• 제목/요약/키워드: nonparametric tests

검색결과 129건 처리시간 0.027초

Constructing Simultaneous Confidence Intervals for the Difference of Proportions from Multivariate Binomial Distributions

  • Jeong, Hyeong-Chul;Kim, Dae-Hak
    • 응용통계연구
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    • 제22권1호
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    • pp.129-140
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    • 2009
  • In this paper, we consider simultaneous confidence intervals for the difference of proportions between two groups taken from multivariate binomial distributions in a nonparametric way. We briefly discuss the construction of simultaneous confidence intervals using the method of adjusting the p-values in multiple tests. The features of bootstrap simultaneous confidence intervals using non-pooled samples are presented. We also compute confidence intervals from the adjusted p-values of multiple tests in the Westfall (1985) style based on a pooled sample. The average coverage probabilities of the bootstrap simultaneous confidence intervals are compared with those of the Bonferroni simultaneous confidence intervals and the Sidak simultaneous confidence intervals. Finally, we give an example that shows how the proposed bootstrap simultaneous confidence intervals can be utilized through data analysis.

On Best Precedence Test when Data are subject to Unequal Patterns of Censorship

  • Kim, Tai-Kyoo;Park, Sang-Gue
    • 품질경영학회지
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    • 제22권1호
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    • pp.169-178
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    • 1994
  • Nonparametric tests for comparing two treatments when data are subject to unequal patterns of censorship are discussed. Best precedence test proposed by Slud can be viewed as a nice alternative test comparing with weighted log-rank tests, not to mention the advantage of short experimental period. This research revises some missing parts of Slud's test and examines the asymptotic power of it under the nonproportional hazard alternatives through the simulation. The simulation studies show best precedence test has reasonable power in the sense of robustness under nonproportional hazard alternatives and could be recommended at such situation.

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A Goodness of Fit Tests Based on the Partial Kullback-Leibler Information with the Type II Censored Data

  • Park, Sang-Un;Lim, Jong-Gun
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.233-238
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    • 2003
  • Goodness of fit test statistics based on the information discrepancy have been shown to perform very well (Vasicek 1976, Dudewicz and van der Meulen 1981, Chandra et al 1982, Gohkale 1983, Arizona and Ohta 1989, Ebrahimi et al 1992, etc). Although the test is well defined for the non-censored case, censored case has not been discussed in the literature. Therefore we consider a goodness of fit test based on the partial Kullback-Leibler(KL) information with the type II censored data. We derive the partial KL information of the null distribution function and a nonparametric distribution function, and establish a goodness of fit test statistic. We consider the exponential and normal distributions and made Monte Calro simulations to compare the test statistics with some existing tests.

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Image Feature Detection and Contrast Enhancement Algorithms Based on Statistical Tests

  • Kim, Yeong-Hwa;Nam, Ji-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제18권2호
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    • pp.385-399
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    • 2007
  • In many image processing applications, a random noise makes some trouble since most video enhancement functions produce visual artifacts if a priori of the noise is incorrect. The basic difficulty is that the noise and the signal are difficult to be distinguished. Typical unsharp masking (UM) enhances the visual appearances of images, but it also amplifies the noise components of the image. Hence, the applications of a UM are limited when noises are presented. This paper proposed statistical algorithms based on parametric and nonparametric tests to adaptively enhance the image feature and the noise combining while applying UM. With the proposed algorithm, it is made possible to enhance the local contrast of an image without amplifying the noise.

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Monitoring of Gene Regulations Using Average Rank in DNA Microarray: Implementation of R

  • Park, Chang-Soon
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1005-1021
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    • 2007
  • Traditional procedures for DNA microarray data analysis are to preprocess and normalize the gene expression data, and then to analyze the normalized data using statistical tests. Drawbacks of the traditional methods are: genuine biological signal may be unwillingly eliminated together with artifacts, the limited number of arrays per gene make statistical tests difficult to use the normality assumption or nonparametric method, and genes are tested independently without consideration of interrelationships among genes. A novel method using average rank in each array is proposed to eliminate such drawbacks. This average rank method monitors differentially regulated genes among genetically different groups and the selected genes are somewhat different from those selected by traditional P-value method. Addition of genes selected by the average rank method to the traditional method will provide better understanding of genetic differences of groups.

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기울기를 이용한 랜덤워크 윌콕슨 부호순위검정 (A Wilcoxon signed-rank test for random walk hypothesis based on slopes)

  • 김태윤;박철용;김슬기;김민석;이우정;권윤지
    • Journal of the Korean Data and Information Science Society
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    • 제25권6호
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    • pp.1499-1506
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    • 2014
  • 랜덤워크는 다양한 분야에서 랜덤현상을 기술하는데 이용되고 있으나, 현재까지 개발된 랜덤워크 검정법에는 유의수준 왜곡과 낮은 검정력 등의 문제가 있는 것으로 알려져 있다. 이러한 문제점들을 개선하기 위해 Kim 등 (2014)은 부호검정에 기초한 랜덤워크 검정 (${\rho}=1$)방법을 제안하였다. 본 논문에서는 보다 개선된 랜덤워크 검정법을 제안하고자 부호검정보다 검정력이 우수한 것으로 알려진 윌콕슨 부호순위검정을 이용한 랜덤워크 검정법을 제안하고, 모의실험을 통해 부호검정, 윌콕슨 부호순위검정, 확장 Dickey-Fuller 검정의 성능을 비교하였다. 모의실험 결과 소표본에서 비모수 검정기법들이 ADF 검정보다 우월하다는 사실을 재확인하였다. 새롭게 밝혀진 사실은 부호검정이 윌콕슨 부호순위검정에 비해 높은 검정력을 가지며, 또한 비모수 검정기법들은 ${\rho}$가 양의 부호를 가지는 경우 (0 < ${\rho}$ < 1) 정규분포보다 이중지수분포에서 낮은 검정력을 가지게 되나, ${\rho}$가 음의 부호(-1 < ${\rho}$ < 0)를 갖는 경우에는 정규분포보다 이중지수분포에서 높은 검정력을 보인다는 사실이다.

Survey of the use of statistical methods in Journal of the Korean Association of Oral and Maxillofacial Surgeons

  • Choi, Yong-Geun
    • Journal of the Korean Association of Oral and Maxillofacial Surgeons
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    • 제44권1호
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    • pp.25-28
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    • 2018
  • Objectives: This study aimed to describe recent patterns in the types of statistical test used in original articles that were published in Journal of the Korean Association of Oral and Maxillofacial Surgeons. Materials and Methods: Thirty-six original articles published in the Journal in 2015 and 2016 were ascertained. The type of statistical test was identified by one researcher. Descriptive statistics, such as frequency, rank, and proportion, were calculated. Graphical statistics, such as a histogram, were constructed to reveal the overall utilization pattern of statistical test types. Results: Twenty-two types of statistical test were used. Statistical test type was not reported in four original articles and classified as unclear in 5%. The four most frequently used statistical tests constituted 47% of the total tests and these were the chi-square test, Student's t-test, Fisher's exact test, and Mann-Whitney test in descending order. Regression models, such as the Cox proportional hazard model and multiple logistic regression to adjust for potential confounding variables, were used in only 6% of the studies. Normality tests, including the Kolmogorov-Smirnov test, Levene test, Shapiro-Wilk test, and $Scheff{\acute{e}}^{\prime}s$ test, were used diversely but in only 10% of the studies. Conclusion: A total of 22 statistical tests were identified, with four tests occupying almost half of the results. Adoption of a nonparametric test is recommended when the status of normality is vague. Adjustment for confounding variables should be pursued using a multiple regression model when the number of potential confounding variables is numerous.

구간 고장 데이터가 주어진 수리가능 시스템의 신뢰도 분석절차 개발 및 사례연구 (Development of Reliability Analysis Procedures for Repairable Systems with Interval Failure Time Data and a Related Case Study)

  • 조차현;염봉진
    • 한국군사과학기술학회지
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    • 제14권5호
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    • pp.859-870
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    • 2011
  • The purpose of this paper is to develop reliability analysis procedures for repairable systems with interval failure time data and apply the procedures for assessing the storage reliability of a subsystem of a certain type of guided missile. In the procedures, the interval failure time data are converted to pseudo failure times using the uniform random generation method, mid-point method or equispaced intervals method. Then, such analytic trend tests as Laplace, Lewis-Robinson, Pair-wise Comparison Nonparametric tests are used to determine whether the failure process follows a renewal or non-renewal process. Monte Carlo simulation experiments are conducted to compare the three conversion methods in terms of the statistical performance for each trend test when the underlying process is homogeneous Poisson, renewal, or non-homogeneous Poisson. The simulation results show that the uniform random generation method is best among the three. These results are applied to actual field data collected for a subsystem of a certain type of guided missile to identify its failure process and to estimate its mean time to failure and annual mean repair cost.

Pitch trajectories of English vowels produced by American men, women, and children

  • Yang, Byunggon
    • 말소리와 음성과학
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    • 제10권4호
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    • pp.31-37
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    • 2018
  • Pitch trajectories reflect a continuous variation of vocal fold movements over time. This study examined the pitch trajectories of English vowels produced by 139 American English speakers, statistically analyzing their trajectories using the Generalized Additive Mixed Models (GAMMs). First, Praat was used to read the sound data of Hillenbrand et al. (1995). A pitch analysis script was then prepared, and six pitch values at the corresponding time points within each vowel segment were collected and checked. The results showed that the group of men produced the lowest pitch trajectories, followed by the groups of women, boys, then girls. The density line showed a bimodal distribution. The pitch values at the six corresponding time points formed a single dip, which changed gradually across the vowel segment from 204 to 193 to 196 Hz. The normality tests performed on the pitch data rejected the null hypothesis. Nonparametric tests were therefore conducted to discover the significant differences in the values among the four groups. The GAMMs, which analyzed all the pitch data, produced significant results among the pitch values at the six corresponding time points but not between the two groups of boys and girls. The GAMMs also revealed that the two groups were significantly different only at the first and second time points. Accordingly, the methodology of this study and its findings may be applicable to future studies comparing curvilinear data sets elicited by experimental conditions.

실험계획법을 이용한 평문.암호문 식별방법의 표본크기 선택에 관한 연구 (On sample size selection for disernment of plain and cipher text using the design of experiments)

  • 차경준
    • 정보보호학회논문지
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    • 제9권4호
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    • pp.71-84
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    • 1999
  • 암호알고리즘 출력 때문에 대한 난수성 검정은 평문과 암호문 식별에 중요한 역할 을 하고 있다. 따라서 현재 많이 사용되고 있는 나수성 검정 방법들의 비교 및 분석은 필수적이라 할수 있 다. 또한 하 나의 검정방법을 이용하고자 할 때 평문과 암호문을 식별할수 있는 최소한의 데이터 크기 는 실시간 검 정 측면에서 많은 도움을 줄수 있을 것이다. 본 논문에서는 대표적인 몇 개의 난수성 검정 방법들에 대 하여 평문과 암호문 식별에 대한 성공률을 실험을 통하여 분석하고 실험계획법을 이용하여 주어진 표본 크기들 중에서 각 난수성 검정방법에 따른 하나의 최적의 표본크기를 제안한다.