• ETRI Journal
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• 제18권3호
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• pp.207-213
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• 1996

This paper proposes a new nonparametric test for testing the null hypothesis that the MRL is constant against the alternative hypothesis that the MRL is decreasing (increasing) for ramdomly censored data. The proposed test statistic is a L-statistic, and we use L-statistic theory to establish its asymptotic normality of the test statistic. We discuss the efficiency loss due to censoring and also calculate the asymptotic relative efficiencies of our test statistic with respect to the Chen, Hollander and Langberg's test for several alternatives.

• Communications for Statistical Applications and Methods
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• 제19권1호
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• pp.177-182
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• 2012

A structural break in the level as well as in the innovation variance has often been exhibited in economic time series. In this paper we propose robust unit root tests based on a sign-type test statistic when a time series has a shift in its level and the corresponding volatility. The proposed tests are robust to a wide class of partially stationary processes with heavy-tailed errors, and have an exact binomial null distribution. Our tests are not affected by the size or location of the break. We set the structural break under the null and the alternative hypotheses to relieve a possible vagueness in interpreting test results in empirical work. The null hypothesis implies a unit root process with level shifts and the alternative connotes a stationary process with level shifts. The Monte Carlo simulation shows that our tests have stable size than the OLSE based tests.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.563-574
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• 2016

In this study, we propose several simultaneous tests to detect the difference between means and variances for the two-sample problem when the underlying distribution is normal. For this, we apply the likelihood ratio principle and propose a likelihood ratio test. We then consider a union-intersection test after identifying the likelihood statistic, a product of two individual likelihood statistics, to test the individual sub-null hypotheses. By noting that the union-intersection test can be considered a simultaneous test with combination function, also we propose simultaneous tests with combination functions to combine individual tests for each sub-null hypothesis. We apply the permutation principle to obtain the null distributions. We then provide an example to illustrate our proposed procedure and compare the efficiency among the proposed tests through a simulation study. We discuss some interesting features related to the simultaneous test as concluding remarks. Finally we show the expression of the likelihood ratio statistic with a product of two individual likelihood ratio statistics.

• Communications for Statistical Applications and Methods
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• 제7권2호
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• pp.403-414
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• 2000

A diagnostic tool for testing homogeneity for random effects is proposed in unbalanced linear mixed model based on score statistic. The finite sample behavior of the test statistic is examined using Monte Carlo experiments examine the chi-square approximation of the test statistic under the null hypothesis.

• Communications for Statistical Applications and Methods
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• 제4권2호
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• pp.427-434
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• 1997

The purpose of this paper is to discuss distribution-free tests of hypothesis that the random samples are identically distributed against the epidemic alternative. But most tests that have been considered are depended only on specific null distribution. Two nonparametric tests are considered and compared with a likelihood ratio test by the empirical powers.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.603-613
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• 2001

A test based on score statistic is derived for detecting homoscedasticity of errors in unbalanced random effects linear model. A small simulation study is performed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.197-204
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• 1996

We consider a two sample rank test for a bivariate mixture distribution based on Johnson's quantile score. The test statistic is simple to calculate and the exact distribution under the null hypothesis is obtained. A numerical example is given.

• 한국음향학회지
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• 제20권2호
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• pp.27-34
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• 2001

발화 검증이란 등록된 단어 목록 이외의 단어가 입력되었을 때, 미등록된 단어는 인식할 수 없는 단어임을 알려주는 기능으로써 사용자에게 친숙한 음성 인식 시스템을 설계하는데 중요한 기술이다. 본 논문에서는 가변어휘 단어 인식기에서 최소 검증 오류를 나타낼 수 있는 발화 검증 시스템의 알고리즘을 제안한다. 우선, 한국전자통신연구원의 PBW(Phonetically Balanced Words) 445DB를 이용하여 가변어휘 단어 인식에서의 미등록어 거절 성능을 향상시키는 효과적인 발화 검증 방법을 제안하였다. 구체적으로 특별한 훈련 과정이 없이도 유사 음소 집합을 많이 포함시킨 반음소 모델을 제안하여 최소 검증 오류를 지니도록 하였다. 또한, 음소 단위의 null hypothesis와 alternate hypothesis의 비를 이용한 음소 단위의 신뢰도는 null hypothesis로 정규화해서 강인한 발화 검증 성능을 보여 주었으며, 음소 단위의 신뢰도를 이용한 단어 단위의 신뢰도는 등록어와 미등록어 사이의 분별력을 잘 표현해 주었다. 이와 같이 새로이 제안된 반음소 모델과 발화 검증 방법을 사용했을 때, CA (Correctly Accept for Keyword: 등록어를 제대로 인정한 경우)는 약 89％, CR (Correctly Reject for OOV (Out-of-Vocabulary): 미등록어에 대해 거절한 경우)은 약 90％로써, 기존 필터 모델을 이용한 방법보다 미등록어 거절 성능이 ERR (Error Reduction Rate) 측면에서 약 15-21％ 향상됨을 알 수 있었다.

• 한국산업정보학회논문지
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• 제23권3호
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• pp.131-142
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• 2018

Since income growth rate and poverty level are related, there is a possibility that the poverty rate may converge in the long run steady state as well. If the poverty rate converges, then for this study the state that begins with the high poverty rate would have a higher poverty reduction rate. To examine the convergence of poverty rate among the US states, this study uses two times series methodologies. First, in order to prevent the power loss from ignoring the structural break when testing for a unit root in a single time series, this study employs the newly developed panel LM unit root tests with level and trend shifts. The results of unit root tests of the log of poverty rate without allowing for structural breaks show that twenty six states reject the null hypothesis of unit root test for the ADF test, twenty five states for the LM test, and thirty five states for the RALS-LM test. The result of unit root tests that allow one structural break shows that the null hypothesis of a unit root test is rejected for twenty two states with the LM test, and thirty three states with the RALS-LM test. This supports poverty rates are converging among US states.

• Industrial Engineering and Management Systems
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• 제7권3호
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• pp.228-244
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• 2008

ISO9000 set of standards has been widely applied in Iranian Automotive manufacturing industry. Regarding the effects of TQM and ISO9000 set of standards various studies have been conducted and different quantitative conclusions have been made. Due to lack of quantitative information, in many of the cases, using qualitative information becomes the best option. The qualitative nature of data in such cases, requires qualitative analysis methods that might lead to some challenging computational issues. This paper examines the impact of ISO9000: 2000 certification and its perceived benefits for an automotive manufacturing company. Using an empirical approach, the paper seeks to ascertain if certification has indeed improved the performance of the company. Our null hypothesis rotates around the effect of ISO9000: 2000 on the 4W's of an enterprise. To carry out the research, first we developed a couple of questionnaires including all criteria of ISO9000 and 4W's. Second, the questionnaires were discussed with two researchers knowledgeable in the field, and then submitted to the quality practitioners and executives of Iran Khodro Enterprise-a leading company in Iranian automotive manufacturing industry. Finally the null hypothesis was tested and the technology improvement dimensions were ranked through nonparametric tests. The results illustrated a reasonable cause and effect relationship, suggesting that ISO9000: 2000 has positive effect on the 4W's of company result. In this work we investigate the effect as technology improvement viz., the improvement of techno-ware, human-ware, info-ware, and organ-ware.