• 제목/요약/키워드: Statistical tests

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가격변동의 전이효과 (Transmission Effect of Price Variations)

  • 김태호;안지희
    • Communications for Statistical Applications and Methods
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    • 제17권2호
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    • pp.241-253
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    • 2010
  • 표준 단위근 검정이 실제 시계열자료의 단위근 귀무가설을 기각하지 못하는 경우가 많아지고 검정력에 문제점을 드러내면서 이와는 반대로 정상성 귀무가설을 단위근 대립가설에 대해 검정하는 방안이 제기되어 왔다. 본 연구는 국내 광역지역의 주택가격 시계열자료에 귀무가설과 대립가설이 바뀐 두 가지 종류의 단위근 검정법을 모두 적용시켜 보았다. 그리고 지역 자료간 통계적 역학관계를 검정하기 위한 인과관계, 교차상관관계 또 충격반응 및 분산분해 등에 대한 분석 결과는 대체로 일관된 성향을 보이는 것으로 나타났다.

On the Development of Statistical Software using Microsoft COM Technology on the Internet Environment

  • Han, Kyung-Soo;Kim, Seok-Ki;Choi, Sook-Hee
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.533-542
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    • 1999
  • Widespread of internet causes rapid changes in many areas of statistics such as statistical computation and education. In this paper the efficient methods for statistical software development on the internet environment are introduced. Also the developed examples about monte-carlo permutation tests for two-way contingency tables using Microsoft COM (Component Obejct Model) technology are presented.

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두 진단검사의 비교에 대한 민감도와 특이도의 다변량 메타분석법 (Multivariate Meta-Analysis Methods of Comparing the Sensitivity and Specificity of Two Diagnostic Tests)

  • 남선영;송혜향
    • Communications for Statistical Applications and Methods
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    • 제18권1호
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    • pp.57-69
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    • 2011
  • 질병에 대한 새로운 진단검사 방법이 의학 연구자들에 의해 끊임없이 개발되고 있으며, 기존 진단검사 방법과 새로운 진단검사 방법을 비교하는 연구논문이 계속 출간되어 누적되고 있다. 메타분석법으로 다수 연구논문의 결과를 종합하여 정확성이 높은 진단검사에 대해 객관적인 결론을 내리게 된다. 이와같이 출간된 두 진단검사를 비교하는 각 연구논문은 각각 질병을 가진 개체와 질병을 가지지 않은 개체에 두 검사를 모두 실시하여 한 쌍의 민감도와 특이도를 구하여 비교한다. 이러한 연구논문의 결과를 종합하는 메타분석은 동일 개체에 실시한 두 검사로 인해 한 쌍의 민감도간의 연관성과 한 쌍의 특이도 간의 연관성을 고려한 메타분석법을 본 논문에서 제시한다. 논문예제 자료와 모의시험으로 메타분석 검정통계량의 효율성을 평가한다.

20세기 전반기 통계학사에 대한 연구 : 통계적 검정과 심리학을 중심으로 (A Study on the History of Statistics in the Early Twentieth Century Focused on Statistical Tests and Psychology)

  • 조재근
    • 한국수학사학회지
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    • 제26권4호
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    • pp.277-299
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    • 2013
  • It was not until the early twentieth century that statistics emerged as an independent academic discipline. The developments of statistical theory and methods would not have been possible without heated controversies among founding fathers. One of them, controversy on the statistical test between R. A. Fisher and J. Neyman, E. S. Pearson had been very fierce and long-lasting. On the other hand it was in the early twentieth century that psychologists began to utilize statistical test which was a hybrid of tests developed by Fisher and Neyman-Pearson. By considering the history of fields such as psychology, we can see distinctive characteristics specific to the history of statistics.

INVITED PAPER MULTIVARIATE ANALYSIS FOR THE CASE WHEN THE DIMENSION IS LARGE COMPARED TO THE SAMPLE SIZE

  • Fujikoshi, Yasunori
    • Journal of the Korean Statistical Society
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    • 제33권1호
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    • pp.1-24
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    • 2004
  • This paper is concerned with statistical methods for multivariate data when the number p of variables is large compared to the sample size n. Such data appear typically in analysis of DNA microarrays, curve data, financial data, etc. However, there is little statistical theory for high dimensional data. On the other hand, there are some asymptotic results under the assumption that both and p tend to $\infty$, in some ratio p/n ${\rightarrow}$c. The results suggest that the new asymptotic results are more useful and insightful than the classical large sample asymptotics. The main purpose of this paper is to review some asymptotic results for high dimensional statistics as well as classical statistics under a high dimensional asymptotic framework.

Detecting Multiple Outliers Using the Gaps of Order Statistics

  • Kim, Hyun Chul
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.184-197
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    • 1995
  • An objective and one-step detection procedure of multiple outliers is suggested by using the gaps of the order statistics. The detection procedure can be used as a routine outlier detection method of a statistical analysis computer program. The procedure is applied to some examples including the data selected by Kitagawa.

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LNG탱크 겹침용접부의 피로강도에 관한 연구 (A Study on the Fatigue Strength of Lap Weld of LNG Tank)

  • 김종호
    • 한국해양공학회지
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    • 제13권3호통권33호
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    • pp.29-35
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    • 1999
  • At the design of Mark III membrane type LNG tank, an analytical and experimental approach on the fatigue strengths of membrane and its welds are very important in order to assist designers and surveyors. In this study, fatigue tests of lap weld of Mark III membrane type LNG tank were carried out and cumulative damage factor was calculated in order to estimate the fatigue life by probability density function and rule methods. It contained the following tests and reviews : 1) The fatigue tests of lap weld of stainless steel according to statistical testing method recommended by JSME, 2)Preparation of S-N curve for lap welds considering the statistical properties of the results of fatigue tests. 3) Procedure for estimating the initiation life of fatigue crack of lap welds under variable loads by the rule lf classification society and probability density function, 4) Guideline for inspection of lap welds fo membrane type LNG tank.

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Goodness of Fit Tests of Cox's Proportional Hazards Model

  • Song, Hae-Hiang;Lee, Sun-Ho
    • Journal of the Korean Statistical Society
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    • 제23권2호
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    • pp.379-402
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    • 1994
  • Graphical and numerical methods for checking the assumption of proportional hazards of Cox model for censored survival data are discussed. The strenths and weaknessess of several goodness of fit tests for the propotional hazards for the two-sample problem are evaluated with Monte Carlo simulations, and the tests of Schoenfeld (1980), Andersen (1982), Wei (1984), and Gill and Schumacher (1987) are considered. The goodness of fit methods are illustrated with the survival data of patients who had chronic liver disease and had been treated with the endoscopy injection sclerotheraphy. Two other examples of data known to have nonpropotional hazards are also used in the illustration.

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Nonparametric Tests for Monotonicity Properties of Mean Residual Life Function

  • Jeon, Jong-Woo;Park, Dong-Ho
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.101-116
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    • 1997
  • This is primarily an expository paper that presents several nonparametric procedures for testing exponentiality against certain monotonicity properties of the mean residual life function, tests against the trend change in such function attract a great deal of attention of late in reliability analysis. In this note, we present some of the known testing procedures regarding the behavior of mean residual life function. These tests are also compared in terms of asymptotic relative efficiency and empirical power against a few alternatives. The tests based on incomplete data are also briefly discussed.

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Testing Exponentiality of Kullback-Leibler Information Function based on a Step Stress Accelerated Life Test

  • 박병구;윤상철
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.235-240
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    • 2000
  • In this paper a test of fit for exponentiality and we propose the estimator of Kullback-Leibler Information functions using the data from accelerated life tests. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter based on the data from accelerated life tests is or is not specified under null hypothesis. Using Simulations, the power of the proposed test based on use condition of accelerated life test under alternatives is compared with that of other standard tests in the small sample.

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