• 제목/요약/키워드: Wilcoxon

검색결과 1,033건 처리시간 0.019초

Weighted Least Absolute Error Estimation of Regression Parameters

  • Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • 제8권1호
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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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Wilcoxon Rank Sum Test 기법을 이용한 자동돌발상황검지 모형 개발 (Development of An Automatic Incident Detection Model Using Wilcoxon Rank Sum Test)

  • 이상민;이승환
    • 대한교통학회지
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    • 제20권6호
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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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    • 제5권1호
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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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    • 제22권4호
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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.

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

  • 고해원;김동재
    • Journal of the Korean Data and Information Science Society
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    • 제21권6호
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    • pp.1243-1251
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    • 2010
  • 임상시험을 시행하는 경우 위약을 신약과 비교하는 경우가 대다수이다. 기존에 독립인 두 모 집단의 표본수를 계산하는 방법으로 모수적 방법에서는 t검정을 이용하였고, 비모수적 방법에서는 Wilcoxon 순위합검정 (Wilcoxon, 1945)을 이용하였다. 본 논문에서는 Orban과 Wolfe (1982)가 제안한 선형위치통계량의 검정법과, Kim (1994)이 선형위치통계량에 기초하여 계산한 검정력의 결과를 이용하여 표본수 구하는 방법을 제안한다. 또한 앞서 제안한 방법의 표본수를 기존의 Wilcoxon 순위합검정을 이용하여 Wang 등 (2003)이 제안한 공식을 이용한 표본수, 그리고 모수적 방법을 이용한 t검정의 표본수와 비교하였다.

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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    • 제10권2호
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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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    • 제3권2호
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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.

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

  • 임동훈
    • 응용통계연구
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    • 제16권1호
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    • pp.129-140
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    • 2003
  • 본 논문은 통계적 영상처리를 이용하여 과일 선별 시스템을 개발하고자 한다. 히스토그램으로부터 과일 영상의 색깔에 대한 분포를 파악하고 이 표본 위치문제에서 Wilcoxon 검정을 이용하여 에지를 검출한다. 체인코드로부터 과일 영상의 면적, 둘레, 장ㆍ단축의 길이와 원형도 등 기하학적 특성값을 얻는다. 우리는 과일에 대한 영상실험을 통하여 통계적 에지검출 방법에 토대를 둔 시스템과 기존의 Sobel 연산자에 토대를 둔 시스템과의 비교 분석한다.

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

  • 강만기;최승배
    • 한국지능시스템학회논문지
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    • 제24권6호
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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
    • 통합자연과학논문집
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    • 제15권1호
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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.