• 제목/요약/키워드: Test statistic

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Testing the Randomness of the Coefficients In First Order Autoregressive Processes

  • Park, Sangwoo;Lee, Sangyeol;Sun Y. Hwang
    • Journal of the Korean Statistical Society
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    • 제27권2호
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    • pp.189-195
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    • 1998
  • In this paper, we are concerned with the problem of testing the randomness of the coefficients in a first order autoregressive model. A consistent test based on prediction error is suggested. It is shown that under the null hypothesis, the test statistic is asymptotically normal.

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추론통계를 사용한 문헌정보학 연구에서 데이터 수집과 분석에 관한 비평적 고찰 (A Critical Review of the Use of Inferential Statistics in Library and Information Science Research in Korea)

  • 노정순
    • 한국문헌정보학회지
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    • 제40권2호
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    • pp.217-242
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    • 2006
  • 본 연구는 국내 문헌정보학분야의 대표적인 4개 학술지에 2001부터 2004까지 발표된 792편의 연구논문 중 추론통계를 사용한 86편의 연구논문에서 활용한 데이터 수집방법과 추론통계기법을 비평적으로 고찰하였다. 표집방법별로 그리고 신뢰도검사와 가설과 모형의 검정에 사용된 통계기법별로 대표 연구논문을 소개하고, 사용된 기법으로 데이터를 수집하고 분석하는 과정에서 보인 문제점들을 논의하였다. 분석된 연구에서 표집방법으로는 확률표집보다는 비확률표집이 주로 사용되었으며, 질문지를 이용하여 데이터를 수집한 연구의 평균응답률은 74.47%로 분석되었으나, 응답률이 낮을 경우 무응답으로 인한 표집과정의 오류를 밝히려는 노력은 부족한 것으로 파악되었다. 추론통계기법 중 특히 신뢰도검사, 교차분석, 다중회귀분석, 요인분석, 다차원척도를 사용하는데 문제가 있는 것으로 분석되었다.

Unbalanced ANOVA for Testing Shape Variability in Statistical Shape Analysis

  • Kim, Jong-Geon;Choi, Yong-Seok;Lee, Nae-Young
    • 응용통계연구
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    • 제23권2호
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    • pp.317-323
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    • 2010
  • Measures are very useful tools for comparing the shape variability in statistical shape analysis. For examples, the Procrustes statistic(PS) is isolated measure, and the mean Procrustes statistic(MPS) and the root mean square measure(RMS) are overall measures. But these measures are very subjective, complicated and moreover these measures are not statistical for comparing the shape variability. Therefore we need to study some tests. It is well known that the Hotelling's $T^2$ test is used for testing shape variability of two independent samples. And for testing shape variabilities of several independent samples, instead of the Hotelling's $T^2$ test, one way analysis of variance(ANOVA) can be applied. In fact, this one way ANOVA is based on the balanced samples of equal size which is called as BANOVA. However, If we have unbalanced samples with unequal size, we can not use BANOVA. Therefore we propose the unbalanced analysis of variance(UNBANOVA) for testing shape variabilities of several independent samples of unequal size.

On Testing Fisher's Linear Discriminant Function When Covariance Matrices Are Unequal

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.325-337
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    • 1993
  • This paper propose two test statistics which enable us to proceed the variable selection in Fisher's linear discriminant function for the case of heterogeneous discrimination with equal training sample size. Simultaneous confidence intervals associated with the test are also given. These are exact and approximate results. The latter is based upon an approximation of a linear sum of Wishart distributions with unequal scale matrices. Using simulated sampling experiments, powers of the two tests have been tabulated, and power comparisons have been made between them.

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Test for the Pareto Distribution Based on the Transformed Sample Lorenz Curve

  • 강석복;조영석
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.133-137
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    • 2002
  • A powerful and easily computed goodness-of-fit test for Pareto distribution which does not depend on the unknown location and scale parameters is proposed based on the transformed sample Lorenz curve. We compare the power of the proposed test statistic with the other goodness-of-fit tests for Pareto distribution against various alternatives through Monte Carlo methods.

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Tests for Panel Regression Model with Unbalanced Data

  • Song, Suck-Heun;Jung, Byoung-Cheol
    • Journal of the Korean Statistical Society
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    • 제30권3호
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    • pp.511-527
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    • 2001
  • This paper consider the testing problem of variance component for the unbalanced tow=-way error component model. We provide a conditional LM test statistic for testing zero individual(time) effects assuming that the other time-specific(individual)efefcts are present. This test is extension of Baltagi, Chang and Li(1998, 1992). Monte Carlo experiments are conducted to study the performance of this LM test.

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Goodness-of-Fit Test for the Pareto Distribution Based on the Transformed Sample Lorenz curve

  • 강석복;조영석
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.113-119
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    • 2002
  • A powerful and easily computed goodness-of-fit test for Pareto distribution which does not depend on the unknown location and scale parameters is proposed based on the transformed sample Lorenz curve. We compare the power of the proposed test statistic with the other goodness-of-fit tests for Pareto distribution against various alternatives through Monte Carlo methods.

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A Note on the Median Control Chart

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제20권2호
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    • pp.107-113
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    • 2013
  • This study reviews several well-known control charts for the location parameter with a discussion of the relationship between the maintenance of the control chart and a series of hypotheses testing. As a by-product, we then propose a new median control chart with the sign test statistic. We also modify the nonparametric control charts to easily understand the relation. Then we illustrate the construction of several median control charts with the industrial data and compare the efficiency among several control charts. Finally, we discuss some interesting features for the median control charts as concluding remarks.

A Profile Analysis about Thermal Life Data of Electrical insulating materials at Accelerated Life Test

  • Bark, Shim-Kyu
    • 한국멀티미디어학회논문지
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    • 제13권12호
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    • pp.1814-1819
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    • 2010
  • Since 1987, when statistical analyzing guide for thermal life test of Accelerated Life Test(ALT) was proposed as ANSI/IEEE Std 101, this guide has been used widely for many experiment data. Shim(2004) had done Monte Carlo simulation to compare life of two different systems or materials, based on statistic values obtained from ANSI/IEEE Std 101 data. In this study, a profile analysis is proposed for comparing life of two different systems or materials, and some examples using pre-existing data are given.

Detection of Random Effects in a Random Effects Model of a One-way Layout Contingency Table

  • Kim, Byung-Soo
    • Journal of the Korean Statistical Society
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    • 제13권1호
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    • pp.1-19
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    • 1984
  • A random effects model of a one-way layout contingency table is developed using a Dirichlet-multinomial distribution. A test statistic, say $T_k$, is suggested for detecting Dirichlet-multinomial departure from a multinomial distribution. It is shown that the $T_k$ test is asymptotically superior to the classical chi-square test based on the asymptotic relative efficiency. This superiority is further evidenced by a Monte Carlo simulation.

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