• Title/Summary/Keyword: nonparametric statistic

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Kullback-Leibler Information of the Equilibrium Distribution Function and its Application to Goodness of Fit Test

  • Park, Sangun;Choi, Dongseok;Jung, Sangah
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.125-134
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    • 2014
  • Kullback-Leibler (KL) information is a measure of discrepancy between two probability density functions. However, several nonparametric density function estimators have been considered in estimating KL information because KL information is not well-defined on the empirical distribution function. In this paper, we consider the KL information of the equilibrium distribution function, which is well defined on the empirical distribution function (EDF), and propose an EDF-based goodness of fit test statistic. We evaluate the performance of the proposed test statistic for an exponential distribution with Monte Carlo simulation. We also extend the discussion to the censored case.

An Efficient Edge Detection Using Van der Waerden′s Statistic in Images (Van der Waerden의 통계량을 이용한 영상에서의 효율적인 에지검출기법)

  • 최명희;이호근;김주원;하영호
    • Proceedings of the IEEK Conference
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    • 2002.06d
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    • pp.215-218
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    • 2002
  • The edges of an image hold much of the information in that image. The edges tell where objects are, their shape and size, and something about their texture. An edge is where the intensity of an image moves from a low value to a high value. We introduce the edge detection using the differential operator with Sobel operator and describe a nonparametric Wilcoxon test based on statistical hypothesis testing for the detection of edges. This paper proposes an efficient edge detection using Van der Waerden's statistic in original and noisy images. We use the threshold determined by specifying significance level a and an edge-height parameter. Comparison with our statistical test and Sobel operator shows that Van der Waerden method perform more effectively in both noisy and noise-free images.

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A Note on the Median Control Chart

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.20 no.2
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    • pp.107-113
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    • 2013
  • This study reviews several well-known control charts for the location parameter with a discussion of the relationship between the maintenance of the control chart and a series of hypotheses testing. As a by-product, we then propose a new median control chart with the sign test statistic. We also modify the nonparametric control charts to easily understand the relation. Then we illustrate the construction of several median control charts with the industrial data and compare the efficiency among several control charts. Finally, we discuss some interesting features for the median control charts as concluding remarks.

A Test Procedure for Checking the Proportionality Between Hazard Functions

  • Lee, Seong-Won;Kim, Ju-Seong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.561-570
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    • 2003
  • We propose a nonparametric test procedure for checking the proportionality assumption between hazard functions using a functional equation. Because of the involvement of censoring distribution function, we consider the large sample case only and obtain the asymptotic normality of the proposeed test statistic. Then we discuss the rationale of the use of the functional equation, give some examples and compare the performances with Andersen's procedure by computing powers through simulations.

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Nonparametric Test for Used Better Than Aged in Convex Ordering Class(UBAC) of Life Distributions with Hypothesis Testing Applications

  • Abu-Youssef, S.E.
    • International Journal of Reliability and Applications
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    • v.10 no.2
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    • pp.81-88
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    • 2009
  • A non-parametric procedure is presented for testing exponentially against used better than aged in convex ordering class (UBAC) of life distributions based on u-test. Convergence of the proposed statistic to the normal distribution is proved. Selected critical values are tabulated for sample sizes 5(5)40. The Pitman asymptotic relative efficiency of my proposed test to tests of other classes is studied. An example of 40 patients suffering from blood cancer disease demonstrates practical application of the proposed test.

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Signed Linear Rank Statistics for Autoregressive Processes

  • Kim, Hae-Kyung;Kim, Il-Kyu
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.198-212
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    • 1995
  • This study provides a nonparametric procedure for the statistical inference of the parameters in stationary autoregressive processes. A confidence region and a hypothesis testing procedure based on a class of signed linear rank statistics are proposed and the asymptotic distributions of the test statistic both underthe null hypothesis and under a sequence of local alternatives are investigated. Some desirable asymptotic properties including the asymptotic relative efficiency are discussed for various score functions.

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Goodenss of Fit Test on Density Estimation

  • Kim, J.T.;Yoon, Y.H.;Moon, G.A.
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.891-901
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    • 1997
  • The objective of this research is to investigate the problem of goodness of fit testing based on nonparametric density estimation with a data-driven smoothing parameter. The small and large smaple properties of the proposed test statistic $Z_{mn}$ are investigated with the minimizer $\widehat{m}$ of the estimated mean integrated squared error by the Diggle and Hall (1986) method.

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Testing unknown age classes of life distributions based on TTT-transform

  • El-Din, M.M. Mohie;Abu-Youssef, S.E.;Ali, Nahed S.A.
    • International Journal of Reliability and Applications
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    • v.14 no.1
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    • pp.1-9
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    • 2013
  • A nonparametric procedure for testing exponentially against used better than aged in expectation (UBAE) class of life distributions is presented. We construct a test statistics based on scaled total time on test (TTT)-transformation, to test exponentiality against UBAE class of life distributions. The distribution of the statistic is investigated via simulation. Practical applications of the proposed test are presented.

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Sample Size Determination of Univariate and Bivariate Ordinal Outcomes by Nonparametric Wilcoxon Tests (단변량 및 이변량 순위변수의 비모수적 윌콕슨 검정법에 의한 표본수 결정방법)

  • Park, Hae-Gang;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1249-1263
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    • 2009
  • The power function in sample size determination has to be characterized by an appropriate statistical test for the hypothesis of interest. Nonparametric tests are suitable in the analysis of ordinal data or frequency data with ordered categories which appear frequently in the biomedical research literature. In this paper, we study sample size calculation methods for the Wilcoxon-Mann-Whitney test for one- and two-dimensional ordinal outcomes. While the sample size formula for the univariate outcome which is based on the variances of the test statistic under both null and alternative hypothesis perform well, this formula requires additional information on probability estimates that appear in the variance of the test statistic under alternative hypothesis, and the values of these probabilities are generally unknown. We study the advantages and disadvantages of different sample size formulas with simulations. Sample sizes are calculated for the two-dimensional ordinal outcomes of efficacy and safety, for which bivariate Wilcoxon-Mann-Whitney test is appropriate than the multivariate parametric test.

Optimal design of a nonparametric Shewhart-Lepage control chart (비모수적 Shewhart-Lepage 관리도의 최적 설계)

  • Lee, Sungmin;Lee, Jaeheon
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.339-348
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    • 2017
  • One of the major issues of statistical process control for variables data is monitoring both the mean and the standard deviation. The traditional approach to monitor these parameters is to simultaneously use two seperate control charts. However there have been some works on developing a single chart using a single plotting statistic for joint monitoring, and it is claimed that they are simpler and may be more appealing than the traditonal one from a practical point of view. When using these control charts for variables data, estimating in-control parameters and checking the normality assumption are the very important step. Nonparametric Shewhart-Lepage chart, proposed by Mukherjee and Chakraborti (2012), is an attractive option, because this chart uses only a single control statistic, and does not require the in-control parameters and the underlying continuous distribution. In this paper, we introduce the Shewhart-Lepage chart, and propose the design procedure to find the optimal diagnosis limits when the location and the scale parameters change simultaneously. We also compare the efficiency of the proposed method with that of Mukherjee and Chakraborti (2012).