• 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.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.15 no.11
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• pp.955-961
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• 1990

Test statistics are obtained for detection of weak signals in signal-dependent noise using rank statistics. A generalized model is used in this paper in order to consider non-additivenoise as well as purely-additive noise. Locally optimum rank detectors for the model are shown to have similarity to locally optimum detectors and to be generalizations of these for the purely-additive noise model. A similar result is obtained for multi-input cases.

• Communications for Statistical Applications and Methods
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• v.12 no.3
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• pp.557-587
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• 2005

This paper elucidates the limiting Gaussian distribution of a class of rank order statistics {$T_N$} for two sample problem pertaining to empirical processes of the squared residuals from two independent samples of GARCH processes. A distinctive feature is that, unlike the residuals of ARMA processes, the asymptotics of {$T_N$} depend on those of GARCH volatility estimators. Based on the asymptotics of {$T_N$}, we empirically assess the relative asymptotic efficiency and effect of the GARCH specification for some GARCH residual distributions. In contrast with the independent, identically distributed or ARMA settings, these studies illuminate some interesting features of GARCH residuals.

• 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 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.25 no.3
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• pp.283-296
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• 2018

Ranked set sampling, as introduced by McIntyre (Australian Journal of Agriculture Research, 3, 385-390, 1952), dealt with the estimation of the mean of one population. To deal with two or more variables, different forms of bivariate and multivariate ranked set sampling were suggested. For a technique to be useful, it should be easy to implement in practice. Bivariate ranked set sampling, as introduced by Al-Saleh and Zheng (Australian & New Zealand Journal of Statistics, 44, 221-232, 2002), is not easy to implement in practice, because it requires the judgment ranking of each of the combination of the order statistics of the two characteristics. This paper investigates two modifications that make the method easier to use. The first modification is based on ranking one variable and noting the rank of the other variable for one cycle, and do the reverse for another cycle. The second approach is based on ranking of one variable and giving the second variable the same rank (Concomitant Order Statistic) for one cycle and do the reverse for the other cycle. The two procedures are investigated for an estimation of the means of some well-known distributions. It is show that the suggested approaches can be used in practice and can be more efficient than using SRS. A real data set is used to illustrate the procedure.

• Journal of the Korea Safety Management & Science
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• v.10 no.4
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• pp.1-9
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• 2008

It is very important to evaluate the priority of prevention factors and strategies in order to minimize industrial accident. It provides decisive information for accident prevention and safety management. Therefore, this paper proposes evaluation method of the priority through statistic testing with prevention factors and strategies by the cause analysis of cause and effect models. Especially, this paper uses priority matrix criterion to justify application of rank and objectivity. This paper is based on the results of a questionnaire of workers and managers who are engaged by real manufacturing and construction industries with less than 300 workers in the central region of Korea, where most of the fatal accidents have happened. Finally, the result provides one way to implement safety management for industrial accident prevention.

• Journal of Korea Entertainment Industry Association
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• v.13 no.1
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• pp.199-206
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• 2019

This study aims to identify whether the action-observation training impacts on the improvement of stroke patient's cognitive functioning. When it comes to the research methods, Korean version of Mini-Mental State Examination (MMSE-K) and Literacy Independent Cognitive Assessment (LICA) conducted to assess samples between 23 April and 18 May 2018. Samples are seven patients who are hospitalized in Kyung-In region. In the meantime, seven tasks such as the range of joint motion (ROM) dance, arrangement of pullover clothes, lacing-ups of a pair, folding up a facecloth and socks, the origami and tying a necktie implemented as the action-observation programme. In order to analyse collected data, descriptive statistics analysis, paired t-test and the Wilcoxon signed-rank test were carried out via SPSS version 20 (a statistics programme). The change in value from MMSE-K showed its statistical significant as 3.29 (±1.38, p<.001) as well as value from LICA in recollective powers was 12.16 (±6.73), therefore, the statistic is said to be statistically significant. In conclusion, action-observation training most influenced recollective powers amongst stroke patient's cognitive functioning areas. Even though development of cognitive functioning discovered in other areas, its values were possibly statistically insignificant. Hence, future research ought to demonstrate which areas action-observation training is effective according to brain lesion site.