• 제목/요약/키워드: null test

검색결과 276건 처리시간 0.019초

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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    • 제6권6호
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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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    • 제24권4호
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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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    • 제15권4호
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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.

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

  • 김용관;오창진;이응석;김옥현
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 2002년도 추계학술대회 논문집
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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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모수가 미지인 상황에서의 지수분포성 적합도 검정방법 (A goodness - of - fit test for the exponential distribution with unknown parameters)

  • 김부용
    • 응용통계연구
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    • 제4권2호
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    • pp.157-170
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    • 1991
  • 본 논문은 척도모수와 위치모수가 알려지지 않은 상황에서의 지수분포성 적합도 검정문제를 다루고 있다. 기존의 검장방법들과는 달리 누적분포 함수와 경험분포 함수 사이의 편차의 $L_1$-norm에 바탕을 두고 둔 새로운 검정방법이 제시되었으며, Monte Carlo 방법에 의하 여 검정통계량의 임계치를 구하였다. 그리고 표본의 크기가 작은 경우에 한하여 제시된 검 전통계량의 분포가 파악되었다. 한편 이 검정방법의 검정력을 기존의 검정방법들과 비교하 기 위하여 응용분야에서 흔히 사용되는 몇가지 분포형태에 대하여 검정력을 측정하였다. 그 결과, 새로운 검정방법이 보수적인 검정임에도 불구하고 다른 검정방법에 비하여 상대적으 로 검정력이 우수한 것으로 나타났다.

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A Nonparametric Multivariate Test for a Monotone Trend among k Samples

  • Hyun, Noo-Rie;Song, Hae-Hiang
    • 응용통계연구
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    • 제22권5호
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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.

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

  • 정혜진;김용한
    • 방송공학회논문지
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    • 제6권1호
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    • pp.82-97
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    • 2001
  • 본 논문에서는 디지털 TV 방송 스트림을 분석, 검증하기 위한 시스템을 PC 상에서 소프트웨어 기반으로 구현하였다. 저장되어 있는 MPEG-2 트랜스포트 스트림(transport stream. TS) 파일을 입력으로 받으며 별도의 하드웨어 장치를 사용하지 않는다. 이 분석기는 프로그램 규격 정보 (program specific Information, PSI). TS 섹션. TS 헤더 등 기본 내용 뿐만 아니라, TS 패킷들을 오디오, 비디오, 클록참조값(program clock reference. PCR). 부가 데이터. 널(null) 패킷 등으로 구분하여 그래픽 사용자 인터페이 스 통하여 보여 준다. 또한, 현재 표시되고 있는 75 패킷과 가장 가까운 I 프레임를 디스플레이해 줌으로써 비트스트림 상의 오류 부분을 실제 영상과 쉽게 매팅시킬 수 있도록 해 준다. 본 논문의 분석기는 MPEG-2 비트스트림 적합성 검사 기능도 제공하며, 데이터 방송을 위한 여러 가지 부가 데이터를 기존 MPEG-2 스트림에 삽입하는 기능도 갖고 있다. 본 논문의 분석기를 이용함으로써 저비용으로 방송 스트림을 분석, 검증할 수 있을 뿐만 아니라, 실험실 연구를 위한 대화형 방송 및 데이터 방송용 비트 스트림을 저비용으로 제작할 수 있다.

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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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    • 제11권1호
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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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    • 제28권6호
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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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    • 제33권4호
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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.