• 제목/요약/키워드: chi-square test

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GENERALIZED MINIMUM $x^2$ TEST FOR THE EXTREME VALUES

  • Lee, Chun-Jin
    • Journal of applied mathematics & informatics
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    • 제1권1호
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    • pp.43-48
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    • 1994
  • There are some difficulties in applying the Pearson's Chi-Square Test for the continuous distribution. The problems include how to form class intervals for the test of fit how to employ in the test when the estimators of parameters are obtained from the ungrouped sample so on. In order to solve these problems we use the generalized minimum Chi-Square technique which is a test free of the complications associated with the Peason's Chi-Square test. This paper show how to apply the goodness of fit tests based on generalized minimum Chi-Square technique to the extreme values.

Likelihood ratio in estimating Chi-square parameter

  • Rahman, Mezbahur
    • Journal of the Korean Data and Information Science Society
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    • 제20권3호
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    • pp.587-592
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    • 2009
  • The most frequent use of the chi-square distribution is in the area of goodness-of-t of a distribution. The likelihood ratio test is a commonly used test statistic as the maximum likelihood estimate in statistical inferences. The recently revised versions of the likelihood ratio test statistics are used in estimating the parameter in the chi-square distribution. The estimates are compared with the commonly used method of moments and the maximum likelihood estimate.

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A Rao-Robson Chi-Square Test for Multivariate Normality Based on the Mahalanobis Distances

  • Park, Cheolyong
    • Communications for Statistical Applications and Methods
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    • 제7권2호
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    • pp.385-392
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    • 2000
  • Many tests for multivariate normality are based on the spherical coordinates of the scaled residuals of multivariate observations. Moore and Stubblebine's (1981) Pearson chi-square test is based on the radii of the scaled residuals, or equivalently the sample Mahalanobis distances of the observations from the sample mean vector. The chi-square statistic does not have a limiting chi-square distribution since the unknown parameters are estimated from ungrouped data. We will derive a simple closed form of the Rao-Robson chi-square test statistic and provide a self-contained proof that it has a limiting chi-square distribution. We then provide an illustrative example of application to a real data with a simulation study to show the accuracy in finite sample of the limiting distribution.

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Goodness-of-fit tests for a proportional odds model

  • Lee, Hyun Yung
    • Journal of the Korean Data and Information Science Society
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    • 제24권6호
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    • pp.1465-1475
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    • 2013
  • The chi-square type test statistic is the most commonly used test in terms of measuring testing goodness-of-fit for multinomial logistic regression model, which has its grouped data (binomial data) and ungrouped (binary) data classified by a covariate pattern. Chi-square type statistic is not a satisfactory gauge, however, because the ungrouped Pearson chi-square statistic does not adhere well to the chi-square statistic and the ungrouped Pearson chi-square statistic is also not a satisfactory form of measurement in itself. Currently, goodness-of-fit in the ordinal setting is often assessed using the Pearson chi-square statistic and deviance tests. These tests involve creating a contingency table in which rows consist of all possible cross-classifications of the model covariates, and columns consist of the levels of the ordinal response. I examined goodness-of-fit tests for a proportional odds logistic regression model-the most commonly used regression model for an ordinal response variable. Using a simulation study, I investigated the distribution and power properties of this test and compared these with those of three other goodness-of-fit tests. The new test had lower power than the existing tests; however, it was able to detect a greater number of the different types of lack of fit considered in this study. I illustrated the ability of the tests to detect lack of fit using a study of aftercare decisions for psychiatrically hospitalized adolescents.

Effect of Positively Skewed Distribution on the Two sample t-test: Based on Chi-square Distribution

  • Heo, Sunyeong
    • 통합자연과학논문집
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    • 제14권3호
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    • pp.123-129
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    • 2021
  • This research examines the effect of positively skewed population distribution on the two sample t-test through simulation. For simulation work, two independent samples were selected from the same chi-square distributions with 3, 5, 10, 15, 20, 30 degrees of freedom and sample sizes 3, 5, 10, 15, 20, 30, respectively. Chi-square distribution is largely skewed to the right at small degrees of freedom and getting symmetric as the degrees of freedom increase. Simulation results show that the sampled populations are distributed positively skewed like chi-square distribution with small degrees of freedom, the F-test for the equality of variances shows poor performances even at the relatively large degrees of freedom and sample sizes like 30 for both, and so it is recommended to avoid using F-test. When two population variances are equal, the skewness of population distribution does not affect on the t-test in terms of the confidence level. However even though for the highly positively skewed distribution and small sample sizes like three or five the t-test achieved the nominal confidence level, the error limits are very large at small sample size. Therefore, if the sampled population is expected to be highly skewed to the right, it will be recommended to use relatively large sample size, at least 20.

Distribution of a Sum of Weighted Noncentral Chi-Square Variables

  • Heo, Sun-Yeong;Chang, Duk-Joon
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.429-440
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    • 2006
  • In statistical computing, it is often for researchers to need the distribution of a weighted sum of noncentral chi-square variables. In this case, it is very limited to know its exact distribution. There are many works to contribute to this topic, e.g. Imhof (1961) and Solomon-Stephens (1977). Imhof's method gives good approximation to the true distribution, but it is not easy to apply even though we consider the development of computer technology Solomon-Stephens's three moment chi-square approximation is relatively easy and accurate to apply. However, they skipped many details, and their simulation is limited to a weighed sum of central chi-square random variables. This paper gives details on Solomon-Stephens's method. We also extend their simulation to the weighted sum of non-central chi-square distribution. We evaluated approximated powers for homogeneous test and compared them with the true powers. Solomon-Stephens's method shows very good approximation for the case.

On the Robustness of Chi-square Test Procedure for a Compounded Multivariate Normal Mean

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.330-335
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    • 1995
  • The rebustness of one sample Chi-square test for multivariate normal mean vector is investigated when the multivariate normal population is mixed with another multivariate normal population with differing in the mean vector. Explicit expressions for the level of significance and power of the test are derived. Some numerical results indicate that the Chi-square test procedure is quite robust against slight mixtures of multivariate normal populations differing in location parameters.

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변형된 $\chi^2$- 테스트와 자동 임계치-결정 알고리즘을 이용한 장면전환 검출 기법 (A Scene Change Detection Technique using the Weighted $\chi^2$-test and the Automated Threshold-Decision Algorithm)

  • 고경철;이양원
    • 전자공학회논문지CI
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    • 제42권4호
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    • pp.51-58
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    • 2005
  • 본 논문에서는 비디오 시퀀스의 자동분류를 지원하기 위한 기반기술로서, 변형된 $\chi^2$-테스트와 자동 임계치-결정 알고리즘을 이용한 장면전환 검출 기법을 제안하였다. 변형된 $\chi^2$-테스트는 기존의 컬러 히스토그램에서 컬러의 각 채널공간(RGB)에 NTSC표준에 따른 명암도 등급을 따로 계산하여 채널의 차이 값을 보다 세분화 할 수 있으며, 인접한 두 프레임사이의 상대적인 컬러 값의 차이를 강조하는$\chi^2$- 테스트를 결합하여 보다 강건한 장면전환 곁출을 시도하고 있다. 자동 임계치-결정 알고리즘은 변형된 $\chi^2$-테스트를 통하여 획득된 인접한 프레임들 사이의 차이 값들을 이용한다. 먼저, 차이 값들에 대한 전체 평균값을 계산한 후, 이 평균값을 만족하는 차이 값들만을 이용하여 다시 평균값을 계산하며, 이러한 평균값의 연속적인 계산 및 누적을 통하여 분산된 차이 값들로부터 가장 최적의 중간 평균값을 취하여 임계치로 설정하는 방법이다. 실험결과 제안된 장면전환 검출 방법과 자동 임계치-결정 알고리즘은 기존의 접근방법보다 효과적이며, 그 우수성을 보여주었다.

An Empirical Study of Qualities of Association Rules from a Statistical View Point

  • Dorn, Maryann;Hou, Wen-Chi;Che, Dunren;Jiang, Zhewei
    • Journal of Information Processing Systems
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    • 제4권1호
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    • pp.27-32
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    • 2008
  • Minimum support and confidence have been used as criteria for generating association rules in all association rule mining algorithms. These criteria have their natural appeals, such as simplicity; few researchers have suspected the quality of generated rules. In this paper, we examine the rules from a more rigorous point of view by conducting statistical tests. Specifically, we use contingency tables and chi-square test to analyze the data. Experimental results show that one third of the association rules derived based on the support and confidence criteria are not significant, that is, the antecedent and consequent of the rules are not correlated. It indicates that minimum support and minimum confidence do not provide adequate discovery of meaningful associations. The chi-square test can be considered as an enhancement or an alternative solution.

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

  • 변해원
    • 한국산학기술학회논문지
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    • 제13권5호
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    • pp.2251-2258
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    • 2012
  • 본 연구는 잠재적 위험요인을 탐색하는 방법으로 단순임의추출분석(unweighted sample design), 빈도 가중치를 적용한 단일표본분석(frequency weighted sample design), 가중치를 층화하여 적용한 복합표본분석(complex sample design)을 비교하고, 도출된 결과에 통계적인 차이가 있는지를 파악하고자 수행되었다. 자료원은 2009 국민건강영양조사의 이비인후과 검진 자료를 이용하였다. 분석 방법은 피어슨의 교차검정(Pearson chi-square test)과 라오-스콧교차검정(Rao-scott chi-square test)을 이용하였다. 분석 결과, 빈도 가중치만을 적용한 단일표본분석의 경우에는 모든 변수가 유의한 위험요인으로 과대 예측 되었고, 가중치를 적용하지 않은 단순임의추출 분석과 복합표본분석은 유의수준 및 결과에 차이가 있었다. 국가통계자료를 이용할 때, 연구의 결과가 전체 인구집단을 대표할 수 있도록 의미를 부여하기 위해서는 층화변수와 집락변수를 사용하여 가중치를 적용하는 복합표본분석이 필요하다. 나아가, 빈도 가중치만을 적용하는 경우에는 연구 결과에 대한 과잉해석의 가능성이 높기 때문에 각별한 주의가 요구된다.