• 응용통계연구
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• 제22권6호
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• pp.1249-1263
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• 2009

표본수 결정에서 요구되는 검정력 함수는 연구가설에 상응하는 가장 적절한 검정방법에 의한 것이어야 한다. 의학연구의 논문에 자주 나타나는 순위자료 또는 범주형 빈도자료의 분석에는 비모수적 방법이 적절하며, 본 논문에서는 단변량 및 이변량 순위변수에 대한 윌콕슨-만-휘트니(Wilcoxon-Mann-Whitney; WMW) 검정법에 의한 표본수 결정방법을 제시한다. 단변량 순위변수의 윌콕슨 검정에서는 귀무가설과 대립가설 하의 분산을 이용한 표본수 공식이 귀무가설 하의 분산만 이용한 표본수 공식보다 정확하지만, 대립가설 하의 분산식에 나타나는 확률값이 일반적으로 알려져 있지 않으므로 이 확률값의 추정이 문제가 된다. 모의실험으로 두 방법에 대한 장, 단점을 알아본다. 효능과 안전성의 이변량 순위변수에서는 이변량 WMW 검정법에 의한 표본수 결정방법이 모수적 검정법에 의한 표본수 결정방법보다 더욱 바람직하다.

• Communications for Statistical Applications and Methods
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• 제22권6호
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• pp.639-646
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• 2015

We propose simultaneous tests for mean and variance under the normality assumption. After formulating the null hypothesis and its alternative, we construct test statistics based on the individual p-values for the partial tests with combining functions and derive the null distributions for the combining functions. We then illustrate our procedure with industrial data and compare the efficiency among the combining functions with individual partial ones by obtaining empirical powers through a simulation study. A discussion then follows on the intersection-union test with a combining function and simultaneous confidence region as a simultaneous inference; in addition, we discuss weighted functions and applications to the statistical quality control. Finally we comment on nonparametric simultaneous tests.

• Structural Engineering and Mechanics
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• 제26권5호
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• pp.499-516
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• 2007

An experimental method denoted as Impulse Method is proposed as a cost-effective non-destructive technique for the on-site evaluation of concrete elastic modulus in existing structures: on the basis of Hertz's quasi-static theory of elastic impact and with the aid of a simple portable testing equipment, it makes it possible to collect series of local measurements of the elastic modulus in an easy way and in a very short time. A Hypothesis Testing procedure is developed in order to provide a statistical tool for processing the data collected by means of the Impulse Method and assessing the possible occurrence of significant variations in the elastic modulus without exceeding some prescribed error probabilities. It is based on a particular formulation of the renowned sequential probability ratio test and reveals to be optimal with respect to the error probabilities and the required number of observations, thus further improving the time-effectiveness of the Impulse Method. The results of an experimental investigation on different types of plain concrete prove the validity of the Impulse Method in estimating the unknown value of the elastic modulus and attest the effectiveness of the proposed Hypothesis Testing procedure in identifying significant variations in the elastic modulus.

• Journal of the Korean Statistical Society
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• 제11권2호
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• pp.131-138
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• 1982

Analogous to Singh's (1978) characterization of positive-Poisson distributioin and Shanmugam and Singh's (1992) characterization of logarithmic series distribution, a characterization and its statistical application of the negative binomial distribution truncated at zero are given in this paper. While it is known that under certain conditions the negative binomial distribution truncted at zero approaches the positive-Poisson and the logarithmic series distributions, we show here that the results of this paper approach in limit the results of Singh, and Shanmugam and Singh, respectively. Using the biologicla data from Sampford (1955), we illusrate our results. Also, expressions are explicitly given to test the hypothesis whether a random sample is indeed from a geometric distribution.

• 전자공학회논문지
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• 제52권7호
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• pp.77-85
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• 2015

본 논문에서는 컬러 패턴의 분해와 가설검정 기법을 이용하여 영상에서 조작된 컬러의 영역을 검출하는 새로운 방법을 제시한다. 디모자이킹으로 보간된 화소는 원 화소보다 적은 분산을 가진다는 것에 착안하여, 통계적 검정을 이용하여 분산의 불일치성을 판단하는 방법을 사용한다. 이를 위해, 컬러 패턴을 각각 디모자이킹 패턴에 따라 분해하는 방법을 도입하여 분산을 계산한다. 또한 보간된 화소와 원 화소의 분산의 차이를 크게 하기 위하여 고역통과 필터링을 적용한다. 실험 결과를 통하여 제안 방법이 컬러 조작 영역을 찾는데 매우 유효하며 기존 방법과 비교하여 우수한 검출 성능을 보이는 것을 확인 할 수 있었다.

• Communications for Statistical Applications and Methods
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• 제23권2호
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• pp.163-177
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• 2016

We consider a jump diffusion process for high-frequency financial asset data. We apply the stationary bootstrapping to construct a bootstrap test for jumps. First-order asymptotic validity is established for the stationary bootstrapping of the jump ratio test under the null hypothesis of no jump. Consistency of the stationary bootstrap test is proved under the alternative of jumps. A Monte-Carlo experiment shows the advantage of a stationary bootstrapping test over the test based on the normal asymptotic theory. The proposed bootstrap test is applied to construct continuous-jump decomposition of the daily realized variance of the KOSPI for the year 2008 of the world-wide financial crisis.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.563-574
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• 2016

In this study, we propose several simultaneous tests to detect the difference between means and variances for the two-sample problem when the underlying distribution is normal. For this, we apply the likelihood ratio principle and propose a likelihood ratio test. We then consider a union-intersection test after identifying the likelihood statistic, a product of two individual likelihood statistics, to test the individual sub-null hypotheses. By noting that the union-intersection test can be considered a simultaneous test with combination function, also we propose simultaneous tests with combination functions to combine individual tests for each sub-null hypothesis. We apply the permutation principle to obtain the null distributions. We then provide an example to illustrate our proposed procedure and compare the efficiency among the proposed tests through a simulation study. We discuss some interesting features related to the simultaneous test as concluding remarks. Finally we show the expression of the likelihood ratio statistic with a product of two individual likelihood ratio statistics.

• Journal of the Korean Statistical Society
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• 제32권2호
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• pp.163-174
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• 2003

We propose a test for independence of bivariate censored data under univariate censorship. To do this, we first introduce a process defined by the difference between bivariate survival function estimator proposed by Lin and Ying (1993) and the product of the product-limit estimators (Kaplan and Meier, 1958) for the marginal survival functions, and derive its asymptotic properties under the null hypothesis of independence. We propose a Cramer-von Mises-type test procedure based on the process . We conduct simulation studies to investigate the finite-sample performance of the proposed test and illustrate the proposed test with a real example.

• 한국정보처리학회논문지
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• 제7권3호
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• pp.1021-1024
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• 2000

In this paper we describe a nonparametric Wilcoxon test and a parametric Z test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson[4] consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the Z method performs sensitively to the noisy image, while the Wilcoxon method is robust over both noisy nd noise-free images. Comparison with our statistical tests and Sobel operator shows that our tests perform more effectively in both noisy and noise-free images.

• Communications for Statistical Applications and Methods
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• 제19권3호
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• pp.451-457
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• 2012

Baumgartner et al. (1998) proposed a novel statistical test for the null hypothesis that two independently drawn samples of data originate from the same population, and Murakami (2006) generalized the test statistic for more than two samples. Whereas the expressions of the exact density and distribution functions of the generalized Baumgartner statistic are not yet found, the characteristic function of its limiting distribution has been obtained. Due to the development of computational power, the Fourier series approximation can be readily utilized to accurately and efficiently approximate its density function based on its Laplace transform. Numerical examples show that the Fourier series method provides an accurate approximation for statistical quantities of the generalized Baumgartner statistic.