• Title/Summary/Keyword: power of the test and Monte Carlo simulation

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Nonparametric procedures using aligned method and linear placement statistics in randomized block design (랜덤화 블록 계획법에서 정렬방법과 선형위치통계량을 이용한 비모수 검정법)

  • Han, Jinjoo;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1411-1419
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    • 2016
  • Nonparametric procedures in randomized block design was proposed by Friedman (1937) as a general alternative. This method is used to find out the difference in treatment effect. It can cause a loss of inter block information using the ranking in each block. This paper proposed nonparametric procedures using an aligned method proposed by Hodges and Lehmann (1962) to reduce block information based on joint placement suggest by Jo and Kim (2013) in a randomized block design. We also compared the power of the test of the proposed procedures and established method through a Monte Carlo simulation.

Accelerated Life Testings for System based on a Bivariate Exponential Model

  • Park, Byung-Gu;Yoon, Sang-Chul
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.423-432
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    • 1999
  • Accelerated life testing of product is commonly used to reduced test time and costs. In this papers is considered when the product is a two component system with lifetimes following the bivariate exponential distribution of Sarkar(1987) using inverse power rule model. Also we derived the maximum likelihood estimators of parameters for asymptotic normality. We compare the mean square error of the proposed estimator for the life distribution under use conditions stree through Monte Carlo simulation.

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On the Equality of Two Distributions Based on Nonparametric Kernel Density Estimator

  • Kim, Dae-Hak;Oh, Kwang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.247-255
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    • 2003
  • Hypothesis testing for the equality of two distributions were considered. Nonparametric kernel density estimates were used for testing equality of distributions. Cross-validatory choice of bandwidth was used in the kernel density estimation. Sampling distribution of considered test statistic were developed by resampling method, called the bootstrap. Small sample Monte Carlo simulation were conducted. Empirical power of considered tests were compared for variety distributions.

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Nonparametric method using linear placement statistics in randomized block design with replications (반복이 있는 랜덤화 블록 계획법에서 선형위치통계량을 이용한 비모수 검정법)

  • Kim, Aran;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.931-941
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    • 2017
  • Typical Nonparametric methods for randomized block design with replications are two methods proposed by Mack (1981) and Mack and Skillings (1980). This method is likely to cause information loss because it uses the average of repeated observations instead of each repeated observation in the processing of each block. In order to compensate for this, we proposed a test method using linear placement statistics, which is a score function applied to the joint placement method proposed by Chung and Kim (2007). Monte Carlo simulation study is adapted to compare the power with previous methods.

Nonparametric method in one-way layout based on joint placement (일원배치법에서 결합위치를 이용한 비모수 검정법)

  • Jeon, Kyoung-Ah;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.729-739
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    • 2016
  • Kruskal and Wallis (1952) proposed a nonparametric method to test the differences between more than three independent treatments. This procedure uses rank in mixed sample combined with more than three unlike populations. This paper proposes a the new procedure based on joint placements for a one-way layout as extension of the joint placements described in Chung and Kim (2007). A Monte Carlo simulation study is adapted to compare the power of the proposed method with previous methods.

Rank tests for Conparing several treatments with a control in a Randomized Block experiment

  • Park, Sang-Gue;kim, Jeong-il;Lee, Eun-Koo
    • Journal of Korean Society for Quality Management
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    • v.19 no.1
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    • pp.16-27
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    • 1991
  • Propose three rank tests based on different kinds of ranking methods for comparing several treatments with a control in a randomized block experiment. Monte Carlo power simulation study is examined in some small sample sizes and configurations to recommend a better test for applications.

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Forecasting Renewable Energy Using Delphi Survey and the Economic Evaluation of Long-Term Generation Mix (델파이 활용 신재생 에너지 수요예측과 장기전원 구성의 경제성 평가)

  • Koo, Hoonyoung;Min, Daiki
    • Journal of Korean Institute of Industrial Engineers
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    • v.39 no.3
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    • pp.183-191
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    • 2013
  • We address the power generation mix problem that considers not only nuclear and fossil fuels such as oil, coal and LNG but also renewable energy technologies. Unlike nuclear or other generation technologies, the expansion plan of renewable energy is highly uncertain because of its dependency on the government policy and uncertainty associated with technology improvements. To address this issue, we conduct a delphi survey and forecast the capacity of renewable energy. We further propose a stochastic mixed integer programming model that determines an optimal capacity expansion and the amount of power generation using each generation technology. Using the proposed model, we test eight generation mix scenarios and particularly evaluate how much the expansion of renewable energy contributes to the total costs for power generation in Korea. The evaluation results show that the use of renewable energy incurs additional costs.

Substation Reliability Assessment Considering Non-Exponential Distributions And Restorative Actions

  • Kim, Gwang-Won;Lee, Kwang Y.
    • KIEE International Transactions on Power Engineering
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    • v.3A no.3
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    • pp.155-160
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    • 2003
  • Reliability assessment of power systems has been an important topic for the past several decades. It is becoming even more important nowadays as the power market moves toward a new competitive environment. This paper deals with two topics on reliability assessment. The first is how to select probability distributions and determine their parameters to model the probabilistic events in a power system. The second is how to consider restorative actions in the assessment, which directly influence reliability indices. This paper proposes simple but convincing alternative solutions on the two topics. In the case study, this paper shows the influences of the probability distributions that are used in power system modeling.

Simultaneous Unit Roots Tests for Both Regular and Seasonal Unit Roots

  • Sinsup Cho;Jeong Hyeong Lee;Young Jin Park;Heon Jin Park
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.663-676
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    • 1997
  • We obtain the simultaneous unit roots test statistics for both regular and seasonal unit roots in a time series with possible seasonal deterministic trends. The limiting distributions of the proposed test statistics are derived and empirical percentiles of the test statistics are tabulated for some seasonal periods. The power and size of the test statistics are examined for finite samples through a Monte Carlo simulation and Compared with those of the Lagrange multiplier test.

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Probabilistic Reliability Analysis of Ultrasonic Inspection System about Sizing Performance of Defects in Piping on Nuclear Power Plant (원전 배관 결함의 크기측정성능에 대한 초음파 검사시스템의 확률론적 신뢰도 평가)

  • 김현묵;정지홍;지용우;장경영;박익근;박윤원
    • Proceedings of the Korean Reliability Society Conference
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    • 2002.06a
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    • pp.217-224
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    • 2002
  • The performance demonstration round robin test was conducted to quantify the capability of ultrasonic inspection for in-service and to address some aspects of reliability for nondestructive evaluation. The fifteen inspection teams who employed procedures that met or exceeded ASME Sec. XI code requirements detected the piping of nuclear power plant with various cracks to evaluate the capability of detection. With data from PD-RR test, the performance of ultrasonic nondestructive inspection could be assessed using probability of length and depth sizing of cracks.

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