• Title/Summary/Keyword: Wilcoxon

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Weighted Least Absolute Error Estimation of Regression Parameters

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • v.8 no.1
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    • pp.23-36
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    • 1979
  • In the multiple linear regression model a class of weighted least absolute error estimaters, which minimize the sum of weighted absolute residuals, is proposed. It is shown that the weighted least absolute error estimators with Wilcoxon scores are equivalent to the Koul's Wilcoxon type estimator. Therefore, the asymptotic efficiency of the proposed estimator with Wilcoxon scores relative to the least squares estimator is the same as the Pitman efficiency of the Wilcoxon test relative to the Student's t-test. To find the estimates the iterative weighted least squares method suggested by Schlossmacher is applicable.

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Development of An Automatic Incident Detection Model Using Wilcoxon Rank Sum Test (Wilcoxon Rank Sum Test 기법을 이용한 자동돌발상황검지 모형 개발)

  • 이상민;이승환
    • Journal of Korean Society of Transportation
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    • v.20 no.6
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    • pp.81-98
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    • 2002
  • 본 연구는 Wilcoxon Rank Sum Test 기법을 이용한 자동 돌발상황 검지 모형을 개발하는 것이다. 본 연구의 수행을 위하여 고속도로에 설치된 루프 차량 검지기(Loop Vehicle Detection System)에서 수집된 점유율 데이터를 사용하였다. 기존의 검지모형은 산정하기가 까다로운 임계치에 의하여 돌발상황을 검지하는 방식이었다. 반면 본 연구 모델은 위치와 시간대 교통 패턴에 관계없이 모형을 일정하게 적용하며, 지속적으로 돌발상황 지점과 상·하류의 교통패턴을 비교 검정 기법인 Wilcoxon Rank Sum Test 기법을 사용하여 돌발상황 검지를 수행하도록 하였다. 연구모형의 검증을 위한 테스트 결과 시간과 위치에 관계없이 정확하고 빠른 검지시간(돌발 상황 발생 후 2∼3분)을 가짐을 알 수 있었다. 또한 기존의 모형인 APID, DES, DELOS모형과 비교검증을 위하여 검지율 및 오보율 테스트를 수행한 결과 향상된 검지 능력(검지율 : 89.01%, 오보율 : 0.97%)을 나타남을 알 수 있었다. 그러나 압축파와 같은 유사 돌발상황이 발생되면 제대로 검지를 하지 못하는 단점을 가지고 있으며 향후 이에 대한 연구가 추가된다면 더욱 신뢰성 있는 검지모형으로 발전할 것이다.

DISTRIBUTiON-FREE TWO-SAMPLE TEST ON RANKED-SET SAMPLES

  • DONG HEE KIM;YOUNG CHEOL KIM;MYUNG HWA CHO
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.133-144
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    • 1998
  • In this paper, we propose the two-sample test statistic using Wilcoxon signed rank test on ranked-set sampling(RSS) and obtain the asymptotic relative efficiencies(ARE) of the proposed test statistic with respect to Mann-Whitney-Wilcoxon statistic on simple random sampling(SRS), the Mann-Whitney-Wilcoxon statistic on RSS, sign statistic on RSS and Wilcoxon signed rank test on SRS. From the simulation works, we compare the powers of the proposed test statistic, Mann-Whitney-Wilcoxon statistic on RSS, the usual two-sample t statistic, sign statistic on RSS, where the underlying distributions are uniform, normal, double exponential, logistic and Cauchy distributions.

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Test Statistics for Volume under the ROC Surface and Hypervolume under the ROC Manifold

  • Hong, Chong Sun;Cho, Min Ho
    • Communications for Statistical Applications and Methods
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    • v.22 no.4
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    • pp.377-387
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    • 2015
  • The area under the ROC curve can be represented by both Mann-Whitney and Wilcoxon rank sum statistics. Consider an ROC surface and manifold equal to three dimensions or more. This paper finds that the volume under the ROC surface (VUS) and the hypervolume under the ROC manifold (HUM) could be derived as functions of both conditional Mann-Whitney statistics and conditional Wilcoxon rank sum statistics. The nullhypothesis equal to three distribution functions or more are identical can be tested using VUS and HUM statistics based on the asymptotic large sample theory of Wilcoxon rank sum statistics. Illustrative examples with three and four random samples show that two approaches give the same VUS and $HUM^4$. The equivalence of several distribution functions is also tested with VUS and $HUM^4$ in terms of conditional Wilcoxon rank sum statistics.

Sample size comparison for two independent populations (독립인 두 모집단 설계에서의 표본수 비교)

  • Ko, Hae-Won;Kim, Dong-Jae
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1243-1251
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    • 2010
  • For clinical trials, it is common to compare the placebo and new drug. The method of calculating a sample size for two independent populations are the t-test that is used for parametric methods, and the Wilcoxon rank-sum test that is used in the non-parametric methods. In this paper, we propose a method that is using Kim's (1994) statistic power based on the linear placement statistic, which was proposed by Orban and Wolfe (1982). We also compare the sample size for the proposed method with that for using Wang et al. (2003)'s sample size formula which is based on Wilcoxon rank-sum test, and with that of t-test for parametric methods.

Ranked-Set Sample Wilcoxon Signed Rank Test For Quantiles Under Equal Allocation

  • Kim, Dong Hee;Kim, Hyun Gee
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.535-543
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    • 2003
  • A ranked set sample version of the sign test is proposed for testing hypotheses concerning the quantiles of a population characteristic by Kaur, et. al(2002). In this paper, we proposed the ranked set sample Wilcoxon signed rank test for quantiles under equal allocation. We obtain the asymptotic property and the asymptotic relative efficiencies of the proposed test statistic with respect to Wilcoxon signed rank test of simple random sample for quantiles under equal allocation. We calculate the ARE of test statistics, the proposed test statistic is more efficient than simple random sampling for all quantiles. The relative advantage of ranked set sampling is greatest at the median and tapers off in the tails.

WILCOXON SIGNED RANK TEST USING RANKED-SET SAMPLE

  • Kim, Dong-Hee;Kim, Young-Cheol
    • Journal of applied mathematics & informatics
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    • v.3 no.2
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    • pp.235-244
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    • 1996
  • Ranked-set sampling is useful when measurements are destructive or costly to obtain but ranking of the observations is rel-atively easy. The Wilcoxon signed rank test statistic based on the ranked-set sample is considered. We compared the asymptotic relative efficiencies of the RSS Wilcoxon signed rank test statistics with respect to the SRS Wilcoxon signed rank test statistic and the RSS sign test statistic. Throughout the ARE's the proposed test statistic is superior to the SRS Wilcoxxon signed rank test statistic and the RSS sign test statistic.

Development of a Fruit Sorting System using Statistical Image Processing (통계적 영상처리를 이용한 과일 선별시스템 개발)

  • 임동훈
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.129-140
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    • 2003
  • This study was to develop a fruit sorting system using statistical image processing. Histogram was used to compare fruit colors to standard fruit color and edge detector using Wilcoxon test was used to calculate an accurate geometrical characteristics of fruit including perimeter, area, major axis and minor axis length and roundness. The experimental result obtained from using our system for sorting apples was presented.

The Wilcoxon Signed-Rank Fuzzy Test on Rate of Internal Division (내분비를 이용한 윌콕슨 부호-순위 퍼지 검정)

  • Kang, Man Ki;Choi, Seung Bae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.24 no.6
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    • pp.592-596
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    • 2014
  • We shall consider fuzzy hypotheses test for signed-rank Wilcoxon fuzzy test by fuzzy difference on rate of internal division. Fundamental to these discussion are fuzzy number data and Wilcoxon signed-rank fuzzy test of a fuzzy hypothesis $H_{f0}$ which is based upon a fuzzy statistics whose distribution does not depend upon the specified distribution or any parameters.

Comparison of the Power of Bootstrap Two-Sample Test and Wilcoxon Rank Sum Test for Positively Skewed Population

  • Heo, Sunyeong
    • Journal of Integrative Natural Science
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    • v.15 no.1
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    • pp.9-18
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    • 2022
  • This research examines the power of bootstrap two-sample test, and compares it with the powers of two-sample t-test and Wilcoxon rank sum test, through simulation. For simulation work, a positively skewed and heavy tailed distribution was selected as a population distribution, the chi-square distributions with three degrees of freedom, χ23. For two independent samples, the fist sample was selected from χ23. The second sample was selected independently from the same χ23 as the first sample, and calculated d+ax for each sampled value x, a randomly selected value from χ23. The d in d+ax has from 0 to 5 by 0.5 interval, and the a has from 1.0 to 1.5 by 0.1 interval. The powers of three methods were evaluated for the sample sizes 10,20,30,40,50. The null hypothesis was the two population medians being equal for Bootstrap two-sample test and Wilcoxon rank sum test, and the two population means being equal for the two-sample t-test. The powers were obtained using r program language; wilcox.test() in r base package for Wilcoxon rank sum test, t.test() in r base package for the two-sample t-test, boot.two.bca() in r wBoot pacakge for the bootstrap two-sample test. Simulation results show that the power of Wilcoxon rank sum test is the best for all 330 (n,a,d) combinations and the power of two-sample t-test comes next, and the power of bootstrap two-sample comes last. As the results, it can be recommended to use the classic inference methods if there are widely accepted and used methods, in terms of time, costs, sometimes power.