• 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.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.419-437
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• 1995

Given the specific mean shift outlier model, several standard approaches to obtaining test statistic for outliers are discussed. Each of these is developed in detail for the nonlinear regression model, and each leads to an equivalent distribution. The geometric interpretations of the statistics and accuracy of linear approximation are also presented.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.10
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• pp.523-530
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• 2020

The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

• Journal of the Korean Data and Information Science Society
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• v.12 no.1
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• pp.71-78
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• 2001

Three test statistics are proposed for the presence of seasonality in multiplicative seasonal time series models. Further their common limiting distribution is derived under some assumptions.

• Journal of the Korean Statistical Society
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• v.22 no.1
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• pp.125-132
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• 1993

Large sample test of homogeneity for a panel of more than two seasonal autoregressive processes is derived and its limiting distribution is found. Detailed results are shown for the important special case that the seasonal and nonseasonal autoregressive components are both of order one.

• The Korean Journal of Applied Statistics
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• v.30 no.4
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• pp.503-512
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• 2017

In test with multiple choices, it is necessary to have the position of correct answers of each question spreaded evenly over all the questions in order to minimize the influence of answering tendency of test takers with preference to specific position of multiple choices. The scores of tests with correct answers in specific positions would not reflect exactly the academic aptitude of examinees who do not know correct answers but have the biased answering tendency. In this paper, we have randomness test for the positioning of correct answers at the 2017 College Scholastic Ability Test (CSAT) using Bartels rank test, the Wald-Wolfowitz runs test, the turning point test, the Cox Stuart trend test, the difference sign test and the Mann-Kendall tank test, etc. We also do independence test between the location of correct answer and the allocation of score in each question, for it may result in overestimating the test-taker with specific position preference in marking correct answers.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.815-824
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• 2013

Traditional Pearson chi-squared test is not appropriate for the data collected by the complex sample design. When one uses the traditional Pearson chi-squared test to the complex sample categorical data, it may give wrong test results, and the error may occur not only due to the biased variance estimators but also due to the biased point estimators of cell proportions. In this study, the design based consistent Wald test statistics was derived for k-population homogeneity test, and the traditional Pearson chi-squared test statistics was partitioned into three parts according to the causes of error; the error due to the bias of variance estimator, the error due to the bias of cell proportion estimator, and the unseparated error due to the both bias of variance estimator and bias of cell proportion estimator. An analysis was conducted for empirical results of the relative size of each error component to the Pearson chi-squared test statistics. The second year data from the fourth Korean national health and nutrition examination survey (KNHANES, IV-2) was used for the analysis. The empirical results show that the relative size of error from the bias of variance estimator was relatively larger than the size of error from the bias of cell proportion estimator, but its degrees were different variable by variable.

• Journal of the Korean Data and Information Science Society
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• v.15 no.2
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• pp.423-430
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• 2004

We provide the exact form of a Rao-Robson version of the chi-squared test of multivariate normality suggested by Park(2001). This test is easy to apply in practice since it is easily computed and has a limiting chi-squared distribution under multivariate normality. A self-contained formal argument is provided that it has the limiting chi-squared distribution. A simulation study is provided to study the accuracy, in finite samples, of the limiting distribution. Finally, a simulation study in a nonnormal distribution is conducted in order to compare the power of our test with those of other popular normality tests.

• The Journal of Korean Physical Therapy
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• v.31 no.5
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• pp.322-327
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• 2019

Purpose: This study examined the influence of the maximal aerobic capacity on the two-year cardiac-related re-hospitalization in patients with heart failure with a reduced ejection fraction (HFrEF) in Korean society. Methods: The maximal aerobic capacity of the study population (n=95, male 63%) was evaluated using a cardiopulmonary exercise (CPX) testing system. Each patient was followed up for two years to divide the HFrEF patients into two groups according to cardiac-related re-hospitalization: re-hospitalization (RH) group (n=29, 30%) and no re-hospitalization (NRH) group (n=66, 70%). Results: The relative peak $VO_2$ (mL/kg/min, p<0.001), exercise duration (p<0.001), respiratory exchange ratio ($VCO_2/VO_2$, p=0.001), systolic blood pressure (SBP) reserve (p=0.004), heart rate (HR) reserve (p=0.007), SBP max (p=0.02), and HR max (p=0.039) were significantly lower in the RH group than the NRH group during the CPX test. On the other hand, the ventilatory efficiency (VE/VCO2 slope, p=0.02) and age (p=0.022) were significantly higher in the RH group than in the NRH group. In binary logistic regression analysis, the relative peak $VO_2$ (p=0.001, Wald Chi-square 10.137) was the strongest predictive factor on cardiac-related re-hospitalization, which was followed by $VCO_2/VO_2$ (p=0.019, Wald Chi-square 5.54). On the other hand, age (p=0.063, Wald Chi-square 3.445) did not have a significant influence on cardiac related re-hospitalization. Conclusion: The maximal aerobic capacity, especially the relative peak $VO_2$, is the strongest factor on cardiac-related re-hospitalization within two years in patients with HFrEF in Korean society.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.63-76
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• 2001

An adaptive estimation and testing method is proposed for comparing dispersions among several ordered groups. Based upon the large sampling theory for nonparametric quartile estimators, we derive the order restricted estimators and construct a simple test statistic. This test statistic has a mixture of several chi-square distributions as its asymptotic null distribution. The proposed test is illustratively applied to survival time data for the patients with carcinoma of the oropharynx.