• Communications for Statistical Applications and Methods
• /
• v.4 no.2
• /
• pp.427-434
• /
• 1997

The purpose of this paper is to discuss distribution-free tests of hypothesis that the random samples are identically distributed against the epidemic alternative. But most tests that have been considered are depended only on specific null distribution. Two nonparametric tests are considered and compared with a likelihood ratio test by the empirical powers.

• Journal of the Korean Data and Information Science Society
• /
• v.15 no.4
• /
• pp.921-934
• /
• 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
• /
• v.23 no.2
• /
• pp.163-177
• /
• 2016

We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

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

• Health Policy and Management
• /
• v.5 no.2
• /
• pp.155-172
• /
• 1995

This study is an empirical analysis on the equity in the delivery of heatlh care under the Korean Medical Insurance Corporation System. The purposes of this study are to find out effects of income on the health care utiliztion and measure the income-related inequity in the distribution of health care. This study was carried out based on the fact that the health insurance program has been organized to achieve the equity objective, "equal treatment for equal needs". Of 41, 828 insured persons who had been diagnosed in the 1993 Health Screening Test and utilifzation data from 1, January 1993 through 31, December 1993 were derived from the Benefit Managment File. Inequity was measured by means of I) share approach, ii) standardization concentration curve approach, iii) inequity index, iv) test for inequity. The major findings were as follows : 1. The expenditure shares of the top two quintile groups exceeded their morbidity shares, whereas the opposite was true of the bottom three quintile groups, Which showed a positive HI$_{LG}$ inequity index, suggesting the presence of some inequity favoring the rich group. 2. Compared with other residential areas, the rural area showed the highest positive HI$_{LG}$ irrespective of need indicatior applied. 3. Standardized expenditure concentration indices adjusted by age, gender and need structure were also found to be positive, and therefore still indicated that there has been inequity favoring the rich after the standardization. 4. The Loglikelihood Ratio (LR) test for the statistical significance of income-related inequity of medical care utilization was carried out using the logistic regression model. The resulting loglikelihood ratio test statistic value was 176, which did exceed the 0.5 percent critical value of the chi-square distribution with 28 degrees of freedom, which is 50.993. Therefore, the null hypothesis of no income-related inequity of medical care utilization was rejected at the 99.5 percent confidence level. 5. The Regression based F-test has been carried out for analyzing the income-related inequity of medical expenditure in terms of age, gender, morbidity indicators as explanary variables. The hypothesis of the absence of income-relate inequity was rejected for all need indicators at the 95% confidence level.nce level.

• Journal of Korean Society for Geospatial Information Science
• /
• v.7 no.1 s.13
• /
• pp.29-40
• /
• 1999

In vector GIS, natural linear entities (called linear entitles) are usually represented by a set of line segments. As an alternative of the line segments, curve segments can be used to represent the linear entities. The curve segments, as one-dimensional spatial objects, we generated by spline interpolation technique such as Bezier technique. In an effort to improve its accuracy in resembling the linear entities, the Bezier technique was modified generating a new technique (called New technique) (Kiyun, 1998). In this paper, validity of the New technique was tested. Test focused on answering two questions: (1) whether or not the curve segments from the New technique replace line segments so as to enhance the accuracy of representations of linear entities, and (2) whether or not the curve segments from the New technique represent the linear entities more accurately than curve segments from the Bezier technique. Answering these two questions entailed two hypothesis tests. For test data, a series of hydrologic lines on 7.5-minute USGS map series were selected. Test were done using t-test method and statistical inferences were made from the results. Test results indicated that curve segments from both the Bezier and New techniques represent the linear entities more accurately than the line segments do. In addition, curve segments from the New technique represent the linear entities more accurately than the line segments from the Bezier technique do at probability level 69% or higher.

• Journal of KIISE:Software and Applications
• /
• v.41 no.8
• /
• pp.598-604
• /
• 2014

In this paper, we develop stepwise regression data envelopment model to select important variables. We formulate null hypothesis to understand the importance of each variable and use Kruskal-Wallis test for this purpose. If the Kruskal-Wallis test does reject the null hypothesis this will imply there is significant fluctuation in the efficiency score relative to base model. And therefore we have to further check the pair of variables that causes the fluctuation in order to determine its importance using Conover-Inman test. The proposed models helps understand the extent of misclassification decision making units as efficient/inefficient when variables are retained or discarded alongside provides useful managerial prescription to make improvement strategies.

• The Korean Journal of Financial Management
• /
• v.26 no.1
• /
• pp.189-220
• /
• 2009

This study tests the significance of momentum and contrarian strategy which challenge the weak efficient market hypothesis (EMH). If momentum and contrarian strategy can make extra return above the market, this can be a significant critics to the weak EMH. By using Monte Carlo simulation we have found that many existing returature, which test the significance of momentum and contrarian strategy, have a significance distortion problem. We test the significance of momentum and contrarian strategy by using reality check test of White(2000) which solve the problem of data snooping bias. The results are following. When we use the KOSPI index as the benchmark portfolio, we can get the best strategy of momentum strategy in the case of mean return. But in the case of Sharp ratio which is the performance measure adjusting risk, we find that the best strategy in the momentum and contrarian strategy can not dominate the performance of benchmark portfolio. Therefore we argue that weak EMH can not be rejected because of superior performance of momentum and contrarian strategy when we consider risk.

• Journal of Korean Society of Transportation
• /
• v.28 no.1
• /
• pp.97-105
• /
• 2010

An All-red clearance interval(AR) has been operating with amber signal in order to avoid collision between vehicles which cannot come out of the intersections, vehicles coming in from the opposite direction, and pedestrians(bicycles) on the crosswalk during the signal conversion time at the intersections. Foreign nations have been analyzing AR's influences of traffic accidents. On the other hand, the similar research has not been conducted in the country. The objective of this paper, therefore, is to analyze the safety at the intersections with respect to the installation of AR through the hypothesis test. A before-and-after analysis has been performed for 10 intersections where applied AR. From the 95% of significance level, the results of Non-parametric Test show that the installation of AR improves a safety at the intersections. The results indicates that AR discharges vehicles passing through the intersections and control entering vehicles at the intersections.

• Journal of Home Health Care Nursing
• /
• v.18 no.2
• /
• pp.88-98
• /
• 2011

Purpose: This study was done to develop and test a maternal role strengthening program based on home care nursing. Methods: A quasi-experimental design was employed. Changes in the variables(maternal identity and confidence of maternal role) were evaluated to test the effects of the developed program. Participants were first-time mothers receiving home care nursing from S Medical Center following normal spontaneous vaginal delivery(experimental group 29; control group 29). Data collection was conducted from December 2008 to February 2009. $X^2$-test, Fisher's exact test and t-test were used to analyse the data. Results: Hypothesis 1, that the experimental group receiving this program would experience a stronger maternal identity than the control group, was supported(t=-7.990, p=<.001). Hypothesis 2, that the experimental group would have higher confidence in their maternal role than the control group, was also supported(t=-10.109, p=<.001). Conclusion: The maternal role strengthening program based on home care nursing developed in this study was found to be an effective means of improving maternal identity and confidence of maternal role. As these traits are developed once the baby is born, active nursing programs which provide continuous training and demonstrations to mothers are needed prior to hospitalization and following hospital discharge.