• Title/Summary/Keyword: chi square statistics

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On the behavior od Winsorized $x^2$ (윈저화 $x^2$의 양태에 대하여)

  • 성내경
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.1-7
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    • 1994
  • Using a Monte-Carlo simulation technique we evaluate the empiricla distribution of a pseudo-chi-square statistic based on symmetrically Winsorized sum of squares when the population is normally distributed, and search for a chi-square distribution with appropriate degrees of freedom which can be referred to an approximate distribution for Winsorized chi-square.

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The Role of Negative Binomial Sampling In Determining the Distribution of Minimum Chi-Square

  • Hamdy H.I.;Bentil Daniel E.;Son M.S.
    • International Journal of Contents
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    • v.3 no.1
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    • pp.1-8
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    • 2007
  • The distributions of the minimum correlated F-variable arises in many applied statistical problems including simultaneous analysis of variance (SANOVA), equality of variance, selection and ranking populations, and reliability analysis. In this paper, negative binomial sampling technique is employed to derive the distributions of the minimum of chi-square variables and hence the distributions of the minimum correlated F-variables. The work presented in this paper is divided in two parts. The first part is devoted to develop some combinatorial identities arised from the negative binomial sampling. These identities are constructed and justified to serve important purpose, when we deal with these distributions or their characteristics. Other important results including cumulants and moments of these distributions are also given in somewhat simple forms. Second, the distributions of minimum, chisquare variable and hence the distribution of the minimum correlated F-variables are then derived within the negative binomial sampling framework. Although, multinomial theory applied to order statistics and standard transformation techniques can be used to derive these distributions, the negative binomial sampling approach provides more information regarding the nature of the relationship between the sampling vehicle and the probability distributions of these functions of chi-square variables. We also provide an algorithm to compute the percentage points of the distributions. The computation methods we adopted are exact and no interpolations are involved.

The exponential generalized log-logistic model: Bagdonavičius-Nikulin test for validation and non-Bayesian estimation methods

  • Ibrahim, Mohamed;Aidi, Khaoula;Alid, Mir Masoom;Yousof, Haitham M.
    • Communications for Statistical Applications and Methods
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    • v.29 no.1
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    • pp.1-25
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    • 2022
  • A modified Bagdonavičius-Nikulin chi-square goodness-of-fit is defined and studied. The lymphoma data is analyzed using the modified goodness-of-fit test statistic. Different non-Bayesian estimation methods under complete samples schemes are considered, discussed and compared such as the maximum likelihood least square estimation method, the Cramer-von Mises estimation method, the weighted least square estimation method, the left tail-Anderson Darling estimation method and the right tail Anderson Darling estimation method. Numerical simulation studies are performed for comparing these estimation methods. The potentiality of the new model is illustrated using three real data sets and compared with many other well-known generalizations.

On the Mathematical Model for the Statistics of W-CDMA Signals (W-CDMA 신호의 통계적 특성에 대한 수학적 모델에 관한 연구)

  • 정철수;김형진;부수일;김철성
    • Proceedings of the IEEK Conference
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    • 1999.06a
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    • pp.33-36
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    • 1999
  • This paper proposes a mathematical model for the statistics of the W-CDMA signals with different bandwidth. Based on the statistics of numerically generated signals, a mathematical model is obtained such as Rayleigh, Rician, and Maxwell distribution. We employ Chi-square test to verify the fitness of the mathematical model with signal statistics. The results show obviously that the new proposed model is useful for representing W-CDMA signals.

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Spam Filter by Using X2 Statistics and Support Vector Machines (카이제곱 통계량과 지지벡터기계를 이용한 스팸메일 필터)

  • Lee, Song-Wook
    • The KIPS Transactions:PartB
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    • v.17B no.3
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    • pp.249-254
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    • 2010
  • We propose an automatic spam filter for e-mail data using Support Vector Machines(SVM). We use a lexical form of a word and its part of speech(POS) tags as features and select features by chi square statistics. We represent each feature by TF(text frequency), TF-IDF, and binary weight for experiments. After training SVM with the selected features, SVM classifies each e-mail as spam or not. In experiment, the selected features improve the performance of our system and we acquired overall 98.9% of accuracy with TREC05-p1 spam corpus.

Comparative Analysis of Unweighted Sample Design and Complex Sample Design Related to the Exploration of Potential Risk Factors of Dysphonia (잠재적 위험요인의 탐색에 관한 단일표본분석과 복합표본분석의 비교)

  • Byeon, Hae-Won
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.13 no.5
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    • pp.2251-2258
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    • 2012
  • This study compared the unweighted sample design, frequency weighted sample design and complex sample design to using 2009 Korea National Health and Nutrition Examination Survey in an effort to identify whether or not there is any difference in potential risk factors. Pearson chi-square test and Rao-scott chi-square test were applied to the analytic methods. As a result of analyses, all the variables were overestimated as significant risk factors in case of the unweighted sample design to which only the frequency weights were applied. In addition, there were differences in the confidence levels and results from the simple random sampling analysis and complex sample design to which no weight was applied. It is necessary to carry out the complex sample design rather than the analysis to which the frequency weights are applied, in order to ensure the findings to represent the whole population when our national statistics data is used.

Tests for Seasonal Cointegrating Vectors

  • Seong, Byeong-C.;Cho, Sin-S.;Ahn, Sung-K.
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.275-279
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    • 2003
  • We obtain the asymptotic distributions of tests statistics for various types of seasonal cointegration based on GRR estimators of Ahn and Cho (2003). These tests are useful in testing for restrictions about cointegrating vectors after Chi-square tests for CCI and common PCIV in Ahn and Cho (2003) or tests for the known CCI and the known PCIVs have been performed.

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Ljung-Box Test in Unit Root AR-ARCH Model

  • Kim, Eunhee;Ha, Jeongcheol;Jeon, Youngsook;Lee, Sangyeol
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.323-327
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    • 2004
  • In this paper, we investigate the limiting distribution of the Ljung-Box test statistic in the unit root AR models with ARCH errors. We show that the limiting distribution is approximately chi-square distribution with the degrees of freedom only depending on the number of autocorrelation lags appearing in the test. Some simulation results are provided for illustration.

An Automatic Spam e-mail Filter System Using χ2 Statistics and Support Vector Machines (카이 제곱 통계량과 지지벡터기계를 이용한 자동 스팸 메일 분류기)

  • Lee, Songwook
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2009.05a
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    • pp.592-595
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    • 2009
  • We propose an automatic spam mail classifier for e-mail data using Support Vector Machines (SVM). We use a lexical form of a word and its part of speech (POS) tags as features. We select useful features with ${\chi}^2$ statistics and represent each feature using text frequency (TF) and inversed document frequency (IDF) values for each feature. After training SVM with the features, SVM classifies each email as spam mail or not. In experiment, we acquired 82.7% of accuracy with e-mail data collected from a web mail system.

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