• 제목/요약/키워드: rank tests

검색결과 226건 처리시간 0.025초

Comparing the empirical powers of several independence tests in generalized FGM family

  • Zargar, M.;Jabbari, H.;Amini, M.
    • Communications for Statistical Applications and Methods
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    • 제23권3호
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    • pp.215-230
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    • 2016
  • The powers of some tests for independence hypothesis against positive (negative) quadrant dependence in generalized Farlie-Gumbel-Morgenstern distribution are compared graphically by simulation. Some of these tests are usual linear rank tests of independence. Two other possible rank tests of independence are locally most powerful rank test and a powerful nonparametric test based on the $Cram{\acute{e}}r-von$ Mises statistic. We also evaluate the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987) based on the asymptotic distribution of a U-statistic and the test statistic proposed by $G{\ddot{u}}ven$ and Kotz (2008) in generalized Farlie-Gumbel-Morgenstern distribution. Tests of independence are also compared for sample sizes n = 20, 30, 50, empirically. Finally, we apply two examples to illustrate the results.

A Class of Rank Tests For Comparing Several Treatments with a Control

  • 박상규
    • 품질경영학회지
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    • 제19권2호
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    • pp.52-62
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    • 1991
  • Consider a class of rank tests for comparing several treatments with a control and discuss some members among the class. New rank test based on orthogonal contrasts is proposed and compared with other well known tests. The approximate powers of the proposed test are also presented through the simulation studies.

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이단계 이수준 균형지분모형의 순위변환 기법연구 (Rank Transformation Technique in a Two-stage Two-level Balanced Nested Design)

  • 최영훈
    • 응용통계연구
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    • 제19권1호
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    • pp.111-120
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    • 2006
  • 이단계 이수준 균형지분모형에서 주효과 및 지분효과를 검정하기 위한 모수적 검정과 순위변환을 이용한 검정은 전반적으로 제1종 오류율이 상당히 유사하며, 주효과 및 지분효과를 검정하기 위한 순위변환통계량의 검정력은 모수적 통계량의 검정력보다 상대적으로 뛰어난 수준임을 보여준다. 한편 효과의 크기와 표본의 크기를 증가시킬수록 모수적 통계량과 순위변환 통계량의 검정력 증가량의 크기는 현저하게 향상되며, 특히 지수분포와 같은 비대칭분포하에서 모든 인자가 고정일때 순위변환 통계량의 검정력이 모수적 통계량의 검정력보다 월등히 높은 수준임을 나타낸다.

k-Sample Rank Procedures for Ordered Location-Scale Alternatives

  • Park, Hee-Moon
    • 품질경영학회지
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    • 제22권2호
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    • pp.166-176
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    • 1994
  • Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

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수질변화의 계량화를 위한 비모수적 통계 준거에 관한 연구 (A Study of Non-parametric Statistical Tests to Quantify the Change of Water Quality)

  • 이상훈
    • 환경영향평가
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    • 제6권1호
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    • pp.111-119
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    • 1997
  • This study was carried out to suggest the best statistical test which may be used to quantify the change of water quality between two groups. Traditional t-test may not be used in cases where the normality of underlying population distribution is not assured. Three non-parametric tests which are based on the relative order of the measurements, were studied to find out the applicability in water quality data analysis. The sign test is based on the sign of the deviation of the measurement from the median value, and the binomial distribution table is used. The signed rank test utilizes not only the sign but also the magnitude of the deviation. The Wilcoxon rank-sum test which is basically same as Mann-Whitney test, tests the mean difference between two independent samples which may have missing data. Among the three non-parametric tests studied, the singed rank test was found out to be applicable in the quantification of the change of water quality between two samples.

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소표본인 경우 비모수 순위척도를 이용한 정규성 검정 (Normality Tests Using Nonparametric Rank Measures for Small Sample)

  • 이창호;최성운
    • 대한안전경영과학회지
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    • 제10권3호
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    • pp.237-243
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    • 2008
  • The present study proposes two normality tests using nonparametric rank measures for small sample such as modified normal probability paper(NPP) tests and modified Ryan-Joiner Test. This research also reviews various normality tests such as $X^2$ test, and Kullback-Leibler test. The proposed normality tests can be efficiently applied to the sparsity tests of factor effect or contrast using saturated design in $k^n$ factorial and fractional factorial design.

Tests for Asymmetry Associated with the Linear Signed Rank Statistics

  • Kim, Soon-Ock
    • 품질경영학회지
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    • 제21권1호
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    • pp.136-143
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    • 1993
  • Tests associated with the linear signed rank statistics are considered for testing the symmetry of a continuous distribution about an unknown median. The results of Monte Carlo study show that the proposed tests are reasonably good in level control and powers.

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Distribution-Free k-Sample Tests for Ordered Alternatives of Scale Parameters

  • Jeong, Kwang-Mo;Song, Moon-Sup
    • Journal of the Korean Statistical Society
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    • 제17권2호
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    • pp.61-80
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    • 1988
  • For testing homogeneity of scale parameters aginst ordered alternatives, some nonparametric test statistics based on pairwise ranking method are proposed. The proposed tests are distribution-free. The asymptotic distributions of the proposed statistcs are also investigated. It is shown that the Pitman efficiencies of the proposed rank tests are the same as those of the corresponding two-sample rank tests in the scale problem. A small-sample Monte Carlo study is also performed. The results show that the proposed tests are robust and efficient.

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Monitoring of Gene Regulations Using Average Rank in DNA Microarray: Implementation of R

  • Park, Chang-Soon
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1005-1021
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    • 2007
  • Traditional procedures for DNA microarray data analysis are to preprocess and normalize the gene expression data, and then to analyze the normalized data using statistical tests. Drawbacks of the traditional methods are: genuine biological signal may be unwillingly eliminated together with artifacts, the limited number of arrays per gene make statistical tests difficult to use the normality assumption or nonparametric method, and genes are tested independently without consideration of interrelationships among genes. A novel method using average rank in each array is proposed to eliminate such drawbacks. This average rank method monitors differentially regulated genes among genetically different groups and the selected genes are somewhat different from those selected by traditional P-value method. Addition of genes selected by the average rank method to the traditional method will provide better understanding of genetic differences of groups.

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Rank Test for Ordered Alternatives under Random Censorship

  • Gyu-Jin Jeong;Sang-Gue Park
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.195-204
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    • 1996
  • Some rank tests for comparing r treatments against ordered alternatives are proposed when some of data are randomly cemsored, which are the weighted logrank tests based on pairwise-ranking scheme. The covariances of the proposed test statistics are explicitly obtained from the results of the counting process theory and the test procedures are illustrated by a numerical example. Simulation studies are also performed for comparing with the other well-known tests.

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