• 제목/요약/키워드: empirical test

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On scaled cumulative residual Kullback-Leibler information

  • Hwang, Insung;Park, Sangun
    • Journal of the Korean Data and Information Science Society
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    • 제24권6호
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    • pp.1497-1501
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    • 2013
  • Cumulative residual Kullback-Leibler (CRKL) information is well defined on the empirical distribution function (EDF) and allows us to construct a EDF-based goodness of t test statistic. However, we need to consider a scaled CRKL because CRKL is not scale invariant. In this paper, we consider several criterions for estimating the scale parameter in the scale CRKL and compare the performances of the estimated CRKL in terms of both power and unbiasedness.

용접열영향부 호스테나이트 결정립 크기 예측 모델링 (Prediction model for prior austenite grain size in low-alloy steel weld HAZ)

  • 엄상호;문준오;이창희;윤지현;이봉상
    • 대한용접접합학회:학술대회논문집
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    • 대한용접접합학회 2003년도 춘계학술발표대회 개요집
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    • pp.43-45
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    • 2003
  • The empirical model for predicting the prior austenite grain size in low-alloy steel weld HAZ was developed through examining the effect of alloying element. The test alloys were made by vacuum induction melting. Grain growth behaviors were observed and analyzed by isothermal grain growth test and subsequent metallography. As a result, it was found that the grain growth might be controlled by grain boundary diffusion and the empirical model for grain growth was presented.

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An Empirical Study on Explosive Volatility Test with Possibly Nonstationary GARCH(1, 1) Models

  • Lee, Sangyeol;Noh, Jungsik
    • Communications for Statistical Applications and Methods
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    • 제20권3호
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    • pp.207-215
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    • 2013
  • In this paper, we implement an empirical study to test whether the time series of daily returns in stock and Won/USD exchange markets is strictly stationary or explosive. The results indicate that only a few series show nonstationary volatility when dramatic events erupted; in addition, this nonstationary behavior occurs more often in the Won/USD exchange market than in the stock market.

A Goodness-of-Fit Test for Multivariate Normal Distribution Using Modified Squared Distance

  • Yim, Mi-Hong;Park, Hyun-Jung;Kim, Joo-Han
    • Communications for Statistical Applications and Methods
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    • 제19권4호
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    • pp.607-617
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    • 2012
  • The goodness-of-fit test for multivariate normal distribution is important because most multivariate statistical methods are based on the assumption of multivariate normality. We propose goodness-of-fit test statistics for multivariate normality based on the modified squared distance. The empirical percentage points of the null distribution of the proposed statistics are presented via numerical simulations. We compare performance of several test statistics through a Monte Carlo simulation.

이변량 변화시점모형에 대한 비모수적인 검정법 (Nonparametric test procedure for the bivariate changepoint)

  • 김경무
    • 응용통계연구
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    • 제7권1호
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    • pp.35-46
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    • 1994
  • 이변량 변화시점 모형에서 위치모수에 대한 비모수적 방법인 순위-모양 검정법을 제시하였다. 이를 경험적인 검정력을 통하여 모수적인 검정과 비교한 결과, 귀무가설분포가 이변량 정규분포일 때를 제외하고는 순위-모양 검정이 월등히 우수함을 알 수 있었다. 또한 변화시점에 대한 점추정량들을 경험적인 평균제곱오차를 이용하여 비교 분석하였다.

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ON ALMOST SURE REPRESENTATIONS FOR LONG MEMORY SEQUENCES

  • Ho, Hwai-Chung
    • 대한수학회지
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    • 제35권3호
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    • pp.741-753
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    • 1998
  • Let G(*) be a Borel function applied to a stationary long memory sequence {X$_{i}$} of standard Gaussian random variables. Focusing on the process {G(X$_{i}$)}, the present paper establishes the almost sure representation for the empirical quantile process, that is, Bahadur's representation, and for the empirical process with respect to sample mean. Statistical applications of the representations are also addressed.sed.

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Empirical Analysis on Rao-Scott First Order Adjustment for Two Population Homogeneity test Based on Stratified Three-Stage Cluster Sampling with PPS

  • Heo, Sunyeong
    • 통합자연과학논문집
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    • 제7권3호
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    • pp.208-213
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    • 2014
  • National-wide and/or large scale sample surveys generally use complex sample design. Traditional Pearson chi-square test is not appropriate for the categorical complex sample data. Rao-Scott suggested an adjustment method for Pearson chi-square test, which uses the average of eigenvalues of design matrix of cell probabilities. This study is to compare the efficiency of Rao-Scott first order adjusted test to Wald test for homogeneity between two populations using 2009 Gyeongnam regional education offices's customer satisfaction survey (2009 GREOCSS) data. The 2009 GREOCSS data were collected based on stratified three-stage cluster sampling with probability proportional to size. The empirical results show that the Rao-Scott adjusted test statistic using only the variances of cell probabilities is very close to the Wald test statistic, which uses the covariance matrix of cell probabilities, under the 2009 GREOCSS data based. However it is necessary to be cautious to use the Rao-Scott first order adjusted test statistic in the place of Wald test because its efficiency is decreasing as the relative variance of eigenvalues of the design matrix of cell probabilities is increasing, specially more when the number of degrees of freedom is small.

노인의 여가활동 유형과 여가활동이 생애만족도에 미치는 효과에 관한 연구 (An Empirical Study on the Patterns of Elderly Leisure Activities and their Effects on Life Satisfaction)

  • 김애련
    • 대한가정학회지
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    • 제35권6호
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    • pp.275-288
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    • 1997
  • This paper has two purposes. the one was to find empirical patterns of rural and urban elderly's leisure activities, and the other was to test the effects of elderly's leisure activities on life satisfaction. the data were collected for 319 respondents aged over 50s who resided in Jeonbuk rural and urban areas. Through exploratory factor analysis, we found ten patterns of leisure activities. In addition, we conducted multiple regression analysis to test net effects of those leisure activities on life satisfaction. the results indicate that even no one pattern of leisure activities significantly influences the elderly's life satisfaction, controlling for social correlates (consisted of social structural, family relationship, personality, and socio-economic demographic variables). Rather, the respondent's level of health, level of economic status, and positive relationship with adult children have significant net effects on respondent's life satisfaction. This result suggests that the positive relationship between leisure activities and life satisfaction in the existing empirical studies might be spurious. We recommend that the further studies should conduct survey and analyze the data for affluent elderly residing in more urbanized areas.

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입도분석과 현장수리시험에 의한 수리전도도의 특성 비교

  • 함세영;정재열;이정환;김형수;한정상
    • 한국지하수토양환경학회:학술대회논문집
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    • 한국지하수토양환경학회 2005년도 총회 및 춘계학술발표회
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    • pp.446-450
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    • 2005
  • Hydraulic conductivity of unconsolidated media can be determined by aquifer tests, laboratory tests and empirical equations based on grain size analysis. Commonly, the different methods give different hydraulic conductivities. Grain size measurements were done to determine hydraulic conductivity, using 184 soil samples collected from eight boreholes in a riverbank filtration area, Daesan-Myeon, Changwon City, Korea, Pumping tests were conducted at the riverbank filtration area. The average hydraulic conductivity by the empirical relations from grain size measurements comes out around $10^{-2}m/s$, 22 to 55 times higher than by the pumping test analyses. The hydraulic conductivity obtained from the empirical equations is interpreted to have a relationship with steady-state condition while that obtained from the pumping tests is interpreted to have a relationship with unsteady-state condition. Thus, hydraulic conductivity obtained from various methods should be critically analyzed for reasonable management of groundwater development.

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국제 인바운드 관광과 중국내 서비스 산업 GDP간의 인과관계 및 효과에 관한 실증연구 (An Empirical Study on the Causalities and Effects between Inbound Tourism and Service Industry GDP in China)

  • 김종섭
    • 국제지역연구
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    • 제14권3호
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    • pp.363-387
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    • 2010
  • 본 연구는 중국을 여행하는 아시아를 비롯하여 6개 대륙별 국제관광객의 수($TOU_i$)와 서비스 산업 GDP(SGDP)간의 인과관계 및 효과를 파악하기 위함이며, 분석기간은 1980년부터 2008년까지의 2개 변수에 대한 연도별 자료를 사용하였다. 본 연구의 결과를 요약하면 첫째, 모형에 포함된 6개 대륙 2개 변수에 대해 단위근 검정을 실시한 결과 대부분의 수준변수는 단위근이 존재하는 것으로 나타난 반면 차분변수는 단위근이 존재하지 않아 안정적인 시계열로 입증되었다. 둘째,Granger 인과관계 검정결과 6개 대륙 모두 국제관광객 수는 서비스 산업에 영향을 미치지 않은 것으로 나타난 반면 라틴아메리카모형을 제외하고는 모든 모형에서 서비스 산업이 국제관광에 영향을 미치는 것으로 나타나 서비스 산업 변수가 원인변수로 나타나고 있다. 이는 중국이 서비스 산업에 투자가 증가되면서 관광지의 접근체계와 각종 편익시설이 개선되면서 최근 국제관광객이 증가하고 있기 때문으로 판단된다. 셋째, 공적분 검정에서는 6개 대륙 모든 모형에서 변수간 관계에서 모두 공적분이 존재하는 것으로 나타나 VECM을 적용하여 그 영향도를 파악할 수 있다는 결과를 얻었다.