• Journal of the Korean Statistical Society
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• v.25 no.1
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• pp.95-110
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• 1996

We consider the question of efficiency of the Bayes sequential procedure with respect to the optimal fixed sample size Bayes procedure in a simple vs. simple testing problem for data coming from a general nonregular density b(.theta.)h(x)l(x < .theta.). Efficiency is defined in two different ways in these caiculations. Also, the minimax sequential risk (and minimax sequential stratage) is studied as a function of the cost of sampling.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.443-457
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• 2007

This paper deals with the problem of testing the existence of change in mean and estimating the change-point using nonparametric bootstrap technique. A test statistic using Gombay and Horvath (1990)'s functional form is applied to derive a test statistic and nonparametric change-point estimator with bootstrapping idea. Achieved significance level of the test is calculated for the proposed test to show the evidence against the null hypothesis. MSE and percentiles of the bootstrap change-point estimators are given to show the distribution of the proposed estimator in simulation.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.63-76
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• 2001

An adaptive estimation and testing method is proposed for comparing dispersions among several ordered groups. Based upon the large sampling theory for nonparametric quartile estimators, we derive the order restricted estimators and construct a simple test statistic. This test statistic has a mixture of several chi-square distributions as its asymptotic null distribution. The proposed test is illustratively applied to survival time data for the patients with carcinoma of the oropharynx.

• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.395-405
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• 2000

This article addresses the Bayesian hypothesis testing for the comparison of two exponential mans. Conventional Bayes factors with improper non-informative priors are into well defined. The fractional Byes factor(FBF) of O'Hagan(1995) is used to overcome such as difficulty. we derive proper intrinsic priors, whose Bayes factors are asymptotically equivalent to the corresponding FBFs. We demonstrate our results with three examples.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.551-566
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• 2006

In this paper, we consider a Bayesian model selection for the intraclass correlation coefficient in familiar data. In particular, we compare two nested models such as the independence and intraclass models using the reference prior. A criterion for testing is the Bayesian Reference Criterion by Bernardo (1999) and the Intrinsic Bayes Factor by Berger and Pericchi (1996). We provide numerical examples using simulation data sets for illustration.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.103-114
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• 1994

For a $2 \times 2$ factorial design without the restriction of a linear model or without regard to error terms having homoscedasticity, under the null hypothesis of no interaction we can have the rank transformed F statistic for interaction converge in distribution to a chi-squared random variable with one degree of random if and only if there is only main effect.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.79-83
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• 2002

A phase III clinical trial of a new drug for neutropenia induced by chemotherapy is presented and consider adding random effects in crossover design which was used in the clinical study. The diagnostics for its heteroscedasticity based on score statistic is derived for detecting homoscedasticity of errors in crossover design. A small simulation study is peformed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.293-303
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• 1999

When test outcomes of units are dichotomous and he infection rate is small group testing is more efficient that noe-to-one testing in estimating the true p and classifying units as infected or not. In this paper two-sided hypothesis testing and confidence intervals are derived based on the UMP(uniformly most powerful) unbiased test. The UMP unbiased approach is compared with Thompson's and Bhattacharyya et al.'s approaches by computing the length of confidence intervals and capture probabilities and shown to have a number of desirable properties. Unequal allocation one of advantages of the proposed approach is also mentioned.

• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.707-711
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• 2009

We propose new cointegration tests using signs of the regressors as instrumental variable. Our tests have the asymptotic standard normal distribution and are free from the dimension of regressors under the null hypothesis of no cointegration. A Monte-Carlo simulation shows that the proposed tests have a stable size and an improved power. Particulary, the tests have better power for small numbers of observations.

• Journal of the Korean Statistical Society
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• v.21 no.1
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• pp.14-26
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• 1992

In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing multisample sphericity have been derived in the null and nonnull cases when the alternatives are close to the null hypothesis. These expansions are obtained in the form of series of data distributions.