• 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.

• 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.

• International Journal of Reliability and Applications
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• v.7 no.2
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• pp.89-99
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• 2006

A new classes of life distribution, namely harmonic used better than aged in expectation in upper tail (HUBAEUT) is introduced. Testing exponentiality against this class is investigated using kernel method. The limiting null and nonnull distribution of the test statistics is normal and the null variance is calculated exactly. Selected critical values are tabulated for sample sizes of 5(1)40. Power of the test are estimated by simulation. the efficacies of the test statistics used for testing against HUBAEUT are calculated for som common alternatives and are compared to some other procedures. It is shown that proposed test is simple, has high relative efficiency and power for some commonly used alternatives. The set of real data are used as an examples to elucidate the use of the proposed test statistics for practical reliability.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.25 no.5
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• pp.1039-1055
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• 2014

The distribution of a test statistic under a null hypothesis depends on the unknown distribution of the data and thus is unknown as well. Conditional tests replace the unknown null distribution by the conditional null distribution, that is, the distribution of the test statistic given the observed data. This approach is known as permutation tests and was developed by Fisher (Fisher, 1935). Theoretical framework for permutation tests was given by Strasser and Weber(1999). The coin package developed by Hothon et al. (2006, 2008) implements a unified approach for conditional inference via the generic independence test. Because convenient functions for the most prominent problems are available, users will not have to use the extremely flexible procedure. In this article we briefly review the underlying theory from Strasser and Weber (1999) and explain how to transform the data to perform the generic function independence test. Finally it was illustrated with a few real data sets.

• Journal of the Korean Statistical Society
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• v.27 no.4
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• pp.451-458
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• 1998

Problem of testing linearity among general class of first order nonlinear time series models is discussed. The null hypotheses of linearity is identified via conditional expectations. A consistent test is then suggested and relevant limiting results are derived. It is worth indicating that any specific alternatives are not specified.

• Journal of the Korean Data and Information Science Society
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• v.12 no.1
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• pp.135-142
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• 2001

A multivariate statistic based on interdirection is proposed for detecting dependence among many vectors. The asymptotic distribution of the proposed statistic is derived under the null hypothesis of independence. Also we find the asymptotic distribution under the alternatives contiguous to the null hypothesis, which is needed for later use of computing relative efficiencies.

• Journal of Korea Society of Industrial Information Systems
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• v.23 no.3
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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.

• Proceedings of the Korean Society for Quality Management Conference
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• 1998.11a
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• pp.259-268
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• 1998

A family of test statistics is proposed for testing whether or not the mean residual life(MRL) changes its trend. We do not assume that the turning point or the proportion before the turning point is known. This family includes the test statistic proposed by Aly (1990) and Hawkins, Kochar and Leader (1992) for complete samples. We establish the asymptotic null distribution of test statistics and obtain asymptotic critical values of the asymptotic null distribution using Durbin's approximation. We study Monte Carlo simulation to compare the proposed tests with previously known tests.

• Journal of the Korean Society of Marine Environment & Safety
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• v.23 no.3
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• pp.224-230
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• 2017

The purpose of this study is to classify the deficient abilities of seafarers into SRK (Skill, Rule, and Knowledge) and analyze and identify the SRK by the type of accident and ship. Experimental data used the SRK cumulative frequency for 1,606 marine accident records and two-way ANOVA and t-test were used for the analysis tools. The results of two-way ANOVA showed that it is possible to identify the deficient abilities by using the cumulative frequency of SRK in both accident and ship types. As a result of the t-test, the adoption of the null hypothesis (H=0) that the mean of two pairs is equal and the rejection of the null hypothesis (H=1) were 29.2 % and 70.8 %, respectively. For the ship type, H=0 is 33.3 % and H=1 is 66.7 %. Through this study, it was found that about 70 % of the deficient abilities of seafarers inherent in maritime accidents can be identified using the proposed method.