• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.197-204
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• 1996

We consider a two sample rank test for a bivariate mixture distribution based on Johnson's quantile score. The test statistic is simple to calculate and the exact distribution under the null hypothesis is obtained. A numerical example is given.

• The Journal of Asian Finance, Economics and Business
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• 제7권10호
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• pp.523-530
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• 2020

The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

• 한국항공우주학회지
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• 제42권1호
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• pp.67-75
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• 2014

항우연에서는 복합재 소형항공기(KC-100)에 대하여 15가지 전기체 시험조건과 7개의 국부적 시험조건들에 대한 전기체 정적구조시험을 수행하였다. 시험요구도, 시험일정, 시험체 및 더미구조, 시험하중산출, 시험장치, 시험장비 등을 소개하였다. 수십개의 제어채널을 사용하는 전기체 구조시험의 하중제어의 정확도를 살펴보기 위하여 U1의 시험데이터를 분석하였다. 분석결과 각 채널별 데이터 획득된 하중값은 허용오차인 SNPE(Static null pacing error)값 이내에서 잘 유지하고 있음을 보였고 본 논문의 저자가 제안한 시험의 하중제어오차 크기 정의방법을 적용한 결과 U1 시험의 하중제어 오차값이 8.6N 이었고 나머지 전기체 시험조건들에 대한 시험데이터를 분석한 결과도 보였다. 마지막으로 U1시험에서 자세제어장치에서 측정된 반력들이 시험하중 증가와 함께 변하는 것을 보였고 전기체 구조시험에서 반력변화 발생의 요인들에 대하여 기술하였다.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.349-365
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• 1994

We develop in this paper the likelihood ratio test (LRT) for testing $H_1 : F_1 \preceq F_2$ against $H_2 - H_1$ where $H_2$ imposes no restriction on $F_1$ and $F_2$ and '$\preceq$' means failure rate ordering. Both one and two-sample problems will be considered. In the one-sample case, one of the two distributions is known, while we assume in the other case both are unknown. We derive the asymptotic null distribution of the LRT statistic which will be of chi-bar-square type. The main issue here is to determine the least favorable distribution which is stochastically largest within the class of null distributions.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.187-196
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• 2002

Testing for normality has always been a center of practical and theoretical interest in statistical research. In this paper a test statistic for bivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is represented as the supremum over an index set of the integral of a suitable Gaussian Process. We also simulate the null distribution of the statistic and give some critical values of the distribution and power results.

• Communications for Statistical Applications and Methods
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• 제22권4호
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• pp.361-375
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• 2015

A measure of skewness and kurtosis is proposed to test multivariate normality. It is based on an empirical standardization using the scaled residuals of the observations. First, we consider the statistics that take the skewness or the kurtosis for each coordinate of the scaled residuals. The null distributions of the statistics converge very slowly to the asymptotic distributions; therefore, we apply a transformation of the skewness or the kurtosis to univariate normality for each coordinate. Size and power are investigated through simulation; consequently, the null distributions of the statistics from the transformed ones are quite well approximated to asymptotic distributions. A simulation study also shows that the combined statistics of skewness and kurtosis have moderate sensitivity of all alternatives under study, and they might be candidates for an omnibus test.

• 한국항공우주학회지
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• 제37권5호
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• pp.511-517
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• 2009

본 논문에서는 null-seeking method를 사용하여 서보형 받음각 센서를 설계하고 그것의 특징을 분석하였다. Null-seeking method는 측정부의 두 압력 홀에서 측정되는 압력 차이가 0이 되도록 회전한 측정부의 동체 기준선에 대한 회전각으로 받음각을 측정한다. 이 방법은 측정 전 범위에서 높은 정확도와 일정한 오차를 가진다. 그러므로 이러한 종류의 받음각 센서는 무인항공기에 적합하다. 이 논문에서 개발될 받음각 센서의 요구사항을 분석하여, 서보형 받음각 센서를 설계 가공하였다. 그 후 받음각 센서에 탑재할 받음각 계산 알고리즘을 개발하였으며, 끝으로 MATLAB Simulink와 풍동시험을 통해 개발된 받음각 센서의 특성을 검증하였다.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.153-165
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• 2003

This paper considers the likelihood ratio test statistic based on nonlinear regression quantiles estimators in order to test of hypothesis about the regression parameter $\theta_o$ and derives asymptotic distribution of proposed test statistic under the null hypothesis and a sequence of local alternative hypothesis. The paper also investigates asymptotic relative efficiency of the proposed test to the test based on the least squares estimators or the least absolute deviation estimators and gives some examples to illustrate the application of the main result.

• Communications for Statistical Applications and Methods
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• 제14권2호
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• pp.443-457
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• 2007

This paper deals with the problem of testing the existence of change in mean and estimating the change-point using nonparametric bootstrap technique. A test statistic using Gombay and Horvath (1990)'s functional form is applied to derive a test statistic and nonparametric change-point estimator with bootstrapping idea. Achieved significance level of the test is calculated for the proposed test to show the evidence against the null hypothesis. MSE and percentiles of the bootstrap change-point estimators are given to show the distribution of the proposed estimator in simulation.

• 대한수학회지
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• 제47권6호
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• pp.1137-1146
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• 2010

In this paper, we study the divergence based goodness of fit test for partially observed sample from diffusion processes. In order to derive the limiting distribution of the test, we study the asymptotic behavior of the residual empirical process based on the observed sample. It is shown that the residual empirical process converges weakly to a Brownian bridge and the associated phi-divergence test has a chi-square limiting null distribution.