• Title/Summary/Keyword: Statistical power

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Boostrap confidence interval for mean time between failures of a repairable system (수리 가능한 시스템의 평균고장간격시간에 대한 붓스트랩 신뢰구간)

  • 김대경;안미경;박동호
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.53-64
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    • 1998
  • Recently, it is of great interest among engineers and reliability scientists to consider a statistical model to describe the failure times of various types of repairable systems. The main subject we deal with in this paper is the power law process which is proved to be a useful model to describe the reliability growth of the repairable system. In particular, we derive the bootstrap confidence intervals of the mean time between two successive failures of a repairable system using the time truncated data. We also compare our bootstrap confindence intervals with Crow's (1982) confidence interval.

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Correlation Test by Reduced-Spread of Fuzzy Variance

  • Kang, Man-Ki
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.147-155
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    • 2012
  • We propose some properties for a fuzzy correlation test by reduced-spread fuzzy variance for sample fuzzy data. First, we define the condition of fuzzy data for repeatedly observed data or that which includes error term data. By using the average of spreads for fuzzy numbers, we reduce the spread of fuzzy variance and define the agreement index for the degree of acceptance and rejection. Given a non-normal random fuzzy sample, we have bivariate normal distribution by apply Box-Cox power fuzzy transformation and test the fuzzy correlation for independence between the variables provided by the agreement index.

More Powerful Test for Normality Based on the Normalized Sample Lorenz Curve (NORMALIZED SAMPLE LORENZ CURVE를 이용한 검정력이 높은 정규성 검정)

  • 강석복;조영석
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.415-421
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    • 2002
  • Because most common assumption is normality in statistical analysis, testing normality is very important. We propose a new plot and test statistic to test for normality based on the modified Lorenz curve that is proved to be a powerful tool to measure the income inequality within a population of income receivers. We also compare the proposed test statistics with the W test (Shapiro and Wilk (1965)), TL test (Kang and Cho (1999)) in terms of the power of test through by Monte Carlo method. The proposed test is more usually powerful than the other tests except some case.

PD Classification by Neural Networks in Specimen of XLPE Power Cable (XLPE 전력용 케이블 시편의 부분방전원 분류)

  • 박성희;이강원;강성화;임기조
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.17 no.8
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    • pp.898-903
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    • 2004
  • In this paper, neural networks is studied to apply as a PD source classification in XLPE power cable specimen. For treeing discharge sources in the specimen, three defected models are made. And these data making use of a computer-aided discharge analyser, statistical and other discharge parameters is calculated to discrimination between different models of discharge sources. And also these parameter is applied to classify PD sources by neural networks. Neural Networks has good recognition rate for three PD sources.

MEASURE OF DEPARTURE FROM QUASI-SYMMETRY AND BRADLEY-TERRY MODELS FOR SQUARE CONTINGENCY TABLES WITH NOMINAL CATEGORIES

  • Kouji Tahata;Nobuko Miyamoto;Sadao Tomizawa
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.129-147
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    • 2004
  • For square contingency tables with nominal categories, this paper proposes a measure to represent the degree of departure from the quasi-symmetry (QS) model and the Bradley-Terry (BT) model. The measure proposed is expressed by using the Cressie and Read (1984)'s power-divergence or Patil and Taillie (1982)'s diversity index. The measure lies between 0 and 1, and it is useful for comparing the degree of departure from QS or BT in several tables.

A Study on the Statistical characteristics of Hagul Graphic Image Date (한글 Graphic Image Date의 통계적 특성에 관한 연구)

  • 김재석;김재균
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.17 no.2
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    • pp.15-22
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    • 1980
  • For efficient coding of graphic image data, the statistical characteristics for both Korean lettered images and English lettered images are measurpd and co mpared. Also, the measured run length distribution is compared with the run length distribution hased on Markov model. It is shown that the measured white run length distribution is more Bike a negative - power distribution than an exponential distribution . This fact is stronger in the Korean lettered images than is the English lettered images, The performances of four typical run length codes are compared for the same set of graphic data files,, and it is shown that the codes perform better in the Korean ]entered images :hart In Eng]isle lettered images.

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Mathematical representation to assess the wind resource by three parameter Weibull distribution

  • Sukkiramathi, K.;Rajkumar, R.;Seshaiah, C.V.
    • Wind and Structures
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    • v.31 no.5
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    • pp.419-430
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    • 2020
  • Weibull distribution is a conspicuous distribution known for its accuracy and its usage for wind energy analysis. The two and three parameter Weibull distributions are adopted in this study to fit wind speed data. The daily mean wind speed data of Ennore, Tamil Nadu, India has been used to validate the procedure. The parameters are estimated using maximum likelihood method, least square method and moment method. Four statistical tests namely Root mean square error, R2 test, Kolmogorov-Smirnov test and Anderson-Darling test are employed to inspect the fitness of Weibull probability density functions. The value of shape factor, scale factor, wind speed and wind power are determined at a height of 100m using extrapolation of numerical equations. Also, the value of capacity factor is calculated mathematically. This study provides a way to evaluate feasible locations for wind energy assessment, which can be used at any windy site throughout the world.

A Comparative Study on the Bankruptcy Prediction Power of Statistical Model and AI Models: MDA, Inductive,Neural Network (기업도산예측을 위한 통계적모형과 인공지능 모형간의 예측력 비교에 관한 연구 : MDA,귀납적 학습방법, 인공신경망)

  • 이건창
    • Journal of the Korean Operations Research and Management Science Society
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    • v.18 no.2
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    • pp.57-81
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    • 1993
  • This paper is concerned with analyzing the bankruptcy prediction power of three methods : Multivariate Discriminant Analysis (MDA), Inductive Learning, Neural Network, MDA has been famous for its effectiveness for predicting bankrupcy in accounting fields. However, it requires rigorous statistical assumptions, so that violating one of the assumptions may result in biased outputs. In this respect, we alternatively propose the use of two AI models for bankrupcy prediction-inductive learning and neural network. To compare the performance of those two AI models with that of MDA, we have performed massive experiments with a number of Korean bankrupt-cases. Experimental results show that AI models proposed in this study can yield more robust and generalizing bankrupcy prediction than the conventional MDA can do.

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Two Sequential Wilcoxon Tests for Scale Alternatives

  • Mishra, Prafulla-Chandra
    • Journal of the Korean Statistical Society
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    • v.30 no.4
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    • pp.679-691
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    • 2001
  • Two truncated sequential tests are developed for the two-sample scale problem based on the usual Wilcoxon rank-sum statistic for two different dispersion indices - absolute median deviations, when the medians of the two populations X and Y are equal or known and sums of squared mean deviations, when the medians are either unknown or unequal. The first test is briefly called SWAMD test and the second SWSMD test. For the SWAMD test, the percentile points for both the one-sided and two-sided alternatives, (equation omitted) have been found by Wiener approximation and their values computed for a range of values of a and N; analytical expression for the power function has been derived through Wiener process and its performance studied for various sequential designs for exponential distribution. This test has been illustrated by a numerical example. All the results of the SWAMD test, being directly applicable to the SWSMD test, are not dealt with separately Both the tests are compared and their suitable applications indicated.

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A Robust Wald-Ttype Test in Linear Regression

  • Nam, Ho-Soo
    • Journal of the Korean Statistical Society
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    • v.26 no.4
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    • pp.507-520
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    • 1997
  • In this paper we propose a robust Wald-type test which is based on an efficient Mallows-type one-step GM-estimator. The proposed estimator based on the weight function of Song, Park and Nam (1996) has a bounded influence function and a high breakdown point. Under some regularity conditions, we compute the finite-sample breakdown point, and drive asymptotic normality of the proposed estimator. The level and power breakdown points, influence function and asymptotic distribution of the proposed test statistic are main points of this paper. To compare the performance of the proposed test with other tests, we perform some Monte Carlo simulations.

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