• Title/Summary/Keyword: normality

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An Approximate Shapiro -Wilk Statistic for Testing Multivariate Normality (다변량 정규성검정을 위한 근사 SHAPIRO-WILK 통계량의 일반화)

  • 김남현
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.35-47
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    • 2004
  • In this paper, we generalizes Kim and Bickel(2003)'s statistic for bivariate normality to that of multinormality, applying Fattorini(1986)'s method. Fattorini(1986) generalized Shapiro-Wilk's statistic for univariate normality to multivariate cases. The proposed statistic could be considered as an approximate statistic to Fattorini(1986)'s. It can be used even for a big sample size. Power performance of the proposed test is assessed in a Monte Carlo study.

Testing the domestic financial data for the normality of the innovation based on the GARCH(1,1) model

  • Lee, Tae-Wook;Ha, Jeong-Cheol
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.809-815
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    • 2007
  • Since Bollerslev(1986), the GARCH model has been popular in analysing the volatility of the financial time series. In real data analysis, practitioners conventionally put the normal assumption on the innovation random variables of the GARCH model, which is often violated. In this paper, we analyse the domestic financial data based on the GARCH(1,1) model and among existing normality tests, perform the Jarque-Bera test based on the residuals. It is shown that the innovation based on the GARCH(1,1) model dose not follow the normality assumption.

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Tests Based on Skewness and Kurtosis for Multivariate Normality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.22 no.4
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    • pp.361-375
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    • 2015
  • A measure of skewness and kurtosis is proposed to test multivariate normality. It is based on an empirical standardization using the scaled residuals of the observations. First, we consider the statistics that take the skewness or the kurtosis for each coordinate of the scaled residuals. The null distributions of the statistics converge very slowly to the asymptotic distributions; therefore, we apply a transformation of the skewness or the kurtosis to univariate normality for each coordinate. Size and power are investigated through simulation; consequently, the null distributions of the statistics from the transformed ones are quite well approximated to asymptotic distributions. A simulation study also shows that the combined statistics of skewness and kurtosis have moderate sensitivity of all alternatives under study, and they might be candidates for an omnibus test.

Effects of the Stepwise Exposure Treatments Before Freezing on the Survival Capacity of the Frozen-Thawed Mouse Mature Oocytes by Vitrification or Ultra-Rapid Freezing (동결 전 단계적 노출처리방법이 유리화동결 및 초급속동결-융해 후 생쥐 성숙난자의 생존력에 미치는 영향에 관한 연구)

  • Kim, Sang-Woo;Lee, Jae-Ik;Kim, Mi-Kyung;Lee, Young-Ah;Lee, Kyu-Sup;Yoon, Man-Soo
    • Clinical and Experimental Reproductive Medicine
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    • v.27 no.2
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    • pp.191-200
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    • 2000
  • Objective: This study was carried out to compare the effects of the stepwise exposure treatments on the morphological normality, fertilization and blastocyst formation rate of the frozen-thawed mouse mature oocytes by vitrification or ultra-rapid freezing and to use as a fundamental data for the cryopreservation of human oocytes. Materials and Methods: The morphological normality and fertilization rates of the vitrified and ultra-rapid frozen mouse mature oocytes after three-stepwise exposure treatments (1step, 3step and 5step) were observed. After choosing the 3step exposure treatment groups, we observed the morphological normality and fertilization, blastocyst formation rate of the vitrified and ultra-rapid frozen mouse mature oocytes. Results: The morphological normality and fertilization rates of the vitrified mouse mature oocytes after three-stepwise exposure treatments (1step, 3step and 5step) were 75%, 85%, 88% and 58%, 61 %, 54% respectively. There were no significant differences among treatments(p>0.05). The morphological normality and fertilization rate of the control was 92% and 65%. There were no significant differences in fertilization rate among control and treatments (p>0.05). The morphological normality and fertilization rates of the ultra-rapid frozen mouse mature oocytes after three-stepwise exposure treatments (1step, 3step and 5step) were 83%, 83%, 84% and 75%, 63%, 56% respectively. There were no significant differences among treatments (p>0.05). The morphological normality and fertilization rate of the control was 95% and 67%. There were no significant differences among control and treatments (p>0.05). The morphological normality and fertilization rate of the vitrified or ultra-rapid frozen mouse mature oocytes after 3step exposure treatment were 69% and 75%, respectively. The blastocyst formation rate was 60% and 57%. The results did not differ significantly between vitrification and ultra-rapid freezing (p>0.05). Conclusion: As known in the above results, there were no significant differences in the fertilization and blastocyst formation rate of the frozen-thawed mouse mature oocytes by vitrification or ultra-rapid freezing among the control and treatments. It is suggested that vitrification and ultra-rapid freezing method were effective for the cryopreservation of mouse mature oocytes.

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Development of Statistical System for Checking Multivariate Normality and Outliers (다변량 정규성과 이상치 검정을 위한 통계 시스템 개발)

  • 최용석;김종건;강명래
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.223-231
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    • 2001
  • 다변량분석 기법을 위해서는 자료가 정규성(normality)가정을 만족해야한다. 본 연구에서는 GUI환경에서 일변량 및 다변량자료의 정규성검정, 이상치제거 및 변수변환을 하는 시스템을 Visual Basic 언어로서 구축하여 사용자들이 보다 편리하게 사용할 수 있음을 소개 하고자 한다.

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The System for Checking Multivariate Normality and Outliers

  • 강명래;최용석
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.253-255
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    • 2000
  • 다변량분석 기법을 사용하기 위해서는 자료가 정규성(normality)가정을 만족해야한다. 본 연구에서는 GUI(graphic user interface)환경 하에서 일변량(univariate)과 다변량자료(multivariate data)의 정규성검정, 이상치(outliers)제거 및 변수변환(variable transformation)을 지원하는 시스템을 구축하여 사용자들이 보다 편리하게 사용할 수 있음을 소개 하고자 한다.

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Normal Probability Plots for Normality

  • Lee, Jea-Young;Rhee, Seong-Won
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.687-694
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    • 1999
  • The goodness of fit statistics of normality plots are obtained using the Receiver Operating Characteristic(ROC) method. This work is intended to compare with Shapiro-Wilk W statistic. Wel will use and discuss an accuracy of the test and the best cut-off value which minimizes the sum of the type I and II error probabilities.

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