• Title/Summary/Keyword: Wald test

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A Wald Test for a Unit Root Based on the Symmetric Estimator

  • Jong Hyup Lee;Dong Wan SHin
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.677-683
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    • 1997
  • For an AR(1) model with intercept $y_t=\mu+\rho{y_{t-1}}+e_t$, a test for random walk hypothesis $H_0:(\mu, \rho)=(0, 1)$is proposed, which is based on the symmetric estimator. In the vicinity of the null, the test in shown to be more powerful than the test of Dickey and Fuller(1981) based on the ordinary least squares estimator.

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Tests for Equality of Two Distributions with Life-Table Model

  • Kang, Shin-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.2
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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.

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Comparison Analysis of Quality Assessment Protocols for Image Fusion of KOMPSAT-2/3/3A (KOMPSAT-2/3/3A호의 영상융합에 대한 품질평가 프로토콜의 비교분석)

  • Jeong, Nam-Ki;Jung, Hyung-Sup;Oh, Kwan-Young;Park, Sung-Hwan;Lee, Seung-Chan
    • Korean Journal of Remote Sensing
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    • v.32 no.5
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    • pp.453-469
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    • 2016
  • Many image fusion quality assessment techniques, which include Wald's, QNR and Khan's protocols, have been proposed. A total procedure for the quality assessment has been defined as the quality assessment protocol. In this paper, we compared the performance of the three protocols using KOMPSAT-2/3/3A satellite images, and tested the applicability to the fusion quality assessment of the KOMPSAT satellite images. In addition, we compared and analyzed the strengths and weaknesses of the three protocols. We carried out the qualitative and quantitative analysis of the protocols by applying five fusion methods to the KOMPSAT test images. Then we compared the quantitative and qualitative results of the protocols from the aspects of the spectral and spatial preservations. In the Wald's protocol, the results from the qualitative and quantitative analysis were almost matched. However, the Wald's protocol had the limitations 1) that it is timeconsuming due to downsampling process and 2) that the fusion quality assessment are performed by using downsampled fusion image. The QNR protocol had an advantage that it utilizes an original image without downsampling. However, it could not find the aliasing effect of the wavelet-fused images in the spectral preservation. It means that the spectral preservation assessment of the QNR protocol might not be perfect. In the Khan's protocol, the qualitative and quantitative analysis of the spectral preservation was not matched in the wavelet fusion. This is because the fusion results were changed in the downsampling process of the fused images. Nevertheless, the Khan's protocol were superior to Wald's and QNR protocols in the spatial preservation.

AN IMPROVED CONFIDENCE INTERVAL FOR THE POPULATION PROPORTION IN A DOUBLE SAMPLING SCHEME SUBJECT TO FALSE-POSITIVE MISCLASSIFICATION

  • Lee, Seung-Chun
    • Journal of the Korean Statistical Society
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    • v.36 no.2
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    • pp.275-284
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    • 2007
  • Confidence intervals for the population proportion in a double sampling scheme subject to false-positive misclassification are considered. The confidence intervals are obtained by applying Agresti and Coull's approach, so-called "adding two-failures and two successes". They are compared in terms of coverage probabilities and expected widths with the Wald interval and the confidence interval given by Boese et al. (2006). The latter one is a test-based confidence interval and is known to have good properties. It is shown that the Agresti and Coull's approach provides a relatively simple but effective confidence interval.

Homogeneity Test of Random Coefficient for the First Order Nonlinear Time Series Panel Data (일차 비선형 시계열 패널자료의 확률계수 동질성 검정)

  • 김인규;황선영;이성덕
    • The Korean Journal of Applied Statistics
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    • v.13 no.1
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    • pp.97-104
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    • 2000
  • 본 논문은 m개의 독립적인 일차 비선형 시계열로 구성된 패널자료의 동질성 검정에 대한 연구로서 먼저 일반적인 일차 비선형 시계열의 정상성 조건을 유도하고 이어서 동질성 검정법을 제시하고 연관된 극한분포를 규명하였다. 또한 모의실험을 하여 제안된 검정법의 모의검정력을 구하였다.

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Exact Tests for Variance Ratios in Unbalanced Random Effect Linear Models

  • Huh, Moon-Yul;Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.457-469
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    • 1996
  • In this paper, we propose a method for an exact test of H : $p_i$ = $r_i$ for all i against K : $p_i$ $\neq$ $r_i$ for some i in an unbalanced random effect linear model, where $p_i$ denotes the ratio of the i-th variance component to the error variance. Then we present a method to test H : $p_i$ $\leq$ r against K : $p_i$> r for some specific i by applying orthogonal projection on the model. We also show that any test statistic that follows an F-distribution on the boundary of the hypotheses is equal to the one given here.

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An Analysis of Temporal Characteristic Change for Various Hydrologic Weather Parameters (II ) - On the Variability, Periodicity - (각종 수문기상인자의 경년별 특성변화 분석 (II) - 변동성, 주기성을 중심으로 -)

  • Lee, Jae-Joon;Jang, Joo-Young;Kwak, Chang-Jae
    • Journal of Korea Water Resources Association
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    • v.43 no.5
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    • pp.483-493
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    • 2010
  • In this study, for the purpose of analyzing variability and periodicity of Korean hydrologic weather parameters, 5 hydrologic weather parameters data such as annual precipitation, annual rainy days, annual average temperature, annual average relative humidity, annual duration of sunshine are collected from 63 domestic meteorological stations that has the hydrologic weather parameters records more than 30 years. And in this study the variability and periodicity using the statistical methods like Wald-Wolfowitz test, Mann-Whitney test, and Wavelet Transform about hydrologic weather parameters is analyzed. The results of statistical analysis of variability and periodicity can be summarized as follows: 1) Variability commonly appeared in annual average temperature and annual average relative humidity. 2) Annual precipitation, annual rainy days and annual duration of sunshine showed different results according to area. 3) Periodicity appeared in annual precipitation and annual rainy days but did not appeard in annual average temperature, annual average relative humidity and annual duration of sunshine.

A Study on the Variable Factors for Brain Perfusion SPECT(Diamox) Scan (Brain Perfusion SPECT(Diamox) 검사의 수행결과에 영향을 주는 요인)

  • Lee, Jin-Hyeong;Kim, Sang-Eon;Park, Hyeon-Soo;Park, Yeoung-Jae;Lee, In-Won
    • The Korean Journal of Nuclear Medicine Technology
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    • v.15 no.2
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    • pp.99-103
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    • 2011
  • Purpose: Head movement during brain perfusion SPECT (Diamox) scan is a one of important issues which decreases image quality. It also causes repeated scans. This study was designed to evaluate variable factors causing scan failures. Materials and Methods: 676 patients (359 men, 317 women, age average $54.5{\pm}18.4$) for brain perfusion SPECT (Diamox) scan from March, 2010 to Feb. 2011 were used as a subject. Age data and the kind of disease(Moyamoya disease (MMD), None moyamoya disease (NMMD), Cerebral infarction (CI)), test performance outcome (success,failure) were collected. The head movement factors(gender, disease, age, head fixation device) were evaluated by chi-square test and logistic regression analysis Results: The result showed that men had higher scan failure rate than women. Seniors in seventies(men 3.4%, women 1.5%) showed the most highest failure rate. Using head fixation device increased scan success rate up to 94.4~97.7%. The scan success rate is dependent upon gender, head fixation device by chi-square test(${\chi}^2$=3.8 (df=1, p<0.05), ${\chi}^2$=10.4 (df=1, p<0.001)) Gender, disease(CI), head fixation device showed very effective result in logistic regression analysis.(Wald=3.3 (p<0.07), Wald=3.7 (p<0.05), Wald=9.3 (p<0.05) Conclusion: It is demonstrated that gender, disease, using head fixation device is statistically very useful factors. Especially, head fixation device is a main key minimizing repeated scan.

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Trend Analysis of Rainfall Data Using Stochastic Time Series Models (추계학적 모의발생기법을 이용한 강우자료의 경향성 분석)

  • Seo, Lynn;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1282-1286
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    • 2009
  • 최근에 빈번하게 발생하는 집중호우로는 강우자료의 경향성에 영향을 주고 있다. 하지만, 우리나라의 강우관측기록이 충분하지 못하여 통계학적 경향성 분석은 유의한 결과를 보여주고 있지 않아, 확률강우량 산정시 강우자료가 정상성을 지니고 있다고 가정하여 빈도분석을 실시하고 있다. 본 연구에서는 경향성이 나타나지 않는 강우관측소 49개지점중 4개의 지점을 선정하여 향후 경향성 여부를 분석하였다. 이들 관측자료가 가지는 경향성을 유지하면서 추계학적 시계열 모의발생기법을 이용하여 강우자료를 발생시킨 후 경향성 검정을 실시하였다. 이를 위하여 Regression model, ARMA model을 이용하여 강우자료를 발생시켰으며, 발생된 강우자료는 Mann-Kendall test, Hotelling-Pabst test, Wald-Wolfowitz test를 사용하였다. 그 결과 거의 모든 지점에서 가까운 미래에 경향성을 갖게 될 것임을 알 수 있었다.

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A Rao-Robson Chi-Square Test for Multivariate Normality Based on the Mahalanobis Distances

  • Park, Cheolyong
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.385-392
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    • 2000
  • Many tests for multivariate normality are based on the spherical coordinates of the scaled residuals of multivariate observations. Moore and Stubblebine's (1981) Pearson chi-square test is based on the radii of the scaled residuals, or equivalently the sample Mahalanobis distances of the observations from the sample mean vector. The chi-square statistic does not have a limiting chi-square distribution since the unknown parameters are estimated from ungrouped data. We will derive a simple closed form of the Rao-Robson chi-square test statistic and provide a self-contained proof that it has a limiting chi-square distribution. We then provide an illustrative example of application to a real data with a simulation study to show the accuracy in finite sample of the limiting distribution.

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