• Bulletin of the Korean Mathematical Society
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• v.53 no.2
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• pp.351-363
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• 2016

In this paper, we consider the entropy-based goodness of fit test (Vasicek's test) for a composite hypothesis. The test measures the discrepancy between the nonparametric entropy estimate and the parametric entropy estimate obtained from an assumed parametric family of distributions. It is shown that the proposed test is asymptotically normal under regularity conditions, but is affected by parameter estimates. As a remedy, a bootstrap version of Vasicek's test is proposed. Simulation results are provided for illustration.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.483-497
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• 2001

When one fits a parametric density function to a data set, it is usually advisable to test the goodness of the postulated model. In this paper we study the nonparametric tests for testing the null hypothesis against general alternatives, when the null hypothesis specifies the density function up to unknown parameters. We modify the test statistic which was proposed by the first author and his colleagues. Asymptotic distribution of the modified statistic is derived and its performance is compared with some other tests through simulation.

• The Korean Journal of Applied Statistics
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• v.26 no.4
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• pp.611-622
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• 2013

Mudholkar and Tian (2002) proposed an entropy-based test of fit for the inverse Gaussian distribution; however, the test can be applied to only the composite hypothesis of the inverse Gaussian distribution with an unknown location parameter. In this paper, we propose an entropy-based goodness-of-fit test for an inverse Gaussian distribution that can be applied to the composite hypothesis of the inverse Gaussian distribution as well as the simple hypothesis of the inverse Gaussian distribution with a specified location parameter. The proposed test is based on the probability integration transformation. The critical values of the test statistic estimated by simulations are presented in a tabular form. A simulation study is performed to compare the proposed test under some selected alternatives with Mudholkar and Tian (2002)'s test in terms of power. The results show that the proposed test has better power than the previous entropy-based test.

• Journal of Korean Society for Quality Management
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• v.24 no.4
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• pp.103-111
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• 1996

This paper provides a test of the composite hypothesis that a random sample is (two parameter) gamma distributed when both the scale and shape parameters are estimated from the data. The test statistic is a variant of the usual Anderson-Darling statistic, the primary difference being that the statistic is based on the maximum likelihood estimator of the shape parameter of the assumed gamma distribution. The percentage points are developed via simulation and are presented graphically. Examples are provided.

• Steel and Composite Structures
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• v.37 no.6
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• pp.733-740
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• 2020

The subject of the paper pertains to simply supported beams with bisymmetrical cross sections under three-point bending with consideration of the shear effect. The deformation of a planar cross section of the beam is described taking into account the assumed nonlinear hypothesis-theory. Two differential equations of equilibrium are obtained based on the principle of stationary potential energy. This system is analytically solved and the shear coefficients and deflections of the beams are derived. Moreover, the Young's modules of the materials and deflections of the beams are experimentally determined on a test stand. The results of the studies are specified in tables and compared.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.1
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• pp.1-6
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• 2021

This research examines the stock market index determinants and the prediction using the FFT curve fitting of the Jakarta Stock Exchange (JKSE) Composite Index during the COVID-19 pandemic. This paper has used daily data of Jakarta Stock Exchange (JKSE) Composite Index, interest rate, and exchange rate from 15 October 2019 to 15 September 2020, and a total of 224 observations, retrieved from Indonesia Stock Exchange (IDX), Indonesia Statistics Central Bureau and Observation & Research of Taxation. The study covers descriptive statistics, multicollinearity test, hypothesis tests, determination test, and prediction using FFT curve fitting. The results unveil four fresh and robust evidence. Partially, the interest rate has affected positively and significantly the stock market index. Partially, the exchange rate has affected negatively and significantly the stock market index. The F-test result, interest rate, and exchange rate have significantly affected the stock market index (JKSE) simultaneously. Furthermore, the FFT curve fitting has predicted that the stock market fluctuates and increases over time. The results have shown a strong influence of the independent variables and the dependent variable. The value of Adjusted R-Square is 0.719, which means that the independent variables have simultaneously impacted the dependent variable for 71.9%; other factors have influenced the remaining 28.1%.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.9
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• pp.1-8
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• 2022

This paper studies market efficiency from a weak form aspect using opening and closing prices of the Shanghai stock exchange composite index (SSEC) and Shenzhen stock exchange composite index (SZSEC) under the expected return theory. Classical methods (autocorrelation and runs test) are used to examine the features of stock returns, and little evidence against mutual independence of returns is found. We predict daily returns of SSEC and SZSEC with AR(p) and VAR(p) models (in this paper, p = 5 is taken as a one-week lag) and perform a virtual experiment on two indexes based on the predicted value of daily returns from AR(p) or VAR(p) model. From the results of AR(p) and VAR(p) for two indexes, we attempt to find out how the market efficiency level changes when the information from the other market is under consideration as we check the market efficiency level in one market. We find that SSEC in 2014-2016 and SZSEC in 2015-2016 are inefficient from the result of autocorrelation, that SSEC in 2016 and SZSEC in 2013 are not efficient from the result of runs test, that the stock market is efficient except 2005, 2009, 2010 and 2017 in SSEC and 2005, 2016 and 2017 in SZSEC and that SSEC is more influenced by SZSEC but SSEC influences SZSEC less from the result of the virtual experiment.

• Korean Journal of Remote Sensing
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• v.20 no.1
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• pp.1-11
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• 2004

Based on surface energy balance climatology, surface temperatures should respond to drying conditions well before plant response. To test this hypothesis, land surface temperatures (LST) derived from MODIS data were analyzed to determine how the data were correlated with climatic water balance variables and NDVI anomalies during a growing season in Western and Central Kansas. Daily MODIS data were integrated into weekly composites so that each composite data set included the maximum temperature recorded at each pixel during each composite period. Time-integrated, or cumulative values of the LST deviation standardized with mean air temperatures had significantly high correlation coefficients with SM, AE/PE, and MD/PE, ranging from 0.65 to 0.89. The Standardized Thermal Index (STI) is proposed in this study to accomplish the objective. The STI, based on surface temperatures standardized with observed mean air temperatures, had significant temporal relationships with the hydroclimatological factors. STI classes in all the composite periods also had a strong correlation with NDVI declines during a drought episode. Results showed that, based on LST, air temperature observations, and water budget analysis, NDVI declines below normal could be predicted as early as 8 weeks in advance in this study area.

• Journal of the korean academy of Pediatric Dentistry
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• v.25 no.4
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• pp.731-748
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• 1998

The purpose of this study was to test the hypothesis that the more thorough cure of lightactivated composite resin could be obtained if a new way of delivering the light source deep through the resin body is developed when compared to the conventional bulk cure or incremental cure. Using cylindrical resin blocks and natural teeth, various curing conditions were tested for their effects on the degree of microleakage and microhardness. Data were analyzed statistically using One-Way ANOVA and Scheff's Multiple Range test. The results of the present study were as follows: 1. The increment of reduction in microhardness with depth was shown to be higher in group I and II than in group II and V. 2. At the level of lower inner surface and the bottom surface, significantly lower microhardness values were obtained in group I and II when compared to group III, IV and V. Group IV showed the lowest value among three groups(III, IV, V) representing the only statistically significant difference from group V(p<05). 3. Differences between groups in the degree of microleakage detected were shown to be statistically significant (p<05) with the exception of group IV and V at both occlusal and gingival margins. 4. Based upon the above-mentioned results, commonly cited recommendation of incremental curing is strongly supported and the light-transmitting wedge insertion method can be considered as a effective and feasible clinical procedure for the better curing of composite resin. However, more studies under a variety of conditions should be completed before this method is applied actually to the clinical setting.

• Culinary science and hospitality research
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• v.20 no.6
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• pp.1-12
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• 2014

This study was conducted by empirically analyzing the relation between effects of positive emotional response of female customers, who have at some point consumed food at Korean restaurants in Busan, and behavioral intention according to their food service consumption propensity. In order to achieve the objective of the study, the questionnaire survey was performed from March $10^{th}$ to $25^{th}$, and frequency analysis, confirmatory factor analysis, reliability analysis, correlation analysis, and SEM (structure equation model) were conducted by using SPSS 18.0 and AMOS for 248 questionnaires. As a result of an exploratory factor analysis, five factors were confirmed. In a confirmatory factor analysis, the average variance extracted (AVE) and composite reliability (CR) were confirmed as .508 to .665 and .905 to .946 respectively, which proved the convergent validity. In a hypothesis test, Hypothesis 1 was determined that the food service consumption propensity positively effects on emotional response. The results were as follows: the taste driven (${\beta}$=.325, t=3.907, p<.001), the health driven (${\beta}$=.190, t=2.688, p<.001), and the atmosphere driven (${\beta}$=.188, t=2.515, p<.001). Therefore, Hypothesis 1 was selected. Hypothesis 1 has determined that positive emotional response beneficially affects behavioral intention. As a result of an analysis, the standardized path coefficient was (${\beta}$=.496, t=6.388, p<.001), so Hypothesis 1 was selected. This result suggests that the taste driven factor has the biggest influence on emotional response in the food service consumption propensity for female customers, and food service business operators should strive to make a good restaurant atmosphere for customers to get positive emotional response (pleasure, comfort, satisfaction, and joy).