• Title/Summary/Keyword: limiting power of test

Search Result 75, Processing Time 0.035 seconds

A Test for Multivariate Normality Focused on Elliptical Symmetry Using Mahalanobis Distances

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.4
    • /
    • pp.1191-1200
    • /
    • 2006
  • A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.

  • PDF

A Test for Multivariate Normality Focused on Elliptical Symmetry Using Mahalanobis Distances

  • Park, Cheol-Yong
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2006.04a
    • /
    • pp.203-212
    • /
    • 2006
  • A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.

  • PDF

A Simple Chi-Squared Test of Spherical Symmetry

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.2
    • /
    • pp.227-236
    • /
    • 2005
  • A chi-squared test of spherical symmetry is suggested. This test is easy to apply in practice since it is easy to compute and has a limiting chi-squared distribution under spherical symmetry. The result of Park(1998) can be used to show that it has the limiting chi-squared distribution. A simulation study is conducted to study the accuracy, in finite samples, of the limiting distribution. Finally, a simulation study that compares the power of our test with those of other tests of spherical symmetry is performed.

  • PDF

A Note on the Simple Chi-Squared Test of Multivariate Normality

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.2
    • /
    • pp.423-430
    • /
    • 2004
  • We provide the exact form of a Rao-Robson version of the chi-squared test of multivariate normality suggested by Park(2001). This test is easy to apply in practice since it is easily computed and has a limiting chi-squared distribution under multivariate normality. A self-contained formal argument is provided that it has the limiting chi-squared distribution. A simulation study is provided to study the accuracy, in finite samples, of the limiting distribution. Finally, a simulation study in a nonnormal distribution is conducted in order to compare the power of our test with those of other popular normality tests.

  • PDF

The Rao-Robson Chi-Squared Test for Multivariate Structure

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.1013-1021
    • /
    • 2003
  • Huffer and Park (2002) proposed a chi-squared test for multivariate structure. Their test detects the deviation of data from mutual independence or multivariate normality. We will compute the Rao-Robson chi-squared version of the test, which is easy to apply in practice since it has a limiting chi-squared distribution. We will provide a self-contained argument that it has a limiting chi-squared distribution. We study the accuracy in finite samples of the limiting distribution. We finally compare the power of our test with those of other popular normality tests in an application to a real data.

  • PDF

Introduction of KEPCO's distribution class SFCL fabricated for verification test (실증시험용 배전급 초전도 한류기의 특성 평가 및 운전 시험)

  • Yim, Seong-Woo;Park, Chung-Ryul;Yu, Seung-Duck;Kim, Hye-Rim;Hyun, Ok-Bae;Park, Kwon-Bae;Sim, Jung-Wook;Lee, Kyoung-Ho;Oh, Ill-Sung
    • Proceedings of the KIEE Conference
    • /
    • 2009.07a
    • /
    • pp.294_295
    • /
    • 2009
  • Superconducting fault current limiter (SFCL) is an power device of a novel concept. While SFCLs generate no ohmic loss during the operation carrying normal currents, they can limit fault currents very fast making large impedance by their quench characteristics. In 2006, KEPCO has developed a distribution class hybrid type SFCL by a collaborative research project with LS industrial systems. The SFCL has merits in practical and economical points of view. In the SFCL, the superconductor just plays a role of a fault detector and the current limiting is completed by the other current limiting element made of normal metals throu호 the line commutation. As a result, the required amounts of superconductors can be reduced considerably. Consequently, the hybrid SFCL can be fabricated with small size and cost, maintaining perfect current limiting performance. Currently, KEPCO is carrying out a research project at Gochang power test center for the purpose of the verification test of the 22.9 kV/ 630 A class SFCL for the practical application in real grid. Through the project, a long term operational test and fault current test will be done. In this paper, the back ground of development and installation of the SFCL will be explained and the operation plan of the SFCL for the verification test is also introduced.

  • PDF

Some nonparametric test procedure for the multi-sample case

  • Park, Hyo-Il;Kim, Ju-Sung
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.1
    • /
    • pp.237-250
    • /
    • 2009
  • We consider a nonparametric test procedure for the multi-sample problem with grouped data. We construct the test statistics based on the scores obtained from the likelihood ratio principle and derive the limiting distribution under the null hypothesis. Also we illustrate our procedure with an example and obtain the asymptotic properties under the Pitman translation alternatives. Also we discuss some concluding remarks. Finally we derive the covariance between components in the Appendix.

  • PDF

Investigation on the Commercialization Issues of Resistive Type Superconducting Fault Current Limiters for Electric Networks

  • Park, Tae-Gun;Lee, Sang-Hwa;Lee, Bang-Wook
    • Progress in Superconductivity
    • /
    • v.11 no.1
    • /
    • pp.19-24
    • /
    • 2009
  • Among the various types of fault current limiters, superconducting fault current limiters could be the most preferable choice for high voltage electric power systems owing to the remarkable current limiting characteristics of superconductors. But, there have been no commercial superconducting fault current limiters which were installed into actual electric power systems until these days due to some remained technical and economical problems. Thus, in order to promote the development and application of the superconducting fault current limiters into real field, it is essential to understand the power utilities’ requirements for their networks and also suitable test method and some specifications should be prepared. This paper focuses on the matters of test requirements and standardization issues that should be prepared for commercialization of superconducting fault current limiters. The unique current limiting characteristics of superconducting fault current limiters were investigated and related other standards including circuit breakers, transformers, reactors, power fuse, and fused circuit breakers were compared to setup the basis of novel specification of superconducting fault current limiters. Furthermore, required essential test procedures for superconducting fault current limiters were suggested.

  • PDF

A Test of Multivariate Normality Oriented for Testing Elliptical Symmetry

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.1
    • /
    • pp.221-231
    • /
    • 2006
  • A chi-squared test of multivariate normality is suggested which is oriented for detecting deviations from elliptical symmetry. We derive the limiting distribution of the test statistic via a central limit theorem on empirical processes. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under a non-normal distribution.

  • PDF

Development of an analysis model for the first half cycle non-limiting type Hybrid SFCL (22.9kV 반주기후한류방식 복합형 초전도한류기 해석모델 개발)

  • Lee, Seung-Ryul;Yoon, Jae-Young;Lee, Byong-Jun
    • Progress in Superconductivity and Cryogenics
    • /
    • v.12 no.1
    • /
    • pp.6-11
    • /
    • 2010
  • For real power system application of SFCL, it is necessary to develop an analysis model of the SFCL. In Korea, hybrid SFCL of the first half cycle non-limiting type have been jointly developed by KEPRI and LS Industrial Systems through DAPAS program. In this study, we developed a PSCAD/EMTDC analysis model of the hybrid SFCL of the first half cycle non-limiting type. The simulation results of the developed model are in agreement with the test results of the real SFCL. The developed SFCL model is tested in real power system model.