• 제목/요약/키워드: Wilcoxon rank sum test

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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.

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.

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.

Two Sequential Wilcoxon Tests for Scale Alternatives

  • Mishra, Prafulla-Chandra
    • Journal of the Korean Statistical Society
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    • 제30권4호
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    • pp.679-691
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    • 2001
  • Two truncated sequential tests are developed for the two-sample scale problem based on the usual Wilcoxon rank-sum statistic for two different dispersion indices - absolute median deviations, when the medians of the two populations X and Y are equal or known and sums of squared mean deviations, when the medians are either unknown or unequal. The first test is briefly called SWAMD test and the second SWSMD test. For the SWAMD test, the percentile points for both the one-sided and two-sided alternatives, (equation omitted) have been found by Wiener approximation and their values computed for a range of values of a and N; analytical expression for the power function has been derived through Wiener process and its performance studied for various sequential designs for exponential distribution. This test has been illustrated by a numerical example. All the results of the SWAMD test, being directly applicable to the SWSMD test, are not dealt with separately Both the tests are compared and their suitable applications indicated.

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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.

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

  • 박수정;김동재
    • 응용통계연구
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    • 제27권5호
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    • pp.833-842
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    • 2014
  • 비열등성 시험이란 시험군이 활성대조군보다 열등하지 않음을 증명하는 임상시험이다. 이러한 비열등성 시험에서 신뢰구간을 이용한 검정 방법에는 Chen 등 (2006)과 Kang (2010)이 제안한 방법이 있다. 본 논문에서는 Wilcoxon 순위합 검정에 기초한 두 모평균 차이의 신뢰구간과 활성대조군의 Hodges-Lehmann 추정량을 이용하여 비모수적 방법을 제안하였다. 또한 몬테카를로 모의실험(Monte-Carlo simulation)을 통하여 기존의 방법과 제안한 방법의 제1종 오류와 검정력을 비교하였다.

부산지방 강수량의 변화시점에 관한 통계적 접근 (The Statistical Approaches on the Change Point Problem Precipitation in the Pusan Area)

  • 박종길;석경하
    • 한국환경과학회지
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    • 제7권1호
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    • pp.1-7
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    • 1998
  • This paper alms to estimate the change point of the precipitation in Pusan area using the several statistical approaches. The data concerning rainfall are extracted from the annual climatological report and monthly weather report issued by the Korean Meteorological Administration. The average annual precipitation at Pusan is 1471.6 mm, with a standard deviation of 406.0 mm, less than the normal(1486.0 mm). The trend of the annual precipitation is continuously decreasing after 1991 as a change point. And the statistical tests such as t-test and Wilcoxon rank sum test reveals that the average annual precipitation of after 1991 is less than that of before 1991 at 10% significance level. And the mean gnu성 precipitation In Kyongnam districts is also continuously decreasing after 1991 same as Pusan.

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A Nonparametric Test for Clinical Trial with Low Infection Rate

  • Mark C. K. Yang;Donguk Kim
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.707-722
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    • 1998
  • This paper evaluates a new clinical trial designs for low infection rate disease. This type of sparse disease reaction makes the traditional two sample t-test or Wilcoxon rank-sum test inefficient compared to a new test suggested. The new test, which is based solely on the larger changes, is shown to be more effective than existing method by simulation for small samples. However, this test can be shown to be connected to the locally most powerful rank test under certain practical conditions. This design is motivated in testing the treatment effects in periodontal disease research.

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

  • 황금나;김동재
    • 응용통계연구
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    • 제19권3호
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    • pp.565-578
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    • 2006
  • 의약학 분야에서는 두 집단에서 하나의 반복요인을 가지는 반복측정 자료가 많이 사용된다. 이 논문에서는 반복측정된 자료에서 두 군의 시간에 따른 반응값의 선형추세를 비교하여 두 집단간의 차이를 검정하는 방법을 제안한다. 각 개체에서 회귀계수를 추정하고 추정된 회귀계수들에 의해 생성된 표본을 가지고 이표본 t검정(unpaired t-test), 윌콕슨 순위합 검정(Wilcoxon rank sum test), 위치검정(placement test)으로 두 집단간 기울기의 차이를 검정한다. 모의실험(Monte Carlo Simulation)을 통해 실험유의수준(experimental significance level)과 검정력 (power)을 비교하였다.