• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.319-324
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• 2003

본 논문에서는 matched-pair design에서의 두 처리간 동등성/ 비열등성 검정에 대해 고려하였다. 기존에 비율차이나 risk ratio관점에서 동등성/비열등성 검정을 시행한 것과는 달리, 본 논문에서는 odds ratio에 기초하여 두 가지 검정통계량을 유도하였다. (1) constrained maximum likelihood estimator(mle)를 이용한 fieller type 통계량 (2) 제약없이 구한 mle를 사용한 wald-type 통계량). 비율 차이나 risk ratio에 기초한 기존의 통계적 방법들(비율차이에 근거한 (3) score-type 통계량과 (4) wald-type 통계량, risk ratio에 기초한 (5) fieller-type 통계량과 (6) wald-type 통계량)과 본 논문에서 제시한 두가지 통계량의 성능을 비교하기 위해 모의실험을 시행하였다. 모의실험 결과, 본 논문에서 제안한 constrained mle를 사용한 fieller type 통계량은 empirical type I error 측면에서 매우 만족스러운 결과를 보이고 있으며, 특히 비대각 셀의 확률이 작아질 경우에도 안정적인 성능을 보여준다.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.123-132
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• 2016

We can achieve the principle of parsimony and efficiency if homogeneity for panel time series model is satisfied. We suggest a Rao test statistic and a Wald test statistic for the test of homogeneity for panel AR(1) and derived the limit distribution. We performed a simulation to examine statistics with the same chisquare distribution when number of the individual is small and in common with large. We also simulated to compare the empirical power of the statistics in a small panel. In application, we fit panel AR(1) model using regional monthly economical active population data and test homogeneity for panel AR(1). It is satisfied homogeneity, so it could be fitted AR(1) using the sample mean at the time point. We also compare the power of prediction between each individual and pooled model.

• The Korean Journal of Applied Statistics
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• v.2 no.2
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• pp.79-89
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• 1989

Modified Pearson $X^2$ statistic is concerned. Moreover the four statistics(Pearson, Wald, modified sample design effects and reduction factor) are compared in one-stage sampling situation. In case of categorical of fit and independence tests for sample data above, it is shown that there is a significant behavior between Pearson $X^2$ and Wald statistic, but minor difference in modified statistics by simulation methods.

• The Korean Journal of Applied Statistics
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• v.14 no.1
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• pp.211-221
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• 2001

본 논문에서는 2$\times$2 분할표의 주변동질성 검정에서 사용될 수 있는 통계량들을 소개하고, 이 통계량들을 비교하였다. 먼저 주변동질성 검정에 민감하게 영향을 주는 모수를 정의한 후에 이 모수들의 효과를 예시하였다. 또한 이 모수들을 이용하여 모의실험을 통해여러 검정법들을 비교해본 결과 McNemar 검정이 다른 검정력보다 더 좋은 성질을 가지고 있음을 보였다.

• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.43-53
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• 1998

본 연구에서는 승법 시계열모형에 있어서 계절성 존재에 대한 대표본 검정통계량으로 서 Wald, 우도비, Rao 통계량을 제안했다. 그리고 세 통계량의 극한분포를 유도하였다. 모의실험을 통하여 세 검정통계량의 경험적 유의수준과 극한분포를 구하고, 세 검정통계량의 검정력을 비교하였다.

• The Korean Journal of Applied Statistics
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• v.3 no.1
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• pp.105-120
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• 1990

In this paper, a sequential test procedure is defined by using cumulative sum (CUSUM) of statistics. The properties as well as the efficiency of the CUSUM test are studied in comparison with the sequential probability ratio test (SPRT). It was shown that, the operating characteristic function and the average sample numbrer can be derived by Wald and Wiener process approximations. Also it was shown that the statistics used in the CUSUM test is determined to provide asymtotically equivalent efficiency compared to the SPRT. The efficiency of the CUSUM test and the SPRT are cpmpared by an example for some limited number of cases in the exponential distribution.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1289-1300
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• 2009

The double sampling scheme is effective in reducing the sampling cost. However, the doubly sampled data is contaminated by two types of error, namely false-positive and false-negative errors. These would make the statistical analysis more difficult, and it would require more sophisticate analysis tools. For instance, the Wald method for the interval estimation of a proportion would not work well. In fact, it is well known that the Wald confidence interval behaves very poorly in many sampling schemes. In this note, the property of the Wald interval is investigated in terms of the coverage probability and the expected width. An alternative confidence interval based on the Agresti-Coull's approach is recommended.

• The Korean Journal of Applied Statistics
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• v.27 no.7
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• pp.1163-1170
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• 2014

The concepts and structure of intermittent panel time series data are introduced. We suggest a Wald test statistic for the test of homogeneity for intermittent panel first order autoregressive model and its limit distribution is derived. We consider the fitting the model with pooling data using sample mean at the time point if homogeneity for intermittent panel AR(1) is satisfied. We performed simulations to examine the limit distribution of the homogeneity test statistic for intermittent panel AR(1). In application, we fit the intermittent panel AR(1) for panel Mumps data and investigate the test of homogeneity.

• Communications for Statistical Applications and Methods
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• v.3 no.1
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• pp.29-37
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• 1996

계절성을 갖는 승법 계절 혼합 시계열 모형들의 동질성 검정을 위하여 Wald 검정 통계량을 구하고 그 극한 분포가 ${\chi}^2$-분포함을 보였으며 시뮬레이션 연구를 통하여 뒷받침하였다. 도시 규모가 비슷한 우리나라 지역별 평균 온도자료를 가지고 이 동질성 검정을 수행하여 시계열을 지역별로 모형화하여 예측한 것과 동질성이 있는 것을 묶고 모형화하여 예측한 것에 대한 예측 오차를 비교하였다.

• The Korean Journal of Applied Statistics
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• v.1 no.2
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• pp.66-81
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• 1987

A new nonparametric sequential testing procedure is proposed in the paper. Sequential observations are divided into equally sized groups and a nonparametric statistic, which is appropriate for testing the given hypotheses, is obtained from each group. Then Wald's sequential test is applied for the case where the log probability ratio statistic is replaced by the nonparametric statistic. The properties of such test are evaluated approximately by the Wiener process.