• 제목/요약/키워드: null test

검색결과 276건 처리시간 0.023초

Moving Estimates Test for Jumps in Time Series Models

  • Na, O-Kyoung;Lee, Seon-Joo;Lee, Sang-Yeol;Choi, In-Bong
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.205-217
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    • 2006
  • In this paper, we consider the problem of testing for a change of the parameter function ${\theta}(t)$ that may have a discontinuity at some unknown point ${\tau}$. We introduce a varying-h moving estimate to test the null hypothesis that ${\theta}(t)$ is continuous against the alternative that ${\theta}({\tau}-){\neq}{\theta}({\tau}+)$. Simulation results are provided for illustration.

A Comparison Study of the Test for Right Censored and Grouped Data

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제22권4호
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    • pp.313-320
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    • 2015
  • In this research, we compare the efficiency of two test procedures proposed by Prentice and Gloeckler (1978) and Park and Hong (2009) for grouped data with possible right censored observations. Both test statistics were derived using the likelihood ratio principle, but under different semi-parametric models. We review the two statistics with asymptotic normality and consider obtaining empirical powers through a simulation study. The simulation study considers two types of models the location translation model and the scale model. We discuss some interesting features related to the grouped data and obtain null distribution functions with a re-sampling method. Finally we indicate topics for future research.

On NBUmgf class at specific age

  • Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • 제17권2호
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    • pp.107-119
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    • 2016
  • A new concept of aging classes namely new better (worse) than used at age $t_0$ in moment generating function order, $NBU_{mgf}-t_0$ ($NWU_{mgf}-t_0$) is introduced. For the classes $NBU_{mgf}-t_0$ ($NWU_{mgf}-t_0$), preservation under convolution, mixture, mixing and the homogeneous Poisson shock model are studied. In the sequel, nonparametric test is proposed, the asymptotic normality of the class is established and the asymptotic null variance is estimated. The percentiles and powers of this test are tabulated. The asymptotic efficiencies for some alternatives distributions are derived. Finally sets of real data are used as examples to elucidate the use of the proposed test in practical application.

이진 컴퓨터 형성 홀로그램을 이용한 비구면 형상 측정용 위상편이 회절격자 간섭계 (Diffraction grating interferometer for null testing of aspheric surface with binary amplitude CGH)

  • 황태준;김승우
    • 한국광학회지
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    • 제15권4호
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    • pp.313-320
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    • 2004
  • 위상편이 회절격자 간섭계와 이진 컴퓨터 형성 홀로그램을 제작하여 널 시스템을 구성하고 비구면형상 측정 시스템을 구축하였다. 제안하는 시스템은 비구면형상에 맞게 제작된 이진 컴퓨터 형상 홀로그램과 가시도가 조정된 위상편이 회절격자간섭계로 이루어져있다. 위상편이 회절격자간섭계는 회절격자의 홈 형상이나 간섭을 일으킬 측정광과 기준광을 바꿈으로써 가시도를 쉽게 조절할 수 있고, 높은 수준의 측정 정확도를 가지는 장점을 가지고 있다. 이진 컴퓨터 형성 홀로그램은 비구면의 정보를 통하여 컴퓨터로 수치모사한 후 전자-빔 리토그래피 장비로 제작할 수 있고, 위상편이 회절격자 간섭계, 비구면과 함께 자동곡률측정 방식으로 설치된다. 간섭계와 홀로그램을 제작한 후 비구면을 측정, 실험을 수행하고 시스템을 평가하였다.

사회계층과 의복행태 -서울 시내 가정주부를 중심으로- (Social Stratification and Clothing behavior -A study of housewives in Seoul-)

  • 김정호
    • 한국의류학회지
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    • 제2권2호
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    • pp.253-260
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    • 1978
  • The purpose of this study was to investigate whether or not the clothing behavior of house-wives in Seoul vary depending on their socioeconomic status. The null hypotheses tested in this study were as follows: 1) There are no differences in housewives' attitudes toward the importance of clothing according to their socioeconomic status. 2) There are no differences in housewives' criteria of clothing choice according to their socioeconomic status. 3) There are no differences in housewives' clothing taste according to their socioeconomic status. 4) There are no differences in the pattern of housewives' clothing purchase according to their socioeconomic status. In order to test these null hypotheses, questionnaires on clothing behavior and socioeconomic status were distributed to a sample of 243 purposively selected housewives in Seoul, Korea. The factor analysis, correlation and analysis of variance techniques were employed for the statistical analysis of data. The results indicated that: 1) The attitudes toward the importance of clothing was related to socioeconomic status. 2) The criteria of clothing choice (aesthetics-practicality), clothing taste (individuality-conformity), and the pattern of clothing purchase (a degree of rationality) were not related to socioeconomic status. 3) The criteria of clothing selection was related to housewives' level of education. 4) Clothing taste was related to housewives' age.

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곡률에 근거한 형상 측정기술 개발 (Development of Profilometry based on a Curvature Measurement)

  • 김병창
    • 한국광학회지
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    • 제18권2호
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    • pp.130-134
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    • 2007
  • 광역의 자유곡면 형상을 나노미터 정밀도로 측정하기 위한 새로운 형상 측정법으로서 곡률에 근거한 형상 측정법을 제안한다. 곡률 형상 측정기는 피측정물을 일정간격으로 스캔하는 간섭계로써 각 국부영역의 형상으로부터 곡률을 획득하여, 이로부터 전 영역의 형상을 복원한다. 제안된 곡률 형상 측정기는 비구면 형상 측정을 위해 개발된 보상 광학계(Null optics)나 국부영역의 형상을 측정하고 결합하는 subaperture-slicking 법에 비해 측정 장비로부터 발생하는 시스템 오차를 근본적으로 제거하는 특징을 가진다. $80mm\times80mm\times25mm$ 작동구간을 갖는 Stewart Platform과 상용 트와이만 그린 간섭계를 이용하여 곡률간섭계를 구성하였으며, 자유곡면의 형상측정을 위한 첫 단계로서 잘 알려진 구면형상을 측정하고, 기존 장비의 측정값과 비교한 결과 32 mm영역에서 최대 56 nm의 차를 보임을 확인하였다.

Nonstationary Time Series and Missing Data

  • Shin, Dong-Wan;Lee, Oe-Sook
    • 응용통계연구
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    • 제23권1호
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    • pp.73-79
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    • 2010
  • Missing values for unit root processes are imputed by the most recent observations. Treating the imputed observations as if they are complete ones, semiparametric unit root tests are extended to missing value situations. Also, an invariance principle for the partial sum process of the imputed observations is established under some mild conditions, which shows that the extended tests have the same limiting null distributions as those based on complete observations. The proposed tests are illustrated by analyzing an unequally spaced real data set.

A Nonparametric Method for Nonlinear Regression Parameters

  • Kim, Hae-Kyung
    • Journal of the Korean Statistical Society
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    • 제18권1호
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    • pp.46-61
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    • 1989
  • This paper is concerned with the development of a nonparametric procedure for the statistical inference about the nonlinear regression parameters. 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 under the 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 New Estimator for Seasonal Autoregressive Process

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.31-39
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    • 2001
  • For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

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Evaluation of Procss Capability measles for Exponential Distributed Data

  • Kim, Hong-Jun
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2000년도 추계학술대회
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    • pp.375-384
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    • 2000
  • The main objective of this paper to purpose a evaluating methods of process capability measures for exponential distributed quality characteristics. For correctly evaluating process capability , the first thing , exponential data is applied the Lilliefors test statistic to the null hypothesis of nornality. The next, exponential parameters is estimated in terms of MLE , ME , MME and then evaluated , respectively , process capability index based on exponential curved (Ιe) proposed by in this study and process capability indices based on Pearson system and Johnson system.

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