• 제목/요약/키워드: power of the test and Monte Carlo simulation

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

  • 한진주;김동재
    • 응용통계연구
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    • 제29권7호
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    • pp.1411-1419
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    • 2016
  • 랜덤화 블록 계획법을 검정하는 비모수적 방법에는 일반적인 대립가설에서 Friedman (1937)이 제안한 검정법이 있다. 이 방법은 처리 효과의 차이를 알아보기 위한 검정법으로 블록 내 순위를 사용해 검정함으로써 블록 간 정보의 손실이 있을 수 있다. 본 논문에서는 Hodges와 Lehmann (1962)이 제안한 정렬방법을 이용하여 블록 간 정보 손실을 줄이고, Jo와 Kim (2013)이 제안한 랜덤화 블록 계획법의 결합위치 방법을 확장하여 결합위치에 점수함수를 적용한 새로운 비모수적 방법을 제시하였다. 또한 Monte carlo simulation을 통하여 기존의 검정 방법과 제안한 검정법의 검정력을 비교하였다.

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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    • 제6권2호
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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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    • 제14권2호
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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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반복이 있는 랜덤화 블록 계획법에서 선형위치통계량을 이용한 비모수 검정법 (Nonparametric method using linear placement statistics in randomized block design with replications)

  • 김아란;김동재
    • 응용통계연구
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    • 제30권6호
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    • pp.931-941
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    • 2017
  • 반복이 있는 랜덤화 블록 계획법(randomized block design with replications)에서의 대표적인 검정법은 Mack이 제안한 방법과 Mack과 Skillings이 제안한 방법이 있다. 이 방법은 각 블록의 처리에서 반복된 각 관측값 대신에 반복된 관측값들의 평균을 이용하여 순위를 매기기 때문에 정보의 손실이 발생할 가능성이 있다. 이를 보완하기 위해 본 논문에서는 Chung과 Kim (2007)이 제안한 결합위치(joint placement) 방법에 점수함수(score function)를 적용한 선형위치통계량(linear placement statistics)을 이용한 검정방법을 제안하였다. 또한 Monte Carlo simulation study를 통해 기존의 방법들과 검정력을 비교하였다.

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

  • 전경아;김동재
    • 응용통계연구
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    • 제29권4호
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    • pp.729-739
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    • 2016
  • 독립된 세 개 이상의 처리 간에 차이 유무를 검정하는 비모수적 방법에는 Kruskal과 Wallis (1952)가 제안한 검정법이 있다. 세 개 이상의 다른 모집단으로부터 결합된 표본관측 값들의 순위를 이용한 검정기법이다. 본 논문에서는 Chung과 Kim (2007)이 제안한 결합위치 방법을 확장하여 일원배치모형에서 새로운 방법을 제안하였다. 또한 모의실험(Monte Calro simulation study)를 통하여 기존의 검정법과 제안한 방법의 검정력을 비교하였다.

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

  • Park, Sang-Gue;kim, Jeong-il;Lee, Eun-Koo
    • 품질경영학회지
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    • 제19권1호
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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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델파이 활용 신재생 에너지 수요예측과 장기전원 구성의 경제성 평가 (Forecasting Renewable Energy Using Delphi Survey and the Economic Evaluation of Long-Term Generation Mix)

  • 구훈영;민대기
    • 대한산업공학회지
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    • 제39권3호
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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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    • 제3A권3호
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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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    • 제4권3호
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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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원전 배관 결함의 크기측정성능에 대한 초음파 검사시스템의 확률론적 신뢰도 평가 (Probabilistic Reliability Analysis of Ultrasonic Inspection System about Sizing Performance of Defects in Piping on Nuclear Power Plant)

  • 김현묵;정지홍;지용우;장경영;박익근;박윤원
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2002년도 정기학술대회
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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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