• 제목/요약/키워드: nonparametric tests

검색결과 129건 처리시간 0.032초

TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL

  • Huang, Zhensheng;Zhang, Riquan
    • 대한수학회지
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    • 제47권2호
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    • pp.385-407
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    • 2010
  • To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the $\chi^2$-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.

수질변화의 계량화를 위한 비모수적 통계 준거에 관한 연구 (A Study of Non-parametric Statistical Tests to Quantify the Change of Water Quality)

  • 이상훈
    • 환경영향평가
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    • 제6권1호
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    • pp.111-119
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    • 1997
  • This study was carried out to suggest the best statistical test which may be used to quantify the change of water quality between two groups. Traditional t-test may not be used in cases where the normality of underlying population distribution is not assured. Three non-parametric tests which are based on the relative order of the measurements, were studied to find out the applicability in water quality data analysis. The sign test is based on the sign of the deviation of the measurement from the median value, and the binomial distribution table is used. The signed rank test utilizes not only the sign but also the magnitude of the deviation. The Wilcoxon rank-sum test which is basically same as Mann-Whitney test, tests the mean difference between two independent samples which may have missing data. Among the three non-parametric tests studied, the singed rank test was found out to be applicable in the quantification of the change of water quality between two samples.

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에지 검출을 위한 통계적 검정법 (Statistical Tests for Edg Detection)

  • 임동훈;성신희
    • 한국정보처리학회논문지
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    • 제7권3호
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    • pp.1021-1024
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    • 2000
  • In this paper we describe a nonparametric Wilcoxon test and a parametric Z test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson[4] consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the Z method performs sensitively to the noisy image, while the Wilcoxon method is robust over both noisy nd noise-free images. Comparison with our statistical tests and Sobel operator shows that our tests perform more effectively in both noisy and noise-free images.

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Goodness-of Fit Tests in Regression via Nonparametric Function Techniques

  • Kim, Jong-Tae;Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • 제5권2호
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    • pp.95-106
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    • 1994
  • A proposed test statistic is obtained by multiplying constant weights by the Neumann smooth type statistic discussed by Eubank and Hart(1993) in order to observe the effect of weight. It has very good results of power studies. Another advantage of this test is that it simultaneously provides an important diagnostic tools that can be used in many cases to determine how the model should be adjusted.

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Nonparametric Methods for Analyzing Incomplete Ranking Data

  • Lim, Dong-Hoon
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.695-706
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    • 1998
  • In this paper we consider the setting where a group of n judges are to independently rank a series of κ objects, but the intended complete rankings are not realized and we are faced with analyzing randomly incomplete rank vectors. We discuss some tests based on Friedman statistics on the designs completed through rank imputation schemes suggested by Lordo and Wolfe (1994) and evaluate them on the basis of simulated power studies, constructing their appropriate null distributions.

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A new test of exponentiality against NDVRL

  • Hassan, M.KH.
    • International Journal of Reliability and Applications
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    • 제16권2호
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    • pp.123-133
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    • 2015
  • In this paper, the problem of testing exponentiality against net decreasing variance residual lifetime (NDVRL) classes of life distributions is investigated. For this property a nonparametric test is presented based on kernel method. The test is presented for complete and right censored data. Furthermore, Pitman's asymptotic relative efficiency (PARE) is discussed to assess the performance of the test with respect to other tests. Selected critical values are tabulated. Some numerical simulations on the power estimates are presented for proposed test. Finally, numerical examples are presented for the purpose of illustrating our test.

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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    • 제10권2호
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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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Using Change-Point Detection Tests to detect the Korea Economic Crisis of 1997

  • 오경주
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2004년도 추계학술대회
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    • pp.25-32
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    • 2004
  • In this study, we use various change-point detection methods to detects Korea economic crisis of 1997, and then compares their performance. In change-point detection method, there are three major categories: (1) the parametric approach, (2) the nonparametric approach, and (3) the model-based approach. Through the application to Korea foreign exchange rate during her economic crisis, we compare the employed change-point detection methods and, furthermore, determine which of them performs better.

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A Modified Chen-Wolfe Procedure for Comparing Umbrella Pattern Treatment Effects with a Control in a One-way Layout

  • Lim, Dong-Hoon;Kim, Soo-Taek;Park, Joong-Yang
    • Communications for Statistical Applications and Methods
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    • 제3권1호
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    • pp.145-153
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    • 1996
  • Nonparametric tests for comparing umbrella pattern treatment effects with a control in a one-way layout were studied in Chen and Wolfe (1993). In this paper we propose a modification that improves the power of the Chen-Wolfe test. The results of a Monte Carlo power study are discussed.

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Edge Detection using Statistical Hypothesis Testing

  • Lim, Dong-Hoon;Sung, Sin-Hee
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.893-900
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    • 1999
  • We use statistical tests which are useful for two-sample problem for detecting edges in gray-level images. An edge is detected by examining changes in gray-level value between adjacent pixel neighborhoods. Some experimental results show that nonparametric detectors such as Mann-Whitney test median test and Kolmogorov-Smirnov test perform effectively in both noisy and noise-free images while parametric T test is sensitive to noise.

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