• 제목/요약/키워드: Statistical power of test

검색결과 475건 처리시간 0.022초

The Role of Artificial Observations in Testing for the Difference of Proportions in Misclassified Binary Data

  • Lee, Seung-Chun
    • 응용통계연구
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    • 제25권3호
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    • pp.513-520
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    • 2012
  • An Agresti-Coull type test is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The performance of the test is compared with the likelihood-based tests. It is shown that the Agresti-Coull test has many desirable properties in that it can approximate the nominal significance level with compatible power performance.

비밀키 암호 시스템의 통계적 특성 분석을 위한 Randomness test 방법의 비교 고찰 (On Randomness tests for the Statistical Analysis of Symmetric Ciphers)

  • 김종희;염대현;이필중
    • 한국정보보호학회:학술대회논문집
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    • 한국정보보호학회 1998년도 종합학술발표회논문집
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    • pp.421-441
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    • 1998
  • 본 논문에서는 스트림 암호 알고리즘과 블록 암호 알고리즘과 같은 비밀키 암호 시스템의 통계적 특성을 측정하기 위하여 사용된 여러 가지 randomness 테스트 방법들을 구현하여 그 성능을 randomness test의 power측면에서 서로 비교하였다. 여기서, power란 randomness test가 nonrandom한 비트 스트림을 얼마나 정확하게 검정할 수 있는 가를 나타내는 적도이다. 그리고, 스트림 암호 알고리즘과 블록 암호 알고리즘의 통계적 특성을 측정하기 위해 가장 효율적이라고 생각되는 테스트 방법들을 찾아 이 방법들을 사용할 것을 제안한다. 끝으로 제안된 방법들을 이용하여, DES, AES후보 알고리즘, SEED의 통계적 특성을 분석하였다.

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가능도 함수를 기초로 한 다변량 정규성 검정 (A Test of the Multivariate Normality Based on Likelihood Functions)

  • 여인권
    • 응용통계연구
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    • 제15권2호
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    • pp.223-232
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    • 2002
  • 이 논문에서는 비선형 변환과 가능도 함수를 이용하여 다변량 자료의 정규성을 검정하는 방법에 대해 알아본다. 사용된 변환은 변환모수에 따라 여러 가지 형태를 가지는 변환족을 구성하는데 이 변환모수를 검정하여 자료의 정규성을 검정한다. 모수의 검정은 점수함수(score function)을 기초로 이루어지며 표본크기가 적은 경우에도 검정통계량의 분포를 유도하기 위한 모수적 붓스트랩 검정방법이 사용된다. 모의실험 결과 기존의 방법과 검정력을 비교하여 제안된 방법이 검정력이 높은 것으로 나타났다.

Development of wall-thinning evaluation procedure for nuclear power plant piping - Part 2: Local wall-thinning estimation method

  • Yun, Hun;Moon, Seung-Jae;Oh, Young-Jin
    • Nuclear Engineering and Technology
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    • 제52권9호
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    • pp.2119-2129
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    • 2020
  • Flow-accelerated corrosion (FAC), liquid droplet impingement erosion (LDIE), cavitation and flashing can cause continuous wall-thinning in nuclear secondary pipes. In order to prevent pipe rupture events resulting from the wall-thinning, most NPPs (nuclear power plants) implement their management programs, which include periodic thickness inspection using UT (ultrasonic test). Meanwhile, it is well known in field experiences that the thickness measurement errors (or deviations) are often comparable with the amount of thickness reduction. Because of these errors, it is difficult to estimate wall-thinning exactly whether the significant thinning has occurred in the inspected components or not. In the previous study, the authors presented an approximate estimation procedure as the first step for thickness measurement deviations at each inspected component and the statistical & quantitative characteristics of the measurement deviations using plant experience data. In this study, statistical significance was quantified for the current methods used for wall-thinning determination. Also, the authors proposed new estimation procedures for determining local wall-thinning to overcome the weakness of the current methods, in which the proposed procedure is based on analysis of variance (ANOVA) method using subgrouping of measured thinning values at all measurement grids. The new procedures were also quantified for their statistical significance. As the results, it is confirmed that the new methods have better estimation confidence than the methods having used until now.

도시와 농촌의 13세 어린이에 대한 굴절상태 분석 (Analysis of Refractive Status between Urban and Rural Region in 13-year-old Children)

  • 김덕훈;김정숙
    • 한국임상보건과학회지
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    • 제5권1호
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    • pp.808-815
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    • 2017
  • Purpose. To analyze the refractive status between urban and rural regions, of children in Korea, in the age group of 13. Methods. From October 2016 to January 2017, forty subjects( 20 male subjects, 20 female subjects; 13 years) were performed in refraction test using the Auto-Refraction. Myopia, hyperopia, astigmatism, and anisometropia were defined as spherical equivalent(SE)${\leq}-0.50$ diopters, SE ${\geq}+1.00D$, cylinder error ${\geq}0.75D$ and SE difference${\geq}1.00D$ between binocular eyes, respectively. Results. The refractive error by spherical equivalent among all subjects was myopia 76.25%, astigmatism 35%, emmetropia 16.25%, anisometropia 8.75%, and hyperopia 5%. The prevalence of myopia and astigmatism were much more common in urban than rural region although the difference was not statically significant. Emmetropia and astigmatism were much more common in rural region than urban although the difference was not statically significant. The prevalence of spherical equivalent was much common from -1.00 diopter to -4.00 diopter. On the other hand, the prevalence of myopia was much more than hyperopia. There was a statistical significance between OD and OS of rural region in the spherical equivalent power(p<.000). Also, There was a statistical significance between OD and OS of urban region in the spherical equivalent power(p<.004). Therefore, there was a significant statistical similarity between urban and rural regions on the OD and OS in the spherical equivalent power. On the other hand, There was a significant statistical similarity between urban and rural regions of the OD and OS in the astigmatism power(p<0.000). However, in the rural and urban regions there was not statistical significance in the OD and OS concerning the spherical equivalent power and astigmatism power (p>0.1). Conclusions. Myopia was the most common refractive error in Korea young children. while hyperopia was few. There was not a statistical significance as age between rural and urban at spherical equivalent power( P> 0.01). These results suggested that the analysis of the refractive status at young children can give the useful diagnosis data for the correction of visual acuity.

A comparison of tests for homoscedasticity using simulation and empirical data

  • Anastasios Katsileros;Nikolaos Antonetsis;Paschalis Mouzaidis;Eleni Tani;Penelope J. Bebeli;Alex Karagrigoriou
    • Communications for Statistical Applications and Methods
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    • 제31권1호
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    • pp.1-35
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    • 2024
  • The assumption of homoscedasticity is one of the most crucial assumptions for many parametric tests used in the biological sciences. The aim of this paper is to compare the empirical probability of type I error and the power of ten parametric and two non-parametric tests for homoscedasticity with simulations under different types of distributions, number of groups, number of samples per group, variance ratio and significance levels, as well as through empirical data from an agricultural experiment. According to the findings of the simulation study, when there is no violation of the assumption of normality and the groups have equal variances and equal number of samples, the Bhandary-Dai, Cochran's C, Hartley's Fmax, Levene (trimmed mean) and Bartlett tests are considered robust. The Levene (absolute and square deviations) tests show a high probability of type I error in a small number of samples, which increases as the number of groups rises. When data groups display a nonnormal distribution, researchers should utilize the Levene (trimmed mean), O'Brien and Brown-Forsythe tests. On the other hand, if the assumption of normality is not violated but diagnostic plots indicate unequal variances between groups, researchers are advised to use the Bartlett, Z-variance, Bhandary-Dai and Levene (trimmed mean) tests. Assessing the tests being considered, the test that stands out as the most well-rounded choice is the Levene's test (trimmed mean), which provides satisfactory type I error control and relatively high power. According to the findings of the study and for the scenarios considered, the two non-parametric tests are not recommended. In conclusion, it is suggested to initially check for normality and consider the number of samples per group before choosing the most appropriate test for homoscedasticity.

한국 어린이의 연령에 따른 굴절이상 분석 (Analysis of Refractive Error according to Aging in Young Children in South Korea)

  • 김덕훈;김대년
    • 한국임상보건과학회지
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    • 제2권4호
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    • pp.239-246
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    • 2014
  • Purpose. to describe the prevalence of refractive error according to aging in young children in South Korea. Methods : From July 2013 to June 2014, five hundred subjects( 250 male subjects, 250 female subjects; aged between 7 and 12 years) were performed in refraction test using the Auto-Refraction. Myopia, hyperopia, astigmatism, and anisometropia were defined as spherical equivalent(SE)${\leq}-0.50$ diopters, SE ${\geq}+2.00$ D, cylinder error ${\geq}0.75$ D and SE difference${\geq}1.00$ D between binocular eyes, respectively. Results. The refractive error by spherical equivalent among all subjects was myopia 80.41%, astigmatism 44.89%, emmetropia 18.27%, anisometropia 16.92%, and hyperopia 1.32%. The prevalence of myopia increased with age. but hyperopia was decrease. Myopia and astigmatism were much more common in male than females although the difference was not statically significant. Emmetropia and hyperopia were much more common in female than males although the difference was not statically significant. The prevalence of spherical equivalent was much common from -1.00 diopter to 0.99 diopter. On the other hand, the prevalence of myopia was much more than hyperopia. There was a statistical significance between 9 year and 10 year of female in the spherical equivalent power(p>0.05). In all another group of age, there was not a statistical significance as aging in spherical equivalent power(p>0.5). However, there was a statistical significance between male and female as age in the spherical equivalent power(P>0.01). Conclusions: Myopia was the most common refractive error in Korea young children, while hyperopia was decreased after 7 years. There was a statistical significance as age between male and female at spherical equivalent power(P> 0.01). these results suggested that the analysis of the refractive error as age at young children can give the useful diagnosis data for the correction of visual function.

닭-달걀 간 통계적 인과성 논란의 판별 (Identifying the Chickens-Eggs Statistical Lead-Lag Dilemma)

  • 김태호;김민정;이진완
    • 응용통계연구
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    • 제26권3호
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    • pp.401-411
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    • 2013
  • 변수들 간 인과관계는 시차 회귀방정식을 사용한 초기의 검정법 이후 새로운 통계적 기법이 계속 개발되면서 더욱 다양하고 효율적인 분석이 가능하게 되었지만 오랜 논쟁의 대상인 닭과 달걀 간 선행관계에 대한 검정은 의외로 간과되어왔다. 본 연구에서는 현대적 관점에서 두 변수 간 인과관계를 학문적으로 조명해보기 위해 사용가능한 자료를 이용하여 통계적 검정을 실시해 보았다. 두 변수 간 관계에는 구조적 변화가 발생하지 않았음이 입증되면서 사용한 검정법 모두 수준변수 및 정상변수에서 일관된 검정결과를 보이는 것으로 나타났다.

Tests based on EDF statistics for randomly censored normal distributions when parameters are unknown

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제26권5호
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    • pp.431-443
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    • 2019
  • Goodness-of-fit techniques are an important topic in statistical analysis. Censored data occur frequently in survival experiments; therefore, many studies are conducted when data are censored. In this paper we mainly consider test statistics based on the empirical distribution function (EDF) to test normal distributions with unknown location and scale parameters when data are randomly censored. The most famous EDF test statistic is the Kolmogorov-Smirnov; in addition, the quadratic statistics such as the $Cram{\acute{e}}r-von$ Mises and the Anderson-Darling statistic are well known. The $Cram{\acute{e}}r-von$ Mises statistic is generalized to randomly censored cases by Koziol and Green (Biometrika, 63, 465-474, 1976). In this paper, we generalize the Anderson-Darling statistic to randomly censored data using the Kaplan-Meier estimator as it was done by Koziol and Green. A simulation study is conducted under a particular censorship model proposed by Koziol and Green. Through a simulation study, the generalized Anderson-Darling statistic shows the best power against almost all alternatives considered among the three EDF statistics we take into account.

Likelihood Based Inference for the Shape Parameter of the Inverse Gaussian Distribution

  • Lee, Woo-Dong;Kang, Sang-Gil;Kim, Dong-Seok
    • Communications for Statistical Applications and Methods
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    • 제15권5호
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    • pp.655-666
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    • 2008
  • Small sample likelihood based inference for the shape parameter of the inverse Gaussian distribution is the purpose of this paper. When shape parameter is of interest, the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic are derived. Hsieh (1990) gave a statistical inference for the shape parameter based on an exact method. Throughout simulation, we will compare the statistical properties of the proposed statistics to the statistic given by Hsieh (1990) in term of confidence interval and power of test. We also discuss a real data example.