• Title/Summary/Keyword: statistical hypothesis test

Search Result 350, Processing Time 0.026 seconds

Statistical Discrimination in the Korean Labor Market (한국 노동시장에서의 통계적 차별)

  • Park, Ki-Sung
    • Journal of Labour Economics
    • /
    • v.24 no.3
    • /
    • pp.1-12
    • /
    • 2001
  • Seoul/Kyungki-born workers have higher wages than other regions-born workers. In order to determine whether this difference is due to taste or statistical discrimination, an econometric model is suggested and a test is done with it. According to the test, the hypothesis that the difference is wholly due to taste discrimination is rejected: a part of the difference is due to statistical discrimination. Since statistical discrimination in this paper comes out in the process of a worker's wage being determined according to his productivity, it is no problem for the government to intervene in.

  • PDF

Bayesian Test of Quasi-Independence in a Sparse Two-Way Contingency Table

  • Kwak, Sang-Gyu;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
    • /
    • v.19 no.3
    • /
    • pp.495-500
    • /
    • 2012
  • We consider a Bayesian test of independence in a two-way contingency table that has some zero cells. To do this, we take a three-stage hierarchical Bayesian model under each hypothesis. For prior, we use Dirichlet density to model the marginal cell and each cell probabilities. Our method does not require complicated computation such as a Metropolis-Hastings algorithm to draw samples from each posterior density of parameters. We draw samples using a Gibbs sampler with a grid method. For complicated posterior formulas, we apply the Monte-Carlo integration and the sampling important resampling algorithm. We compare the values of the Bayes factor with the results of a chi-square test and the likelihood ratio test.

Statistical methods for Edge Detection in Images (영상에서 에지 검출을 위한 통계적 방법)

  • 임동훈;박은희
    • The Korean Journal of Applied Statistics
    • /
    • v.13 no.2
    • /
    • pp.515-523
    • /
    • 2000
  • In this paper we detect edges using stutistical methods of the change-point problem. For this, we perform the hypothesis testing for differences in gray levels to see whether any $n\timesn$ subimage contains edge segments. The proposed method based on the twosample Kolmogorov-Smirnov test is introduced and the likelihood ratio test and the \VolfeSchechtman test for change-point problem arc also applied for edge detection. \Ve perform the experimental study to assess the performance of these methods in both noisy and uncontaminated sample noises.

  • PDF

Goodness-of-fit test for mean and variance functions

  • Jung, Sin-Ho;Lee, Kee-Won
    • Journal of the Korean Statistical Society
    • /
    • v.26 no.2
    • /
    • pp.199-210
    • /
    • 1997
  • Using regression methods based on quasi-likelihood equation, one only needs to specify the conditional mean and variance functions for the response variable in the analysis. In this paper, an omnibus lack-of-fit test is proposed to test the validity of these two functions. Our test is consistent against the alternative under which either the mean or the variance is not the one specified in the null hypothesis. The large-sample null distribution of our test statistics can be approximated through simulations. Extensive numerical studies are performed to demonstrate that the new test preserves the prescribed type I error probability. Power comparisons are conducted to show the advantage of the new proposal.

  • PDF

Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
    • /
    • v.6 no.1
    • /
    • pp.237-249
    • /
    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

  • PDF

Statistical Tests for the Lead-Lag Relationship between the Stock Price and the Business Indicator

  • Kim, Tae-Ho;Lee, Sung-Duck;Cho, Joong-Jae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.18 no.1
    • /
    • pp.41-50
    • /
    • 2007
  • This study attempts to test the lead-lag relationship between the stock price and the business indicator in the multivariate context. It additionally investigates the short and long-run dynamic relationships among the four market variables. The hypothesis that the stock price leads the business indicator is found to be rejected for the whole study period. When structural change is considered, the statistical result appears to reflect the reality. The causal relationships among the variables in the former period are simpler than those in the latter period, and the stock price significantly appears to lead the business indicator. On the other hand, the relationship between the stock price and the business indicator in the latter period appears to prove the recent hypothesis of their coincidence.

  • PDF

A Study on Cell Influences to Chi-square Statistic in Contingency Tables

  • Kim, Hong-Gie
    • Communications for Statistical Applications and Methods
    • /
    • v.5 no.1
    • /
    • pp.35-42
    • /
    • 1998
  • Once a contingency table is constructed, the first interest will be the hypotheses of either homogeneity or independence depending on the sampling scheme. The most widely used test statistic in practice is the classical Pearson's $\chi^2$ statistic. When the null hypothesis is rejected, another natural interest becomes which cell contributed to the rejection of the null hypothesis more than others. For this purpose, so called cell $\chi^2$ components are investigated. In this paper, the influence function of a cell to the $\chi^2$ statistic is derived, which can be used for the same purpose. This function measures the effect of each cell to the $\chi$$^2$ statistic. A numerical example is given to demonstrate the role of the new function.

  • PDF

The Effect of Thermotherapy on High School Girls' Dysmenorrhea (온요법이 여고생의 월경곤란증 경감에 미치는 효과)

  • Kang, In-Sun;Cha, Kyoul-Ja
    • Research in Community and Public Health Nursing
    • /
    • v.12 no.3
    • /
    • pp.773-784
    • /
    • 2001
  • The study was conducted to test the effectiveness of thermotherapy for high school girls who suffered from disruption in school activities through dysmenorrhea, and to study the extent of its availability in school infirmaries as one of the nursing methods. The test for the study was designed to make a contrast between half of the subjects (20) who did not receive the thermotherapy, and the rest (20) who did during the period from February 15th to April 14th, 2001. Measurements were taken of the subjects who complained of painful menstruation by a set of variables. The variables that were established and complemented by Hur, Mung-heang (1985) consist of 29 items that assess the dysmenorrhea and vitality through the symptoms of primary menstruation visually. Spsswin was used to analyze the data. The Cronbach-${\alpha}$ method was used for statistic confidence, and the test effect of both the subjects and the contrary ones was analyzed by way of T-test. The conclusions are as follow. (1) The hypothesis 1 states that the subjects with themotherapy have a lower degree of dysmenorrhea rather than the contrary ones without it. By the above assessment, there was a quantitative difference between the subjects at 39.40, and the contrary ones at 22.0. After the themotherapy, the degree of dysmenorrhea in the subjects was low indicating that there is a still 5% chance of statistic meaningful difference (t= 2.651. P= .012). As a result, the first hypothesis was accepted. (2) The hypothesis 2 states that the subjects with themotherapy have a different primary menstruation than those without. Data indicate that there was a difference of -5.95 and -4.80. The subjects showed low degrees. Since it was statistically insignificant (t=-1.398, P=.170), the second hypothesis was rejected. (3) The hypothesis 3 states that the subjects with themotherapy have a different vitality. The vitality was measured in three aspects. (1) pulse rate (/min) The hypothesis 3' states that the subjects with themotherapy have the different pulse rate from those without. Data indicate that there was no statistically meaningful difference between the two groups (t=.237, P=. 814). Therefore, the third 1st hypothesis was rejected. (2) Respiration rate The hypothesis 3' states that the subjects with themotherapy have a different respiration rate between pre-thermotherapy and post-thermotherapy. in contrast with the ones without it. The data show that there was no statistically meaningful difference (t=.133. P=.895). A little respiration rate difference was shown between pre-and post-. Likewise. the third 2nd hypothesis was rejected. (3) Blood pressure In the 3rd sub-hypothesis that there would be a difference between experimental and controlled groups was also rejected. because there was no statistically significant difference between the contracting blood pressure and the relaxing blood pressure. In terms of vitality. the pulse rate, respiration rate and blood pressure have no statistical meaning but the first two ones show the decreasing in the rate. In short, though exclusive studies focused on thermo therapy have not been conducted and the comparison can not be made, this study shows not only that the thermotherapy is very effective to dysmenorrhea, but also that it can be available in school infirmaries as one of the nursing methods.

  • PDF

Test for Discontinuities in Nonparametric Regression

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.5
    • /
    • pp.709-717
    • /
    • 2008
  • The difference of two one-sided kernel estimators is usually used to detect the location of the discontinuity points of regression function. The large absolute value of the statistic imply discontinuity of regression function, so we may use the difference of two one-sided kernel estimators as the test statistic for testing null hypothesis of a smooth regression function. The problem is, however, we only know the asymptotic distribution of the test statistic under $H_0$ and we hardly expect the good performance of test if we rely solely on the asymptotic distribution for determining the critical points. In this paper, we show that if we adjust the bias of test statistic properly, the asymptotic rules hold for even small sample size situation.

Testing Exponentiality of Kullback-Leibler Information Function based on a Step Stress Accelerated Life Test

  • Park Byung Gu;Yoon Sang Chul
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2000.11a
    • /
    • pp.235-240
    • /
    • 2000
  • In this paper a test of fit for exponentiality and we propose the estimator of Kullback-Leibler Information functions using the data from accelerated life tests. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter based on the data from accelerated life tests is or is not specified under null hypothesis. Using Simulations, the power of the proposed test based on use condition of accelerated life test under alternatives is compared with that of other standard tests in the small sample.

  • PDF