• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.71-86
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• 2005

Testing for normality has always been an important part of statistical methodology. In this paper a test statistic for multivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is representable as the supremum over an index set of the integral of a suitable Gaussian process.

• Communications for Statistical Applications and Methods
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• v.11 no.2
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• pp.247-254
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• 2004

Tusher, Tibshirani and Chu (2001) suggested SAM (Significance Analysis of Microarrays) to compare two groups under different conditions for each gene, using microarray data. They used two sample t-statistic adding fudge factor in the denominator to prevent the value of statistic from being inflated by large sample variance, which might result in significant difference despite of a small value in the numerator. This paper aims at finding robust fudge factor and replacing it in two-sample t-statistic used in SAM, which we call Modified SAM (MSAM). Using the simulated data and data used in Dudoit et al.(2002), it is shown that MSAM find significant genes better and has less error rate than SAM.

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.187-196
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• 2002

Testing for normality has always been a center of practical and theoretical interest in statistical research. In this paper a test statistic for bivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is represented as the supremum over an index set of the integral of a suitable Gaussian Process. We also simulate the null distribution of the statistic and give some critical values of the distribution and power results.

• Journal of the Korean Statistical Society
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• v.25 no.3
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• pp.337-346
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• 1996

The chi-squared type statistic generated from the empirical process can be used for testing the goodness of fit hypothesis on iid random sample. Lee (1995) showed that under some conditions, the chi-squared type statistic is asymptotically maximin in the sense of Strasser (1985). Since the chi-squared type statistic depends on the choice of *points in the unit interval, it is worth investigating the points yielding more efficient tests. Motivated by this viewpoint, we are led to study the asymptotic relative efficiency of chi-squared type tests in the same setting of Lee (1995). Some examples are given for illustration.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.267-276
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• 2012

Bagai et al. (1989) proposed a distribution-free test for stochastic ordering in the competing risk model, and recently Murakami (2009) utilized a standard saddlepoint approximation to provide tail probabilities for the Bagai statistic under finite sample sizes. In the present paper, we consider the Gaussian-polynomial approximation proposed in Ha and Provost (2007) and compare it to the saddlepoint approximation in terms of approximating the percentiles of the Bagai statistic. We make numerical comparisons of these approximations for moderate sample sizes as was done in Murakami (2009). From the numerical results, it was observed that the Gaussianpolynomial approximation provides comparable or greater accuracy in the tail probabilities than the saddlepoint approximation. Unlike saddlepoint approximation, the Gaussian-polynomial approximation provides a simple explicit representation of the approximated density function. We also discuss the details of computations.

• Communications for Statistical Applications and Methods
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• v.14 no.3
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• pp.649-665
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• 2007

The improvement of quality is a continuous process and one of the main objectives of the Statistical Strategy launched by the Korea National Statistical Office (KNSO) is the enhancement of the quality of Korea national statistics. In this paper, we define the processing statistic, classify the Korea national processing statistics, and develop the quality indicators and check list for assessing the national processing statistics of Korea. During its development, the indicators has been discussed with the processing statistic managers of the KNSO and the checklist tested in a pilot study covering a variety of processing statistic areas.

• International Journal of Reliability and Applications
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• v.8 no.1
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• pp.27-39
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• 2007

Based on goodness of fit new testing procedures are derived for testing exponentiality against harmonic new renewal better than used in expectation (HNRBUE). For this aging properties, a nonparametric procedure (U-statistic) is proposed. The percentiles of this test statistic are tabulated for sample sizes n=5(1)30(10)50. The Pitman asymptotic efficiency (PAE) of the test is calculated and compared with, the (PAE) of the test for new renewal better than used (NRBU) class of life distribution [see Mahmoud et al (2003)]. The power of this test is also calculated for some commonly used life distributions in reliability. The right censored data case is also studied. Finally, real examples are given to elucidate the use of the proposed test statistic in the reliability analysis.

• Communications for Statistical Applications and Methods
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• v.23 no.3
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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.

• International Journal of Reliability and Applications
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• v.4 no.4
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• pp.171-181
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• 2003

This paper proposes a U-test statistic for the problem of testing that a life distribution is exponential against the alternative that it is harmonic new better (worse) than used in expectation upper tail HNBUET (HNWUET), but not exponential on complete data. Selected critical values are tabulated for sample sizes n =5(1)60. The asymptotic normality of the statistic is proved and a comparison is made of the asymptotic efficiency between the statistic and other statistics. The power of the test is studied by simulation. A test for HNBUET in the case of randomly right-censored data is also considered. An application of the proposed test statistic in medical sciences is given.

• Proceedings of the Korea Information Processing Society Conference
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• 2004.05a
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• pp.741-744
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• 2004

본 연구는 손의 형상을 복잡한 배경환경에서 손 영역을 안정적으로 검출, 인식하여 윈도우 플레이어의 기능을 제어하는 시스템을 제안하였다. 손은 형상이 매우 복잡하기 때문에 2차원 형상의 불변량에 해당하는 에지의 방향성 히스토그램을 이용하여 인식을 행한다. 이 방법은 복잡한 배경에서 피부색을 지닌 손 영역이 정확히 추출되며 손 형상을 인식하는데 있어서 수행속도가 빠르고 조명변화에 덜 민감하기 때문에 실시간 손 형상 인식에 적합하다. 본 논문에서 제안한 방법을 윈도우 플레이어 제어에 적용한 결과 안정적으로 제어 할 수 있었다.