• 제목/요약/키워드: Statistical power

검색결과 1,611건 처리시간 0.028초

Improved Statistical Testing of Two-class Microarrays with a Robust Statistical Approach

  • Oh, Hee-Seok;Jang, Dong-Ik;Oh, Seung-Yoon;Kim, Hee-Bal
    • Interdisciplinary Bio Central
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    • 제2권2호
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    • pp.4.1-4.6
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    • 2010
  • The most common type of microarray experiment has a simple design using microarray data obtained from two different groups or conditions. A typical method to identify differentially expressed genes (DEGs) between two conditions is the conventional Student's t-test. The t-test is based on the simple estimation of the population variance for a gene using the sample variance of its expression levels. Although empirical Bayes approach improves on the t-statistic by not giving a high rank to genes only because they have a small sample variance, the basic assumption for this is same as the ordinary t-test which is the equality of variances across experimental groups. The t-test and empirical Bayes approach suffer from low statistical power because of the assumption of normal and unimodal distributions for the microarray data analysis. We propose a method to address these problems that is robust to outliers or skewed data, while maintaining the advantages of the classical t-test or modified t-statistics. The resulting data transformation to fit the normality assumption increases the statistical power for identifying DEGs using these statistics.

Goodness of Link Tests for Binary Response Data

  • Yeo, In-Kwon
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.357-366
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    • 2001
  • The present paper develops a method to check the propriety of link functions for binary data. In order to parameterize a certain type of goodness of the link, a family of link functions indexed by a shape parameter is proposed. I first investigate the maximum likelihood estimation of the shape parameter as well as regression parameters and then derive their large sample behaviors of the estimators. A score test is considered to evaluate the goodness of the current link function. For illustration, I employ two families of power transformations, the modulus transformation by John and Draper (1980) and the extended power transformation by Yeo and Johnson (2000), which are appropriate to detect symmetric and asymmetric inadequacy of the selected link function. respectively.

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Type I Error Rates and Power for Omnibus Tests of Repeated Measures Measn in the Split-Plot Design : F test, $\widetilde{\xi}$F test, and CIGA test

  • Kim, Hyunchul
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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    • pp.139-149
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    • 1997
  • For split plot designs exact univariate F tests of the within-subjects main effect are based on the assumption of multisample sphericity. Type I error rates and power are reported for the F test and two tests designed for use when multisample sphericity is violated: the $\widetilde{\xi}$-adjusted test and the Corrected Improved General Approximation(CIGA) test.The results indicate that even though the F test and the $\widetilde{\xi}$-adjusted test have better power than the CIGA test in some conditions, the F test and the $\widetilde{\xi}$-adjusted test do not control Type I error rates when the design is unbalanced and the F test dose not have a good control of Type I error rates when sphericity assumption is severely violated.

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A Modification of the W Test for Exponentiality

  • Kim, Nam-Hyun
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.159-171
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    • 2001
  • Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent ; that is, the power of the test will not approach 1 as the sample size increases. Hence we give a test based on the ratio of two asymptotically efficient estimates of scale. We also have conducted a power study to compare the test procedures, using Monte Carlo samples from a wide range of alternatives. It is found that the suggested statistics have higher power for the alternatives with the coefficient of variation greater that or equal to 1.

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On an Information Theoretic Diagnostic Measure for Detecting Influential Observations in LDA

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제25권2호
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    • pp.289-301
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    • 1996
  • This paper suggests a new diagnostic measure for detecting influential observations in two group linear discriminant analysis(LDA). It is developed from an information theoretic point of view using the minimum discrimination information(MDI) methodology. MDI estimator of symmetric divergence by Kullback(l967) is taken as a measure of the power of discrimination in LDA. It is shown that the effect of an observation over the power of discrimination is fully explained by the diagnostic measure. Asymptotic distribution of the proposed measure is derived as a function of independent chi-squared and standard normal variables. By means of the distributions, a couple of methods are suggested for detecting the influential observations in LDA. Performance of the suggested methods are examined through a simulation study.

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Numerical Iteration for Stationary Probabilities of Markov Chains

  • Na, Seongryong
    • Communications for Statistical Applications and Methods
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    • 제21권6호
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    • pp.513-520
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    • 2014
  • We study numerical methods to obtain the stationary probabilities of continuous-time Markov chains whose embedded chains are periodic. The power method is applied to the balance equations of the periodic embedded Markov chains. The power method can have the convergence speed of exponential rate that is ambiguous in its application to original continuous-time Markov chains since the embedded chains are discrete-time processes. An illustrative example is presented to investigate the numerical iteration of this paper. A numerical study shows that a rapid and stable solution for stationary probabilities can be achieved regardless of periodicity and initial conditions.

Omnibus tests for multivariate normality based on Mardia's skewness and kurtosis using normalizing transformation

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제27권5호
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    • pp.501-510
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    • 2020
  • Mardia (Biometrika, 57, 519-530, 1970) defined measures of multivariate skewness and kurtosis. Based on these measures, omnibus test statistics of multivariate normality are proposed using normalizing transformations. The transformations we consider are normal approximation and a Wilson-Hilferty transformation. The normalizing transformation proposed by Enomoto et al. (Communications in Statistics-Simulation and Computation, 49, 684-698, 2019) for the Mardia's kurtosis is also considered. A comparison of power is conducted by a simulation study. As a result, sum of squares of the normal approximation to the Mardia's skewness and the Enomoto's normalizing transformation to the Mardia's kurtosis seems to have relatively good power over the alternatives that are considered.

낙뢰분석 프로그램 개발과 이를 이용한 뇌격위치표정시스템의 낙뢰파형 분석결과 (Development of Lightning Parameter Analysis Program and Analysis Result of LPATS Lightning Waveforms)

  • 우정욱;심응보
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 하계학술대회 논문집 E
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    • pp.1571-1573
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    • 1998
  • To study the basic research of the lightning parameter for power system operation. LPATS(Lightning Position and Tracking System) has been introduced since 1995 in KEPCO. We have developed the lightning parameter analysis program. We obtained the various statistical distribution of lightning current parameters from 1995 by this program. In this paper, we describe LPATS system configuration. the algorithm of the program and the statistical distribution of lightning current parameters from 1996 to 1997.

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ATM 교환시스템의 PBA 실장밀도 평가와 예측 (evaluation of PBAs packaging density in an ATM switching system)

  • 이명호;전용일;전병윤;박권철
    • 전자공학회논문지A
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    • 제33A권3호
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    • pp.55-64
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    • 1996
  • In this paper, we analyze packaging data of th eprinted board assemblies (PBAs) of an ATM switching system (the first network test bed) by statistical methods and discuss the relation between devices packaging area of a PBA and power consumption by a regression nalysis method. As a result, we evaluate the maximum power consumption of the PBA. And, this paper presents a forecasting mehtod of the packagable maximum power consumption per a PBA when TTL devices are replaced by ASIC or FPGA ones in a PBA. And, we forecast the possibility of packaging ATM switch circuit packs in the near future form a statistical viewpoint. These evaluation and forecasting results can reduce much development cost and time because trial nd error will not be made using these useful data when phase II ATM switching system will be realized in the near future.

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검출력 향상된 자기상관 공정용 관리도의 강건 설계 : 반도체 공정설비 센서데이터 응용 (Power Enhanced Design of Robust Control Charts for Autocorrelated Processes : Application on Sensor Data in Semiconductor Manufacturing)

  • 이현철
    • 산업경영시스템학회지
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    • 제34권4호
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    • pp.57-65
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    • 2011
  • Monitoring auto correlated processes is prevalent in recent manufacturing environments. As a proactive control for manufacturing processes is emphasized especially in the semiconductor industry, it is natural to monitor real-time status of equipment through sensor rather than resultant output status of the processes. Equipment's sensor data show various forms of correlation features. Among them, considerable amount of sensor data, statistically autocorrelated, is well represented by Box-Jenkins autoregressive moving average (ARMA) model. In this paper, we present a design method of statistical process control (SPC) used for monitoring processes represented by the ARMA model. The proposed method shows benefits in the power of detecting process changes, and considers robustness to ARMA modeling errors simultaneously. We prove benefits through Monte carlo simulation-based investigations.