• Title/Summary/Keyword: Test statistic

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A Test Procedure for Checking the Proportionality Between Hazard Functions

  • Lee, Seong-Won;Kim, Ju-Seong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.561-570
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    • 2003
  • We propose a nonparametric test procedure for checking the proportionality assumption between hazard functions using a functional equation. Because of the involvement of censoring distribution function, we consider the large sample case only and obtain the asymptotic normality of the proposeed test statistic. Then we discuss the rationale of the use of the functional equation, give some examples and compare the performances with Andersen's procedure by computing powers through simulations.

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Cusum of squares test for discretely observed sample from multidimensional di usion processes

  • Na, Ok-Young;Ko, Bang-Won;Lee, Sang-Yeol
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.547-554
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    • 2010
  • In this paper, we extend the work by Lee et al. (2010) to multidimensional di usion processes. A test statistic analogous to the one-dimensional case is proposed to inves-tigate the joint stability of covariance matrix parameters and, under certain regularity conditions, is shown to have a limiting distribution of the sup of a multidimensional Brownian bridge. A simulation result is provided for illustration.

Goodness-of-fit Test for the Weibull Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.349-361
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    • 2009
  • In this paper, we derive the approximate maximum likelihood estimators of the shape parameter and the scale parameter in a Weibull distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We develop three modified empirical distribution function type tests for the Weibull distribution based on multiply Type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

Asymmetric Modeling in Beta-ARCH Processes

  • S. Y. Hwang;Kahng, Myung-Wook
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.459-468
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    • 2002
  • A class of asymmetric beta-ARCH processes is proposed and connections to traditional ARCH models are explained. Geometric ergodicity of the model is discussed. Conditional least squares as well as maximum likelihood estimators of parameters and their limit results are also presented. A test for symmetry of the model is studied with limiting power of test statistic given.

Application of Bootstrap Method for Change Point Test based on Kernel Density Estimator

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.107-117
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    • 2004
  • Change point testing problem is considered. Kernel density estimators are used for constructing proposed change point test statistics. The proposed method can be used to the hypothesis testing of not only parameter change but also distributional change. Bootstrap method is applied to get the sampling distribution of proposed test statistic. Small sample Monte Carlo Simulation were also conducted in order to show the performance of proposed method.

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Influence Measures for the Likelihood Ratio Test on Independence of Two Random Vectors

  • Jung, Kang-Mo
    • 한국데이터정보과학회:학술대회논문집
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    • 2001.10a
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    • pp.13-16
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    • 2001
  • We compare methods for detecting influential observations that have a large influence on the likelihood ratio test statistics that the two sets of variables are uncorrelated with one another. For this purpose we derive results of the deletion diagnostic, the influence function, the standardized influence matrix and the local influence. An illustrative example is given.

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Testing Homogeneity of Diagonal Covariance Matrices of K Multivariate Normal Populations

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.929-938
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    • 1999
  • We propose a criterion for testing homogeneity of diagonal covariance matrices of K multivariate normal populations. It is based on a factorization of usual likelihood ratio intended to propose and develop a criterion that makes use of properties of structures of the diagonal convariance matrices. The criterion then leads to a simple test as well as to an accurate asymptotic distribution of the test statistic via general result by Box (1949).

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Independence tests using coin package in R (coin 패키지를 이용한 독립성 검정)

  • Kim, Jinheum;Lee, Jung-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.5
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    • pp.1039-1055
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    • 2014
  • The distribution of a test statistic under a null hypothesis depends on the unknown distribution of the data and thus is unknown as well. Conditional tests replace the unknown null distribution by the conditional null distribution, that is, the distribution of the test statistic given the observed data. This approach is known as permutation tests and was developed by Fisher (Fisher, 1935). Theoretical framework for permutation tests was given by Strasser and Weber(1999). The coin package developed by Hothon et al. (2006, 2008) implements a unified approach for conditional inference via the generic independence test. Because convenient functions for the most prominent problems are available, users will not have to use the extremely flexible procedure. In this article we briefly review the underlying theory from Strasser and Weber (1999) and explain how to transform the data to perform the generic function independence test. Finally it was illustrated with a few real data sets.

A Survey of Patient Satisfaction with Physical Therapy Servics and Physical Therapist According to General Characteristics and Medical Institution - Focused on Gimcheon City - (환자의 일반적 특성과 의료기관에 따른 물리치료 서비스 및 물리치료사에 대한 만족도 조사 - 김천지역 중심으로 -)

  • Park, Hung-Ki;Jung, Byeong-Ok;Kim, Geun-Jo;Ahn, Byung-Heon
    • Journal of Korean Physical Therapy Science
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    • v.15 no.4
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    • pp.51-60
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    • 2008
  • Background: The purpose of this study show the degree of physical therapy service and physical therapist according to medical institution by measuring and determining the factor affecting patient satisfaction in the Gimcheon city. Methods: For this study 100 questionnaires were distributed to medical institution, Gimcheon city from Jul 20 to Aug 5, 2008. The consisted of total 28 items. The contents item divided the general characteristics into nine heads, the satisfaction of physical therapy service into nine heads, and the physical therapy into ten heads. Survey data were collected by a written questionnaire. The collected date were analyzed by t-test, ANOVA. Results: There was difference with statistic value in physical therapy according to medical security and handicapped or non-handicapped(p<.05). There was difference with statistic value in physical therapy service and physical therapist according to medical institution. The score of patient satisfaction at welfare facilities was significantly lesser than other medical institution(p<.05). Conclusion: There was difference with statistic value in physical therapy service and physical therapist according to a number of patients of physical therapy a day.

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Multimedia Statistic Post-office Box System using Fuzzy Filtering Structures (퍼지 필터링 구조를 이용한 멀티미디어 통계 사서함 시스템)

  • Lee Chong Deuk;Kim Dae Kyung
    • The KIPS Transactions:PartB
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    • v.11B no.6
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    • pp.709-716
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    • 2004
  • According to the current increase of the usefulness of information by Internet Communication network, several methods are proposed in which a specific domain information nay be efficiently constructed and serviced. This paper proposes Relationship Grouping of Fuzzy Filtering Objects for Multimedia Statistic Post-office Box Construction. The proposed method exploits RelCRO( $D_{omain}$, Gi), RelSRO( $D_{omain}$, Gi) and FAS in order to group using (equation omitted)-cut. To know how well the proposed method is able to work, this paper have test against the methods with 1600 items of multimedia type information, and our system are compared with Random-Key, OGM and the proposed method. The results shows that the proposed method provides the better performance than the other methods.