• Title/Summary/Keyword: model based testing

Search Result 1,617, Processing Time 0.024 seconds

Test of Linearity in Panel Regression Model (패널회귀모형에서 선형성검정)

  • 송석헌;최충돈
    • The Korean Journal of Applied Statistics
    • /
    • v.16 no.2
    • /
    • pp.351-364
    • /
    • 2003
  • This paper derives Lagrange multiplier tests based on Double-Length Artificial Regression and Outer-Product Gradient for testing linear and log-linear panel regressions against Box-Cox alternatives. The proposed DLR based LM tests are easy to implement in an error component model. From the Monte Carlo study, the DLR based LM tests are recommended for testing functiona forms.

A study on the step stress life testing (계단적 충격 생명검사에 관한 연구)

  • 이석훈
    • The Korean Journal of Applied Statistics
    • /
    • v.2 no.2
    • /
    • pp.61-78
    • /
    • 1989
  • We consider the step stress life testing which has been developed in order to perform the life testing of the units whose normal life time is long within a reasonable amount of time. The models suggested for statistical analysis of the data obtained form the stress life testing are reviewed and a model which contains these models in some respect is suggested. The statistical inference based on the suggested model is done using maximum likelihood and weighted least square estimates. Finally we review the design of the simple step stress life testing and extend the result to the censoring case.

  • PDF

A Coverage Function for Arbitrary Testing Profile and Its Performance

  • Park Joong-Yang;Fujiwara Takaji;Park Jae-Heung
    • International Journal of Reliability and Applications
    • /
    • v.6 no.2
    • /
    • pp.87-99
    • /
    • 2005
  • Coverage-based software reliability growth models (SRGMs) have been developed and successfully applied in practice. Performance of a coverage-based SRG M depends on the coverage function employed by the SRGM. When the coverage function represents the coverage growth behavior well irrespective of type of the testing profile the corresponding coverage-based SRGM is expected to be widely applicable. This paper first conducts a study of selecting the most representative coverage functions among the available coverage functions. Then their performances are empirically evaluated and compared. The result provides a foundation for developing widely applicable coverage-based SRGMs and monitoring the progress of a testing process.

  • PDF

Large Sample Test for Independence in the Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik;Lee, Jea-Man;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.2
    • /
    • pp.377-383
    • /
    • 2003
  • In this paper, we consider two components system in which the lifetimes follow the bivariate Pareto model with random censored data. We assume that the censoring time is independent of the lifetimes of the two components. We develop large sample tests for testing independence between two components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

  • PDF

Bootstrap Testing for Reliability of Stess-Strength Model with Explanatory Variables

  • Park, Jin-Pyo;Kang, Sang-Gil;Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
    • /
    • v.9 no.2
    • /
    • pp.263-273
    • /
    • 1998
  • In this paper, we consider some approximate testings for the reliability of the stress-strength model when the stress X and strength Y each depends linearly on some explanatory variables z and w, respectively. We construct a bootstrap procedure for testing for various values of the reliability and compare the power of the bootstrap test with the test based on Mann-Whitney type estimator by Park et.al.(1996) for small and moderate sample size.

  • PDF

Testing Goodness of Fit in Nonparametric Function Estimation Techniques for Proportional Hazards Model

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
    • /
    • v.4 no.2
    • /
    • pp.435-444
    • /
    • 1997
  • The objective of this study is to investigate the problem of goodness of fit testing based on nonparametric function estimation techniques for the random censorship model. The small and large sample properties of the proposed test, $E_{mn}$, were investigated and it is shown that under the proportional hazard model $E_{mn}$ has higher power compared to the powers of the Kolmogorov -Smirnov, Kuiper, Cramer-von Mises, and analogue of the Cramer-von Mises type test statistic.

  • PDF

A PARAMETER CHANGE TEST IN RCA(1) MODEL

  • Ha, Jeong-Cheol
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2005.10a
    • /
    • pp.135-138
    • /
    • 2005
  • In this paper, we consider the problem of testing for parameter change in time series models based on a cusum of squares. Although the test procedure is well-established for the mean and variance in time series models, a general parameter case was not discussed in literatures. Therefore, here we develop the cusum of squares type test for parameter change in a more general framework. As an example, we consider the change of the parameters in an RCA(1) model. Simulation results are reported for illustration.

  • PDF

Large Sample Tests for Independence in Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik;Lee, Jea-Man;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2003.05a
    • /
    • pp.121-126
    • /
    • 2003
  • In this paper, we consider two-components system which the lifetimes follow bivariate pareto model with censored data. We develop large sample tests for testing independence between two-components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

  • PDF

Improved dynamic model of the impact hammer (개선된 충격해머의 동역학적 모델)

  • Lim, Byoung-Duk;Park, Jung-Hyun;Heo, Joon-Hyeok
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
    • /
    • 2002.11a
    • /
    • pp.372.1-372
    • /
    • 2002
  • Although impact hammer is widely used as a convenient excitation tool in structural modal testing, little is known about the dynamic charateristics of its impulse mechanism. Transmission of the impulsive force to the structure depends on the dynamic properties of the impact hammer as well as the stiffness of the tip. An improved dynamic model of the impact hammer is proposed in this study with numerical simulations based on this model. (omitted)

  • PDF

Test for Independence in Bivariate Pareto Model with Bivariate Random Censored Data

  • Cho, Jang-Sik;Kwon, Yong-Man;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.1
    • /
    • pp.31-39
    • /
    • 2004
  • In this paper, we consider two components system which the lifetimes follow bivariate pareto model with bivariate random censored data. We assume that the censoring times are independent of the lifetimes of the two components. We develop large sample test for testing independence between two components. Also we present a simulation study which is the test based on asymptotic normal distribution in testing independence.

  • PDF