• Title/Summary/Keyword: binomial test

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The Role of Artificial Observations in Misclassified Binary Data with Common False-Positive Error

  • Lee, Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.25 no.4
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    • pp.697-706
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    • 2012
  • An Agresti-Coull type test is considered for the difference of binomial proportions in two doubly sampled data subject to common false-positive error. The performance of the test is compared with likelihood-based tests. The Agresti-Coull test has many desirable properties in that it can approximate the nominal significance level well, and has comparable power performance with a computational advantage.

Overdispersion in count data - a review (가산자료(count data)의 과산포 검색: 일반화 과정)

  • 김병수;오경주;박철용
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.147-161
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    • 1995
  • The primary objective of this paper is to review parametric models and test statistics related to overdspersion of count data. Poisson or binomial assumption often fails to explain overdispersion. We reviewed real examples of overdispersion in count data that occurred in toxicological or teratological experiments. We also reviewed several models that were suggested for implementing experiments. We also reviewed several models that were suggested for implementing the extra-binomial variation or hyper-Poisson variability, and we noted how these models were generalized and further developed. The approaches that have been suggested for the overdispersion fall into two broad categories. The one is to develop a parametric model for it, and the other is to assume a particular relationship between the variance and the mean of the response variable and to derive a score test staistics for detecting the overdispersion. Recently, Dean(1992) derived a general score test statistics for detecting overdispersion from the exponential family.

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Development of the Continuous-Time HGDM with Binomial Sensitivity Factor (이항 반응 계수를 가진 연속 시간형 HGDM의 개발)

  • Park, Joong-Yang;Kim, Seong-Hee;Park, Jae-Heong
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.12
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    • pp.3490-3499
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    • 1999
  • The hyper-geometric distribution software reliability growth model (HGDM) was recently developed and successfully applied to the problem of estimating the number of initial faults residual in a software at the beginning of the test-and-debug phase. Though the HGDM is a time-domain software reliability growth model(SRGM), it is not possible to compare the HGDM with other time-domain SRGMs. Furthermore the usual software reliability can not be computed. These drawbacks are derived from fact that the HGDM is not described in terms of the execution time. Thus we develop a continuous-time HGDM with binomial sensitivity factor in order to remove these drawbacks. Statistical characteristics of the suggested model are studied and its applicability is then examined by analyzing real test data sets. It is empirically shown that the continuous-time HGDM with binomial sensitivity factor can be used as an alternative to the current HGDM.

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The Role of Artificial Observations in Testing for the Difference of Proportions in Misclassified Binary Data

  • Lee, Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.25 no.3
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    • pp.513-520
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    • 2012
  • An Agresti-Coull type test is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The performance of the test is compared with the likelihood-based tests. It is shown that the Agresti-Coull test has many desirable properties in that it can approximate the nominal significance level with compatible power performance.

On the Extension of Test Statistics for Detecting Negative Binomial Departures from the Poisson Assumption (포아송으로부터 부의 이항분포로의 이탈에 대한 검정통계량의 확장)

  • 이선호
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.171-190
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    • 1993
  • 포아송분포로부터 부의 이항분포로의 이탈을 검색하는 통계량들이 자료의 형태에 따라 여러가지 제시되었다. 그런데 대립가설인 부의 이항분포의 모수화 방법에 따라 분산과 평균의 구조가 변하고 국소 최적 검정 통계량도 달라진다는 것이 알려졌다. 본 논문에서는 대립가설을 일반적인 포아송 혼합분포로까지 확장시키고, 일반적인 형태의 분산과 평균의 구조에도 검정 가능한 새로운 통계량 L을 소개하고 있다. 또한 L 통계량은 포아송 분포로부터 부의 이항분포로의 이탈을 다루는 기존의 여러 통계량들의 일반화된 형태임을 보였다. 점근적 상대효율과 모의 실험을 통하여 L 통계량과 기존의 통계량들을 비교한 결과 분산과 평균사이의 구조에 상관없이 L 통계량이 우수한 것임을 입증하였다.

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Destination Choice Behavior for Recreation Areas : Application of Generalized Logit Models (서울시내와 근교에 위치한 당일여가용 Recreation시설의 선택행동 확정에 관한 연구 : Generalized Logit Model의 적용)

  • 홍성권
    • Journal of the Korean Institute of Landscape Architecture
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    • v.22 no.3
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    • pp.1-12
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    • 1994
  • This study was carried out to identify destination choice behavior for one-day use recreation areas. Previous positioning study was utilized to select 4 study areas, and the secondary data were used for logit analyses. The Hausamn-McFadden test for IIA was conducted to examine whether conditional logit models are valid methodology for this study. The results revealed that IIA assumption among the study areas was violated; therefore, generalized binomial and generalized multinomial logit models were used in this study. In the binomial logit analysis, 2 to 5 independent variables were included in the models: their $\rho$2 values were from 0.1to 0.323, and accuracy of predictions were from 65.38 to 79.86 percent. In the multinomial logit analysis, 4 independent variables were included in the model: its $\rho$2 value was 0.207, and accuracy of prediction was 45.82 percent. The results showed that the conditional logit should be used with caution because of the IIA assumption. Several suggestions were described, mainly due to utilization of the secondary data for this study.

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ROBUST UNIT ROOT TESTS FOR SEASONAL AUTOREGRESSIVE PROCESS

  • Oh, Yu-Jin;So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.33 no.2
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    • pp.149-157
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    • 2004
  • The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive processes to determine whether or not a time series is stationary. The proposed tests are robust to the outliers and the heteroscedastic errors, and they have an exact binomial null distribution regardless of the period of seasonality and types of median adjustments. A Monte-Carlo simulation shows that the sign test is locally more powerful than the tests based on ordinary least squares estimator (OLSE) for heavy-tailed and/or heteroscedastic error distributions.

ROBUST UNIT ROOT TESTS FOR SEASONAL AUTOREGRESSIVE PROCESS

  • Oh, Yu-Jin;So, Beong-Soo
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.281-286
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    • 2003
  • The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive process to determine whether or not a time series is stationary. The tests have an exact binomial null distribution and are robust to the outliers and the heteroscedastic errors. Monte-Carlo simulation shows that the sign test is locally more powerful than the OLSE-based tests for heavy-tailed and/or heteroscedastic error distributions.

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A Study of Non-parametric Statistical Tests to Quantify the Change of Water Quality (수질변화의 계량화를 위한 비모수적 통계 준거에 관한 연구)

  • Lee, Sang-Hoon
    • Journal of Environmental Impact Assessment
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    • v.6 no.1
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    • pp.111-119
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    • 1997
  • This study was carried out to suggest the best statistical test which may be used to quantify the change of water quality between two groups. Traditional t-test may not be used in cases where the normality of underlying population distribution is not assured. Three non-parametric tests which are based on the relative order of the measurements, were studied to find out the applicability in water quality data analysis. The sign test is based on the sign of the deviation of the measurement from the median value, and the binomial distribution table is used. The signed rank test utilizes not only the sign but also the magnitude of the deviation. The Wilcoxon rank-sum test which is basically same as Mann-Whitney test, tests the mean difference between two independent samples which may have missing data. Among the three non-parametric tests studied, the singed rank test was found out to be applicable in the quantification of the change of water quality between two samples.

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The Comparison of the Unconditional and Conditional Exact Power of Fisher's Exact Tes

  • Kang, Seung-Ho;Park, Yoon-Soo
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.883-890
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    • 2010
  • Since Fisher's exact test is conducted conditional on the observed value of the margin, there are two kinds of the exact power, the conditional and the unconditional exact power. The conditional exact power is computed at a given value of the margin whereas the unconditional exact power is calculated by incorporating the uncertainty of the margin. Although the sample size is determined based on the unconditional exact power, the actual power which Fisher's exact test has is the conditional power after the experiment is finished. This paper investigates differences between the conditional and unconditional exact power Fisher's exact test. We conclude that such discrepancy is a disadvantage of Fisher's exact test.