• 제목/요약/키워드: goodness-of-fit

검색결과 890건 처리시간 0.028초

중력모형의 적합도 검증 (Testing Goodness of Fit of Gravity Models)

  • 김형진
    • 대한교통학회지
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    • 제14권1호
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    • pp.43-50
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    • 1996
  • This paper is concerned with assessing goodness of fit of gravity models. The Chi-square test, or one of its asymptotic equivalents, is usually recommended for the purpose. A difficulty that frequently arises, particularly when working with urban travel data, is that the expected number of trips for most origin-destination(O-D) pairs are small. In order to test goodness of fit of gravity model, a simple approach, which depends on the number of O-D pairs and certain trip totals being large, is proposed in this paper. In addition, derivation of variance of Chi-square ratio is proposed to test the confidence interval of Chi-square ratio and application of its results with simulated data set is made to verify the usefulness of the results.

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심해저 망간단괴에서 추출되는 금속가격 예측 및 적합도 분석 (Analysis of Price Forecasting and Goodness-of-Fit of the Metals Extracted from Deep Seabed Manganese Nodules)

  • 권석재;정선영
    • Ocean and Polar Research
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    • 제36권4호
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    • pp.505-514
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    • 2014
  • The development of deep seabed manganese nodules has been carried out with the aim of commercial development in 2023. It is important to forecast the price of the four metals (copper, nickel, cobalt, and manganese) extracted from manganese nodules because price change is a criterion for investment decision. The main purpose of the study is to forecast the price of four metals using the ARIMA model and VAR model, and calculate the MAPE to compare a goodness-of-fit between the two models. The estimated results of the two models reveal statistical significance and are in keeping with economic theory. The results of MAPE for goodness-of-fit show that the VAR model is between 0.1 and 0.2, and the ARIMA model is between 0.4 and 0.6. That is, the VAR model is better than the ARIMA model in forecasting changes in the price of metals.

A Smooth Goodness-of-fit Test Using Selected Sample Quantiles

  • Umbach, Dale;Masoom Ali, M.
    • Journal of the Korean Statistical Society
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    • 제25권3호
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    • pp.347-358
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    • 1996
  • A new test for goodness-of-fit is presented. It is a modification of a test of LaRiccia (1991). These tests are applicable to continuous lo-cation/scale models. The new test statistic is based on a few selected order statistics taken from the sample, while the LaRiccia test is based directly on the full sample. Each test embeds the hypothesized model in a larger linear model and proceeds to test the goodness-of-fit hy-pothesis by testing the coefficients of this linear model appropriately. The general theory is presented. The tests are compared via computer simulation to a related test of Ali and Umbach (1989) for distributions that could be used as lifetime models. An important aspect of all these tests is that only standard $X_2$ tables are used. Selection of the spacings of the order statistics is discussed.

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엔트로피 추정에 기초한 적합도 검정 (Goodness-of-fit tests based on Entropy Estimators)

  • 김종태;차영준;김영훈;이재만;강상길
    • Journal of the Korean Data and Information Science Society
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    • 제10권2호
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    • pp.387-395
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    • 1999
  • 본 연구의 목적은 엔트로피 추정량에 기초한 적합도검정 통계량들을 제시하고 경험적 분포에 기초한 적합도 검정 통계량들과의 검정력을 비교하여 향후 적합도 검정에 사용될 검정력을 선정하는데 그 목적이 있다. 또한 모란 (Moran)의 검정통계량과 엔트로피의 추정을 연구함으로 그 일치성을 알 수 있다.

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Testing NRBU Class of Life Distributions Using a Goodness of Fit Approach

  • El-Arishy, S.M.;Diab, L.S.;Alim, N.A. Abdul
    • International Journal of Reliability and Applications
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    • 제7권2호
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    • pp.141-153
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    • 2006
  • In this paper, we present the U-Statistic test for testing exponentiality against new renewal better than used (NRBU) based on a goodness of fit approach. Selected critical values are tabulated for sample sizes n=5(1)30(10)50. The asymptotic Pitman relative efficiency relative to (NRBU) test given in the work of Mahmoud et all (2003) is studied. The power estimates of this test for some commonly used life distributions in reliability are also calculated. Some of real examples are given to elucidate the use of the proposed test statistic in the reliability analysis. The problem in case of right censored data is also handled.

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평활 적합도 검정에서의 분산추정의 영향 (A Study On Variance Estimation in Smoothing Goodness-of-Fit Tests)

  • 윤용화;김종태;이우동
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.189-202
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    • 1998
  • 본 연구는 Rice 분산추정량을 사용한 기존의 평활 적합도 검정들에 있어서 Rice의 분산 추정량 보다 뛰어난 성질을 가지는 GSJS 추정량을 사용함으로 검정 통계량들에 대한 검정력에 미치는 영향을 조사하는데 그 목적을 둔다. 또한 분산의 값들의 변화가 진동수와 진폭에 따른 선형 모형에서의 검정력들에 미치는 영향을 관찰하였다.

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On Testing Exponentiality Against HNRBUE Based on Goodness of Fit

  • Mahmoud, M.A.W.;Diab, L.S.
    • International Journal of Reliability and Applications
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    • 제8권1호
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    • pp.27-39
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    • 2007
  • Based on goodness of fit new testing procedures are derived for testing exponentiality against harmonic new renewal better than used in expectation (HNRBUE). For this aging properties, a nonparametric procedure (U-statistic) is proposed. The percentiles of this test statistic are tabulated for sample sizes n=5(1)30(10)50. The Pitman asymptotic efficiency (PAE) of the test is calculated and compared with, the (PAE) of the test for new renewal better than used (NRBU) class of life distribution [see Mahmoud et al (2003)]. The power of this test is also calculated for some commonly used life distributions in reliability. The right censored data case is also studied. Finally, real examples are given to elucidate the use of the proposed test statistic in the reliability analysis.

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Goodness of Fit Test of Normality Based on Kullback-Leibler Information

  • Kim, Jong-Tae;Lee, Woo-Dong;Ko, Jung-Hwan;Yoon, Yong-Hwa;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.909-918
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    • 1999
  • Arizono and Ohta(1989) studied goodness of fit test of normality using the entropy estimator proposed by Vasicek (1976) Recently van Es(1992) and Correa(1995) proposed an estimator of entropy. In this paper we propose goodness of fit test statistics for normality based on Vasicek ven Es and Correa. And we compare the power of the proposed test statistics with Kolmogorov-Smirnov Kuiper Cramer von Mises Watson Anderson-Darling and Finkelstein and Schefer statistics.

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가속수명시험에 대한 적합도 검정에 관한 연구 (A Study on Goodness of Fit Test in Accelerated Life Tests)

  • 이우동;조건호
    • Journal of the Korean Data and Information Science Society
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    • 제7권1호
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    • pp.37-46
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    • 1996
  • 계단충격가속수명시험에서 얻은 자료를 토대로 통계적 추론을 위해 가정하는 수명분포에 대한 적합도 검정을 Kolmogorov-Smirnov, Cramer-von Mises, Anderson-Darling과 같은 비모수적 검정통계량들을 이용한 검정절차를 제안하고, 각 통계량들을 검정력 측면에서 비교하고자 한다.

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A Goodness of Fit Approach for Testing NBUFR (NWUFR) and NBAFR (NWAFR) Properties

  • Mahmoud, M.A.W.;Alim, N.A. Abdul
    • 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.

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