• Title/Summary/Keyword: Statistical hypothesis testing

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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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Small Target Detection with Clutter Rejection using Stochastic Hypothesis Testing

  • Kang, Suk-Jong;Kim, Do-Jong;Ko, Jung-Ho;Bae, Hyeon-Deok
    • Journal of Korea Multimedia Society
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    • v.10 no.12
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    • pp.1559-1565
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    • 2007
  • The many target-detection methods that use forward-looking infrared (FUR) images can deal with large targets measuring $70{\times}40$ pixels, utilizing their shape features. However, detection small targets is difficult because they are more obscure and there are many target-like objects. Therefore, few studies have examined how to detect small targets consisting of fewer than $30{\times}10$ pixels. This paper presents a small target detection method using clutter rejection with stochastic hypothesis testing for FLIR imagery. The proposed algorithm consists of two stages; detection and clutter rejection. In the detection stage, the mean of the input FLIR image is first removed and then the image is segmented using Otsu's method. A closing operation is also applied during the detection stage in order to merge any single targets detected separately. Then, the residual of the clutters is eliminated using statistical hypothesis testing based on the t-test. Several FLIR images are used to prove the performance of the proposed algorithm. The experimental results show that the proposed algorithm accurately detects small targets (Jess than $30{\times}10$ pixels) with a low false alarm rate compared to the center-surround difference method using the receiver operating characteristics (ROC) curve.

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

  • Lee, Bum-Shik;Hahm, Sang-Jin;Kim, Byung-Sun;Lee, Keun-Sik;Park, Keun-Soo;Kim, Mun-Churl
    • Journal of Broadcast Engineering
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    • v.12 no.3
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    • pp.250-265
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    • 2007
  • In this paper, a fast intermode decision scheme is introduced by efficiently performing the mode decision using statistical hypothesis testing for hierarchical B-picture coding of SVC, in which much computational power is expensed for combined variable block sizes and hierarchical B-pictures. The hypothesis testing in the proposed method is performed on $16{\times}16\;and\;8{\times}8$ blocks to have early termination for RD computation of all possible modes. The early termination in intermode decision is performed by comparing the pixel values of current blocks and corresponding motion-compensated blocks. The proposed scheme exhibits effective early termination behavior in intermode decision and leads to a significant reduction up to 69% in computational complexity with slight increment in bit amounts. The degradation of visual quality turns out to be negligible in terms of PSNR values.

A Bayesian Approach to Assessing Population Bioequivalence in a 2 ${\times}$ 2 Crossover Design

  • Oh, Hyun-Sook;Ko, Seoung-Gon
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.67-72
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    • 2002
  • A Bayesian testing procedure is proposed for assessment of bioequivalence in both mean and variance which ensures population bioequivalence under normality assumption. We derive the joint posterior distribution of the means and variances in a standard 2 ${\times}$ 2 crossover experimental design and propose a Bayesian testing procedure for bioequivalence based on a Markov chain Monte Carlo methods. The proposed method is applied to a real data set.

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Efficiency and Minimaxity of Bayes Sequential Procedures in Simple versus Simple Hypothesis Testing for General Nonregular Models

  • Hyun Sook Oh;Anirban DasGupta
    • 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.

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Instrinsic Priors for Testing Two Exponential Means with the Fractional Bayes Factor

  • Kim, Seong W.;Kim, Hyunsoo
    • 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.

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Bayesian Hypothesis Testing for Intraclass Correlation Coefficient

  • Lee, Seung-A;Kim, Dal-Ho
    • 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.

ASYMPTPTIC DISTRIBUTION OF LIKELINOOD RATIO STATISTIC FOR TESTING MULTISAMPLE SPHERICITY

  • Gupta, A.K.;Nagar, D.K.;Jain, Kalpana
    • 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.

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Testing the Randomness of the Coefficients In First Order Autoregressive Processes

  • Park, Sangwoo;Lee, Sangyeol;Sun Y. Hwang
    • Journal of the Korean Statistical Society
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    • v.27 no.2
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    • pp.189-195
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    • 1998
  • In this paper, we are concerned with the problem of testing the randomness of the coefficients in a first order autoregressive model. A consistent test based on prediction error is suggested. It is shown that under the null hypothesis, the test statistic is asymptotically normal.

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Developing of Exact Tests for Order-Restrictions in Categorical Data (범주형 자료에서 순서화된 대립가설 검정을 위한 정확검정의 개발)

  • Nam, Jusun;Kang, Seung-Ho
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.595-610
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    • 2013
  • Testing of order-restricted alternative hypothesis in $2{\times}k$ contingency tables can be applied to various fields of medicine, sociology, and business administration. Most testing methods have been developed based on a large sample theory. In the case of a small sample size or unbalanced sample size, the Type I error rate of the testing method (based on a large sample theory) is very different from the target point of 5%. In this paper, the exact testing method is introduced in regards to the testing of an order-restricted alternative hypothesis in categorical data (particularly if a small sample size or extreme unbalanced data). Power and exact p-value are calculated, respectively.