• Title/Summary/Keyword: rank tests

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Breakdown Points of Direction Tests

  • Park, Kyung-Mee
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.211-222
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    • 1997
  • We briefly review three Raleigh type location tests based on direction vectors, which have been shown to be efficient when the distribution is unknown, skewed, or heavy-tailed. Then we calculate their test breakdown points and discuss the robustness of Randles multivariate sign test for one-sample.

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The Admissibility of Some Nonparametric Tests

  • Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.223-229
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    • 1997
  • It is demonstrated that many standard nonparametric test such as the Mann-Whitney-Wilcoxon test, the Fisher-Yates test, the Savage test and the median test are admissible for a two-sample nonparametric testing problem. The admissibility of the Kruskal-Wallis test is demonstrated for a nonparametric one-way layout testing problem.

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Nonparametric Method Using Placement in One-way Layout

  • Chung, Taek-Su;Kim, Dong-Jae
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.551-560
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    • 2007
  • Kruskal and Wallis (1952) proposed typical nonparametric method in one-way layout problem. A special feature of this procedure is use of rank in mixed samples. In this paper, the new procedure based on placement as extension of the two sample placement tests described in Orban and Wolfe (1982) was proposed. Some critical values in small sample cases and comparative results of a Monte Carlo power study are presented.

Nonparametric Estimators of Ratio of Scale Parameters Based on Rank-Like Tests

  • Song, Moon-Sup;Chung, Han-Young
    • Journal of the Korean Statistical Society
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    • v.9 no.2
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    • pp.181-193
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    • 1980
  • A class of nonparametric estimators of the ratio of scale parameters is proposed. The estimators are based on the distribution-free rank-like test suggested by Fligner and Killeen (1976). An explicit form of the estimator is the median of the ratios of absolute deviations from the combined sample median. A small-sample Monte Carlo study shows that the proposed estimator is more efficient than the Bhattacharyya (1977) estimator. The proposed estimator is is reasonably insensitive to small failures in the assumption of equal medians. A modified estimator is also considered when the meidans are unequal.

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Nonparametric Test Procedures for Change Point Problems in Scale Parameter

  • Cho, Wan-Hyun;Lee, Jae-Chang
    • 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.

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Effects of the Misspecification of Cointegrating Ranks in Seasonal Models

  • Seong, Byeong-Chan;Cho, Sin-Sup;Ahn, Sung-K.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.783-789
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    • 2008
  • We investigate the effects of the misspecification of cointegrating(CI) ranks at other frequencies on the inference of seasonal models at the frequency of interest; our study includes tests for CI ranks and estimation of CI vectors. Earlier studies focused mostly on a single frequency corresponding to one seasonal root at a time, ignoring possible cointegration at the remaining frequencies. We investigate the effects of the mis-specification, especially in finite samples, by adopting Gaussian reduced rank(GRR) estimation by Ahn and Reinsel (1994) that considers cointegration at all frequencies of seasonal unit roots simultaneously. It is observed that the identification of the seasonal CI rank at the frequency of interest is sensitive to the mis-prespecification of the CI ranks at other frequencies, mainly when the CI ranks at the remaining frequencies are underspecified.

Random Permutation Test for Comparison of Two Survival Curves

  • Kim, Mi-Kyung;Lee, Jae-Won;Lee, Myung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.137-145
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    • 2001
  • There are many situations in which the well-known tests such as log-rank test and Gehan-Wilcoxon test fail to detect the survival differences. Assuming large samples, these tests are developed asymptotically normal properties. Thus, they shall be called asymptotic tests in this paper, Several asymptotic tests sensitive to some specific types of survival differences have been recently proposed. This paper compares by simulations the test levels and the powers of the conventional asymptotic tests and their random permutation versions. Simulation studies show that the random permutation tests possess competitive powers compared to the corresponding asymptotic tests, keeping exact test levels even in the small sample case. It also provides the guidelines for choosing the valid and most powerful test under the given situation.

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Study on the Correlation between Thermal Characteristics and Heat Accumulation in the Coal Pile (석탄의 열적 특성과 석탄 내부의 승온 특성과의 상관관계 연구)

  • Lee, Hyun-Dong;Kim, Jae-Kwan
    • Journal of the Korean Society of Combustion
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    • v.15 no.4
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    • pp.58-64
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    • 2010
  • Spontaneous ignition tests of five different coals with non-iso-thermal and iso-thermal test method based on the standard test procedure of NF T20-036 were carried. These five coals included the 2 low rank coals and 3 bituminous coals. Test results showed that the ignition temperatures of all coals at the iso-thermal conditions were higher than that of non-isothermal condition, and those of low rank SM and BR coal in both nonisothermal and isothermal conditions were lower than bituminous AN and CN coals. The chemical species of coals such as oxygen and hematite also plays an important role in enhancing the ignition rate that the ignition temperature of SM coal was lowered. The heat accumulation tendency of five coals inside outdoor stack pile was monitored with emphasis on the change in the temperature of the coal depth in stack pile. In case of low rank BR coal, its temperature inside coal stack pile due to the rate of high heat accumulation and oxidation was $59^{\circ}C$ compared to $51^{\circ}C$ for other SW bituminous coal. And the heat accumulation rate inside coal stack piles was increased with increased the Cp value which it was defined as the specific heat of coal at constant pressure, whereas other factors such as thermal diffusivity and conductivity of coal relatively had less effect on heat accumulation.

Characteristics of Spontaneous Combustion of Various Fuels for Coal-Fired Power Plant by Carbonization Rank

  • Kim, Jae-kwan;Park, Seok-un;Shin, Dong-ik
    • KEPCO Journal on Electric Power and Energy
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    • v.5 no.2
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    • pp.83-92
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    • 2019
  • Spontaneous combustion propensity of various coals of carbonization grade as a pulverized fuel of coal-fired power plant has been tested from an initial temperature of $25^{\circ}C$ to $600^{\circ}C$ by heating in an oven with air to analyze the self-oxidation starting temperature. These tests produce CPT (Cross Point Temperature), IT (Ignition temperature), and CPS (Cross Point Slope) calculated as the slope of time taken for a rapid exothermic oxidation reaction at CPT base. CPS shows a carbonization rank dependence whereby wood pellet has the highest propensity to spontaneous combustion of $20.995^{\circ}C/min$. A sub-bituminous KIDECO coal shows a CPS value of $15.370^{\circ}C/min$, whereas pet coke has the highest carbonization rank at $2.950^{\circ}C/min$. The nature of this trend is most likely attributable to a concentration of volatile matter and oxygen functional groups of coal surface that governs the available component for oxidation, as well as surface area of fuel char, and constant pressure molar heat.

NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.373-384
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    • 2003
  • In this paper, we formulate multivariate one-sided alternatives and propose a class of nonparametric tests for possibly right censored data. We obtain the asymptotic tail probability (or p-value) by showing that our proposed test statistics have asymptotically multivariate normal distributions. Also, we illustrate our procedure with an example and compare it with other procedures in terms of empirical powers for the bivariate case. Finally, we discuss some properties of our test.