• 제목/요약/키워드: Statistical hypothesis testing

검색결과 228건 처리시간 0.027초

On the Effect of Estimated Mean for the Weighted Symmetric Estimator

  • Key Il Shin;Hee Jeong Kang
    • Communications for Statistical Applications and Methods
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    • 제4권3호
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    • pp.903-909
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    • 1997
  • The ordinary least squares estimator and the corresponding pivotal statistics have been widely used for the unit test. Recently several test criteria based on maximum likelihood estimators and weighted symmetric estimator have been proposed for testing the unit root hypothesis in the autoregressive processes. Pantula at el. (1994) showed that the weighted symmetric estimator has good power properties. In this article we use an adjusted estimator for mean in the model when we use weighted symmetric estimator. A simulation study shows that for the small samples, this new test criterion has better power properties than the weighted symmetric estimator.

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Goodness-of-Fit Test Based on Smoothing Parameter Selection Criteria

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
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    • 제2권1호
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    • pp.122-136
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    • 1995
  • The objective of this research is to investigate the problem of goodness-of-fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large sample properties of a new test statistic $\hat{\lambda_a}$ is investigated. The test statistic $\hat{\lambda_a}$ is itself a smoothing parameter which is selected to minimize an estimated MISE for a truncated series estimator of the comparison density function. Therefore, this test statistic leads immediately to a point estimate of the density function th the event that $H_0$ is rejected. The limiting distribution of $\hat{\lambda_a}$ is obtained under the null hypothesis. It is also shown that this test is consistent against fixed alternatives.

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THE USE OF ANECDOTES IN TEACHING THE INTRODUCTORY STATISTICS FOR THE PROSPECTIVE TEACHERS

  • Lee, Sang-Gone
    • 호남수학학술지
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    • 제31권4호
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    • pp.541-558
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    • 2009
  • Anecdotes can produce an emotional and simple response that decreases stress and anxiety in a classroom. The use of anecdotes in building concepts of statistics can support an effective way of teaching and learning statistics. Particularly, we demonstrate several anecdotes including pictures as the medium of image that are designed to motivate statistical ideas by placing them at the beginning of a lecture and by appealing to prospective teachers weighed down. Our purpose is that under the constructivist view, prospective teachers have an opportunity effectively to teach statistical concepts using humorous anecdotes and to experience significant beliefs on identifying some frequent misconceptions in statistics. At this procedure, the anecdotal teaching practice is concerned with describing and evaluating many humorous anecdotes we have found useful in teaching introductory statistics. We hope that this paper can be helpful to prospective teachers who will teach students such topics as descriptive statistics, sampling, and hypothesis testing.

Van der Waerden의 통계량을 이용한 영상에서의 효율적인 에지검출기법 (An Efficient Edge Detection Using Van der Waerden′s Statistic in Images)

  • 최명희;이호근;김주원;하영호
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 하계종합학술대회 논문집(4)
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    • pp.215-218
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    • 2002
  • The edges of an image hold much of the information in that image. The edges tell where objects are, their shape and size, and something about their texture. An edge is where the intensity of an image moves from a low value to a high value. We introduce the edge detection using the differential operator with Sobel operator and describe a nonparametric Wilcoxon test based on statistical hypothesis testing for the detection of edges. This paper proposes an efficient edge detection using Van der Waerden's statistic in original and noisy images. We use the threshold determined by specifying significance level a and an edge-height parameter. Comparison with our statistical test and Sobel operator shows that Van der Waerden method perform more effectively in both noisy and noise-free images.

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Moving Estimates Test for Jumps in Time Series Models

  • Na, O-Kyoung;Lee, Seon-Joo;Lee, Sang-Yeol;Choi, In-Bong
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.205-217
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    • 2006
  • In this paper, we consider the problem of testing for a change of the parameter function ${\theta}(t)$ that may have a discontinuity at some unknown point ${\tau}$. We introduce a varying-h moving estimate to test the null hypothesis that ${\theta}(t)$ is continuous against the alternative that ${\theta}({\tau}-){\neq}{\theta}({\tau}+)$. Simulation results are provided for illustration.

Nonparametric Test Procedures for Change Point Problems in Scale Parameter

  • Cho, Wan-Hyun;Lee, Jae-Chang
    • Journal of the Korean Statistical Society
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    • 제19권2호
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    • pp.128-138
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    • 1990
  • In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.

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Nonparametric analysis of income distributions among different regions based on energy distance with applications to China Health and Nutrition Survey data

  • Ma, Zhihua;Xue, Yishu;Hu, Guanyu
    • Communications for Statistical Applications and Methods
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    • 제26권1호
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    • pp.57-67
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    • 2019
  • Income distribution is a major concern in economic theory. In regional economics, it is often of interest to compare income distributions in different regions. Traditional methods often compare the income inequality of different regions by assuming parametric forms of the income distributions, or using summary statistics like the Gini coefficient. In this paper, we propose a nonparametric procedure to test for heterogeneity in income distributions among different regions, and a K-means clustering procedure for clustering income distributions based on energy distance. In simulation studies, it is shown that the energy distance based method has competitive results with other common methods in hypothesis testing, and the energy distance based clustering method performs well in the clustering problem. The proposed approaches are applied in analyzing data from China Health and Nutrition Survey 2011. The results indicate that there are significant differences among income distributions of the 12 provinces in the dataset. After applying a 4-means clustering algorithm, we obtained the clustering results of the income distributions in the 12 provinces.

Statistical Analysis of 3D Volume of Red Blood Cells with Different Shapes via Digital Holographic Microscopy

  • Yi, Faliu;Lee, Chung-Ghiu;Moon, In-Kyu
    • Journal of the Optical Society of Korea
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    • 제16권2호
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    • pp.115-120
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    • 2012
  • In this paper, we present a method to automatically quantify the three-dimensional (3D) volume of red blood cells (RBCs) using off-axis digital holographic microscopy. The RBCs digital holograms are recorded via a CCD camera using an off-axis interferometry setup. The RBCs' phase image is reconstructed from the recorded off-axis digital hologram by a computational reconstruction algorithm. The watershed segmentation algorithm is applied to the reconstructed phase image to remove background parts and obtain clear targets in the phase image with many single RBCs. After segmenting the reconstructed RBCs' phase image, all single RBCs are extracted, and the 3D volume of each single RBC is then measured with the surface area and the phase values of the corresponding RBC. In order to demonstrate the feasibility of the proposed method to automatically calculate the 3D volume of RBC, two typical shapes of RBCs, i.e., stomatocyte/discocyte, are tested via experiments. Statistical distributions of 3D volume for each class of RBC are generated by using our algorithm. Statistical hypothesis testing is conducted to investigate the difference between the statistical distributions for the two typical shapes of RBCs. Our experimental results illustrate that our study opens the possibility of automated quantitative analysis of 3D volume in various types of RBCs.

이변량 음이항 모형에서 붓스트랩 방법을 이용한 과대산포에 대한 검정 (Testing for Overdispersion in a Bivariate Negative Binomial Distribution Using Bootstrap Method)

  • 전명식;정병철
    • 응용통계연구
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    • 제21권2호
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    • pp.341-353
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    • 2008
  • 본 연구에서는 이변량 음이항 분포에서 과대산포와 "내재적 상"의 존재유무에 대한 가설검정 문제를 다루었다. 과대산포에 대한 스코어 검정의 표준정규분포 근사는 명목 유의수준을 과소추정한 반면 "내재적 상"에 대한 스코어 검정은 명목유의수준을 과대 추정하고 있음을 보였다. 본 연구에서는 이와 같은 스코어 검정의 표준정규분포 근사의 문제점을 해결하기 위하여 붓스트랩 방법을 제안하였다. 스코어 검정에 대한 붓스트랩 방법은 두 검정에서 명목유의수준을 제대로 유지하고 검정력도 높게 나타나 스코어 검정의 표준정규분포 근사에 존재하는 문제를 해결하는 효율적인 대안으로 판단된다.

Understanding Career Optimism on Employee Engagement: Broaden-Built and Organizational Theory Perspective

  • MAPPAMIRING, Mappamiring;PUTRA, Aditya Halim Perdana Kusuma
    • The Journal of Asian Finance, Economics and Business
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    • 제8권2호
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    • pp.605-616
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    • 2021
  • Objectively, the purpose of this study aims to re-confirm and analyze the relationship between variables through direct relationships and mediation (i.e., career optimism (CO), organizational fairness (OF), organizational entrepreneurship commitment (OEC) on employee engagement). This study also addresses whether career optimism provides a strong-impact if it mediates other antecedent variables on employee engagement. Therefore, to test and prove this, we made observations on 200 samples comprising lecturers in Indonesia. The data collection method uses a survey both offline and online. Through the PLS-SEM approach, the statistical testing demonstration states that all hypotheses, either through direct relationship or mediation, are proven to have a positive and significant effect. Career optimism has also proven to be a substantial and positive contribution to testing employee engagement as a mediating variable. The results of seven hypothesis testing in our study confirm that the broaden-built theory and organizational theory are closely related. Therefore, this study positively contributes to human resource management's science to balance the psychological and organizational aspects. In this study, we also add that consistency and a positive attitude in a career trigger a person's career optimization in a better and more positive direction, especially for career-path and employee engagement.