• Journal of the Korean Mathematical Society
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• v.47 no.6
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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.

• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1399-1412
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• 2016

We compare many normality tests consisting of different sources of information extracted from the given data: Anderson-Darling test, Kolmogorov-Smirnov test, Cramervon Mises test, Shapiro-Wilk test, Shaprio-Francia test, Lilliefors, Jarque-Bera test, D'Agostino' D, Doornik-Hansen test, Energy test and Martinzez-Iglewicz test. For the purpose of comparison, those tests are applied to the various types of data generated from skewed distribution, unsymmetric distribution, and distribution with different length of support. We then summarize comparison results in terms of two things: type I error control and power. The selection of the best test depends on the shape of the distribution of the data, implying that there is no test which is the most powerful for all distributions.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.191-197
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• 2003

This paper considers the independence test for two stationary infinite order autoregressive processes. For a test, we follow the empirical process method devised by Hoeffding (1948) and Blum, Kiefer and Rosenblatt (1961), and construct the Cram${\acute{e}}$r-von Mises type test statistics based on the least squares residuals. It is shown that the proposed test statistics behave asymptotically the same as those based on true errors.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.57 no.3
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• pp.246-255
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• 2021

Most fishing vessels are less than 100 m in length (LBP), which is not mandatory for the IMO standards for ship maneuverability. Therefore, research on estimating the maneuverability of fishing vessel hull shapes are somewhat lacking compared to that of merchant ship hull shapes, and at the design stage, the numerical simulation method developed for merchant ships are applied without modification to estimate the maneuverability. Since this can cause estimation errors, the authors have derived a modified empirical formula that can improve the accuracy of estimating the maneuverability of fishing vessels in a previous study. In this study, using the modified empirical formula, the IMO maneuverability evaluation items, the turning motion test and Z-test simulations were performed on the fisheries training vessel BAEK-KYUNG and compared with the sea trial test result to verify the validity of the modified empirical formula. In conclusion, the modified empirical formula was able to estimate quantitatively and qualitatively similar to the result of the sea trial test. Such a study on estimating the maneuverability of fishing vessels will be a good indicator for fishing vessel operators and will help them analyze marine accidents.

• Geomechanics and Engineering
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• v.20 no.2
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• pp.121-129
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• 2020

In the design of geotechnical structures, engineers choose either peak or critical state friction angles. Unfortunately, this selection is based on engineer's preference for economy or safety and lacks the assessment of the expected level of deformation. To fill this gap in the design process, this study proposes a strain based empirical method. Proposed method is founded on the experimentally supported assumption that higher dilatancy angles result in more brittle soil response. Using numerous triaxial test data on ten different soils, an empirical design chart is developed that allows the estimation of shear strain at failure based on soil's peak dilatancy angle and mean grain diameter. Developed empirical chart is verified by conducting a small scale retaining wall physical model test. Finally, a design methodology is proposed that makes the selection of design friction angle in structured way possible based on the serviceability limits of the proposed structure.

• Communications for Statistical Applications and Methods
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• v.4 no.2
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• pp.565-579
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• 1997

A robust test is proposed for the problem of testing the parallelism of several regression lines against ordered alternatives. The proposed test statistic is based on a linear combination of one-step pairwise GM-estimators. We compare the performance of the proposed test with that of the other tests through a Monte Carlo simulation. The results of the simulation study show that the proposed test has stable levels, good empirical powers in various circumstances, and particularly higher empirical powers under the presence of extreme outliers or leverage points.

• Communications for Statistical Applications and Methods
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• v.15 no.2
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• pp.213-228
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• 2008

Using a linear loss function, this paper considers the one-sided testing problem for the exponential distribution via the empirical Bayes(EB) approach. Based on right censored data, we propose an EB test for the exponential parameter and obtain its convergence rate and asymptotic optimality, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown.

• Communications for Statistical Applications and Methods
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• v.20 no.3
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• pp.199-205
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• 2013

We employ sieve bootstraps for empirical likelihood tests in time series models because their null distributions are often vulnerable to the presence of serial dependence. We found a significant size refinement of the bootstrapped versions of a Lagrangian Multiplier type test statistic regardless of the bandwidth choice required by long-run variance estimations.

• Composites Research
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• v.26 no.1
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• pp.21-28
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• 2013

The ballistic limit of Carbon/Epoxy composite laminates with the finite effective area are predicted by using the quasi-static perforation test and semi-empirical formula. The perforation energy were calculated from force-displacement curve in quasi-static perforation test. Also, the actual ballistic limit and penetration energy were obtained through the high-velocity impact test. The quasi-static perforation test and high-velocity impact test were conducted for the specimens with 3 different effective areas. In the high-velocity impact test, the air gun impact tester were used, and the ballistic and residual velocity was measured. The required inputs for the semi-empirical formula were determined by the quasi-static perforation tests and high-velocity impact tests. The comparison between semi-empirical formula and high-velocity impact test results were conducted and examined. The ballistic limits predicted by semi-empirical formula were agreed well with high-velocity impact test results.

• The Korean Journal of Applied Statistics
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• v.30 no.4
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• pp.579-590
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• 2017

The multivariate empirical distribution function could be defined when its distribution function can be estimated. It is known that bivariate empirical distribution functions could be visualized by using Step plot and Quantile plot. In this paper, the multivariate empirical distribution plot is proposed to represent the multivariate empirical distribution function on the unit square. Based on many kinds of empirical distribution plots corresponding to various multivariate normal distributions and other specific distributions, it is found that the empirical distribution plot also depends sensitively on its distribution function and correlation coefficients. Hence, we could suggest five goodness-of-fit test statistics. These critical values are obtained by Monte Carlo simulation. We explore that these critical values are not much different from those in text books. Therefore, we may conclude that the proposed test statistics in this work would be used with known critical values with ease.