• Journal of the Korean Data and Information Science Society
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• 제20권1호
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• pp.237-250
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• 2009

We consider a nonparametric test procedure for the multi-sample problem with grouped data. We construct the test statistics based on the scores obtained from the likelihood ratio principle and derive the limiting distribution under the null hypothesis. Also we illustrate our procedure with an example and obtain the asymptotic properties under the Pitman translation alternatives. Also we discuss some concluding remarks. Finally we derive the covariance between components in the Appendix.

• 응용통계연구
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• 제29권1호
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• pp.123-132
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• 2016

패널 시계열 자료를 소개하고 패널 1차 자기회귀 모형을 고려하였다. 패널 1차 자기회귀 모형의 동질성 검정을 위한 검정 통계량으로 Rao 통계량과 Wald 통계량을 제안하고, 그 극한분포를 제시하였다. 모의실험을 통해 패널의 수가 작을 때에도 패널의 수가 많을 때와 마찬가지로 두 검정 통계량의 분포가 카이제곱분포를 따르는 것을 확인하였으며, 패널의 수가 작을 때 Rao 통계량이 Wald 통계량 보다 더 우수한 검정력을 가짐을 모의실험을 통해 확인하였다. 시도별 월별 경제활동인구수 자료를 패널 1차 자기회귀 모형으로 적합하여 동질성 검정을 수행한 결과 동질성을 만족하였다. 동질성 검정을 만족한 자료를 시점별 평균을 이용하여 종합하고 이를 1차 자기회귀모형으로 적합하였다. 각각의 시도별로 적합한 모형과 시점별 평균을 이용하여 적합한 모형의 예측력을 비교한 결과 동질성 검정을 통과한 패널 1차 자기회귀모형의 경우 자료를 종합하여 적합한 모형의 예측력이 더 우수함을 확인하였다.

• 응용통계연구
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• 제3권1호
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• pp.105-120
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• 1990

이 논문에서는 통계량의 누적합을 이용하여 누적합 검정을 정의하고 그 특성에 대해 연구하였으며, 축차확률비 검정과의 상대효율을 정의하였다. 누적합 검정의 검사특성함수와 평균표본수는 Wald의 근사공식과 Wiener과정 근사에 의해 표현될 수 있음을 보였다. 또한 누적합 검정에서 축차확률비 검정과 점근적으로 동일한 효율성을 나타내는 통계량을 선정할 수 있음을 보였다. 관측값이 지수 분포를 할 때 누적합 검정과 축차확률비 검정의 효율을 예를 들어 비교해 보았다.

• 한국신뢰성학회:학술대회논문집
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• 한국신뢰성학회 2004년도 정기학술대회
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• pp.167-175
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• 2004

A nonparametric procedure is proposed to test the exponentiality against the hypothesis that one life distribution has a greater residual life times than the other life distribution. Such a hypothesis turns out to be equivalent to the one that one failure rate is greater than the other and so the proposed test works as a competitor to more IFR tests by Kochar (1979, 1981) and Cheng (1985). Our test statistic utilizes the U-statistics theory and a large sample nonpara metric test is established. The power of the proposed test is discussed by calculating the Pitman asymptotic relative efficiencies against several alter native hypotheses. A numerical example is presented to exemplify the proposed test.

• International Journal of Reliability and Applications
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• 제15권1호
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• pp.1-9
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• 2014

Let X and $X_t$ denote the lifetime and the residual life at age t, respectively. X is said to be a NBUL (new better than used in Laplace transform order) random variable if $X_t$ is smaller than X in Laplace order, i.e., $X_t{\leq}_{LT}X$. We propose a new test statistics for testing exponentiality versus NBUL class of life distribution. The tests by Hollender and Proschan (1975) and the generalized Hollender and Proschan test by Ains and Mitra (2011) are considered as special cases of the our of test statistics. Our proposed test statistics is simple, consistent and asymptotically normal. Efficiency and powers of the test statistics for some commonly used distributions in reliability are discussed. Finally, real examples are presented to illustrate the theoretical results.

• 한국수학사학회지
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• 제26권4호
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• pp.277-299
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• 2013

It was not until the early twentieth century that statistics emerged as an independent academic discipline. The developments of statistical theory and methods would not have been possible without heated controversies among founding fathers. One of them, controversy on the statistical test between R. A. Fisher and J. Neyman, E. S. Pearson had been very fierce and long-lasting. On the other hand it was in the early twentieth century that psychologists began to utilize statistical test which was a hybrid of tests developed by Fisher and Neyman-Pearson. By considering the history of fields such as psychology, we can see distinctive characteristics specific to the history of statistics.

• 응용통계연구
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• 제32권6호
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• pp.879-887
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• 2019

본 연구에서는 이표본 구간 자료의 확률적 순서 검정 절차를 제안한다. 제안하는 검정 통계량은 U-통계량에 해당하며 본 연구에서는 이에 대한 점근적 분포를 귀무 가설 하에서 유도하였다. 실제 자료와 모의 실험을 통해 새로 제안한 방법의 성능을 단측 이변량 Kolmogorov-Smirnov 검정법과 비교한다.

• Communications for Statistical Applications and Methods
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• 제26권5호
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• pp.473-495
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• 2019

In this paper, a new extension of Lindley distribution has been introduced. Certain characterizations based on truncated moments, hazard and reverse hazard function, conditional expectation of the proposed distribution are presented. Besides, these characterizations, other statistical/mathematical properties of the proposed model are also discussed. The estimation of the parameters is performed through different classical methods of estimation. Bayes estimation is computed under gamma informative prior under the squared error loss function. The performances of all estimation methods are studied via Monte Carlo simulations in mean square error sense. The potential of the proposed model is analyzed through two data sets. A modified goodness-of-fit test using the Nikulin-Rao-Robson statistic test is investigated via two examples and is observed that the new extension might be used as an alternative lifetime model.

• Communications for Statistical Applications and Methods
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• 제3권3호
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• pp.39-46
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• 1996

Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. In this paper we compare power of goodness-of-fit test statistics for testing the (null)parametric model versus the (alternative) nonparametric model.

• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.639-647
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• 2002

Efforts to obtain more power for unit root tests have continued. Pantula at el.(1994) compared empirical powers of several unit root test statistics and addressed that the weighted symmetric estimator(WSE) and the unconditional maximum likelihood estimator(UMLE) are the best among them. One can easily see that the powers of these two statistics are almost the same. In this paper we explain a connection between WSE and UMLE and suggest a unit root test statistic which may explain the connection between them.