• 제목/요약/키워드: Wilcoxon

검색결과 1,033건 처리시간 0.022초

A Wilcoxon signed-rank test for random walk hypothesis based on slopes (기울기를 이용한 랜덤워크 윌콕슨 부호순위검정)

  • Kim, Tae Yoon;Park, Cheolyong;Kim, Seul Gee;Kim, Min Seok;Lee, Woo Jung;Kwon, Yunji
    • Journal of the Korean Data and Information Science Society
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    • 제25권6호
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    • pp.1499-1506
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    • 2014
  • Random walk is used for describing random phenomenon in various areas but tests for random walk developed so far are known to suffer from size distortion and low power. Kim et al. (2014) proposed a sign test for unit root (${\rho}=1$) hypothesis based on slopes. This article proposes a Wilcoxon signed rank test based on slopes for unit root hypothesis, and compares it with the augmented Dickey-Fuller test and the sign test by a simulation study. Our results confirm that the nonparametric tests are better than ADF test for small samples like n = 30. The results also show that the sign test is better than the Wilcoxon signed rank test and that for 0 < ${\rho}$ < 1 (-1 < ${\rho}$ < 0), the nonparametric tests suffer from power loss (improvement) as normal error changes to double exponential error.

Production Efficiency Analysis of Offshore and Coastal Fisheries Considering Greenhouse Gas (온실가스를 고려한 연근해어업의 생산효율성 분석)

  • Jeon, Yonghan;Nam, Jongoh
    • Environmental and Resource Economics Review
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    • 제30권1호
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    • pp.79-105
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    • 2021
  • In the circumstance of standing out the climate change issue, the purpose of this study is to compare the efficiency of offshore and coastal fisheries according to whether or not greenhouse gas (GHG) emissions are considered, and then to present policy alternatives based on the analysis results. For analysis, the traditional data envelopment analysis (DEA), the slacks-based measure (SBM) and the SBM-undesirable models were used, and robust analysis of variance (ANOVA) and Wilcoxon Signed-rank tests were performed. As a result, the study showed that the average efficiency of fisheries decreased as the traditional DEA extended to the SBM model considering the slack and the SBM-undesirable model including the GHG emissions. Specifically, the average efficiency of the traditional DEA model, SBM model, and SBM-undesirable model was analyzed as 0.7350, 0.5820 and 0.4976 respectively. In addition, the results of the robust ANOVA and Wilcoxon Signed-rank tests all showed that there are statistically significant differences in efficiency between offshore and coastal fisheries as well as among traditional DEA, SBM and SBM-undesirable models. As a policy alternative to the analysis, it was suggested that to improve the efficiency of coastal and offshore fisheries, it is necessary to actively implement the new fishing vessel project and develop smart and electric hybrid fishing vessels.

Sample Size Comparison for Non-Inferiority Trials

  • Kim, Dong-Wook;Kim, Dong-Jae
    • Journal of the Korean Data and Information Science Society
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    • 제18권2호
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    • pp.411-418
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    • 2007
  • Sample size calculation is very important in clinical trials. In this paper, we propose sample size calculation method for non-inferiority trials using sample size calculation method suggested by Wang et al.(2003) based on Wilcoxon's rank sum test. Also, sample size comparison between parametric method and proposed method are presented.

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Breakdown Points of Direction Tests

  • Park, Kyung-Mee
    • Journal of the Korean Statistical Society
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    • 제26권2호
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    • pp.211-222
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    • 1997
  • We briefly review three Raleigh type location tests based on direction vectors, which have been shown to be efficient when the distribution is unknown, skewed, or heavy-tailed. Then we calculate their test breakdown points and discuss the robustness of Randles multivariate sign test for one-sample.

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The Admissibility of Some Nonparametric Tests

  • Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • 제26권2호
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    • pp.223-229
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    • 1997
  • It is demonstrated that many standard nonparametric test such as the Mann-Whitney-Wilcoxon test, the Fisher-Yates test, the Savage test and the median test are admissible for a two-sample nonparametric testing problem. The admissibility of the Kruskal-Wallis test is demonstrated for a nonparametric one-way layout testing problem.

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Effects of Seogeum Therapy on Obesity for Middle Aged Abdominal Obese Women (서금요법이 복부비만 중년여성의 비만정도에 미치는 효과)

  • Chae, Eun-Joo;Kim, Chun-Gill
    • Korean Journal of Adult Nursing
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    • 제20권3호
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    • pp.418-430
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    • 2008
  • Purpose: This study was to examine the effects of Seogeum therapy for middle-aged abdominal obese women. Methods: Seogeum therapy combined cupping, stepping on ion aluminum board, adhering to Seoam moxibustion and Seoam pellet. The subjects consisted of 30 middle-aged abdominal obese women between 40 and 59 years of age: fifteen were assigned to experimental group, fifteen to control group. The data collection and treatments were performed from June to October, 2007. The subjects of experimental group participated in Seogeum therapy for 5 times per week during 8 weeks. The data were analyzed with Chi-square test, Wilcoxon signed rank test and Wilcoxon rank-sum test with SPSS/Window 12.0 program. Results: Seogeum therapy experimental group showed significant difference in change of general obesity indexes(body weight, body fat amount, body fat ratio, BMI) than control group supporting hypothesis 1. Experimental group showed significant difference in change of abdominal obesity indexes(abdominal fat ratio, waist circumference, hip circumference) than control group supporting hypothesis 2. Conclusion: Obesity management of Seogeum therapy had a positive effect for middle-aged obese women. Therefore, it is concluded that the obesity management of Seogeum therapy can be applied as a nursing intervention to decrease the obesity for middle-aged women.

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Efficiency Effects of Mergers in the Korean Pharmaceutical Industry (국내 제약산업의 합병효과 분석)

  • Lee, Cheolhaeng;Cho, Keuntae
    • Journal of the Korean Operations Research and Management Science Society
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    • 제42권3호
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    • pp.35-49
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    • 2017
  • The main objective of this paper is to empirically analyze the efficiency effects of mergers on Korean pharmaceutical firms and suggests managerial or policy implications for managers or policy makers. This study selects non-merging control firms close to the size of merging firms, as well as a set of merging firms, and measures the effects of mergers on efficiency three years before and after the merger using the non-parametric data envelopment analysis (DEA) method. To compare the differences of efficiency means among several groups, Wilcoxon rank sum test or Wilcoxon signed rank test is used. It showed that the long-term effects after the merger appeared partially. Furthermore, it was observed that there was no difference statistically in the efficiency between merging and non-merging firms. Also, there was no difference statistically in the efficiency between the pre- and post-merger periods. In conclusion, there was not any observed synergy effect through group (or affiliated) mergers between affiliates or related mergers for Korean pharmaceutical firms.

Trend Comparison of Repeated Measures Data between Two Groups (반복측정 자료에서 개체기울기를 이용한 집단간의 차이 검정법)

  • Hwang, Kum-Na;Kim, Dong-Jae
    • The Korean Journal of Applied Statistics
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    • 제19권3호
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    • pp.565-578
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    • 2006
  • Repeated measurement data between two group is often used in the field of medicine study. In this paper, we suggest a method for comparison of the trend between two groups based on repeated measurement data. First, we estimate regression coefficient of linear regression model from each subject and generate samples using the regression coefficient estimated previous. And then, we test the difference between two groups by unpaired t-test, Wilcoxon rank sum test and placement test using generated samples. Monte Carlo Simulation is adapted to examine the power and experimental significance levels of several methods in various combinations.

Study on the Validity of Recently Introduced Wrist Watch Type Heart Rate Monitoring Device (최근 소개된 손목형 심박수 측정 장치의 유용성에 관한 연구)

  • Yoo, Seunghoon
    • Journal of the korean academy of Pediatric Dentistry
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    • 제41권1호
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    • pp.27-33
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    • 2014
  • There are several ways to analyse stress resulting from anxiety and fear within dental treatment for children. Surveying questionnaires and monitoring biologic reaction are the most common ways for evaluating stress. Pulse oximeter is a popular device for detecting heart rate but not appropriate for moving children. In this study, we compared a recently introduced wrist- watch type heart rate monitor(Alpha, MIO, USA) with a pulse oximeter(MP110, MECKIS, Republic of Korea) for 10 attendants with two conditions including resting state and excited state after exercise. Data were analyzed using Wilcoxon Signed Rank test and there is no statistical difference between two devices(p < 0.05).

Endotracheal Colonization and Ventilator-associated Pneumonia in Mechanically Ventilated Patients according to Type of Endotracheal Suction System (기관 흡인술 유형에 따른 인공호흡기 적용 환자의 기관 내 균집락화와 폐렴 발생률)

  • Cha, Kyeong-Sook;Park, Ho-Ran
    • Journal of Korean Academy of Nursing
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    • 제41권2호
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    • pp.175-181
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    • 2011
  • Purpose: This study was conducted to identify endotracheal colonization and the incidence of ventilator-associated pneumonia related to the type of endotracheal suction system. Methods: The participants in this study were ICU patients hospitalized between October 2009 to March 2010 who used ventilators for over 48 hr with closed (CSS, n=30) or open (OSS, n=32) suction systems. To standardize the pre-intervention suction system, a suctioning protocol was taught to the ICU nurses. Collected data were analyzed using ${\chi}^2$-test, Fisher's exact test, Wilcoxon rank sums test, Wilcoxon test, Log-rank test and Poisson regression. Results: Endotracheal colonization was higher in OSS than CSS from day 1 to day 8 while using a ventilator and there was a significant difference between the two groups. The CSS reached 50% of endotracheal colonization by the 4th day, whereas for the OSS, it was the 2nd day (p=.04). The incidence of ventilator-associated pneumonia showed no significant difference. Conclusion: For patients with a high risk of pneumonia, CSS must be used to lower endotracheal colonization.