• 제목/요약/키워드: null test

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Modified information criterion for testing changes in generalized lambda distribution model based on confidence distribution

  • Ratnasingam, Suthakaran;Buzaianu, Elena;Ning, Wei
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.301-317
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    • 2022
  • In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

광학면 연마기의 OMM을 위한 Hartmann Test 방법 연구 (A Study on a Hartmann Test of Optical Mirror for On-Machine Measurement of Polishing machine)

  • 김옥현;이응석;오창진;김용관
    • 한국정밀공학회지
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    • 제21권1호
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    • pp.40-45
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    • 2004
  • Recently, aspheric optical lenses and mirrors, which are harder to manufacture and measure than the conventional spherical ones, are widely used, particularly in electronic fabrication process. Generally, interferometric optical method is used for the measurement of spherical optical surface. However, the interferometric method for aspheric surface measurement is difficult because it needs a precise null corrector and strict environmental conditions such as constant temperature, humidity and vibrations. We have been studied on the manufacturing of aspheric optics to improve the surface profile accuracy and productivity using a corrective polishing process. For the corrective polishing, a practical method of On-Machine Measurement (OMM) is required. For this purpose, an optical OMM system has been studied using the Shach-Hartmann test, which is very robust to the practical polishing environment. The wavefront has been reconstructed from the measured data using the primary aberration polynomial function by the least squares fitting. The measured result of the OMM system shows that the maximum deviation is less than 200 nm for the one of commercial Fizeau interferometer Wyko 6000.

Negative Exponential Disparity Based Deviance and Goodness-of-fit Tests for Continuous Models: Distributions, Efficiency and Robustness

  • Jeong, Dong-Bin;Sahadeb Sarkar
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.41-61
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    • 2001
  • The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

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Comparison of the Power of Bootstrap Two-Sample Test and Wilcoxon Rank Sum Test for Positively Skewed Population

  • Heo, Sunyeong
    • 통합자연과학논문집
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    • 제15권1호
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    • pp.9-18
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    • 2022
  • This research examines the power of bootstrap two-sample test, and compares it with the powers of two-sample t-test and Wilcoxon rank sum test, through simulation. For simulation work, a positively skewed and heavy tailed distribution was selected as a population distribution, the chi-square distributions with three degrees of freedom, χ23. For two independent samples, the fist sample was selected from χ23. The second sample was selected independently from the same χ23 as the first sample, and calculated d+ax for each sampled value x, a randomly selected value from χ23. The d in d+ax has from 0 to 5 by 0.5 interval, and the a has from 1.0 to 1.5 by 0.1 interval. The powers of three methods were evaluated for the sample sizes 10,20,30,40,50. The null hypothesis was the two population medians being equal for Bootstrap two-sample test and Wilcoxon rank sum test, and the two population means being equal for the two-sample t-test. The powers were obtained using r program language; wilcox.test() in r base package for Wilcoxon rank sum test, t.test() in r base package for the two-sample t-test, boot.two.bca() in r wBoot pacakge for the bootstrap two-sample test. Simulation results show that the power of Wilcoxon rank sum test is the best for all 330 (n,a,d) combinations and the power of two-sample t-test comes next, and the power of bootstrap two-sample comes last. As the results, it can be recommended to use the classic inference methods if there are widely accepted and used methods, in terms of time, costs, sometimes power.

중도절단자료에 대한 수정된 SHAPIRO-WILK 지수 검정 (A Modification of the Shapiro-Wilk Test for Exponentiality Based on Censored Data)

  • 김남현
    • 응용통계연구
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    • 제21권2호
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    • pp.265-273
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    • 2008
  • 본 논문에서는 Kim (2001a)에서 제안한 지수분포에서의 수정된 Shapiro와 Wilk (1972) $W_E$-통계량을 중도절단자료에 적용하였다. 검정통계량은 Samanta와 Schwarz (1988)에서 $W_E$-통계량을 중도절단자료에 대해 수정한 것과 같은 방법으로 정규화 등간격(normalized spacings)을 이용하여 수정하였다. 그 결과 제안된 통계량은 귀무가설에서 중도절단이 없는 경 우와 같은 분포를 갖고 표본크기만 변하게 된다. 제안된 통계량의 검정력을 Samanta와 Schwarz (1988)의 통계량과 비교한 결과, 중도절단이 없는 경우와 마찬가지로 중도절단이 있는 경우에도 변동계수가 1보다 크거나 같은 대립가설에서 제안된 통계량은 더 좋은 검정력을 나타내었다.

Symmetric and Asymmetric Effects of Financial Innovation and FDI on Exchange Rate Volatility: Evidence from South Asian Countries

  • QAMRUZZAMAN, Md.;MEHTA, Ahmed Muneeb;KHALID, Rimsha;SERFRAZ, Ayesha;SALEEM, Hina
    • The Journal of Asian Finance, Economics and Business
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    • 제8권1호
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    • pp.23-36
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    • 2021
  • The study explores the nexus between foreign direct investment (FDI), financial innovation, and exchange rate volatility in selected South Asian countries for 1980 to 2017. The study applies the unit root test, Autoregressive Distributed Lagged, nonlinear ARDL, and causality test following Toda-Yamamoto. Unit root tests ascertain that variables are integrated in a mixed order; few variables are stationary at a level and few after the first difference. Empirical model estimation with ARDL, Long-run cointegration revealed with the tests of FPSS, WPSS, and tBDM by rejecting the null hypothesis of "no cointegration." This finding suggests that, in the long-run financial innovation, FDI inflows, and exchange rate volatility move together. Moreover, study findings established adverse effects running from FDI inflows and financial innovation to exchange rate volatility in the long run. These findings suggest that continual FDI inflows and innovativeness in the financial system assist in lessening the volatility in the foreign exchange market. Furthermore, nonlinear ARDL confirms the presence of asymmetric cointegration in the model. The standard Wald test established asymmetric effects running from FDI inflows and financial innovation to exchange rate volatility, both in the long and short run. Directional causality unveils feedback hypothesis holds for explaining causality between FDI, financial innovation, and exchange rate volatility.

Responses of Inferior Olive Neurons to Stimulation of Semicircular Canals. II. Vertical Semicircular Canalss

  • Park, Sah-Hoon;Park, Jong-Seong;Park, Jin-Soon
    • The Korean Journal of Physiology and Pharmacology
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    • 제7권4호
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    • pp.193-198
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    • 2003
  • In the present study, the vestibularly evoked activity of inferior olive (IO) neurons was examined to investigate the vertical vestibular information transmitted through the vestibulo-olivo-cerebellar climbing fiber pathway. The extracellular recording was made in 74 neurons of the IO of cats, while animals were sinusoidally rotated. Most of vestibularly activated IO neurons responded to the vertical rotation (roll) test and were found in or near the ${\beta}$ subnuclei $(IO{\beta})$. The vestibular IO neurons were activated, when the animal was rotated to the side contralateral to the recording site. In contrast to the observation that the gain of responses of yaw sensitive cells (YSC) was not changed by the rotation frequency, that of the roll-sensitive cells (RSC) decreased as the rotation frequency was increased. Regardless of RSC or HSC, IO neurons showed the tendency of phase-lag in their responses. The alternating excitatory and inhibitory phases of responses of RSC were dependent on the direction of head orientation, the characteristics of which are the null response plane (NRP) and the optimal response plane (ORP). The analysis based on the NRP of RSC showed that vestibular inputs from the ipsilateral anterior semicircular canal induced the NRP of the RSC response at about 45 degree counterclockwise to the longitudinal axis of the animal, and that those inputs were distributed to RSC in the rostral part of $IO{\beta}$. On the other hand, those from the posterior semicircular canal were related with the NRP at about 45 degree clockwise and with the caudal part of the $IO{\beta}$. These results suggest that IO neurons receive and encode the vestibular information, the priority of which seems to be the vertical component of the body movement rather than the horizontal ones.

단말기 위치 자동 인식을 이용한 T-DMB 자동재난경보서비스 (T-DMB Automatic Emergency Alerting Service by Estimating the Location of Receiver)

  • 권성근;이석환;김강욱;권기룡
    • 한국멀티미디어학회논문지
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    • 제15권5호
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    • pp.615-623
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    • 2012
  • 본 논문에서는 재난 지역을 고려한 T-DMB 자동재난경보서비스 수신 모델을 제안한다. 제안한 수신 모델에서는 T-DMB 신호를 수신하고 있는 단말기의 위치를 자동으로 파악한 후, 단말기가 재난이 발생한 지역과 밀접한 위치에 있을 경우에만 재난 메시지를 단말기에 표시한다. 단말기의 위치를 파악하기 위해서는 먼저 T-DMB 전송 프레임 중 동기 채널(synchronization channel, SC)의 널 심볼(null symbol)에 포함된 중계기 정보인 TII (transmitter identification information) 신호로부터 중계기의 식별 정보를 획득한 후, 이 값을 중계기의 위치 정보가 전송되는 FIG 0/22의 데이터 필드에서 찾아 해당 중계기의 위치를 계산한다. 이와 같이 계산된 중계기의 위치를 단말기의 위치로 설정하고, 이를 재난이 발생한 지역과 비교하여 인접한 지역일 경우에만 해당 재난 메시지를 단말기에 표출한다. 이를 검증하기 위한 실험에서는 테스트용으로 제작된 재난 메시지들을 T-DMB 송출기를 통해 실제 송출하여 테스트를 진행하였다.

Glutathione-S-Transferase Polymorphisms (GSTM1, GSTT1 and GSTP1) and Acute Leukemia Risk in Asians: a Meta-analysis

  • Tang, Zhen-Hai;Zhang, Chi;Cheng, Pan;Sun, Hong-Min;Jin, Yu;Chen, Yuan-Jing;Huang, Fen
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권5호
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    • pp.2075-2081
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    • 2014
  • The association between glutathione-S-transferase polymorphisms (GSTM1, GSTT1 and GSTP1) and risk of acute leukemia in Asians remains controversial. This study was therefore designed to evaluate the precise association in 23 studies identified by a search of PubMed and several other databases, up to December 2013. Using random or fixed effects models odds ratios (ORs) with corresponding 95% confidence intervals (CIs) were calculated. Heterogeneity across studies was assessed, and funnel plots were constructed to test for publication bias. The meta-analysis showed positive associations between GST polymorphisms (GSTM1 and GSTT1 but not GSTP1) and acute leukemia risk [(OR=1.47, 95% CI 1.18-1.83); (OR=1.32, 95% CI 1.07-1.62); (OR=1.01, 95% CI 0.84-1.23), respectively] and heterogeneity between the studies. The results suggested that the GSTM1 null genotype and GSTT1null genotype, but not the GSTP1 polymorphism, might be a potential risk factors for acute leukemia. Further well-designed studies are needed to confirm our findings.

트럼펫 IC 램프의 운전조건과 교통사고 분석 (Analysis of Driving Conditions and Traffic Accidents in the Case of Trumpet Interchange Ramps)

  • 김태영;박병호
    • 대한교통학회지
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    • 제25권1호
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    • pp.73-79
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    • 2007
  • 본 연구는 트럼펫 IC 램프의 교통사고를 다룬다. 연구의 목적은 회전방향(그리고 기하구조 요소와의 조합)에 따른 교통사고와의 관계를 분석하는데 있다. 이를 위해 본 연구에서는 트럼펫 IC 연결로의 회전방향과 종단경사와의 조합 및 회전방향과 곡선반경과의 조합에 따른 교통사고와의 관계분석에 중점을 둔다. 귀무가설을 검정한 결과 트럼펫 IC 연결로 회전방향에 따른 평균사고율과 평균사고건수는 각각 신뢰수준 90%와 95%신뢰수준에서 기각되었다 또한 트럼펫 IC 연결로 회전방향-종단경사의 조합과 회전방향-곡선반경의 조합에서도 평균사고건수와 평균사고율은 모두 95%신뢰수준에서 기각되었다. 요약하면, 우회전 이동류가 좌회전에 비해 더 위험한 것으로 분석된다. 또한 우회전-상향 램프와 좌회전-곡선반경 200이상 램프가 타 램프에 비해 교통사고 잠재력이 더 높은 것으로 분석된다.