• Title/Summary/Keyword: hypothesis tests

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Derivation of Confidence Intervals According to the Use Types of Hypothesis Tests (가설검정 유형에 의한 신뢰구간 추정의 종류 및 유도)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2009.04a
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    • pp.541-546
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    • 2009
  • The paper contributes deriving the confidence intervals according to the use types of hypothesis tests. The guidelines of usuage on the types of hypothesis tests and interval estimation are proposed. These formulars can be used to evaluate the effects of quality improvement activity

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Comparision of Hypothesis Tests and Interval Estimations for Homogeneous and Heterogeneous Populations (동질성 및 이질성 모집단의 가설검정과 구간추정의 비교)

  • Choi, Sung-Woo
    • Proceedings of the Safety Management and Science Conference
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    • 2009.04a
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    • pp.365-370
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    • 2009
  • The present study proposes the various hypothesis tests and interval estimations for homogeneous and heterogeneous populations in the continuous and discrete process. These results can be used to complement the QC story 15 steps for quality improvement circle and DMAIC processes for six sigma innovation.

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Method-Free Permutation Predictor Hypothesis Tests in Sufficient Dimension Reduction

  • Lee, Kyungjin;Oh, Suji;Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.291-300
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    • 2013
  • In this paper, we propose method-free permutation predictor hypothesis tests in the context of sufficient dimension reduction. Different from an existing method-free bootstrap approach, predictor hypotheses are evaluated based on p-values; therefore, usual statistical practitioners should have a potential preference. Numerical studies validate the developed theories, and real data application is provided.

A Study on Goodness-of-fit Test for Density with Unknown Parameters

  • Hang, Changkon;Lee, Minyoung
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.483-497
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    • 2001
  • When one fits a parametric density function to a data set, it is usually advisable to test the goodness of the postulated model. In this paper we study the nonparametric tests for testing the null hypothesis against general alternatives, when the null hypothesis specifies the density function up to unknown parameters. We modify the test statistic which was proposed by the first author and his colleagues. Asymptotic distribution of the modified statistic is derived and its performance is compared with some other tests through simulation.

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The Existence of Random Walk in the Philippine Stock Market: Evidence from Unit Root and Variance-Ratio Tests

  • CAMBA, Abraham C. Jr.;CAMBA, Aileen L.
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.10
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    • pp.523-530
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    • 2020
  • The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

Developing an Evaluation Model of Webcasting Sites (웹캐스팅 사이트 평가모델 개발)

  • Suh, Yung-Ho;Lee, Hyun-Soo
    • Asia pacific journal of information systems
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    • v.11 no.3
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    • pp.43-62
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    • 2001
  • The purpose of this research is to develop a webcasting site evaluation model, to estimate the relative importance of factors affecting the performance of webcasting sites, and to derive the CSFs of the sites. Evaluation model consists of 6 first-level evaluation factors and 23 second-level evaluation factors. This study compares the evaluation scores of website with those of the customer satisfaction. We inspect seven hypotheses. Hypothesis)(H1) tests correlation of the evaluation scores of website and those of the customer satisfaction. Hypothesis2(H2)$\sim$Hypothesis7(H7) tests if 6 first-level factors(planning, program & form, design, technology, interface, content) have an impact on customer satisfaction. In order to test the hypotheses, correlation analysis and regression analysis are performed. As a result of empirical tests, all Hypotheses$(H1){\sim}H7)$ are accepted and its implications are discussed.

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Analyses of the Decrease Phenomenon of Fracture Resistance Curve Under Tension-Compression Loading (인장-압축하중 하의 파괴저항곡선의 감소현상 해석)

  • Yun, Byeong-Gon;Seok, Chang-Seong
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.2 s.173
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    • pp.378-385
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    • 2000
  • Fracture resistance (J-R) curves, which are used for elastic-plastic fracture mechanics analyses, decreased under tension-compression loading condition. This phenomenon was proved by several former researches, but the causes have not been clear yet. The objective of this paper is to investigate the cause of this phenomenon. On the basis of fracture resistance curve test results, strain hardening hypothesis, stress redistribution hypothesis and crack opening hypothesis were built. In this study, hardness tests, Automated Ball Indentation(ABI) tests, theoretical stress field analyses, and crack opening analyses were performed to prove the hypotheses. From this study, strain-hardening of material, generation of tensile residual stress at crack tip, and crack opening effects are proved as the causes of the decrease hypothesis.

The Status of Paid and Free Star Chart Game Applications: Focus on Google Play in Korea

  • Nam, Sang-Zo
    • International Journal of Contents
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    • v.14 no.3
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    • pp.46-52
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    • 2018
  • The objective of this study was to determine the status of star chart game applications in the Google play store in Korea. The share of game genres in paid and free star charts of game applications was searched. Also, the average reviewer's rating, average number of reviews, and average age rating based on the genre of paid and free star charts of game applications, and the average price of paid applications based on genre were analyzed. Hypothesis tests for the differences in average reviewer's rating, average number of reviews, average age rating according to the genre of game applications were performed. Also, hypothesis tests for the differences in average reviewer's rating, average number of reviews, average age rating between the paid and free game applications along with the hypothesis test for the differences in price according to the genre of paid game applications were performed. Lastly, hypothesis tests for the correlation between the start chart ranking and number of reviews in association with the correlation between the start chart ranking and reviewer's rating were performed. Statistically significant differences in average reviewer's rating, average number of reviews, average age rating according to the genre of game applications, and between the paid and free game applications were verified. However, the correlation between the start chart ranking and number of reviews in association with the correlation between the start chart ranking and reviewer's rating were not statistically significant.

Statistical Approach for AESA Radar Maximum Detection Range (AESA 레이더 최대탐지거리의 통계적 접근)

  • Tak, Daesuk;Shin, Kyung Soo
    • Journal of the Korean Society of Systems Engineering
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    • v.15 no.1
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    • pp.43-50
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    • 2019
  • Statistical hypothesis tests are important for quantifying answers to questions about samples of data. The Step Process of Statistical Hypothesis Testing; state the null hypothesis, State the alternate hypothesis, State the alpha level, Find the z-score associated with alpha level, Find the test statistic using this formula, If the calculated t distribution value from the data is larger than the t distribution value of alpha level, then you are in the Rejection region and you can reject the Null Hypothesis with ($1-{\alpha}$) level of confidence.

Transmission Effect of Price Variations (가격변동의 전이효과)

  • Kim, Tae-Ho;Ann, Ji-Hee
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.241-253
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    • 2010
  • As standard unit root tests are empirically proved to fail to reject the null hypothesis of a unit root for many economic and business time series, it is doubtful that most of those series are informative about the existence of a unit root or that those tests are powerful against relevant alternative hypotheses. This study attempts to perform tests of the null hypothesis of stationarity as well as tests of the null hypothesis of a unit root using the time series data of housing prices in the major metropolitan areas. The results of the additional analyses such as lead-lag, cross-correlation and impulse response for testing the statistical interrelationships between the prices are generally found to be consistent.