• 제목/요약/키워드: Wilcoxon 검정

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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.

Window Configurations Comparison Based on Statistical Edge Detection in Images (영상에서 윈도우 배치에 따른 통계적 에지검출 비교)

  • Lim, Dong-Hoon
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.615-625
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    • 2009
  • In this paper we describe Wilcoxon test and T-test that are well-known in two-sample location problem for detecting edges under different window configurations. The choice of window configurations is an important factor in determining the performance and the expense of edge detectors. Our edge detectors are based on testing the mean values of local neighborhoods obtained under the edge model using an edge-height parameter. We compare three window configurations based on statistical tests in terms of qualitative measures with the edge maps and objective, quantitative measures as well as CPU time for detecting edge.

A Nonparametric Stratified Test Based on the Jonckheere-Terpstra Trend Statistic (Jonckheere-Terpstra 추세 검정통계량에 근거한 비모수적 층화분석법)

  • Cho, Do-Yeon;Yang, Soo;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.23 no.6
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    • pp.1081-1091
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    • 2010
  • Clinical trials are often carried out as multi-center studies because the patients enrolled for a trial study are very limited in one particular hospital. In these circumstances, the use of an ordinary Jonckheere (1954) and Terpstra (1952) test for testing trend among several independent treatment groups is invalid. We propose a the stratified Jonckheere-Terpstra test based on van Elteren (1960)'s stratified test of Wilcoxon (1945) statistics and an application of our method is demonstrated through example data. A simulation study compares the efficiency of stratified and unstratified Jonckheere-Terpstra trend tests.

A Robust Edge Detection method using Van der Waerden Statistic (Waerden 통계량을 이용한 강인한 에지검출 방법)

  • 최명희;이호근;김주원;하영호
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.41 no.3
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    • pp.147-153
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    • 2004
  • This paper proposes an efficient edge detection using Van der Waerden statistic in original and noisy images. An edge is where the intensity of an image moves from a low value to a high value or vice versa. We describe a nonparametric Wilcoxon test and a parametric T test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the T and Wilcoxon method perform sensitively to the noisy image, while the proposed Waerden method is robust over both noisy and noise-free images under $\alpha$=0.0005. Comparison with our statistical test and Sobel, LoG, Canny operators shows that Waerden method perform more effectively in both noisy and noise-free images.

Comparison of Edge Detection using Linear Rank Tests in Images (영상에서 선형순위검정법을 이용한 에지검출 비교)

  • Lim Dong-Hoon
    • Journal of the Korea Society of Computer and Information
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    • v.10 no.6 s.38
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    • pp.17-26
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    • 2005
  • In this paper we propose three nonparametric tests such as Wilcoxon test, Median test and Van der Waerden test, based on linear rank statistics for detecting edges in images. The methods used herein are based on detecting changes in gray-levels obtained using an edge-height parameter between two sub-regions in a 5$\times$5 window We compare and analysis the performance of three statistical edge detectors in terms of qualitative measures with the edge maps and objective, quantitative measures.

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Nonparametric Method for a Non-inferiority Test using Confidence Interval (신뢰구간을 이용한 비열등성 시험에서 비모수적 검정법)

  • Park, Sujung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.27 no.5
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    • pp.833-842
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    • 2014
  • Non-inferiority trials indicate whether the effect of an experimental treatment is not worse than an active control. Chen et al. (2006) and Kang (2010) proposed a test method for non-inferiority trials using confidence intervals. In this paper, we suggest a new nonparametric method using a confidence interval based on Wilcoxon rank-sum test and Hodges-Lehmann estimator of active control. A Monte-Carlo simulation study compares the type I error and the power of the proposed method with previous methods.

Non-Inferiority Test in a Two-Arm Trial and a Three-Arm Trial Including a Placebo (활성대조군을 이용한 두 군 설계와 위약군을 포함한 세 군 설계의 비열등성 시험)

  • Lee, Ji-Sun;Kim, Dong-Jae
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.947-957
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    • 2008
  • Two-arm non-inferiority trials is often applied to parametric procedure suggested by Hauschke et al. (1999). Since this design does not allow a direct comparison of a new treatment group with placebo group, parametric procedure in a three-arm non-inferiority trial with a placebo group was suggested by Pigeot et al. (2003). But, procedures in these designs are necessary for distribution assumptions. Therefore we propose, in this paper, non parametric procedures employing Wilcoxon rank sum test in a two-arm design and linear contrast test suggested by Scheirer et al. (1976) in a three-arm design. The proposed nonparametric procedures and parametric procedures are compared by Monte Carlo simulation study.

Sample Size Determination of Univariate and Bivariate Ordinal Outcomes by Nonparametric Wilcoxon Tests (단변량 및 이변량 순위변수의 비모수적 윌콕슨 검정법에 의한 표본수 결정방법)

  • Park, Hae-Gang;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1249-1263
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    • 2009
  • The power function in sample size determination has to be characterized by an appropriate statistical test for the hypothesis of interest. Nonparametric tests are suitable in the analysis of ordinal data or frequency data with ordered categories which appear frequently in the biomedical research literature. In this paper, we study sample size calculation methods for the Wilcoxon-Mann-Whitney test for one- and two-dimensional ordinal outcomes. While the sample size formula for the univariate outcome which is based on the variances of the test statistic under both null and alternative hypothesis perform well, this formula requires additional information on probability estimates that appear in the variance of the test statistic under alternative hypothesis, and the values of these probabilities are generally unknown. We study the advantages and disadvantages of different sample size formulas with simulations. Sample sizes are calculated for the two-dimensional ordinal outcomes of efficacy and safety, for which bivariate Wilcoxon-Mann-Whitney test is appropriate than the multivariate parametric test.

Sample Size Determination for One-Sample Location Tests (일표본 위치검정에서의 표본크기 결정)

  • Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.573-581
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    • 2015
  • We study problems of sample size determination for one-sample location tests. A simulation study shows that sample size calculations based on approximated distribution do not achieve the nominal level of power. We investigate sample size determinations based on exact distribution and with a power that attains the nominal level.

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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    • v.25 no.6
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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.