• 제목/요약/키워드: statistic

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Polynomially Adjusted Normal Approximation to the Null Distribution of Ansari-Bradley Statistic

  • Ha, Hyung-Tae;Yang, Wan-Youn
    • 응용통계연구
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    • 제24권6호
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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.

중도절단자료에 대한 수정된 SHAPIRO-WILK 지수 검정 (A Modification of the Shapiro-Wilk Test for Exponentiality Based on Censored Data)

  • 김남현
    • 응용통계연구
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    • 제21권2호
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    • pp.265-273
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    • 2008
  • 본 논문에서는 Kim (2001a)에서 제안한 지수분포에서의 수정된 Shapiro와 Wilk (1972) $W_E$-통계량을 중도절단자료에 적용하였다. 검정통계량은 Samanta와 Schwarz (1988)에서 $W_E$-통계량을 중도절단자료에 대해 수정한 것과 같은 방법으로 정규화 등간격(normalized spacings)을 이용하여 수정하였다. 그 결과 제안된 통계량은 귀무가설에서 중도절단이 없는 경 우와 같은 분포를 갖고 표본크기만 변하게 된다. 제안된 통계량의 검정력을 Samanta와 Schwarz (1988)의 통계량과 비교한 결과, 중도절단이 없는 경우와 마찬가지로 중도절단이 있는 경우에도 변동계수가 1보다 크거나 같은 대립가설에서 제안된 통계량은 더 좋은 검정력을 나타내었다.

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.

전진 제 2종 중도절단자료에 대한 Shapiro-Wilk 형태의 지수검정 (The Shapiro-Wilk Type Test for Exponentiality Based on Progressively Type II Censored Data)

  • 김남현
    • 응용통계연구
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    • 제23권3호
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    • pp.487-495
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    • 2010
  • 본 논문에서는 지수분포의 검정에 자주 쓰이는 Shapiro와 Wilk (1972) 통계량과 이의 단점을 보완한 Kim (2001a)의 통계량을 위치모수가 주어지고 척도모수가 미지인 지수분포에서의 전진 제 2종 중도절단자료에 적용하였다. 이를 위하여 각각의 통계량을 Stephens (1978)을 이용하여 위치모수가 주어진 경우의 검정통계량으로 수정하고, 자료를 정규화 간격(normalized spacings)을 이용하여 변환하는 방법을 사용하였다. 모의실험을 통하여 검정력을 비교한 결과 Shapiro-Wilk 통계량보다 Kim (2001a)의 통계량을 이용할 때 고려한 거의 모든 경우 더 우수한 검정력을 나타내었다.

대한치주과학회지에 게재된 논문의 통계방법 평가(2000-2006) (Evaluation of statistical methods in the Journal of Korean Academy of Periodontology published from 2000 to 2006)

  • 김양중;장현선;김병옥
    • Journal of Periodontal and Implant Science
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    • 제39권4호
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    • pp.399-405
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    • 2009
  • Purpose: This article is purposed to present the correct statistic method by pointing out the statistical errors after analyzing the method of articles that were published in Korean Academy Journal of Periodontology and made statistic processes in them. Methods: 488 science papers which being put in Korean Academy Journal of Periodontology published from 2000 to 2006 was divided according to year. Results: In the 308 articles that applied statistic methods, 59 articles (50.0%), the largest portion of all, were included the case that applied incorrect parametric statistic method when needed to apply parametric statistics and 38 articles (32.2%) were included in the case that applied incorrect parametric statistic method when needed to apply non-parametric statistics. Conclusions: It is necessary to present the cases of inappropriate statistical methods in order to improve the quality of academic researches. Also, to apply adequate methods of statistics, it is suggested to report the articles periodically which are comparing and analyzing the statistical methods that are applied in the international articles in periodontal field.

Some Distribution Free Tests for Exponential Distributions

  • Jeon, Jong Woo;Han, Suk Ki;Nam, Eun Woo
    • 품질경영학회지
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    • 제14권1호
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    • pp.39-46
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    • 1986
  • This paper considers two sided tests for exponential null distribution against NBUE or NWUE alternative in life testing. The main results concern the strong consistency of two proposed statistics, one being similar to Kolmogorov - Smirnov statistic, the other similar to Cramer-Von Mises statistic. Also obtained are the asymtotic null distribution and the exact Bahadur slope of the statistic similar to Kolmogorov-Smirnov.

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An Anderson-Darling Goodness-of-Fit Test for the Gamma Distribution

  • Won, Hyung-Gyoo
    • 품질경영학회지
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    • 제24권4호
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    • pp.103-111
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    • 1996
  • This paper provides a test of the composite hypothesis that a random sample is (two parameter) gamma distributed when both the scale and shape parameters are estimated from the data. The test statistic is a variant of the usual Anderson-Darling statistic, the primary difference being that the statistic is based on the maximum likelihood estimator of the shape parameter of the assumed gamma distribution. The percentage points are developed via simulation and are presented graphically. Examples are provided.

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Influence Analysis on a Test Statistic in Canonical Correlation Analysis

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.347-355
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    • 2001
  • We propose a method for detecting influential observations that have a large influence on the likelihood ratio test statistic for the two sets of variables are uncorrelated with one another. For this purpose we derive a local influence measure for the likelihood ratio test statistic under certain perturbation scheme. An illustrative example is given to show the effectiveness of the proposed method on the identification of influential observations.

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