• 제목/요약/키워드: Statistical tests

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A Goodness of Fit Tests Based on the Partial Kullback-Leibler Information with the Type II Censored Data

  • Park, Sang-Un;Lim, Jong-Gun
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.233-238
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    • 2003
  • Goodness of fit test statistics based on the information discrepancy have been shown to perform very well (Vasicek 1976, Dudewicz and van der Meulen 1981, Chandra et al 1982, Gohkale 1983, Arizona and Ohta 1989, Ebrahimi et al 1992, etc). Although the test is well defined for the non-censored case, censored case has not been discussed in the literature. Therefore we consider a goodness of fit test based on the partial Kullback-Leibler(KL) information with the type II censored data. We derive the partial KL information of the null distribution function and a nonparametric distribution function, and establish a goodness of fit test statistic. We consider the exponential and normal distributions and made Monte Calro simulations to compare the test statistics with some existing tests.

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Image Feature Detection and Contrast Enhancement Algorithms Based on Statistical Tests

  • Kim, Yeong-Hwa;Nam, Ji-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제18권2호
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    • pp.385-399
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    • 2007
  • In many image processing applications, a random noise makes some trouble since most video enhancement functions produce visual artifacts if a priori of the noise is incorrect. The basic difficulty is that the noise and the signal are difficult to be distinguished. Typical unsharp masking (UM) enhances the visual appearances of images, but it also amplifies the noise components of the image. Hence, the applications of a UM are limited when noises are presented. This paper proposed statistical algorithms based on parametric and nonparametric tests to adaptively enhance the image feature and the noise combining while applying UM. With the proposed algorithm, it is made possible to enhance the local contrast of an image without amplifying the noise.

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Fingerprint Image for the Randomness Algorithm

  • Park, Jong-Min
    • Journal of information and communication convergence engineering
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    • 제8권5호
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    • pp.539-543
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    • 2010
  • We present a random bit generator that uses fingerprint image for the source of random, and random bit generator using fingerprint image for the randomness has not been presented as yet. Fingerprint image is affected by the operational environments including sensing act, nonuniform contact and inconsistent contact, and these operational environments make FPI to be used for the source of random possible. Our generator produces, on the average, 9,334 bits a fingerprint image in 0.03 second. We have used the NIST SDB14 test suite consisting of sixteen statistical tests for testing the randomness of the bit sequence generated by our generator, and as the result, the bit sequence passes all sixteen statistical tests.

Monitoring of Gene Regulations Using Average Rank in DNA Microarray: Implementation of R

  • Park, Chang-Soon
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1005-1021
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    • 2007
  • Traditional procedures for DNA microarray data analysis are to preprocess and normalize the gene expression data, and then to analyze the normalized data using statistical tests. Drawbacks of the traditional methods are: genuine biological signal may be unwillingly eliminated together with artifacts, the limited number of arrays per gene make statistical tests difficult to use the normality assumption or nonparametric method, and genes are tested independently without consideration of interrelationships among genes. A novel method using average rank in each array is proposed to eliminate such drawbacks. This average rank method monitors differentially regulated genes among genetically different groups and the selected genes are somewhat different from those selected by traditional P-value method. Addition of genes selected by the average rank method to the traditional method will provide better understanding of genetic differences of groups.

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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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    • 제31권5호
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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.

셀룰라 오토마타를 이용한 스트림 암호 (A Stream Cipher using A Cellular Automata)

  • 이준석;장화식;이경현
    • 한국멀티미디어학회논문지
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    • 제5권2호
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    • pp.191-197
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    • 2002
  • 본 논문에서는 셀룰라 오토마타를 이용한 스트림 암호 알고리즘을 제안한다. 제안 알고리즘의 안전성 평가를 위해 출력 수열에 대하여 FIPS PUB 140-2에서 제시하는 통계 검정을 수행하였으며, 부가적으로 스트림 암호 출력 수열에 대한 검정 방법으로 많이 사용되는 엔트로피 검정과 선형복잡도 검정 및 자기상관 검정을 수행함으로써 발생 수열의 랜덤성 결과를 보인다.

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A View on the Validity of Central Limit Theorem: An Empirical Study Using Random Samples from Uniform Distribution

  • Lee, Chanmi;Kim, Seungah;Jeong, Jaesik
    • Communications for Statistical Applications and Methods
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    • 제21권6호
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    • pp.539-559
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    • 2014
  • We derive the exact distribution of summation for random samples from uniform distribution and then compare the exact distribution with the approximated normal distribution obtained by the central limit theorem. To check the similarity between two distributions, we consider five existing normality tests based on the difference between the target normal distribution and empirical distribution: Anderson-Darling test, Kolmogorov-Smirnov test, Cramer-von Mises test, Shapiro-Wilk test and Shaprio-Francia test. For the purpose of comparison, those normality tests are applied to the simulated data. It can sometimes be difficult to derive an exact distribution. Thus, we try two different transformations to find out which transform is easier to get the exact distribution in terms of calculation complexity. We compare two transformations and comment on the advantages and disadvantages for each transformation.

Tests to Detect Changes in Micro-Flora Composition;

  • Kim, Donguk;Yang, Mark C.K.
    • Communications for Statistical Applications and Methods
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    • 제10권1호
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    • pp.211-224
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    • 2003
  • Good's lambda test, a permutation test used to detect the changes of microorganism composition under two pathological conditions, has been quite popular for studying the micro-flora responsible for periodontal disease. A vast number of different micro-flora in the mouth renders the traditional chi-square test inapplicable. The main purpose of this paper is to evaluate the power of this test so that the sample size can be determined at the design stage. The robustness of this test and its comparison to two other intuitive tests are also presented. It is found that a permutation test based on likelihood ratio is more powerful than the lambda test in our simulated cases.

Testing for a Unit Root in an ARIMA(p,1,q) Signal Observed with Measurement Error

  • Lee, Jong-Hyup;Shin, Dong-Wan
    • Journal of the Korean Statistical Society
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    • 제24권2호
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    • pp.481-493
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    • 1995
  • An ARIMA signal observed with measurement error is shown to have another ARIMA representation with nonlinear restrictions on parameters. For this model, the restricted Newton-Raphson estimator(RNRE) of the unit root is shown to have the same limiting distribution as the ordinary least squares estimator of the unit root in an AR(1) model tabulated by Dickey and Fuller (1979). The RNRE of parameters of the ARIMA(p,1,k) process and unit root tests base on the RNRE are developed.

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Nonparametric Test Procedures for Change Point Problems in Scale Parameter

  • Cho, Wan-Hyun;Lee, Jae-Chang
    • Journal of the Korean Statistical Society
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    • 제19권2호
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    • pp.128-138
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    • 1990
  • In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.

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