• 제목/요약/키워드: chi square statistics

검색결과 639건 처리시간 0.029초

Bootstrap Inference on the Poisson Rates for Grouped Data

  • Lee, Kee-Won;Kim, Woo-Chul
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.1-20
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    • 2001
  • We present how bootstrap methods can be used to conduct inference on the rates of Poisson distributions when only the grouped data are available. A theoretical justification for the validity of bootstrap is given with an illustration of proposed method using a data set obtained fro ma pathology laboratory test. Traditional asymptotic methods are compared with bootstrap methods in computing the estimated standard errors and achieved significance levels for one sample and two sample tests. Bootstrap methods are shown to possess a nice property that he small sample distribution of the relevant statistics can be readily obtained from the bootstrap copies.

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Computational explosion in the frequency estimation of sinusoidal data

  • Zhang, Kaimeng;Ng, Chi Tim;Na, Myunghwan
    • Communications for Statistical Applications and Methods
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    • 제25권4호
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    • pp.431-442
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    • 2018
  • This paper highlights the computational explosion issues in the autoregressive moving average approach of frequency estimation of sinusoidal data with a large sample size. A new algorithm is proposed to circumvent the computational explosion difficulty in the conditional least-square estimation method. Notice that sinusoidal pattern can be generated by a non-invertible non-stationary autoregressive moving average (ARMA) model. The computational explosion is shown to be closely related to the non-invertibility of the equivalent ARMA model. Simulation studies illustrate the computational explosion phenomenon and show that the proposed algorithm can efficiently overcome computational explosion difficulty. Real data example of sunspot number is provided to illustrate the application of the proposed algorithm to the time series data exhibiting sinusoidal pattern.

Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • 제14권1호
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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지지벡터기계와 카이제곱 통계량을 이용한 스팸 블로그(Splog) 판별 시스템 (A Splog Detection System Using Support Vector Machines and $x^2$ Statistics)

  • 이성욱
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 2010년도 춘계학술대회
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    • pp.905-908
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    • 2010
  • 본 연구의 목적은 웹 환경에서 스팸 블로그(Splog)를 자동으로 판별하는 시스템을 개발하는 것이다. 먼저 블로그의 HTML을 제거한 후 품사를 부착하였다. 어휘/품사 쌍을 자질로 사용하였으며 카이제곱 통계량을 이용하여 유용한 자질을 선택하였다. 선택된 자질의 가중치를 벡터로 표현한 후, 지지벡터 기계(Support Vector Machines)를 학습하여 자동으로 스팸 블로그를 판별하는 시스템을 제안하였으며, SPLOG 데이터 집합으로 실험한 결과 F1척도로 90.5%의 정확률을 얻었다.

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Statistical Inference Concerning Local Dependence between Two Multinomial Populations

  • Oh, Myong-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.413-428
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    • 2003
  • If a restriction is imposed only to a (proper) subset of parameters of interest, we call it a local restriction. Statistical inference under a local restriction in multinomial setting is studied. The maximum likelihood estimation under a local restriction and likelihood ratio tests for and against a local restriction are discussed. A real data is analyzed for illustrative purpose.

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Test of Local Restriction on a Multinomial Parameter

  • Oh, Myongsik
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.525-534
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    • 2003
  • If a restriction is imposed only to a (proper) subset of parameters of interest, we call it a local restriction. Statistical inference under a local restriction in multinomial setting is studied. The maximum likelihood estimation under a local restriction and likelihood ratio tests for and against a local restriction are discussed. A real data is analyzed for illustrative purpose.

ON THE GOODNESS OF FIT TEST FOR DISCRETELY OBSERVED SAMPLE FROM DIFFUSION PROCESSES: DIVERGENCE MEASURE APPROACH

  • Lee, Sang-Yeol
    • 대한수학회지
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    • 제47권6호
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    • pp.1137-1146
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    • 2010
  • In this paper, we study the divergence based goodness of fit test for partially observed sample from diffusion processes. In order to derive the limiting distribution of the test, we study the asymptotic behavior of the residual empirical process based on the observed sample. It is shown that the residual empirical process converges weakly to a Brownian bridge and the associated phi-divergence test has a chi-square limiting null distribution.

Detection of Random Effects in a Random Effects Model of a One-way Layout Contingency Table

  • Kim, Byung-Soo
    • Journal of the Korean Statistical Society
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    • 제13권1호
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    • pp.1-19
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    • 1984
  • A random effects model of a one-way layout contingency table is developed using a Dirichlet-multinomial distribution. A test statistic, say $T_k$, is suggested for detecting Dirichlet-multinomial departure from a multinomial distribution. It is shown that the $T_k$ test is asymptotically superior to the classical chi-square test based on the asymptotic relative efficiency. This superiority is further evidenced by a Monte Carlo simulation.

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14면 주사위의 확률 (A dice with 14 faces and its probability assessment)

  • 허명회
    • 응용통계연구
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    • 제7권1호
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    • pp.113-119
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    • 1994
  • 이 글에서는 '14면 주사위'의 확률 문제를 통하여 논리적 확률과 빈도적 확률의 개념에 대하여 논의하게 될 것이다. 여기서 '14면 주사위'란 경주 안압지에서 출토된 통일신라시대의 목제 주사위를 말하는데 이 주사위는 8개의 삼각면과 6개의 사각면을 갖고 있다.

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Generalized Kullback-Leibler information and its extensions to censored and discrete cases

  • Park, Sangun
    • Journal of the Korean Data and Information Science Society
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    • 제23권6호
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    • pp.1223-1229
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    • 2012
  • In this paper, we propose a generalized Kullback-Leibler (KL) information for measuring the distance between two distribution functions where the extension to the censored case is immediate. The generalized KL information has the nonnegativity and characterization properties, and its censored version has the additional property of monotonic increase. We also extend the discussion to the discrete case and propose a generalized censored measure which is comparable to Pearson's chi-square statistic.