• Communications for Statistical Applications and Methods
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• v.29 no.4
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• pp.403-411
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• 2022

This article presents an independence test between pairs of interval censored failure times. The Mantel-Haenszel test is commonly applied to test the independence between two categorical variables accompanied with a strata variable. Hsu and Prentice (1996) applied a Mantel-Haenszel test to the sequence of 2 × 2 tables formed at the grids which are composed of failure times. In this article, due to unknown failure times, the suitable grid points should be determined and the status of failure and at risk are estimated at those grid points. We also consider a weighted test statistic to bring a more powerful test. Simulation studies are performed to evaluate the power of test statistics under finite samples. The method is applied to analyze two real data sets, mastitis data from milk cows and an age-related eye disease study.

• Journal of the Korean Data and Information Science Society
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• v.12 no.1
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• pp.71-78
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• 2001

Three test statistics are proposed for the presence of seasonality in multiplicative seasonal time series models. Further their common limiting distribution is derived under some assumptions.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.419-437
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• 1995

Given the specific mean shift outlier model, several standard approaches to obtaining test statistic for outliers are discussed. Each of these is developed in detail for the nonlinear regression model, and each leads to an equivalent distribution. The geometric interpretations of the statistics and accuracy of linear approximation are also presented.

• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.237-248
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• 2009

The probability of default on the credit evaluation study is represented as a linear combination of two distributions of default and non-default, and the distribution of the probability of default are generally known in most cases. Except the well-known Kolmogorov-Smirnov statistic for testing the identity of two distribution, Kuiper, Cramer-Von Mises, Anderson-Darling, and Watson test statistics are introduced in this work. Under the assumption that the population distribution is known, modified Cramer-Von Mises, Anderson-Darling, and Watson statistics are proposed. Based on score data generated from various probability density functions of the probability of default, the modified test statistics are discussed and compared.

• The Korean Journal of Applied Statistics
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• v.30 no.4
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• pp.513-528
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• 2017

Statistics are often used to test two samples if they have been drawn from the same underlying distribution. In this paper, we introduce several well-known distribution-free tests to compare distributions and conduct an extensive Monte-Carlo simulation to specify their behaviors. We consider various circumstances of when two distributions vary in (1) location, (2) scale, (3) symmetry, (4) kurtosis, (5) tail weight. A practical guideline for two-sample goodness-of-fit test is presented based on the simulation result.

• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.1-17
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• 2022

We propose a test of consistency for two differentially private histograms using parametric bootstrap. The test can be applied when the original raw histograms are not available but only the differentially private histograms and the privacy level α are available. We also extend the test for the case where the privacy levels are different for different histograms. The resident population data of Korea and U.S in year 2020 are used to demonstrate the efficacy of the proposed test procedure. The proposed test controls the type I error rate at the nominal level and has a high power, while a conventional test procedure fails. While the differential privacy framework formally controls the risk of privacy leakage, the utility of such framework is questionable. This work also suggests that the power of a carefully designed test may be a viable measure of utility.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.535-543
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• 2003

A ranked set sample version of the sign test is proposed for testing hypotheses concerning the quantiles of a population characteristic by Kaur, et. al(2002). In this paper, we proposed the ranked set sample Wilcoxon signed rank test for quantiles under equal allocation. We obtain the asymptotic property and the asymptotic relative efficiencies of the proposed test statistic with respect to Wilcoxon signed rank test of simple random sample for quantiles under equal allocation. We calculate the ARE of test statistics, the proposed test statistic is more efficient than simple random sampling for all quantiles. The relative advantage of ranked set sampling is greatest at the median and tapers off in the tails.

• Journal of applied mathematics & informatics
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• v.3 no.2
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• pp.235-244
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• 1996

Ranked-set sampling is useful when measurements are destructive or costly to obtain but ranking of the observations is rel-atively easy. The Wilcoxon signed rank test statistic based on the ranked-set sample is considered. We compared the asymptotic relative efficiencies of the RSS Wilcoxon signed rank test statistics with respect to the SRS Wilcoxon signed rank test statistic and the RSS sign test statistic. Throughout the ARE's the proposed test statistic is superior to the SRS Wilcoxxon signed rank test statistic and the RSS sign test statistic.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.921-934
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• 2004

We consider the problem of identifying and testing outliers in linear regression. First, we consider the scale-ratio tests for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of test statistics and investigate the properties of the test. Next we consider the problem of identifying the outliers. A forward procedure based on the suggested test is proposed and shown to perform fairly well. The forward procedure is unaffected by masking and swamping effects because the test statistics used a robust scale estimate.

• Communications for Statistical Applications and Methods
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• v.23 no.6
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• pp.563-574
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• 2016

In this study, we propose several simultaneous tests to detect the difference between means and variances for the two-sample problem when the underlying distribution is normal. For this, we apply the likelihood ratio principle and propose a likelihood ratio test. We then consider a union-intersection test after identifying the likelihood statistic, a product of two individual likelihood statistics, to test the individual sub-null hypotheses. By noting that the union-intersection test can be considered a simultaneous test with combination function, also we propose simultaneous tests with combination functions to combine individual tests for each sub-null hypothesis. We apply the permutation principle to obtain the null distributions. We then provide an example to illustrate our proposed procedure and compare the efficiency among the proposed tests through a simulation study. We discuss some interesting features related to the simultaneous test as concluding remarks. Finally we show the expression of the likelihood ratio statistic with a product of two individual likelihood ratio statistics.