• Journal of Korean Society for Quality Management
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• v.24 no.2
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• pp.77-86
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• 1996

In this paper, we consider the problem of testing independence in the absolutely continuous bivariate exponential distribution of Block and Basu(1974). We construct a bootstrap procedure for testing zero and non-zero values of the parameter ${\lambda}_3$ which measures the degree of dependence and compare the power of the bootstrap test with likelihood ratio test(LRT) by Gupta et al.(1984) and the test based on maximum likelihood estimator(MLE) $\hat{{\lambda}}_3$ by Hanagal and Kale(1991) for small and moderate sample sizes.

• Journal of the Korean Society for Library and Information Science
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• v.40 no.2
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• pp.217-242
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• 2006

This Study reviewed 86 research articles using inferential statistics published in 2001-2004 in 4 korean core journals in the field of library and information science. Sampling methods, response rates and nonresponse bias, reliability test, and inferential statistic techniques used in the articles were critically reviewed and analyzed. Nonprobability sampling was mostly used. Average response rate was 74.47%. Parametric statistics were mostly used. Some misunderstandings in using each inferential statistics, especially Reliability Test, Multiple Regression, Factor Analysis, MDS, etc. were reported in this study.

• The Mathematical Education
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• v.56 no.2
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• pp.177-191
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• 2017

This study was to investigate the effect of the statistics education program for the test-free semester. Two tests of questionnaires were used after revising some items for the subjects and statistical contents covered according to the purpose of the study during the 2nd semester, 2016. one was for finding students' attitude toward statistics and the other for understanding my career exploration. The statistics education program was developed for 5 lesson units and was applied to two classes with 53 students of one middle school in Gyeonggi-province. The results showed that students' understanding on career exploration was improved especially, in self understanding, perceiving career world related to statistics, and economical & educational understanding in statistical career. Also, the three areas such as interest, value, and effort among five areas about students' statistical attitude which was measured by the attitude test revised from the previous study, were improved with statistical significance. Moreover, we analyzed the degree of students' satisfaction over the program. Most of students were satisfied with the program saying that "I could not believe it is over now. The time has gone so fast." or "My mentor(a pre-service teacher) helped me a lot." Therefore, the program for the test-free semester should include the contents for exploring future-career and relating to real life.

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.609-620
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• 2005

In the secondary data analysis for categorical data, situations often arise in which the estimated cell variances are available, but not the full matrix of variances. In this case researchers are often inclined to use Pearson-type test statistics for homogeneity. However, for a complex sample observed cell proportions are not distributed as multinomial and Pearson-type test statistic generally is not distributed asymptotically as chi-square distribution. This paper evaluates powers for Wald test and Pearson-type test and the first order corrected test of Pearson-type test for homogeneity. The resulting power curves indicate that as the misspecification effect increases, the amount of inflation of significance level and the loss of power Pearson-type test are getting more severe.

• Communications of the Korean Mathematical Society
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• v.20 no.1
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• pp.145-159
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• 2005

In this paper we consider the problem of testing statistical hypotheses for unknown parameters in nonlinear regression models and propose three asymptotically equivalent tests based on regression quantiles estimators, which are Wald test, Lagrange Multiplier test and Likelihood Ratio test. We also derive the asymptotic distributions of the three test statistics both under the null hypotheses and under a sequence of local alternatives and verify that the asymptotic relative efficiency of the proposed test statistics with classical test based on least squares depends on the error distributions of the regression models. We give some examples to illustrate that the test based on the regression quantiles estimators performs better than the test based on the least squares estimators of the least absolute deviation estimators when the disturbance has asymmetric and heavy-tailed distribution.

• Journal of the Korean Data and Information Science Society
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• v.25 no.6
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• pp.1499-1506
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• 2014

Random walk is used for describing random phenomenon in various areas but tests for random walk developed so far are known to suffer from size distortion and low power. Kim et al. (2014) proposed a sign test for unit root (${\rho}=1$) hypothesis based on slopes. This article proposes a Wilcoxon signed rank test based on slopes for unit root hypothesis, and compares it with the augmented Dickey-Fuller test and the sign test by a simulation study. Our results confirm that the nonparametric tests are better than ADF test for small samples like n = 30. The results also show that the sign test is better than the Wilcoxon signed rank test and that for 0 < ${\rho}$ < 1 (-1 < ${\rho}$ < 0), the nonparametric tests suffer from power loss (improvement) as normal error changes to double exponential error.

• The Korean Journal of Applied Statistics
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• v.20 no.2
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• pp.323-332
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• 2007

We present a new type of portmanteau test in the frequency domain which is derived from the discrete cosine transform(DCT). For the stationary time series, DCT coefficients are asymptotically independent and their variances are expressed by linear combinations of autocovariances. The covariance matrix of DCT coefficients for white noises is diagonal matrix whose diagonal elements is the variance of time series. A simple way to test the independence of time series is that we divide DCT coefficients into two or three parts and then compare sample variances. We also do this by testing the slope in the linear regression model of which the response variables are absolute values or squares of coefficients. Simulation results show that the proposed tests has much higher powers than Ljung-Box test in most cases of our experiments.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.11-24
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• 1999

In this paper we propose a method to test $\textit{H}$:$\rho_i$=$\gamma_i$ for 1$\leq$$\textit{i}$$\leq$$\ell$ against $\textit{K}$:$\rho_i$$\neq$$\gamma_i$ for some ｉin k-variance component random or mixed linear model where $\rho$i denotes the ratio of the i-th variance component to the error variance and $\ell$$\leq$K. The test which we call Rao-Wald test is exact and does not depend upon nuisance parameters. From a numerical study of the power performance of the test of the interaction effect for the case of a two-way random model Rao-Wald test was seen to be quite comparable to the locally best invariant (LBI) test when the nuisance parameters of the LBI test are assumed known. When the nuisance parameters of the LBI test are replaced by maximum likelihood estimators Rao-Wald test outperformed the LBI test.

• Journal of the Korean Data Analysis Society
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• v.20 no.6
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• pp.2813-2827
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• 2018

Progressive censoring schemes have become quite popular in reliability study. Under progressive censored data, however, some units can be failed between two points of observation with exact times of failure of these units unobserved. For example, loss may arise in life-testing experiments when the failure times of some units were not observed due to mechanical or experimental difficulties. Therefore, multiply progressive censoring scheme was introduced. So, we derives a maximum likelihood estimator of the parameter of exponential distribution. And we introduced the goodness-of-fit test statistics using order statistic and Lorenz curve. We carried out Monte Carlo simulation to compare the proposed test statistics. In addition, real data set have been analysed. In Weibull and chi-squared distributions, the test statistics using Lorenz curve are more powerful than test statistics using order statistics.

• The Korean Journal of Applied Statistics
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• v.34 no.3
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• pp.439-447
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• 2021

Due to the frequent emergence of global abnormal climates, related studies on meteorological change is being actively proceed. However, the research on trend analysis using weather data accumulated over a long period of time was insufficient. In this study, the trend of temperature time series data accumulated from automated surface observing system (ASOS) for 40 years was analyzed by using a non-parametric analysis method. As a result of the Mann-Kendall test on the annual average temperature and seasonal average temperature time series data in South Korea, it has shown that an upward trend exists. In addition, the result of calculating the Sen's slope, which can determine the degree of tendency before and after the searched change point by applying the Pettitt test, recent data after the fluctuation point confirmed that the tendency of temperature rise was even greater.