• Title/Summary/Keyword: Statistical power of test

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Test of Normality Based on the Transformed Lorenz Curve

  • Kang, Suk-Bok;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.901-908
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    • 1999
  • Using the Transformed Lorenz curve which is introduced by Cho et al.(1999) we propose the test statistic for testing of normality that is very important test in statistical analysis and compare the proposed test statistic with the Shapiro and Wilk's W test statistic in terms of the power of test through by Monte Carlo method.

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Power Investigation of the Entropy-Based Test of Fit for Inverse Gaussian Distribution by the Information Discrimination Index

  • Choi, Byungjin
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.837-847
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    • 2012
  • Inverse Gaussian distribution is widely used in applications to analyze and model right-skewed data. To assess the appropriateness of the distribution prior to data analysis, Mudholkar and Tian (2002) proposed an entropy-based test of fit. The test is based on the entropy power fraction(EPF) index suggested by Gokhale (1983). The simulation results report that the power of the entropy-based test is superior compared to other goodness-of-fit tests; however, this observation is based on the small-scale simulation results on the standard exponential, Weibull W(1; 2) and lognormal LN(0:5; 1) distributions. A large-scale simulation should be performed against various alternative distributions to evaluate the power of the entropy-based test; however, the use of a theoretical method is more effective to investigate the powers. In this paper, utilizing the information discrimination(ID) index defined by Ehsan et al. (1995) as a mathematical tool, we scrutinize the power of the entropy-based test. The selected alternative distributions are the gamma, Weibull and lognormal distributions, which are widely used in data analysis as an alternative to inverse Gaussian distribution. The study results are provided and an illustrative example is analyzed.

Breakdown Points of Direction Tests

  • Park, Kyung-Mee
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.211-222
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    • 1997
  • We briefly review three Raleigh type location tests based on direction vectors, which have been shown to be efficient when the distribution is unknown, skewed, or heavy-tailed. Then we calculate their test breakdown points and discuss the robustness of Randles multivariate sign test for one-sample.

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Tests for Normal Mean Change with the Mean Difference

  • Kim, Jaehee;Yun, Pilkyoung
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.353-359
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    • 2003
  • This paper deals with the problem of testing mean change with one change-point with the normal random variables. We propose a test with the mean difference for change in a location parameter. A power comparison study of various change-point test statistics is performed via Monte Carlo simulation with S-plus software.

The Comparative Power Evaluation of Parametric Versus Nonparametric Methods

  • Choi, Young-Hun
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.283-290
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    • 1996
  • The simulation study shows that the rank transform test has relatively superior power advantages over the parametric analysis of variance test in many cases for a $2^3$ factorial design, particularly with heavy-tailed distributions of the error terms. However the rank transform test should be cautiously used when all main effects and interactions related to a testing effect are possibly present at the same time.

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Development of Accelerated Life Test Method for UHF RFID Tags for Medicine Supply Management (의약품 유통 관리용으로 사용되는 UHF 대역 RFID Tag의 가속수명시험법 개발)

  • Yang, Il Young;Yu, Sang Woo;Park, Jung Won;Joe, Won-Seo
    • Journal of Applied Reliability
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    • v.14 no.2
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    • pp.93-96
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    • 2014
  • RFID (Radio Frequency IDentification) system is recognition technology which can maintain various object's information. Reliability of RFID tags is the most important factor in RFID system. In this paper, we proposed ALT (Accelerated Life Test) method for UHF RFID tags. Temperature and humidity were adopted as stress factors and the accelerated life tests were conducted in three different conditions. We performed failure analysis for identifying failure mechanism and statistical analysis of test data. In the statistical analysis, we employed Inverse Power law for relationship between tag's life and stress. Through the statistical analysis, we proposed acceleration factor for several levels of temperature-humidity. The reliability qualification test plans were also designed for the tag's target reliability.

A Modification of the W Test for Exponentiality

  • Kim, Nam-Hyun
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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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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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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    • v.2 no.2
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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.

Count Five Statistics Using Trimmed Mean

  • Hong, Chong-Sun;Jun, Jae-Woon
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.309-318
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    • 2006
  • There are many statistical methods of testing the equality of two population variances. Among them, the well-known F test is very sensitive to the normality assumption. Several other tests that do not assume normality have been proposed, but these tests usually need tables of critical values or software for hypotheses testing. McGrath and Yeh (2005) suggested a quick and compact Count Five test requiring only the calculation of the number of extreme points. Since the Count Five test uses only extreme values, this discards some information from the samples, often resulting in a degradation in power. In this paper, an alternative Count Five test using the trimmed mean is proposed and its properties are discussed for some distributions and normal mixtures.

Novel approach to predicting the release probability when applying the MARSSIM statistical test to a survey unit with a specific residual radioactivity distribution based on Monte Carlo simulation

  • Chun, Ga Hyun;Cheong, Jae Hak
    • Nuclear Engineering and Technology
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    • v.54 no.5
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    • pp.1606-1615
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    • 2022
  • For investigating whether the MARSSIM nonparametric test has sufficient statistical power when a site has a specific contamination distribution before conducting a final status survey (FSS), a novel approach was proposed to predict the release probability of the site. Five distributions were assumed: lognormal distribution, normal distribution, maximum extreme value distribution, minimum extreme value distribution, and uniform distribution. Hypothetical radioactivity populations were generated for each distribution, and Sign tests were performed to predict the release probabilities after extracting samples using Monte Carlo simulations. The designed Type I error (0.01, 0.05, and 0.1) was always satisfied for all distributions, while the designed Type II error (0.01, 0.05, and 0.1) was not always met for the uniform, maximum extreme value, and lognormal distributions. Through detailed analyses for lognormal and normal distributions which are often found for contaminants in actual environmental or soil samples, it was found that a greater statistical power was obtained from survey units with normal distribution than with lognormal distribution. This study is expected to contribute to achieving the designed decision error when the contamination distribution of a survey unit is identified, by predicting whether the survey unit passes the statistical test before undertaking the FSS according to MARSSIM.