• Journal of the Korean Data and Information Science Society
• /
• v.14 no.4
• /
• pp.1023-1030
• /
• 2003

When X and Y have independent normal distributions, we develop a Bayesian testing procedure for the equality of two coefficients of variation. Under the reference prior of the coefficient of variation, we propose a Bayesian test procedure for the equality of two coefficients of variation using fractional Bayes factor. A real data example is provided.

• International Journal of Reliability and Applications
• /
• v.8 no.1
• /
• pp.95-109
• /
• 2007

The purpose of this paper is to study new notions of stochastic comparisons and ageing classes based on the total time on test transform order. We give relationships to other stochastic orders and aging classes given previously. Several preservation properties under the reliability operations of random minima and series system are given.

• Journal of the Korean Data and Information Science Society
• /
• v.15 no.1
• /
• pp.75-81
• /
• 2004

We selected, in previous research, a major DNA Marker 235bp of ILSTS035 microsatellite locus in progeny test Hanwoo chromosome 6. We apply a major DNA Marker 235bp to perormance valuation Hanwoo chomosome 6. We use bootstrap BCa method and calculate confidence interval. A major DNA Marker 235bp is verified that it does not have environmental effect but affects primely economic trait factor.

• The Korean Journal of Applied Statistics
• /
• v.4 no.2
• /
• pp.157-170
• /
• 1991

This article is concerned with the goodness - of - fit test for exponentiality when both the scale and location parameters are unknown. A test procedure based on the $L_1$-norm of discrepancy between the cumulative distribution function and the empirical distribution function is proposed, and the critical values of the test statistic are obtained by Monte Carlo simulations. Also the null distributions of the proposed test statistic are presented for small sample sizes. The power of tests under certain alternative distributions is investigated to compare the proposed test statistic with the well-known EDF test statistics. Our Monte Carlo power studies reveal that the proposed test statistic has good power properties, for moderate-to-large sample sizes, in comparison to other statistics although it is a conservative test.

• Journal of Korean Society for Quality Management
• /
• v.17 no.2
• /
• pp.93-100
• /
• 1989

Nonlinear rank statistics for the simple tree alternatives problem are considered. Pitman efficiencies between several procedures are studied. A new maximin procedure is suggested and shown to have good efficiency properties. Additionally, it is desirable to terminate the experiment early comparing well known rank statistics or multiple comparison test statistics.

• Communications for Statistical Applications and Methods
• /
• v.22 no.1
• /
• pp.81-93
• /
• 2015

Validity of the stationary bootstrap of Politis and Romano (1994) is proved for U-statistics under strong mixing. Weak and strong consistencies are established for the stationary bootstrap of U-statistics. The theory is applied to a symmetry test which is a U-statistic regarding a kernel density estimator. The theory enables the bootstrap confidence intervals of the means of the U-statistics. A Monte-Carlo experiment for bootstrap confidence intervals confirms the asymptotic theory.

• Communications for Statistical Applications and Methods
• /
• v.12 no.3
• /
• pp.635-642
• /
• 2005

In statistical diagnostics a large number of influence measures have been proposed for identifying outliers and influential observations. However it seems to be few accounts of the influence diagnostics on test statistics. We study influence analysis on the likelihood ratio test statistic whether the two sets of variables are uncorrelated with one another or not. The influence of observations is measured using the case-deletion approach, the influence function. We compared the proposed influence measures through two illustrative examples.

• Journal of the Korean Statistical Society
• /
• v.32 no.2
• /
• pp.93-101
• /
• 2003

This paper deals with testing the equality of the coefficients of variation in two inverse Gaussian populations. The likelihood ratio, Lagrange-multiplier and Wald tests are presented. Monte-Carlo simulations are performed to compare the powers of these tests. In a simulation study, the likelihood ratio test appears to be consistently more powerful than the Lagrange-multiplier and Wald tests when sample size is small. The powers of all the tests tend to be similar when sample size increases.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.4
• /
• pp.1397-1403
• /
• 2006

This paper considers the testing problem for scale changes in autoregressive processes with heavy-tailed innovations. For a test, we propose the CUSUM test statistic based on the trimmed residuals. We perform a simulation study for the mixture normal and Cauchy innovations.

• Journal of the Korean Statistical Society
• /
• v.30 no.1
• /
• pp.63-76
• /
• 2001

An adaptive estimation and testing method is proposed for comparing dispersions among several ordered groups. Based upon the large sampling theory for nonparametric quartile estimators, we derive the order restricted estimators and construct a simple test statistic. This test statistic has a mixture of several chi-square distributions as its asymptotic null distribution. The proposed test is illustratively applied to survival time data for the patients with carcinoma of the oropharynx.