• 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.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.359-364
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• 2005

This paper considers a specification test of conditional Poisson regression model for time series count data. Although conditional models for count data have received attention and proposed in several ways, few studies focused on checking its adequacy. Motivated by the test of martingale difference assumption, a specification test via Ljung-Box statistic is proposed in the conditional model of the time series count data. In order to illustrate the performance of Ljung- Box test, simulation results will be provided.

• Journal of the Korean Statistical Society
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• v.26 no.4
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• pp.453-465
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• 1997

The family of power-divergence statistics conditional on margins is considered for testing homogeneity of .tau. multinomial populations with equal sample size and the exact Bahadur slope is obtained. It is shown that the likelihood ratio test conditional on margins is the most Bahadur efficient among the family of power-divergence statistics.

• Asia-Pacific Journal of Business
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• v.11 no.3
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• pp.199-215
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• 2020

Purpose - This article tries to test if the conditional consumption capital asset pricing model (CCAPM) with bank credit for household as a conditional variable can explain the cross-sectional variation of stock returns in Korea. The performance of conditional CCAPM is compared to that of multifactor asset pricing models based on Arbitrage Pricing Theory. Design/methodology/approach - This paper extends the simple CCAPM to the conditional version of CCAPM by using bank credit for household as conditioning information. By employing KOSPI and KOSDAQ stocks as test assets from the second quarter of 2003 to the first quarter of 2018, this paper estimates risk premiums of conditional CCAPM and a variety of multifactor linear models such as Fama-French three and five-factor models. The significance of risk factors and the adjusted coefficient of determination are the basis for the comparison in models' performances. Findings - First, the paper finds that conditional CCAPM with bank credit performs as well as the multifactor linear models from Arbitrage Pricing theory on 25 test assets sorted by size and book-to-market. When using long-term consumption growth, the conditional CCAPM explains the cross-sectional variation of stock returns far better than multifactor models. Not only that, although the performances of multifactor models decrease on 75 test assets, conditional CCAPM's performance is well maintained. Research implications or Originality - This paper proposes bank credit for household as a conditional variable for CCAPM. This enables CCAPM, one of the most famous economic asset pricing models, to conform with the empirical data. In light of this, we can now explain the cross-sectional variation of stock returns from an economic perspective: Asset's riskiness is determined by its correlation with consumption growth conditional on bank credit for household.

• 한국연소학회:학술대회논문집
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• 2012.11a
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• pp.195-198
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• 2012

Numerical simulation is performed to evaluate the conditional moment closure (CMC) models for spray development, ignition, and turbulent combustion for the Engine Combustion Network (ECN) test cases. The CMC model is implemented in the open source code, OpenFOAM, to provide conditional flame structures through the solution of Eulerian as well as Lagrangian conditional transport equations. In spite of more accurate treatment of the convective term, Eulerian CMC provides similar ignition delays and lift-off lengths with Lagrangian CMC.

• Food Science and Biotechnology
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• v.17 no.5
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• pp.1052-1059
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• 2008

Sequential Sensitivity Analysis (SSA) and conditional stimulus model have been developed to describe sequence effects in difference tests and proposed to generate prediction of differences in sensitivity between various test protocols and to assist the appropriate selection of difference test. Yet, such models did not furnish a complete explanation of the relative sensitivity in 4 different versions of 3-alternative forced choice (AFC) tests where various interstimulus rinses were introduced. In the present study, the vector of the contrasts between various conditional stimuli were measured using same-different and 2-AFC and a new 16-distribution conditional stimulus model was developed by refining Lee and O'Mahony's contrast model. This new model gave superior predictions than previous models.

• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.51-63
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• 2001

We are interested in the conditional independence in sparse $2\tims2\tims$K tables with very rare cell counts. The most popular test is Cochran-Mantel-Haenszel statistic when sample sizes are moderately large enough to guarantee the chi-square approximation. We will consider jackknifing the CMH test and also suggest an approximate normal distribution for the standardized jackknifed CMH statistic. The main focus of this paper is to improve the chi-squared approximation to the CMH test by using the asymptotic normality of the jackknifed CMH test when sample sizes are very sparse but K and N$\infty$. The performance of the proposed jackknifed test, in the sense of significance level control and power, will be compared with that of the CMH test through a Monte Carlo study.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.159-168
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• 1999

We introduce a new conditional signed-rank test for the tree alternatives comparing several treatments with a control in the randomized block design. We demonstrate its performance by comparing with 3 classes of signed-rank tests proposed by Park et al.(1991) in some general situations. In most cases the proposed procedure is simpler to compute and has better power than others.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1191-1200
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• 2006

A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.203-212
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• 2006

A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.