• Communications for Statistical Applications and Methods
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• 제3권3호
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• pp.39-46
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• 1996

Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. In this paper we compare power of goodness-of-fit test statistics for testing the (null)parametric model versus the (alternative) nonparametric model.

• 한국수자원학회논문집
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• 제46권6호
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• pp.643-653
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• 2013

적절한 확률분포형을 결정하고 그에 따른 확률수문량을 산정하는 것은 빈도해석에서 가장 중요한 절차이며, 이를 수행하기 위해서는 경험적 확률분포에서 얻어지는 자료와 가정한 확률분포에서 얻어지는 자료의 일치 정도를 판별하는 적합도 검정을 거쳐야 한다. 지금까지 일반적으로 적용된 적합도 검정 방법은 분포형의 전체적인 적합정도를 판별하여 최근의 기상이변으로 인한 극치 사상에 대하여는 충분히 고려하지 못하고 있다. 따라서 본 연구에서는 분포형의 극치 사상에 가중치를 주는 modified Anderson-Darling(AD) 검정 방법을 3변수 Weibull 분포형에 적용하여 검정통계량 한계값과 기각력을 살펴보았으며 이를 실제자료에 적용한 결과, modified AD 검정 방법이 다른 기존의 적합도 검정보다 더 우수한 기각력을 가지고 있음을 확인하였다. 이는 앞으로 3변수 Weibull 분포형을 이용한 극치 수문량 선정에 있어 modified AD 방법이 하나의 기준으로 작용할 수 있을 것이라 판단된다.

• Journal of the Korean Data and Information Science Society
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• 제17권1호
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• pp.259-268
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• 2006

For Type-II censored sample, we propose three modified entropy estimators based on the Vasieck's estimator, van Es' estimator, and Correa's estimator. We also propose the goodness-of-fit tests of the Weibull distribution based on the modified entropy estimators. We simulate the mean squared errors (MSE) of the proposed entropy estimators and the powers of the proposed tests. We also compare the proposed tests with the modified Kolmogorov-Smirnov and Cramer-von-Mises tests which were proposed by Kang et al. (2003).

• Communications for Statistical Applications and Methods
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• 제5권3호
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• pp.935-944
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• 1998

This paper investigates the problem of goodness of fit tests for no effect model. The proposed test statistic $Z_{mn}$ is obtained by multiplying constant on the model free curve estimation techniques. The small and large sample properties of$Z_{mn}$ are investigated and the good results of power studies for the proposed test are illustrated.

• Journal of the Korean Statistical Society
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• 제30권4호
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• pp.645-660
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• 2001

In this paper we propose a goodness-of-fit test statistic for testing the (null) parametric model versus the (alternative) nonparametric model. Most of existing nonparametric test statistics are based on the residuals which are obtained by regressing the data to a parametric model. Our test is based on the bootstrap estimator of the probability that the smoothing parameter estimator is infinite when fitting residuals to cubic smoothing spline. Power performance of this test is investigated and is compared with many other tests. Illustrative examples based on real data sets are given.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.1-10
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• 1999

Table of the empirical quantiles for the well known Shapiro-Francia W' goodness of fit statistic is produced which is more accurate than the existing ones. Prediction equation for the quantiles of W' statistic for sample sizes 30 or more we developed. The process of computing the expected values for the standard normal variate is discussed. This work is intended to make the Shapiro-Francia W' statistic more accessible to the practitioner.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2002년도 춘계 학술발표회 논문집
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• pp.133-137
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• 2002

A powerful and easily computed goodness-of-fit test for Pareto distribution which does not depend on the unknown location and scale parameters is proposed based on the transformed sample Lorenz curve. We compare the power of the proposed test statistic with the other goodness-of-fit tests for Pareto distribution against various alternatives through Monte Carlo methods.

• Communications for Statistical Applications and Methods
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• 제16권2호
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• pp.349-361
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• 2009

In this paper, we derive the approximate maximum likelihood estimators of the shape parameter and the scale parameter in a Weibull distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We develop three modified empirical distribution function type tests for the Weibull distribution based on multiply Type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

• 응용통계연구
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• 제23권6호
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• pp.1057-1065
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• 2010

In this paper we discuss some cautionary notes in using the Pearson chi-squared test statistic for the goodness-of-fit of the ordinal response model. If a model includes continuous type explanatory variables, the resulting table from the t of a model is not a regular one in the sense that the cell boundaries are not fixed but randomly determined by some other criteria. The chi-squared statistic from this kind of table does not have a limiting chi-square distribution in general and we need to be very cautious of the use of a chi-squared type goodness-of-t test. We also study the limiting distribution of the chi-squared type statistic for testing the goodness-of-t of cumulative logit models with ordinal responses. The regularity conditions necessary to the limiting distribution will be reformulated in the framework of the cumulative logit model by modifying those of Moore and Spruill (1975). Due to the complex limiting distribution, a parametric bootstrap testing procedure is a good alternative and we explained the suggested method through a practical example of an ordinal response dataset.

• International Journal of Reliability and Applications
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• 제9권2호
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• pp.125-140
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• 2008

The new better than used failure rate (NBUFR), Abouammoh and Ahmed (1988), and new better than average failure rate (NBAFR) Loh (1984) classes of life distributions, have been considered in the literature as natural weakenings of NBU (NWU) property. The paper considers testing exponentiality against strictly NBUFR (NBAFR) alternatives, or their duals, based on goodness of fit approach that is possible in life testing problems and that it results in simpler procedures that are asymptotically equivalent or better than standard ones. They may also have superior finite sample behavior. The asymptotic normality are proved. Powers, Pitman asymptotic efficiency and critical points are computed. Dealing with censored data case also studied. Practical applications of our tests in the medical sciences are present.