• 제목/요약/키워드: kolmogorov-smirnov test

검색결과 207건 처리시간 0.023초

Inference of the Exponential Distribution Based on Multiply Type-II Censored Samples

  • 강석복;이상기
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 한국데이터정보과학회 2006년도 PROCEEDINGS OF JOINT CONFERENCEOF KDISS AND KDAS
    • /
    • pp.279-293
    • /
    • 2006
  • In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponential distribution based on multiply Type-II censored samples. Then three type tests, including the modified Clamor-von Mises test, the modified Watson test and the modified Kolmogorov-Smirnov test are developed for the exponential distribution based on multiply Type-II censored samples by using the proposed estimators. For each test, Monte Carlo techniques are used to generate critical values. The powers of these tests are investigated under several alternative distributions.

  • PDF

파고의 확률분포 및 상관에 관한 기초적 연구 - 동해안의 파고를 중심으로 하여 - (A Fundamental Study of Probability Functions and Relationship of Wave Heights. -On the Wave Heights of the East Coast of Korea-)

  • 윤해식;이순탁
    • 물과 미래
    • /
    • 제7권2호
    • /
    • pp.99-106
    • /
    • 1974
  • The records of wave heights which were observed at Muk ho and Po hang of the East Coast of Korea were analized by several probility functions. The exponential 2 parameter distribution was found as the best fit probability function to the historical distribution of wave heights by the test of goodness of fit. But log-normal 2 parameter and log-extremal type A distributions were also fit to the historical distribution, especially in the Smirnov-Kolmogorov test. Therefore, it can't be always regarded that those two distributions are not fit to the wave heiht's distribution. In the test of goodness of fit, the Chi-Square test gave very sensitive results and Smirnov-Kolmogorov test, which is a distribution free and non-parametric test, gave more inclusive results. At the next stage, the inter-relationship between the mean and the one-third wave heights, the mean and the one-=tenth wave heights, the one-third and the one-tenth wave heights, the one-third and the highest wave heights were obtained and discussed.

  • PDF

Tests for the exponential distribution based on Type-II censored samples

  • Kang, Suk-Bok;Cho, Young-Suk;Choi, Sei-Yeon
    • Journal of the Korean Data and Information Science Society
    • /
    • 제14권2호
    • /
    • pp.367-376
    • /
    • 2003
  • Two explicit estimators of the scale parameter in an exponential distribution based on Type-II censored samples are proposed by appropriately approximating the likelihood function. Then two type tests, including the modified Cramer-von Mises test and Kolmogorov-Smirnov test are developed for the exponential distribution based on Type-II censored samples by using the proposed estimators. For each test, Monte Carlo techniques are used to generate critical values. The powers of these tests are investigated under several alternative distributions.

  • PDF

계단충격가속수명시험에서의 지수분포에 대한 적합도검정 (Goodness of Fit Testing for Exponential Distribution in Step-Stress Accelerated Life Testing)

  • 조건호
    • Journal of the Korean Data and Information Science Society
    • /
    • 제5권2호
    • /
    • pp.75-85
    • /
    • 1994
  • 계단 충격 가속수명시험에서 통계적 추론을 위해 가정하는 수명분포에 대한 적합도검정을 Kolmogorov-Smirnov, Kuiper, Watson, Cramer-von Mises, Anderson-Darling과 같은 비모수적 검정통계량에 대하여 몬테칼로 방법을 이용한 기각치를 구하고, 검정력 측면에서 비교, 연구한다.

  • PDF

Testing Hypothesis for the Logistic Model with Estimated Parameters : Modified Tables of Cirticla Values for K-S Type Statistic

  • Hwang, Chung-Sun
    • Journal of the Korean Statistical Society
    • /
    • 제13권1호
    • /
    • pp.48-56
    • /
    • 1984
  • This paper considers one-sample and two-sample test for the logistic function by means of Kolmororov-Smirnov type statistics. The standard tables used for the Kolmogorov-Smirnov test are valid only when the function is completely specified; but they are not valid if the parameters of function are estimated from the sample. This note presents modified tables for the Kolmogorov-Sminov type staistic. These tables can be used to test the hypothesis that a sample comes from a logistic function when shape parameter $(\alpha)$ and location parameter $(\beta)$ must be estimated from the sample by the method of maximum likelihood. Monte Carlo method is employed to calculate the criticla values of the test. The tables of the critical values are provided.

  • PDF

구간 자료의 확률적 순서 검정 (Testing for stochastic order in interval-valued data)

  • 최혜정;임요한;곽민정;박성오
    • 응용통계연구
    • /
    • 제32권6호
    • /
    • pp.879-887
    • /
    • 2019
  • 본 연구에서는 이표본 구간 자료의 확률적 순서 검정 절차를 제안한다. 제안하는 검정 통계량은 U-통계량에 해당하며 본 연구에서는 이에 대한 점근적 분포를 귀무 가설 하에서 유도하였다. 실제 자료와 모의 실험을 통해 새로 제안한 방법의 성능을 단측 이변량 Kolmogorov-Smirnov 검정법과 비교한다.

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
    • /
    • 제7권1호
    • /
    • pp.37-46
    • /
    • 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.

  • PDF

A Projected Exponential Family for Modeling Semicircular Data

  • Kim, Hyoung-Moon
    • 응용통계연구
    • /
    • 제23권6호
    • /
    • pp.1125-1145
    • /
    • 2010
  • For modeling(skewed) semicircular data, we derive a new exponential family of distributions. We extend it to the l-axial exponential family of distributions by a projection for modeling any arc of arbitrary length. It is straightforward to generate samples from the l-axial exponential family of distributions. Asymptotic result reveals that the linear exponential family of distributions can be used to approximate the l-axial exponential family of distributions. Some trigonometric moments are also derived in closed forms. The maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for a goodness of t test of the l-axial exponential family of distributions. Samples of orientations are used to demonstrate the proposed model.

Goodness-of-fit Tests for the Weibull Distribution Based on the Sample Entropy

  • Kang, Suk-Bok;Lee, Hwa-Jung
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권1호
    • /
    • pp.259-268
    • /
    • 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).

  • PDF

A Study on the Accelerated Life Test for Evaluating the Reliability of Nickel-Cadmium Batteries

  • Kwon, Soo-Ho;Huh, Yang-Hyun;Lim, Tae-Jin
    • International Journal of Reliability and Applications
    • /
    • 제1권1호
    • /
    • pp.89-104
    • /
    • 2000
  • Accelerated testing consists of a variety of test methods for shortening the life of products or hastening the degradation of their performance. This paper presents practical, modern statistical methods for evaluating the reliability of Nickel-Cadmium batteries at their design temperature of 2$0^{\circ}C$ by accelerated life test. Batteries have been life tested at three high temperature conditions, 50, 60, 7$0^{\circ}C$, respectively to yield failures quickly. The failures have been observed and judged by means of charge and discharge current integration. Analyses of life data from those conditions resulted in the Weibull distribution, which has been verified on the ground of the Kolmogorov-smirnov test and the pairwise t-test. Life data are modeled according to the Arrhenius life-temperature relationship. The mean life of tested batteries is assessed at about 590 cycles, and the activation energy of this chemical reaction is concluded to be 0.39eV as results. This study provides procedures for estimating the reliability of batteries in a short period, which has little been possible in domestic industries. The results can be applied in many fields such as proof testing, acceptance testing, and estimating assurance periods.

  • PDF