• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.201-208
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• 1993

Given the specific mean shift outlier model, the score test for multiple outliers in nonlinear regression is discussed as an alternative to the likelihood ratio test. The geometric interpretation of the score statistic is also presented.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.419-437
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• 1995

Given the specific mean shift outlier model, several standard approaches to obtaining test statistic for outliers are discussed. Each of these is developed in detail for the nonlinear regression model, and each leads to an equivalent distribution. The geometric interpretations of the statistics and accuracy of linear approximation are also presented.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.789-798
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• 2000

The mean residual function is the expected remaining life of an item at age x. The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, we develop a family of test statistics for testing whether or not the mean residual life changes its trend. The asymptotic normality of the test statistics is established. Monte Carlo simulations are conducted to study the performance of our test statistics.

• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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• pp.175-181
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• 2002

cDNA microarray experiments permit us to investigate the expression levels of thousands of genes simultaneously and to make it easy to compare gene expression from different populations. However, researchers are asked to be cautious in interpreting the results because of the unexpected sources of variation such as systematic errors from the microarrayer and the difference of cDNA dye intensity. And the scanner itself calculates both of mean and median of the signal and background pixels, so it follows a selection which raw data will be used in analysis. In this paper, we compare the results in each case of using mean and median from the raw data and normalization methods in reducing the systematic errors with arm's skin cells of old and young males. Using median is preferable to mean because the distribution of the test statistic (t-statistic) from the median is more close to normal distribution than that from mean. Scaled print tip normalization is better than global or lowess normalization due to the distribution of the test-statistic.

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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• pp.187-199
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• 2003

We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

• Communications for Statistical Applications and Methods
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• v.23 no.6
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• pp.563-574
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• 2016

In this study, we propose several simultaneous tests to detect the difference between means and variances for the two-sample problem when the underlying distribution is normal. For this, we apply the likelihood ratio principle and propose a likelihood ratio test. We then consider a union-intersection test after identifying the likelihood statistic, a product of two individual likelihood statistics, to test the individual sub-null hypotheses. By noting that the union-intersection test can be considered a simultaneous test with combination function, also we propose simultaneous tests with combination functions to combine individual tests for each sub-null hypothesis. We apply the permutation principle to obtain the null distributions. We then provide an example to illustrate our proposed procedure and compare the efficiency among the proposed tests through a simulation study. We discuss some interesting features related to the simultaneous test as concluding remarks. Finally we show the expression of the likelihood ratio statistic with a product of two individual likelihood ratio statistics.

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.679-691
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• 2001

Two truncated sequential tests are developed for the two-sample scale problem based on the usual Wilcoxon rank-sum statistic for two different dispersion indices - absolute median deviations, when the medians of the two populations X and Y are equal or known and sums of squared mean deviations, when the medians are either unknown or unequal. The first test is briefly called SWAMD test and the second SWSMD test. For the SWAMD test, the percentile points for both the one-sided and two-sided alternatives, (equation omitted) have been found by Wiener approximation and their values computed for a range of values of a and N; analytical expression for the power function has been derived through Wiener process and its performance studied for various sequential designs for exponential distribution. This test has been illustrated by a numerical example. All the results of the SWAMD test, being directly applicable to the SWSMD test, are not dealt with separately Both the tests are compared and their suitable applications indicated.

• The Korean Journal of Applied Statistics
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• v.23 no.2
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• pp.317-323
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• 2010

Measures are very useful tools for comparing the shape variability in statistical shape analysis. For examples, the Procrustes statistic(PS) is isolated measure, and the mean Procrustes statistic(MPS) and the root mean square measure(RMS) are overall measures. But these measures are very subjective, complicated and moreover these measures are not statistical for comparing the shape variability. Therefore we need to study some tests. It is well known that the Hotelling's $T^2$ test is used for testing shape variability of two independent samples. And for testing shape variabilities of several independent samples, instead of the Hotelling's $T^2$ test, one way analysis of variance(ANOVA) can be applied. In fact, this one way ANOVA is based on the balanced samples of equal size which is called as BANOVA. However, If we have unbalanced samples with unequal size, we can not use BANOVA. Therefore we propose the unbalanced analysis of variance(UNBANOVA) for testing shape variabilities of several independent samples of unequal size.

• Journal of the Korean Data and Information Science Society
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• v.17 no.1
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• pp.205-211
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• 2006

For a linear regression model, the necessary and sufficient condition for the asymptotic consistency of the outlier test statistic is known. An analogous condition for the nonlinear regression model is considered in this paper.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.123-132
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• 2016

We can achieve the principle of parsimony and efficiency if homogeneity for panel time series model is satisfied. We suggest a Rao test statistic and a Wald test statistic for the test of homogeneity for panel AR(1) and derived the limit distribution. We performed a simulation to examine statistics with the same chisquare distribution when number of the individual is small and in common with large. We also simulated to compare the empirical power of the statistics in a small panel. In application, we fit panel AR(1) model using regional monthly economical active population data and test homogeneity for panel AR(1). It is satisfied homogeneity, so it could be fitted AR(1) using the sample mean at the time point. We also compare the power of prediction between each individual and pooled model.