• 제목/요약/키워드: Statistical power of test

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A Study on Goodness-of-fit Test for Density with Unknown Parameters

  • Hang, Changkon;Lee, Minyoung
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.483-497
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    • 2001
  • When one fits a parametric density function to a data set, it is usually advisable to test the goodness of the postulated model. In this paper we study the nonparametric tests for testing the null hypothesis against general alternatives, when the null hypothesis specifies the density function up to unknown parameters. We modify the test statistic which was proposed by the first author and his colleagues. Asymptotic distribution of the modified statistic is derived and its performance is compared with some other tests through simulation.

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On the Robustness of Chi-square Test Procedure for a Compounded Multivariate Normal Mean

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.330-335
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    • 1995
  • The rebustness of one sample Chi-square test for multivariate normal mean vector is investigated when the multivariate normal population is mixed with another multivariate normal population with differing in the mean vector. Explicit expressions for the level of significance and power of the test are derived. Some numerical results indicate that the Chi-square test procedure is quite robust against slight mixtures of multivariate normal populations differing in location parameters.

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An Alternative Unit Root Test Statistic Based on Least Squares Estimator

  • Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.639-647
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    • 2002
  • Efforts to obtain more power for unit root tests have continued. Pantula at el.(1994) compared empirical powers of several unit root test statistics and addressed that the weighted symmetric estimator(WSE) and the unconditional maximum likelihood estimator(UMLE) are the best among them. One can easily see that the powers of these two statistics are almost the same. In this paper we explain a connection between WSE and UMLE and suggest a unit root test statistic which may explain the connection between them.

Page Type Test for Ordered Alternatives on Multiple Ranked Set Samples.

  • Kim, Dong-Hee;Kim, Young-Cheol;Kim, Hyun-Gee
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.479-486
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    • 1999
  • In this paper we propose the test statistic for ordered alternatives on multiple ranked set samples. Since the proposed test statistic is Page type its asymptotic properties are easily obtained. From the simulation works we calculate the power of test statistic($P_{RSS}$) under the underlying distributions such as uniform normal double exponential logistic and Cauchy distribution.

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치의학 연구에서의 표본크기 산출 (Sample size determination in dental research)

  • 임회정
    • 대한치과의사협회지
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    • 제52권9호
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    • pp.558-569
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    • 2014
  • Sample size determination is critical, but not easy to do. Sample size defined as the number of observations in a sample to be studied should be big enough to have a high likelihood of detecting a true difference between groups. Practical procedure for determining sample size, using $G^*$power and previous dental articles, was shown in this study. Examples involving independent t-test, paired t-test, one-way analysis of variance(ANOVA), and one-way repeated-measures(RM) ANOVA were used. The purpose of this study is to enable researchers with non-statistical backgrounds to use in practice freely available statistical software G*power to determine sample size and power.

원전 동력구동 밸브 패킹 마찰력 예측에 관한 연구 (A Study on the Packing Friction Estimation of Power-Operated Valves in Nuclear Power Plants)

  • 류동화;이영신
    • 대한기계학회논문집B
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    • 제37권11호
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    • pp.1053-1060
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    • 2013
  • 본 연구의 목적은 원자력 발전소에서 사용되는 동력구동밸브의 패킹 마찰력 예측에 대한 적절한 방법을 찾는 것이다. 밸브의 패킹은 스템을 통한 누설을 방지하는 것이 목적이나 누설방지를 위하여 글랜드 너트 강하게 조여줄 경우 패킹의 마찰력으로 인하여 밸브 작동성이 떨어지게 된다. 본 연구에서 패킹 마찰력 예측을 위하여 실험적 방법과 통계적 방법을 사용하였다. 실험적 방법은 패킹 조합의 fY값 측정후 현장 밸브에 적용하였으며, 통계적 방법은 과거 10년간의 안전관련 밸브의 진단시험 데이터의 패킹 마찰력값을 표본으로 신뢰구간을 만들어 분석에 이용하였다. 두 방법 모두 실측값과는 상당한 차이를 보였으나 fY값 측정을 통한 실험적 방법 보다는 과거 진단시험 데이터를 이용한 예측이 좀 더 정확한 결과를 보였다.

A Validation Model for the Statistical Power Balance Method Using a Reverberation Chamber

  • Lee, Young Seung;Choi, Sung Woong;Park, Seung Keun
    • Journal of electromagnetic engineering and science
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    • 제13권3호
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    • pp.192-194
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    • 2013
  • This paper proposes a validation model using a reverberation chamber for verification of the effectiveness and accuracy of the statistical power balance (PWB) method. The PWB method treats electromagnetic (EM) field distributions in certain environments as a representative value of an "ensemble" average, so a reverberation chamber is utilized as a testing apparatus to experimentally simulate the sets of measurement field "ensemble" inside a complex environment. Measurements are performed with various test conditions for environmental loss using flat absorbers, and front and side doors of the chamber. Comparison between the PWB analysis and the measurement results shows good agreement, indicating the usefulness of this statistical analysis method for stating the electromagnetic field inside the EM zone as a representative value to general structures.

A Robust Wald-Ttype Test in Linear Regression

  • Nam, Ho-Soo
    • Journal of the Korean Statistical Society
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    • 제26권4호
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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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Asymmetric Modeling in Beta-ARCH Processes

  • S. Y. Hwang;Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.459-468
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    • 2002
  • A class of asymmetric beta-ARCH processes is proposed and connections to traditional ARCH models are explained. Geometric ergodicity of the model is discussed. Conditional least squares as well as maximum likelihood estimators of parameters and their limit results are also presented. A test for symmetry of the model is studied with limiting power of test statistic given.

On Testing Fisher's Linear Discriminant Function When Covariance Matrices Are Unequal

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.325-337
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    • 1993
  • This paper propose two test statistics which enable us to proceed the variable selection in Fisher's linear discriminant function for the case of heterogeneous discrimination with equal training sample size. Simultaneous confidence intervals associated with the test are also given. These are exact and approximate results. The latter is based upon an approximation of a linear sum of Wishart distributions with unequal scale matrices. Using simulated sampling experiments, powers of the two tests have been tabulated, and power comparisons have been made between them.

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