• Title/Summary/Keyword: null test

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k-Sample Rank Procedures for Ordered Location-Scale Alternatives

  • Park, Hee-Moon
    • Journal of Korean Society for Quality Management
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    • v.22 no.2
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    • pp.166-176
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    • 1994
  • Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

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Sign IV Cointegration Tests

  • Oh, Yu-Jin
    • Communications for Statistical Applications and Methods
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    • v.16 no.4
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    • pp.707-711
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    • 2009
  • We propose new cointegration tests using signs of the regressors as instrumental variable. Our tests have the asymptotic standard normal distribution and are free from the dimension of regressors under the null hypothesis of no cointegration. A Monte-Carlo simulation shows that the proposed tests have a stable size and an improved power. Particulary, the tests have better power for small numbers of observations.

Signed Linear Rank Statistics for Autoregressive Processes

  • Kim, Hae-Kyung;Kim, Il-Kyu
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.198-212
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    • 1995
  • This study provides a nonparametric procedure for the statistical inference of the parameters in stationary autoregressive processes. 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 underthe 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 Study on the Theory of SQC and Techniques for Industrial Mass-procuction (工산品의 大量생산을 위한 品質管理 理論과 技法에 관한 硏究: 特히 管理圖의 判讀方法을 中心으로)

  • Koo, Ja Heung
    • Journal of the Korean Statistical Society
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    • v.5 no.1
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    • pp.61-77
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    • 1976
  • The first aim of this study is to provide QC engineers with the right method of cipher of SQC-charts and to help learn how to analyse SQC-charts. The second aim is to maximize the utility of SQC-charts by introducing some Distribution-free Statistical Tests which is experted to provide some methods of test for null hypothese $(H_0)$ concerning the randomness of manufacturing processes.

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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.

A Study on Goodness of Fit Test in Accelerated Life Tests (가속수명시험에 대한 적합도 검정에 관한 연구)

  • Lee, Woo-Dong;Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.1
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    • pp.37-46
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    • 1996
  • In this paper, we introduce the goodness of fit test procedure for lifetime distribution using step stress accelerated lifetime data. Using the nonpapametric estimate of acceleration factor, we prove the strong consistence of empirical distribution function under null hypothesis. The critical vailues of Kolmogorov-Smirnov, Anderson-Darling, Cramer-von Mises statistics are computed when the lifetime distibution is assumed to be exponential and Weibull. The power of test statistics are compared through Monte-Cairo simulation study.

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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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A Study on Tests for the Parallelism of Regression Lines Against Ordered Alternatives (순서대립가설에 대한 회귀직선 평행성 검정에 관한 연구)

  • Song, Mun-Seop;Jo, Sin-Seop;Lee, Jae-Jun;Sin, Bong-Seop
    • Journal of Korean Society for Quality Management
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    • v.21 no.2
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    • pp.162-169
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    • 1993
  • For the problem of testing the parallelism of several regression lines against ordered alternatives, two test statistics and proposed and examined. The proposed statistics are linear combinations of robust estimators of slope parameters, which are modifications of the Adichie (1976) test based on scores. The asymptotic null variances of the proposed states tics are estimated by the kernel density estimation methods. The proposed tests are compared with the Adichie's test in terms of asymptotic relative efficiency and small-sample powers.

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Nonparametric test for unknown age class of life distributions

  • Abu-Youssef, S.E.;Mohammed, B.I.;Bakr, M.E.
    • International Journal of Reliability and Applications
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    • v.15 no.2
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    • pp.99-110
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    • 2014
  • Based on the kernel function, a new test is presented, testing $H_0:\bar{F}$ is exponential against $H_1:\bar{F}$ is UBACT and not exponential is given in section 2. Monte Carlos null distribution critical points for sample sizes n = 5(5)100 is investigated in section 3. The Pitman asymptotic efficiency for common alternatives is obtained in section 4. In section 5 we propose a test statistic for censored data. Finally, a numerical examples in medical science for complete and censored data using real data is presented in section 6.

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A Study on the Promotion of Reliability Test for Imbedded Software of Weapon System (무기체계 내장형 소프트웨어 신뢰성시험 향상방안에 관한 연구)

  • Heo, Kon Yi;Kwon, Kyoug Yong;Kim, Tae Sik
    • Journal of the Korean Society of Systems Engineering
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    • v.11 no.1
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    • pp.67-72
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    • 2015
  • It has been tested for SW reliability in order to prevent the SW error during the development of weapons systems. According to a recent report, defects such as memory leak, buffer overflow, and null deference occur usually in the development stage, but also in the mass production stage. Although it is intended to enhance the SW test and evaluation to prevent SW failures in the development stage, the non-functional problems like syntax errors are not completely revised due to the limitation of the schedule and costs. In addition, SW failure rate are usually fluctuated by the operational environment through SW upgrade in contrast with HW. In this paper, we propose a method to increase SW reliability in the mass production stage of Korean weapon systems.