• 대한안전경영과학회:학술대회논문집
• /
• 대한안전경영과학회 2008년도 춘계학술대회
• /
• pp.451-460
• /
• 2008

This paper reviews nonparametric statistics by Neyman-Pearson test and Fisher test. Nonparametric statistics deal with the small sample with distribution-free assumption in multi-product and small-volume production. Two tests for various nonparametric statistic methods such as sign test, Wilcoxon test, Mann-Whitney test, Kruskal-Wallis test, Mood test, Friedman test and run test are also presented with the steps for testing hypotheses and test of significance.

• Journal of the Korean Statistical Society
• /
• 제27권1호
• /
• pp.57-66
• /
• 1998

In the analysis of time series it is an important issue to determine whether a time series under study is stationary. For the test of the stationary of the time series the Dickey-Fuller (DF) type tests have been mainly used. In this paper, we consider the regular unit root tests and seasonal unit root tests based on the generalized Durbin-Watson (DW) statistics when the errors are independent. The limiting distributions of the proposed DW-type test statistics are the functionals of standard Brownian motions. We also obtain the finite distributions and powers of the DW-type test statistics and compare the performances with the DF-type tests. It is observed that the DW-type test statistics have good behaviors against the DF-type test statistics especially in the nonzero (seasonal) mean model.

• 품질경영학회지
• /
• 제17권2호
• /
• pp.70-80
• /
• 1989

A nonparametric test for testing the parallelism of regression lines against ordered alternatives is proposed. The proposed test statistic is based on a linear combination of robust slope estimators. It is a modified version of the Adichie's test statistics based on scores. A snail-sample Monte Carlo study shows that the proposed test is compatible with the Adichie's test.

• 한국학교수학회논문집
• /
• 제6권1호
• /
• pp.45-63
• /
• 2003

This study is a research about the effect on achievement, retention and attitude of learning descriptive statistics with the computer software. For this study, 60 students are randomly divided two groups, one is an experimental group using software, the other one is a control group using lecture type of learning statistics. For the analysis, both groups are divided three subgroups according to mathematical ability. Also the topic "descriptive statistics" is divided by 5 subtopics. The test is divided three parts(computation, concept and application) according to knowledge type. The attitude toward statistics is investgated with questionaire and interview with both groups. The achievement test is taken after 8 class periods. The retention test were administered together six weeks after achievement test. The experimental group achieved significantly better than in concept type while the control group performed significantly better than the experimental group in computation type. With respect to the attitude toward statistics, lower ability students may have been negatively affected by the use of software.

• 한국통계학회:학술대회논문집
• /
• 한국통계학회 2003년도 춘계 학술발표회 논문집
• /
• pp.191-197
• /
• 2003

This paper considers the independence test for two stationary infinite order autoregressive processes. For a test, we follow the empirical process method devised by Hoeffding (1948) and Blum, Kiefer and Rosenblatt (1961), and construct the Cram${\acute{e}}$r-von Mises type test statistics based on the least squares residuals. It is shown that the proposed test statistics behave asymptotically the same as those based on true errors.

• Journal of the Korean Statistical Society
• /
• 제24권1호
• /
• pp.77-90
• /
• 1995

The Lagrange multiplier test statistics for seasonal unit roots are derived and the asymptotic distributions of the derived statistics are obtained. The relationship between the derived LM test statistics and the "DHF" type regression t statistics are shown.are shown.

• 응용통계연구
• /
• 제16권2호
• /
• pp.395-406
• /
• 2003

본 논문에서는 신뢰성분석에서 고려되는 NBU class에 관한 새로운 검정법을 제안하였다. 제안된 검정통계량은 순서통계량의 선형함수의 형태로 이루어져있고 대표본 뿐만 아니라 소표본에서도 쉽게 적용될 수 있음을 보였다. 소표본인 경우에는 Monte Carlo 시뮬레이션을 통하여 제안된 검정통계량의 검정력을, 대표본인 경우에는 점근상대효율을 Hollander와 Proschan(1972)의 검정통계량과 비교하여 보았으며 검정통계량의 일치성도 보였다.

• Communications for Statistical Applications and Methods
• /
• 제8권2호
• /
• pp.311-317
• /
• 2001

It is necessary to check the linearity of selected covariates in regression diagnostics. There are various graphical methods using residual plots such as partial residual plots, augmented partial residual plots and combining conditional expectation and residual plots. In this paper, we propose the modified pseudolikelihood ratio test statistics based on these residual plots to test linearity of selected covariate. These test statistics which measure the distance between the nonparametric and parametric models are derived as a ratio of quadratic forms. The approximate distribution of these statistics is calculated numerically by using three moments. The power comparison of these statistics is given.

• Communications for Statistical Applications and Methods
• /
• 제4권3호
• /
• pp.663-676
• /
• 1997

We obtain the simultaneous unit roots test statistics for both regular and seasonal unit roots in a time series with possible seasonal deterministic trends. The limiting distributions of the proposed test statistics are derived and empirical percentiles of the test statistics are tabulated for some seasonal periods. The power and size of the test statistics are examined for finite samples through a Monte Carlo simulation and Compared with those of the Lagrange multiplier test.

• Communications for Statistical Applications and Methods
• /
• 제26권6호
• /
• pp.623-633
• /
• 2019

This paper proposes two distance measures between two cumulative hazard functions that can be obtained by comparing their difference and ratio, respectively. Then we estimate the measures and present goodness of t test statistics. Since the proposed test statistics are expressed in terms of the cumulative hazard functions, we can easily give more weights on earlier (or later) departures in cumulative hazards if we like to place an emphasis on earlier (or later) departures. We also show that these test statistics present comparable performances with other well-known test statistics based on the empirical distribution function for an exponential null distribution. The proposed test statistic is an omnibus test which is applicable to other lots of distributions than an exponential distribution.