• 품질경영학회지
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• 제30권4호
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• pp.78-85
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• 2002

The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

• 품질경영학회지
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• 제30권3호
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• pp.195-202
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• 2002

The problem of trend change in the mean residual life is great Interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend Is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.607-619
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• 2006

We consider the problem of testing the existence of change in mean and estimating the change-point when the data are from the normal distribution. A change-point estimator using the likelihood ratio test statistic, Gombay and Horvath (1990) test statistic, and nonparametric change-point estimator using Carlstein (1988) empirical distribution are studied when there exists one change-point in the mean. A power study is done to compare the change test statistics. And a comparison study of change-point estimators for estimation capability is done via simulations with S-plus software.

• Journal of the Korean Statistical Society
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• 제25권1호
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• pp.123-131
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• 1996

The problerm of testing for a constant mean is considered. A Kolmogorov-Smirnov type test using the sample Fourier coefficients is suggested and its asymptotic distribution is derived. A simulation study shows that the proposed test is more powerful than the cusum type test when there is more than one change-point or there is a cyclic change.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.511-518
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• 2009

We consider the problem of testing for change and estimating the unknown change-point in a sequence of time-ordered observations from the binomial and Poisson distributions. Including the likelihood ratio test, Gombay and Horvath (1990) tests are studied and the proposed change-point estimator is derived from their test statistic. A power study of tests and a comparison study of change-point estimators are done via simulation.

• Communications for Statistical Applications and Methods
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• 제18권2호
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• pp.245-255
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• 2011

자료의 분포변화를 검정하는 비모수적 방법으로 경험분포함수를 이용하거나 확률밀도함수 추정량을 이용하는 두 가지 방법을 고려할 수 있다. 이 논문에서는 분포변화 검정을 위한 두가지 방법을 자세히 살펴보고 기존 연구의 결과를 정리한다. 여러 확률모형을 가정하고 분포변화 검정에 대한 모의 실험을 실시하여 두 방법에 대한 이론적 극한 성질이잘 성립하는가를 살펴본다. 검정력 비교를 통하여 모형에 따른 적절한 변화점 분석 방법을 알아본다.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.443-457
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• 2007

This paper deals with the problem of testing the existence of change in mean and estimating the change-point using nonparametric bootstrap technique. A test statistic using Gombay and Horvath (1990)'s functional form is applied to derive a test statistic and nonparametric change-point estimator with bootstrapping idea. Achieved significance level of the test is calculated for the proposed test to show the evidence against the null hypothesis. MSE and percentiles of the bootstrap change-point estimators are given to show the distribution of the proposed estimator in simulation.

• Communications for Statistical Applications and Methods
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• 제16권4호
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• pp.587-594
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• 2009

이 논문에서는 선형회귀모형의 오차항에 대한 변화점 검정 문제를 다룬다. 고정 혹은 변동 모형의 독립 변수와 약한 종속성을 가지는 오차항을 가정하는 관계로 통상적인 중회귀모형뿐만 아니라 ARMA 등의 시계열 모형까지 본 논문에서 포괄한다고 하겠다. 오차항의 분포 변화를 검정하기 위하여 회귀모형의 잔차에 기초한 확률밀도함수 추정값을 이용한다. 적절한 가정하에서 잔차를 이용한 검정이 실제 오차를 이용한 경우와 동일한 극한 분포를 가짐을 보였다.

• 한국농공학회:학술대회논문집
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• 한국농공학회 2005년도 학술발표논문집
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• pp.284-287
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• 2005

The objective of this study is to check into variation trends of design rainfall according to change of the number of years for observed data. To make comparative study of the relation between design rainfall and recorded year, this study was used maximum rainfall for 24-hr consecutive duration at Gangneung, Seoul, Incheon, Chupungnyeong, Pohang, Daegu, Jeonju, Ulsan, Gwangju, Busan, Mokpo and Yeosu rainfall stations. The tests for Independence, Homogeneity and detection of outliers were used Wald-Wolfowitz's test, Mann-Whitney's test and Grubbs and Beck test respectively. To select appopriate distribution, the distribution of genaralized pareto(GPA), generalized extreme value(GEV), generalized logistic(GLO), lognormal and pearson type 3 distribution is judged by L-moment ratio diagram and Kolmogorov-Smirnov (K-S) test. Design rainfall was estimated by at-site frequency analysis using L-moments and Generalized extreme value(GEV) distribution according to change of the number of years for observed data. Through the comparative analysis for design rainfall induced by L-moments and GEV distribution, relationship between design rainfall and recorded year is provided.

• Journal of the Korean Data and Information Science Society
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• 제15권2호
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• pp.387-394
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• 2004

Zero-Inflated Poisson distribution is Poisson distribution with excess zeros. Recently defects of product hardley happen in the manufacturing process. In this case it is desirable to apply to the Zero-Inflated Poisson distribution rather than Poisson. Our target of this paper is to study the tests for changes of rate of defects after the unknown change-point. We are going to compare the powers of the two proposed tests with likelihood tests by the simulations.