• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.1161-1168
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• 2011

The approximation for the distribution functions of nonparametric test statistics is a significant step in statistical inference. A rank sum test for dispersions proposed by Ansari and Bradley (1960), which is widely used to distinguish the variation between two populations, has been considered as one of the most popular nonparametric statistics. In this paper, the statistical tables for the distribution of the nonparametric Ansari-Bradley statistic is produced by use of polynomially adjusted normal approximation as a semi parametric density approximation technique. Polynomial adjustment can significantly improve approximation precision from normal approximation. The normal-polynomial density approximation for Ansari-Bradley statistic under finite sample sizes is utilized to provide the statistical table for various combination of its sample sizes. In order to find the optimal degree of polynomial adjustment of the proposed technique, the sum of squared probability mass function(PMF) difference between the exact distribution and its approximant is measured. It was observed that the approximation utilizing only two more moments of Ansari-Bradley statistic (in addition to the first two moments for normal approximation provide) more accurate approximations for various combinations of parameters. For instance, four degree polynomially adjusted normal approximant is about 117 times more accurate than normal approximation with respect to the sum of the squared PMF difference.

• Journal of Periodontal and Implant Science
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• v.39 no.4
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• pp.399-405
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• 2009

Purpose: This article is purposed to present the correct statistic method by pointing out the statistical errors after analyzing the method of articles that were published in Korean Academy Journal of Periodontology and made statistic processes in them. Methods: 488 science papers which being put in Korean Academy Journal of Periodontology published from 2000 to 2006 was divided according to year. Results: In the 308 articles that applied statistic methods, 59 articles (50.0%), the largest portion of all, were included the case that applied incorrect parametric statistic method when needed to apply parametric statistics and 38 articles (32.2%) were included in the case that applied incorrect parametric statistic method when needed to apply non-parametric statistics. Conclusions: It is necessary to present the cases of inappropriate statistical methods in order to improve the quality of academic researches. Also, to apply adequate methods of statistics, it is suggested to report the articles periodically which are comparing and analyzing the statistical methods that are applied in the international articles in periodontal field.

• Journal of Environmental Science International
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• v.20 no.9
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• pp.1183-1190
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• 2011

This study was aimed to establish the evaluating protocol and standard assessment for genetically modified (GM) hot pepper and to find out a proper statistic method to analyze for equality of agricultural characters between GM and non-GM pepper lines. GM and non-GM hot pepper lines were cultivated in two GMO fields in the middle region of Korea and total of 52 agricultural characters were collected during the plant growing season for 4 years, 2007 to 2010. Levene's test was conducted to confirm the homogeneity of raw data before statistic analysis. Two-way ANOVA in the multivariate tests and t-test were conducted to analyze 52 agricultural characters in order to find out the equality between H15 and P2377. From the statistical analysis through two-way ANOVA, 16 out of 16 plant growth traits, 9 out of 18 green fruit traits and 7 out of 18 red fruit traits among 4 years and 9 out of 16 plant growth traits, 4 out of 18 green fruit traits and 3 out of 18 red fruit traits between H15 and P2377 have shown the statistic differences. With the same raw data of 52 agricultural characters, t-test was also conducted. Based on the result from t-test, only 1 out of 16 plant growth traits, 2 out of 18 green fruit traits and 1 out of 18 red fruit traits have shown the differences between H15 and P2377, so that it was concluded that there is no statistic difference between H15 and P2377 in terms of agricultural characters. Also, the t-test is a proper statistic method to analyze each trait between GM and its control lines in order to evaluate agricultural characters.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.401-410
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• 2009

Due to the characteristics of 3 ${\times}$ 3 Latin square design which is composed of two block effects and one main effect, powers of rank transformed statistic for testing the main effect are very superior to powers of parametric statistic without regard to the type of population distributions. By order of when all three effects are fixed, when on one block effect is random, when two block effects are random, the rank transform statistic for testing the main effect shows relatively high powers as compared with the parametric statistic. Further when the size of main effect is big with one equivalent size of block effect and the other small size of block effect, powers of rank transformed statistic for testing the main effect demonstrate excellent advantage to powers of parametric statistic.

• Journal of the Korean Data and Information Science Society
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• v.21 no.2
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• pp.231-240
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• 2010

If only fixed effects exist in a 4 $\times$ 4 balanced incomplete block design, powers of FR statistic for testing a main effect show the highest level with a few replications. Under the exponential and double exponential distributions, FR statistic shows relatively high powers with big differences as compared with the F statistic. Further in a traditional balanced incomplete block design, powers of FR statistic having a fixed main effect and a random block effect show superior preference for all situations without regard to the effect size of a main effect, the parameter size and the type of population distributions of a block effect. Powers of FR statistic increase in a high speed as replications increase. Overall power preference of FR statistic for testing a main effect is caused by unique characteristic of a balanced incomplete block design having one main and block effect with missing observations, which sensitively responds to small increase of main effect and sample size.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.243-254
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• 2006

The relative frequency of order statistics is investigated for independent and identically distributed (i.i.d.) random variables. Specifically, it is shown that the probability $Pr\{X_{[s]}=x\}$ is no less than the probability $Pr\{X_{[r]}=x\}$ at any point $x{\geqq}x_0$ when r$X_{[r]}$ denotes the r-th order statistic of an i.i.d. discrete random vector and $x_0$ depends on the population probability distribution. A similar result for i.i.d. continuous random vectors is also presented.

• Journal of the Korean Statistical Society
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• v.29 no.3
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• pp.351-360
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• 2000

This paper considers the problem of testing a variance change in infinite order autoregressive models. A cusum of squares test based on the residuals from an AR(q) model is constructed analogous to Inclan and Tiao (1994)'s test statistic, where q is a sequence of positive integers diverging to $\infty$. It is shown that under regularity conditions the limiting distribution of the test statistic is the sup of a standard Brownian bridge. Simulation results are given to illustrate the performance of the test.

• Management Science and Financial Engineering
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• v.2 no.1
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• pp.103-122
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• 1996

This paper presents an easily used graphical procedure for simultaneous estimation of the index, skewness, scale, and location parameters of the stable laws. First, the index $\alpha$ and skewness $\beta$ are estimated through the joint use of a tail length statistic $\widetilde{K_t}$ and a skewness statistic $\widetilde{K_s}$, both of which are functions of order statistics. Next, the function of order statistics needed for estimation of scale $\sigma$ and location $\mu$ are determined from a nomogram indexed on the estimates of $\alpha$ and $\beta$. Some applications and examples are provided.

• Journal of the Korean Statistical Society
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• v.26 no.3
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• pp.365-382
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• 1997

In this paper we study the behaviors of the generalized Durbin-Watson (DW) statistics when the nonstationary seasonal time series regression model is misspecified. It is observed that when the series is seasonally integrated the generalized DW statistic for the seasonal period order autocorrelation converges in probability to zero while teh generalized DW statistic for the first order autocorrelation has nondegenerate asymptotic distribution. When the series is regularly and seasonally integrated the generalized DW for the first order autocorrelation still converges in probability to zero.

• The Korean Journal of Applied Statistics
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• v.32 no.6
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• pp.879-887
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• 2019

We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic that belongs to a U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the performance of the newly proposed method with the existing one-sided bivariate Kolmogorov-Smirnov test using real data and simulated data.