• Title/Summary/Keyword: null hypothesis

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Optimal Weights for a Vector of Independent Poisson Random Variables

  • Kim, Joo-Hwan
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.765-774
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    • 2002
  • Suppose one is given a vector X of a finite set of quantities $X_i$ which are independent Poisson random variables. A null hypothesis $H_0$ about E(X) is to be tested against an alternative hypothesis $H_1$. A quantity $\sum\limits_{i}w_ix_i$ is to be computed and used for the test. The optimal values of $W_i$ are calculated for three cases: (1) signal to noise ratio is used in the test, (2) normal approximations with unequal variances to the Poisson distributions are used in the test, and (3) the Poisson distribution itself is used. The above three cases are considered to the situations that are without background noise and with background noise. A comparison is made of the optimal values of $W_i$ in the three cases for both situations.

Optimal Weights of Linear Combinations of the Independent Poisson Signals for Discrimination

  • Kim, Joo-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.307-315
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    • 2002
  • Suppose one is given a vector X of a finite set of quantities $X_i$ which are independent Poisson signals. A null hypothesis $H_0$ about E(X) is to be tested against an alternative hypothesis $H_1$. A quantity $$\sum\limits_{i}\omega_ix_i$$ is to be computed and used for the test. The optimal values of $\omega_i$ are calculated for three cases : (1) signal to noise ratio is used in the test, (2) normal approximations with unequal variances to the Poisson distributions are used in the test, and (3) the Poisson distribution it self is used. A comparison is made of the optimal values of $\omega_i$ in the three cases as parameter goes to infinity.

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Analysis of Driving Conditions and Traffic Accidents in the Case of Trumpet Interchange Ramps (트럼펫 IC 램프의 운전조건과 교통사고 분석)

  • Kim, Tae-Yeong;Park, Byeong-Ho
    • Journal of Korean Society of Transportation
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    • v.25 no.1 s.94
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    • pp.73-79
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    • 2007
  • This study deals with traffic accidents at the ramps of trumpet interchanges. The purpose of the study is to analyze the relations between tke turning direction of ramps (and combinations with other factors) and traffic accidents. In Pursuing this analysis, this study gives particular attention to the combination of turning direction and grade and the combination of turning direction and radius of curvature in the case of the trumpet interchange ramps. The null hypothesis tests show that the average accident number and average accident rate ate rejected at the 90% and 95% significance level respectively Also. the null hypothesis tests show that the combinations or turning direction and Evade as well as turning direction and radius are all rejected at the 95% significance level. In summary, right turn movements ate more dangerous than left turns on the trumpet interchange vamps. Also, ramps with a right turn and up grade or with a left turn and radius more than 200m have more traffic accident Potential than other types of ramps.

A Study on Comparison of Response Time using Open API of Daishin Securities Co. and eBestInvestment and Securities Co.

  • Ryu, Gui Yeol
    • International journal of advanced smart convergence
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    • v.11 no.1
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    • pp.11-18
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    • 2022
  • Securities and investment services have and use large data. Investors started to invest through their own analysis methods. There are 22 major securities and investment companies in Korea and only 6 companies support open API. Python is effective for requesting and receiving, analyzing text data from open API. Daishin Securities Co. is the only open API that officially supports Python, and eBest Investment & Securities Co. unofficially supports Python. There are two important differences between CYBOS plus of Daishin Securities Co. and xingAPI of eBest Investment & Securities Co. First, we must log in to CYBOS plus to access the server of Daishin Securities Co. And the python program does not require a logon. However, to receive data using xingAPI, users log on in an individual Python program. Second, CYBOS plus receives data in a Request/Reply method, and zingAPI receives data through events. It can be thought that these points will show a difference in response time. Response time is important to users who use open APIs. Data were measured from August 5, 2021, to February 3, 2022. For each measurement, 15 repeated measurements were taken to obtain 420 measurements. To increase the accuracy of the study, both APIs were measured alternately under same conditions. A paired t-test was performed to test the hypothesis that the null hypothesis is there was no difference in means. The p-value is 0.2961, we do not reject null hypothesis. Therefore, we can see that there is no significant difference between means. From the boxplot, we can see that the distribution of the response time of eBest is more spread out than that of Cybos, and the position of the center is slightly lower. CYBOS plus has no restrictions on Python programming, but xingAPI has some limits because it indirectly supports Python programming. For example, there is a limit to receiving more than one current price.

Goodness-of-fit tests for randomly censored Weibull distributions with estimated parameters

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.519-531
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    • 2017
  • We consider goodness-of-fit test statistics for Weibull distributions when data are randomly censored and the parameters are unknown. Koziol and Green (Biometrika, 63, 465-474, 1976) proposed the $Cram\acute{e}r$-von Mises statistic's randomly censored version for a simple hypothesis based on the Kaplan-Meier product limit of the distribution function. We apply their idea to the other statistics based on the empirical distribution function such as the Kolmogorov-Smirnov and Liao and Shimokawa (Journal of Statistical Computation and Simulation, 64, 23-48, 1999) statistics. The latter is a hybrid of the Kolmogorov-Smirnov, $Cram\acute{e}r$-von Mises, and Anderson-Darling statistics. These statistics as well as the Koziol-Green statistic are considered as test statistics for randomly censored Weibull distributions with estimated parameters. The null distributions depend on the estimation method since the test statistics are not distribution free when the parameters are estimated. Maximum likelihood estimation and the graphical plotting method with the least squares are considered for parameter estimation. A simulation study enables the Liao-Shimokawa statistic to show a relatively high power in many alternatives; however, the null distribution heavily depends on the parameter estimation. Meanwhile, the Koziol-Green statistic provides moderate power and the null distribution does not significantly change upon the parameter estimation.

Simultaneous Tests with Combining Functions under Normality

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.639-646
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    • 2015
  • We propose simultaneous tests for mean and variance under the normality assumption. After formulating the null hypothesis and its alternative, we construct test statistics based on the individual p-values for the partial tests with combining functions and derive the null distributions for the combining functions. We then illustrate our procedure with industrial data and compare the efficiency among the combining functions with individual partial ones by obtaining empirical powers through a simulation study. A discussion then follows on the intersection-union test with a combining function and simultaneous confidence region as a simultaneous inference; in addition, we discuss weighted functions and applications to the statistical quality control. Finally we comment on nonparametric simultaneous tests.

Parameter resetting in adult second language acquisition (성인의 제2 언어 습득에 있어서 매개변수 재고정)

  • Kim, Hak-Soo
    • English Language & Literature Teaching
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    • no.5
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    • pp.219-247
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    • 1999
  • The purpose of this paper is to examine how Korean learners of English reset the "prodrop" parameter of Korean into "non-prodrop" parameter of English in the process of English acquisition. An experiment was conducted to 45 Korean learners of English on the prodrop phenomenon, namely on the null referential or null nonreferential subject, and subject-verb agreement by way of grammatical judgment. The results of the experiment are as follows: First, L2 learners follow the parameter of L1, and then reset the parameter of L2 regardless of the parameter of L1 as their L2 abilities advance. Thus, this study provides further support for the hypothesis that universal grammar is available via L1. Second, the referential subject is, at first, easier to acquire than nonreferential subject, and the triggering fact for the switch from [+prodrop] to [-prodrop] was the use of nonreferential subjects. Third, 3rd person agreement has no connection with the acquisition of the prodrop parameter as a result of subject-verb agreement. Therefore, these results indicate that verb agreement is not a trigger for the recognition of the obligatory subject.

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Multivariate Nonparametric Tests for Grouped and Right Censored Data

  • Park Hyo-Il;Na Jong-Hwa;Hong Seungman
    • International Journal of Reliability and Applications
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    • v.6 no.1
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    • pp.53-64
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    • 2005
  • In this paper, we propose a nonparametric test procedure for the multivariate, grouped and right censored data for two sample problem. For the construction of the test statistic, we use the linear rank statistics for each component and apply the permutation principle for obtaining the null distribution. For the large sample case, the asymptotic distribution is derived under the null hypothesis with the additional assumption that two censoring distributions are also equal. Finally, we illustrate our procedure with an example and discuss some concluding remarks. In appendices, we derive the expression of the covariance matrix and prove the asymptotic distribution.

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The Limit Distribution and Power of a Test for Bivariate Normality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.187-196
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    • 2002
  • Testing for normality has always been a center of practical and theoretical interest in statistical research. In this paper a test statistic for bivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is represented as the supremum over an index set of the integral of a suitable Gaussian Process. We also simulate the null distribution of the statistic and give some critical values of the distribution and power results.

Goodness-of-fit test for mean and variance functions

  • Jung, Sin-Ho;Lee, Kee-Won
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.199-210
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    • 1997
  • Using regression methods based on quasi-likelihood equation, one only needs to specify the conditional mean and variance functions for the response variable in the analysis. In this paper, an omnibus lack-of-fit test is proposed to test the validity of these two functions. Our test is consistent against the alternative under which either the mean or the variance is not the one specified in the null hypothesis. The large-sample null distribution of our test statistics can be approximated through simulations. Extensive numerical studies are performed to demonstrate that the new test preserves the prescribed type I error probability. Power comparisons are conducted to show the advantage of the new proposal.

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