• Title/Summary/Keyword: null test

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Moving Estimates Test for Jumps in Time Series Models

  • Na, O-Kyoung;Lee, Seon-Joo;Lee, Sang-Yeol;Choi, In-Bong
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.205-217
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    • 2006
  • In this paper, we consider the problem of testing for a change of the parameter function ${\theta}(t)$ that may have a discontinuity at some unknown point ${\tau}$. We introduce a varying-h moving estimate to test the null hypothesis that ${\theta}(t)$ is continuous against the alternative that ${\theta}({\tau}-){\neq}{\theta}({\tau}+)$. Simulation results are provided for illustration.

A Comparison Study of the Test for Right Censored and Grouped Data

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.22 no.4
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    • pp.313-320
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    • 2015
  • In this research, we compare the efficiency of two test procedures proposed by Prentice and Gloeckler (1978) and Park and Hong (2009) for grouped data with possible right censored observations. Both test statistics were derived using the likelihood ratio principle, but under different semi-parametric models. We review the two statistics with asymptotic normality and consider obtaining empirical powers through a simulation study. The simulation study considers two types of models the location translation model and the scale model. We discuss some interesting features related to the grouped data and obtain null distribution functions with a re-sampling method. Finally we indicate topics for future research.

On NBUmgf class at specific age

  • Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • v.17 no.2
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    • pp.107-119
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    • 2016
  • A new concept of aging classes namely new better (worse) than used at age $t_0$ in moment generating function order, $NBU_{mgf}-t_0$ ($NWU_{mgf}-t_0$) is introduced. For the classes $NBU_{mgf}-t_0$ ($NWU_{mgf}-t_0$), preservation under convolution, mixture, mixing and the homogeneous Poisson shock model are studied. In the sequel, nonparametric test is proposed, the asymptotic normality of the class is established and the asymptotic null variance is estimated. The percentiles and powers of this test are tabulated. The asymptotic efficiencies for some alternatives distributions are derived. Finally sets of real data are used as examples to elucidate the use of the proposed test in practical application.

Diffraction grating interferometer for null testing of aspheric surface with binary amplitude CGH (이진 컴퓨터 형성 홀로그램을 이용한 비구면 형상 측정용 위상편이 회절격자 간섭계)

  • 황태준;김승우
    • Korean Journal of Optics and Photonics
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    • v.15 no.4
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    • pp.313-320
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    • 2004
  • We present a null testing method fer aspheric surfaces, utilizing a phase-shifting diffraction grating interferometer along with a binary amplitude computer generated hologram (CGH). The binary amplitude CGH is designed to compensate for the wavefront between a point source and the aspheric surface under test. The fringe visibility of the grating interferometer is controlled easily by selecting suitable grating diffraction orders for the measurement and reference wavefronts or by optimizing the groove shape of the grating used. The binary amplitude CGH is designed by numerical analysis of ray tracing and fabricated using e-beam lithography for autostigmatic testing. Experimental results of a large-scale aspheric mirror surface are discussed to verify the measurement performance of the proposed diffraction grating interferometer.

Social Stratification and Clothing behavior -A study of housewives in Seoul- (사회계층과 의복행태 -서울 시내 가정주부를 중심으로-)

  • Kim Jeong-Ho
    • Journal of the Korean Society of Clothing and Textiles
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    • v.2 no.2
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    • pp.253-260
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    • 1978
  • The purpose of this study was to investigate whether or not the clothing behavior of house-wives in Seoul vary depending on their socioeconomic status. The null hypotheses tested in this study were as follows: 1) There are no differences in housewives' attitudes toward the importance of clothing according to their socioeconomic status. 2) There are no differences in housewives' criteria of clothing choice according to their socioeconomic status. 3) There are no differences in housewives' clothing taste according to their socioeconomic status. 4) There are no differences in the pattern of housewives' clothing purchase according to their socioeconomic status. In order to test these null hypotheses, questionnaires on clothing behavior and socioeconomic status were distributed to a sample of 243 purposively selected housewives in Seoul, Korea. The factor analysis, correlation and analysis of variance techniques were employed for the statistical analysis of data. The results indicated that: 1) The attitudes toward the importance of clothing was related to socioeconomic status. 2) The criteria of clothing choice (aesthetics-practicality), clothing taste (individuality-conformity), and the pattern of clothing purchase (a degree of rationality) were not related to socioeconomic status. 3) The criteria of clothing selection was related to housewives' level of education. 4) Clothing taste was related to housewives' age.

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Development of Profilometry based on a Curvature Measurement (곡률에 근거한 형상 측정기술 개발)

  • Kim, Byoung-Chang
    • Korean Journal of Optics and Photonics
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    • v.18 no.2
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    • pp.130-134
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    • 2007
  • I present a novel curvature profilometer devised fur the profile measurement of aspheric and free-form surfaces on the nanometer scale. A profile is reconstructed from measuring the curvature of a test part of the surface at several locations along a line. For profile measurement of free-farm surfaces, methods based on local part curvature sensing have strong appeal. Unlike full-aperture interferometry they do not require customized null optics. The measurement accuracy of the curvature profilometer was assessed by comparison with a well-calibrated interferometer in NIST. Experimental results prove that the maximum discrepancy turns out to be 37 nm on the 28 mm measurement range for the spherical mirror.

Nonstationary Time Series and Missing Data

  • Shin, Dong-Wan;Lee, Oe-Sook
    • The Korean Journal of Applied Statistics
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    • v.23 no.1
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    • pp.73-79
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    • 2010
  • Missing values for unit root processes are imputed by the most recent observations. Treating the imputed observations as if they are complete ones, semiparametric unit root tests are extended to missing value situations. Also, an invariance principle for the partial sum process of the imputed observations is established under some mild conditions, which shows that the extended tests have the same limiting null distributions as those based on complete observations. The proposed tests are illustrated by analyzing an unequally spaced real data set.

A Nonparametric Method for Nonlinear Regression Parameters

  • Kim, Hae-Kyung
    • Journal of the Korean Statistical Society
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    • v.18 no.1
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    • pp.46-61
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    • 1989
  • This paper is concerned with the development of a nonparametric procedure for the statistical inference about the nonlinear regression parameters. A confidence region and a hypothesis testing procedure based on a class of signed linear rank statistics are proposed and the asymptotic distributions of the test statistic both under the null hypothesis and under a sequence of local alternatives are investigated. Some desirable asymptotic properties including the asymptotic relative efficiency are discussed for various score functions.

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A New Estimator for Seasonal Autoregressive Process

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.31-39
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    • 2001
  • For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

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Evaluation of Procss Capability measles for Exponential Distributed Data

  • Kim, Hong-Jun
    • Proceedings of the Korean Reliability Society Conference
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    • 2000.11a
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    • pp.375-384
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    • 2000
  • The main objective of this paper to purpose a evaluating methods of process capability measures for exponential distributed quality characteristics. For correctly evaluating process capability , the first thing , exponential data is applied the Lilliefors test statistic to the null hypothesis of nornality. The next, exponential parameters is estimated in terms of MLE , ME , MME and then evaluated , respectively , process capability index based on exponential curved (Ιe) proposed by in this study and process capability indices based on Pearson system and Johnson system.

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