 방법은 기존 방법과는 달리 참분산(true variance)을 사전에 알고 있을 필요가 없는 장점을 갖고 있다[18]. 또한 시간정보만을 이용한 변화 검출 방법의 문제점인 불규칙하고 부정확한 영역의 경계를 공간정보를 이용하여 보정하는 새로운 방법을 제안한다. 시험 결과에서 주어진 것처럼 제안된 시공간정보를 이용한 영상 분할 알고리즘이 시각적으로 의미있는 분할 결과를 제공함을 알 수 있고, 정확한 영역 경계를 추출할 수 있기 때문에 MPEG-4와 같은 객체 기반 영상 부호화에 적용할 경우에 영역 경계에서 상당히 우수한 재생 화질을 얻을 수 있다.

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스케일러블 비디오 부호화에서 통계적 가설 검증 기법을 이용한 고속 화면간 모드 결정 (Fast Intermode Decision for Scalable Video Coding using Statistical Hypothesis Testing)

  • 이범식;함상진;김병선;이근식;박근수;김문철
    • 방송공학회논문지
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    • 제12권3호
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    • pp.250-265
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    • 2007
  • 본 논문에서는 가변 움직임 블록을 이용한 움직임 예측과 계층적 B-화면 구조가 결합되어 많은 연산량이 요구되고 있는 SVC 구조에서 통계적 가설 검증 방법을 적용하여 화면간 움직임 모드 결정을 효율적으로 수행함으로써 부호화 과정의 연산량을 크게 줄일 수 있는 화면간 모드 고속 결정 알고리듬을 소개한다. 제안된 방법은 $16{\times}16$ 매크로 블록과 $8{\times}8$ 하위 매크로 블록에 통계적 가설 검증 기법을 적용하여 실행되며, 현재 블록과 복원된 참조 블록간의 화소값을 비교하여 율-왜곡 최적화 (RDO: Rate Distortion Optimization) 기반 움직임 모드 결정을 고속으로 수행함으로써 SVC의 부호화 과정에서 소요되는 부호화 시간을 전체 연산량 대비 최대 69%까지 감소시킨다. 그러나 연산량 감소에 따른 비트율의 증가나 화질의 열화는 무시할 수 있을 정도로 적음을 실험을 통해 확인하였다.