• The Korean Journal of Applied Statistics
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• v.27 no.1
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• pp.115-122
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• 2014

A test for randomness of the binary random sequence is proposed in this paper. The proposed test statistic is based on the mean length of runs distributed with truncated geometric distribution and asymptotically ${\chi}^2_2$-distributed when the size of the sequences is large. A small Monte Carlo simulation compared the size of the test with a significant level as well as evaluated the test power. We applied the proposed method to the sequence of yes or no numbers in Lotto 6/45 and concluded that the randomness of Lotto is retained.

• Journal of Korea Water Resources Association
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• v.46 no.3
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• pp.219-227
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• 2013

Time series data including change, jump, trend and periodicity generally have nonstationarity. Especially, various methods have been proposed to identify the trend about hydrological time series data. However, among various methods, evaluation about capability of each trend test has not been done a lot. Even for the same data, each method may show the different result. In this study, the simulation was performed for identification about the changes in trend analysis according to the statistical characteristics and the capability in the trend analysis. For this purpose, power test for the trend analysis is conducted using Men-Kendall test, Hotelling-Pabst test, t test and Sen test according to the slope, sample size, standard deviation and significance level. As a result, t test has higher statistical power than the others, while Mann-Kendall, Hotelling-Pabst, and Sen tests were similar results.

• Journal of Institute of Control, Robotics and Systems
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• v.22 no.8
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• pp.665-670
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• 2016

This paper proposes a repeat-back jamming signal detection scheme using a correlation ratio test metric of a combined pseudo-random noise signal for global navigation satellite systems. The correlation ratio test metric allows for the monitoring of possible distortions in the signal correlation. The proposed scheme is a modified version of the correlation ratio test metric to detect a repeat-back jamming signal in a multipath environment. Through a Monte-Carlo simulation, it is confirmed that the proposed scheme detects almost the whole case, which is received a repeat-back jamming signal under the 6 dB jamming to signal power ratio.

• Communications for Statistical Applications and Methods
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• v.19 no.6
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• pp.781-791
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• 2012

A $2{\times}2$ Cross-over design is widely used in clinical trials for comparison studies of two kinds of drugs or medical treatments. This design has many statistical methods such as Hills-Armitage's (1979) method or Koch's (1972) method. In this paper, we propose a nonparametric test for $2{\times}2$ Cross-over design based on a two-sample test suggested by Baumgartner et al. (1998). In addition, a Monte Carlo simulation study is adapted to compare the power of the proposed methods with those of previous methods.

• Journal of Korean Society of Disaster and Security
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• v.13 no.1
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• pp.1-11
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• 2020

One of the important problem in statistical hydrology is to estimate the appropriated probability distribution for a given sample data. For the problem, a goodness-of-fit test is conducted based on the similarity between estimated probability distribution and assumed theoretical probability distribution. Probability plot correlation coefficient test (PPCC) is one of the goodness-of-fit test method. PPCC has high rejection power and its application is simple. In this study, test statistics of PPCC were derived for generalized extreme value distribution (GEV) models based on L-moments and these statistics were suggested by the multiple and nonlinear regression equations for its usability. To review the rejection power of the newly proposed method in this study, Monte Carlo simulation was performed with other goodness-of-fit tests including the existing PPCC test. The results showed that PPCC-A test which is proposed in this study demonstrated better rejection power than other methods, including the existing PPCC test. It is expected that the new method will be helpful to estimate the appropriate probability distribution model.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.271-282
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• 1993

Unit root test for temporally aggregated first order autoregressive process is considered. The temporal aggregate of fist order autoregression is an autoregressive moving average of order (1,1) with moving average parameter being function of the autoregressive parameter. One-step Gauss-Newton estimators are proposed and are shown to have the same limiting distribution as the ordinary least squares estimator for unit root when complete observations are available. A Monte-Carlo simulation shows that the temporal aggregation have no effect on the size. The power of the suggested test are nearly the same as the powers of the test based on complete observations.

• Proceedings of the KIEE Conference
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• 2002.11b
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• pp.202-205
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• 2002

This paper presents the reliability evaluation methods considering the momentary voltage quality in power distribution systems. The voltage qualify phenomena deal with this paper are sustained and momentary interruptions and voltage sags. Conventional evaluation indices and methods are summarized for the sustained interruptions, and the assessment methodologies of momentary interruptions and voltage sags are proposed. The evaluation methods are divided into the analytical method and Time Sequential Monte Carlo simulation. The proposed methods are tested using the modified RBTS (Roy Billinton Test System) form and historical reliability data of KEPCO system.

• Journal of Navigation and Port Research
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• v.44 no.6
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• pp.453-459
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• 2020

A sea trial of the speed performance test is the one of the most important means of verifying a ship's performance, and the International Organization for Standardization established a standard for this test in 2015. Environmental disturbances such as wind and waves are always present under real sea conditions, however, so it is impossible to accurately estimate delivered horsepower under ideal conditions. These disruptive influences also make it difficult to evaluate the positive effect of recently developed energy-saving devices. In this study, uncertainty analysis of improved speed performance was carried out using Monte Carlo simulation to confirm the energy-saving efficiency of a ship equipped with an air-lubrication system. The findings showed the average power saving to be 3.2%, with the expanded uncertainty of ± 2.7% at a 95% confidence level (k=2).

• Communications for Statistical Applications and Methods
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• v.16 no.1
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• pp.75-83
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• 2009

Parallelism tests are proposed for slope in the simple linear regression models. In this paper, we suggest the parametric test using HSD testing method (Tukey,1953) and distribution-free test using Kruskal-wallis (1952) for more than three slopes. Monte Carlo simulation study is adapted to compare the power of the proposed methods with Wilks' Lambda multivariate procedure.

• Journal of the Korean Statistical Society
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• v.19 no.2
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• pp.128-138
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• 1990

In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.