• 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.

• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1497-1501
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• 2013

Cumulative residual Kullback-Leibler (CRKL) information is well defined on the empirical distribution function (EDF) and allows us to construct a EDF-based goodness of t test statistic. However, we need to consider a scaled CRKL because CRKL is not scale invariant. In this paper, we consider several criterions for estimating the scale parameter in the scale CRKL and compare the performances of the estimated CRKL in terms of both power and unbiasedness.

• 응용통계연구
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• 제5권1호
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• pp.29-39
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• 1992

단순선형회귀모형에서 어떤 미지의 시점을 전후하여 회귀계수에 변화가 있었는지에 대한 통계적 가설을 검정하고 변화점의 추정방법을 논의한다. 이차형식의 통계량을 제안하고 그 근사분포 및 유의수준제어를 살펴보았다. 또한 하나의 예를 통하여 제안된 방법을 적용하고 우도비검정과 비교하였다.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.55-64
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• 2000

We propose a criterion for testing homogeneity of matrix intraclass covariance matrices of K multivariate normal populations, It is based on a variable transformation intended to propose and develop a likelihood ratio criterion that makes use of properties of eigen structures of the matrix intraclass covariance matrices. The criterion then leads to a simple test that uses an asymptotic distribution obtained from Box's (1949) theorem for the general asymptotic expansion of random variables.

• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.277-284
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• 2000

The transformed sample Lorenz curve provides a powerful and easily computed goodness-of-fit test for exponentiality which does not depend on the unknown scale parameter. We compare the power of the transformed sample Lorenz curve statistic with the other goodness-of-fit tests for exponentiality against various alternatives through Monte Carlo methods and discuss the results.

• Communications for Statistical Applications and Methods
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• 제4권3호
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• pp.891-901
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• 1997

The objective of this research is to investigate the problem of goodness of fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large smaple properties of the proposed test statistic $Z_{mn}$ are investigated with the minimizer $\widehat{m}$ of the estimated mean integrated squared error by the Diggle and Hall (1986) method.

• Journal of the Korean Data and Information Science Society
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• 제12권2호
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• pp.71-82
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• 2001

There are several ways to test the equality of two survival distributions under a variety of situations. Tests for equality of two distributions with life-table model for univariate independent response times are reviewed and introduced. It is developed that the methodology to test it for correlated response times where treatments are applied to different independent sets of cohorts. Data, which can be separated into two independent sets, from an angioplasty study where more than one procedure is performed on some patients are used to illustrate this methodology.

• Communications for Statistical Applications and Methods
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• 제20권3호
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• pp.199-205
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• 2013

We employ sieve bootstraps for empirical likelihood tests in time series models because their null distributions are often vulnerable to the presence of serial dependence. We found a significant size refinement of the bootstrapped versions of a Lagrangian Multiplier type test statistic regardless of the bandwidth choice required by long-run variance estimations.

• Journal of the Korean Data and Information Science Society
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• 제26권4호
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• pp.791-799
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• 2015

랜덤워크가설이란 금융시장의 많은 시계열자료가 과거의 값과 관계없이 독립적으로 움직인다는 이론이다. 랜덤워크가설은 ARMA 모형에서 단위근 존재여부 문제로 해석되는데 대부분의 연구는 AR(1) 모형에서 ${\rho}$ < 1 여부를 검정하는 문제에 집중되어 왔다. 그러나, ${\rho}$ > 1인 폭발자기회귀모형을 따르면 거품경제의 위험이 있게 되므로 이를 구분하는 것이 필요하다. 폭발자기회귀모형에서 모수 추정량의 점근분포에 대해 알려져 있으나 그 형태가 모수를 포함하고 있어 통계량으로 부적절하거나 모수에 특정한 구조를 가정하고 있어 사용하기 쉽지 않다. 본 연구에서는 소규모자료에서도 사용할 수 있는 기울기부호를 이용하여 폭발자기회귀모형에 대한 검정을 제시한다. 모의실험을 통해 검정통계량의 성질을 확인한 결과, 오차항의 종속 정도에 따라 통계량의 분포가 일정한 경향을 따르는 것을 알 수 있었다. 대립가설이 참일 경우 통계량의 값이 커지는 성질을 이용하여 검정할 수 있음을 확인할 수 있었다.

• 사상체질의학회지
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• 제22권4호
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• pp.49-55
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• 2010

1. Objectives The purpose of this study is to assess the statistical methods used in the Journal of Sasang Constitutional Medicine and to identify the types of errors in the statistical analysis. 2. Methods We have reviewed quantitative articles published in the Journal of Sasang Constitutional Medicine from 2000 to 2009. Except for the case report, a total of 505 articles was reviewed by year. We focused on the methods of statistics in these articles. We have analysed the number of thesis used the statistical methods, the number of the statistical methods, the types of the statistical methods, and the errors of the statistical methods with the object of 202 thesis used the statistical method. 3. Results 1. Of the 370 articles, 202 used inferential statistics. 2. The most dominant was the thesis with one type of the statistical method forming 61.9% (125 thesis) of the total. 3. The ANOVA was the statistic of choice overall (40.1%), followed by the t-test (35.6%). 4. By examining the errors of the statistical methods, there were 49 thesis with errors among 81 thesis using ANOVA, 25 thesis among 72 thesis using t-test, and 18 over 62 thesis using chi-squared test. 4. Conclusions We have found various mistakes or misuses in the applications of statistical methodologies in the articles published in the Journal of Sasang Constitutional Medicine. It is necessary to present the cases of inappropriate statistical methods in order to improve the quality of academic researches. So long as Sasang constitutional medicine uses the statistical methods, researchers should fully examine and be aware of the statistical methods which they wish to use through other research articles, and statistic publications.