• Title/Summary/Keyword: null test

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Normal Anxiety, Fear and Depression-related Behaviors in Mice Lacking ${\alpha}-Calcitonin$ Gene-Related Peptide

  • Lee, Jong-Ho
    • The Korean Journal of Physiology and Pharmacology
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    • v.6 no.6
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    • pp.299-304
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    • 2002
  • Calcitonin gene-related peptide (CGRP) expressing neurons are distributed widely throughout the central and peripheral nervous systems. Due to its distribution and pharmacological studies, CGRP has been implicated to be involved in anxiety, fear and depression. In this study, ${\alpha}CGRP-knockout$ mice were used to assess the consequences of removing this neuropeptide to the mice behaviors. ${\alpha}CGRP-knockout$ mice performed equally as well as wild type mice in the light-dark transition test and in the elevated plus maze test of anxiety. ${\alpha}CGRP-null$ mice behaved similarly as wild-type mice in the Porsolt swim test of depression. They also exhibited normal learning and memory in the fear conditioning tasks. It is concluded that ${\alpha}CGRP$ is not essential for mice to be able to perform these tests, despite the presence of ${\alpha}CGRP$ in the relevant regions of the brain.

Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.367-382
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    • 2017
  • We consider an infinite-order long-memory heterogeneous autoregressive (HAR) model, which is motivated by a long-memory property of realized volatilities (RVs), as an extension of the finite order HAR-RV model. We develop bootstrap tests for structural mean or variance changes in the infinite-order HAR model via stationary bootstrapping. A functional central limit theorem is proved for stationary bootstrap sample, which enables us to develop stationary bootstrap cumulative sum (CUSUM) tests: a bootstrap test for mean break and a bootstrap test for variance break. Consistencies of the bootstrap null distributions of the CUSUM tests are proved. Consistencies of the bootstrap CUSUM tests are also proved under alternative hypotheses of mean or variance changes. A Monte-Carlo simulation shows that stationary bootstrapping improves the sizes of existing tests.

Designing Statistical Test for Mean of Random Profiles

  • Bahri, Mehrab;Hadi-Vencheh, Abdollah
    • Industrial Engineering and Management Systems
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    • v.15 no.4
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    • pp.432-445
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    • 2016
  • A random profile is the result of a process, the output of which is a function instead of a scalar or vector quantity. In the nature of these objects, two main dimensions of "functionality" and "randomness" can be recognized. Valuable researches have been conducted to present control charts for monitoring such processes in which a regression approach has been applied by focusing on "randomness" of profiles. Performing other statistical techniques such as hypothesis testing for different parameters, comparing parameters of two populations, ANOVA, DOE, etc. has been postponed thus far, because the "functional" nature of profiles is ignored. In this paper, first, some needed theorems are proven with an applied approach, so that be understandable for an engineer which is unfamiliar with advanced mathematical analysis. Then, as an application of that, a statistical test is designed for mean of continuous random profiles. Finally, using experimental operating characteristic curves obtained in computer simulation, it is demonstrated that the presented tests are properly able to recognize deviations in the null hypothesis.

On-Machine Measurement of an Optical Surface by Hartmann Test (하트만 방법에 의한 광학면의 기상측정)

  • 김용관;오창진;이응석;김옥현
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 2002.10a
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    • pp.474-480
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    • 2002
  • Aspheric optical lenses and mirrors are widely used in recent. It is more difficult to manufacture and measure the aspherical optics compared to conventional spherical ones. The interferometric optical test is common for the measurement of spherical optical surface. But the application of the interferometry to the measurement of aspheric surface is difficult because it needs a precise null corrector and very careful environmental conditions such as keeping constant temperature, humidity, atmospheric pressure and vibrations. To enhance productivity of optics manufacturing on-machine measurement and correction has been developed in this study. For practical applications, robustness of the measurement method to environments is more important. For the purpose an optical OMM(On-Machine Measurement) system has been developed using Shack-Hartmann test which has robustness to the environment. The wavefront has been reconstructed from the measured data using the primary aberration polynomial function by least square fitting. The measured result of the developed only system gives the maximum deviation only in 200 nm from the result measured by a commercial Fizeau interferometer Wyko 6000.

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A goodness - of - fit test for the exponential distribution with unknown parameters (모수가 미지인 상황에서의 지수분포성 적합도 검정방법)

  • 김부용
    • The Korean Journal of Applied Statistics
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    • v.4 no.2
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    • pp.157-170
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    • 1991
  • This article is concerned with the goodness - of - fit test for exponentiality when both the scale and location parameters are unknown. A test procedure based on the $L_1$-norm of discrepancy between the cumulative distribution function and the empirical distribution function is proposed, and the critical values of the test statistic are obtained by Monte Carlo simulations. Also the null distributions of the proposed test statistic are presented for small sample sizes. The power of tests under certain alternative distributions is investigated to compare the proposed test statistic with the well-known EDF test statistics. Our Monte Carlo power studies reveal that the proposed test statistic has good power properties, for moderate-to-large sample sizes, in comparison to other statistics although it is a conservative test.

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A Nonparametric Multivariate Test for a Monotone Trend among k Samples

  • Hyun, Noo-Rie;Song, Hae-Hiang
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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    • pp.1047-1057
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    • 2009
  • The nonparametric bivariate two-sample test of Bennett (1967) is extended to the multivariate k sample test. This test has been easily modified for a monotone trend among k samples. Often in applications it is important to consider a set of multivariate response variables simultaneously, rather than individually, and also important to consider testing k samples altogether. Different approaches of estimating the null covariance matrices of the test statistics resulted in the same limiting form. The multivariate k sample test is applied to the non-normal data of a randomized trial conducted for a period of four weeks in mental hospitals. The purpose of the trial is to compare the efficacy of three different interventions for a relief of the frequently occurring problems of constipation, caused as a side effect of antipsychotic drugs during hospitalization. The bowel movement status of patient for a week is summarized into a single severity score, and severity scores of four weeks comprise a four-dimensional multivariate variable. It is desirable with this trial data to consider a multivariate testing among k samples.

An Implementation of Digital TV Stream Analyzer (디지털 TV 스트림 분석기 구현)

  • 정혜진;김용한
    • Journal of Broadcast Engineering
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    • v.6 no.1
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    • pp.82-97
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    • 2001
  • In this paper, we describe a software implementation of a digital TV stream analyzer that can be used for analyzing and verifying digital TV bitstreams on personal computes. It accepts as input MPEG-2 transport streams (TS's) already stored on hard disks and doesn't require any special hardware. After classifying TS packets into program specific information(PSI) TS section auido, video, program clock reference (PCR) private data and null packets, it displays their contents through a graphic user interface along with the syntax elements of the TS header. Also it displays the decoded I frame nearest in time axis the TS packet currently shown This feature helps pin pointing the specific location of problematic parts in bitstreams. The bitsteam analyzer provides the compliance test of MPEG-2 Systems standard and the data injection functionality with which one can easily insert additional data to existing MPEG-2 bitstreams. Using the resulting system one can produce at low test streams for interactive broadcasting and data broadcasting for laboratory use.

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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.

Bayesian test of homogenity in small areas: A discretization approach

  • Kim, Min Sup;Nandram, Balgobin;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1547-1555
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    • 2017
  • This paper studies Bayesian test of homogeneity in contingency tables made by discretizing a continuous variable. Sometimes when we are considering events of interest in small area setup, we can think of discretization approaches about the continuous variable. If we properly discretize the continuous variable, we can find invisible relationships between areas (groups) and a continuous variable of interest. The proper discretization of the continuous variable can support the alternative hypothesis of the homogeneity test in contingency tables even if the null hypothesis was not rejected through k-sample tests involving one-way ANOVA. In other words, the proportions of variables with a particular level can vary from group to group by the discretization. If we discretize the the continuous variable, it can be treated as an analysis of the contingency table. In this case, the chi-squared test is the most commonly employed method. However, further discretization gives rise to more cells in the table. As a result, the count in the cells becomes smaller and the accuracy of the test becomes lower. To prevent this, we can consider the Bayesian approach and apply it to the setup of the homogeneity test.

CONFLICT AMONG THE SHRINKAGE ESTIMATORS INDUCED BY W, LR AND LM TESTS UNDER A STUDENT'S t REGRESSION MODEL

  • Kibria, B.M.-Golam
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.411-433
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    • 2004
  • The shrinkage preliminary test ridge regression estimators (SPTRRE) based on Wald (W), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests for estimating the regression parameters of the multiple linear regression model with multivariate Student's t error distribution are considered in this paper. The quadratic biases and risks of the proposed estimators are compared under both null and alternative hypotheses. It is observed that there is conflict among the three estimators with respect to their risks because of certain inequalities that exist among the test statistics. In the neighborhood of the restriction, the SPTRRE based on LM test has the smallest risk followed by the estimators based on LR and W tests. However, the SPTRRE based on W test performs the best followed by the LR and LM based estimators when the parameters move away from the subspace of the restrictions. Some tables for the maximum and minimum guaranteed efficiency of the proposed estimators have been given, which allow us to determine the optimum level of significance corresponding to the optimum estimator among proposed estimators. It is evident that in the choice of the smallest significance level to yield the best estimator the SPTRRE based on Wald test dominates the other two estimators.