• Title/Summary/Keyword: 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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    • v.24 no.6
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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.

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

  • 엄상호;문준오;이창희;윤지현;이봉상
    • Proceedings of the KWS Conference
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    • 2003.05a
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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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    • v.20 no.3
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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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    • v.19 no.4
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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.

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

  • 김경무
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.35-46
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    • 1994
  • We propose the nonparametric rank-like test for the location parameter in the bivariate changepoint model. Empirical powers between the parametric test and nonparametric test are compared. These results show that rank-like test is better than parametric method except bivariate normal null distribution. The point estimators for the changepoint are also compared by the empirical mean squared errors.

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ON ALMOST SURE REPRESENTATIONS FOR LONG MEMORY SEQUENCES

  • Ho, Hwai-Chung
    • Journal of the Korean Mathematical Society
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    • v.35 no.3
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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
    • Journal of Integrative Natural Science
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    • v.7 no.3
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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.

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

  • 김애련
    • Journal of the Korean Home Economics Association
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    • v.35 no.6
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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

  • Ham Se-Yeong;Jeong Jae-Yeol;Lee Jeong-Hwan;Kim Hyeong-Su;Han Jeong-Sang
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2005.04a
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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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An Empirical Study on the Causalities and Effects between Inbound Tourism and Service Industry GDP in China (국제 인바운드 관광과 중국내 서비스 산업 GDP간의 인과관계 및 효과에 관한 실증연구)

  • Kim, Jong-Sup
    • International Area Studies Review
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    • v.14 no.3
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    • pp.363-387
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    • 2010
  • This papers studies the causalities and effects on the relationship between inbound tourism(TOU) and the production amount of service industry in China, using the unit root test, the Granger causality test, the cointegration test, and VECM. we take their natural logarithm and define them as TOU and SGDP: these represent the distributed variable based the lagged values of the number of international tourists by continent and real production amount in service industry of China, respectively. The results of empirical study of this papers are as follows: Firstly, in the unit root test, we found that each time series was unstable one that has unit root. This result made me use 1st differenced data for this empirical study. Secondly, in the Granger casuality test, the study results show that there is unilateral casuality relation between DLSGDP-$DLTOU_i$ except DLSGDP-DLTOUL model for the same time, while no casuality relation between DLTOU-DLSGDP for all models of China. Thirdly, there is cointegration relation between all models for the period of 1980-2008.