• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.179-198
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• 2000

We consider the problem of comparing the mean vectors of two multivaiate populations, We focus on testing hypotheses concerning two multivariate mean vectors by use of MINITAB, For the cases of small sample and large sample MINITAB programs and outputs are presented for solving staistical problems. The MiniTAB programs made in this paper are saved as macro files and thus can be conveniently used for solving another problems.

• Journal of the Korean Statistical Society
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• v.26 no.4
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• pp.453-465
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• 1997

The family of power-divergence statistics conditional on margins is considered for testing homogeneity of .tau. multinomial populations with equal sample size and the exact Bahadur slope is obtained. It is shown that the likelihood ratio test conditional on margins is the most Bahadur efficient among the family of power-divergence statistics.

• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.11-23
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• 1998

A Bayes criterion for testing the equality of covariance matrices of two multivariate normal distributions is proposed and studied. Development of the criterion invloves calculation of Bayes factor using the imaginary sample method introduced by Spiegelhalter and Smith (1982). The criterion is designed to develop a Bayesian test criterion, so that it provides an alternative test criterion to those based upon asymptotic sampling theory (such as Box's M test criterion). For the constructed criterion, numerical studies demonstrate routine application and give comparisons with the traditional test criteria.

• Communications for Statistical Applications and Methods
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• v.20 no.6
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• pp.467-474
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• 2013

It is common to measure multiple coverage metrics during software testing. Software reliability growth models and coverage growth functions have been applied to each coverage metric to evaluate software reliability; however, analysis results for the individual coverage metrics may conflict with each other. This paper proposes the virtual coverage metric of a normalized first principal component in order to avoid conflicting cases. The use of the virtual coverage metric causes a negligible loss of information.

• Journal of the Korean Data and Information Science Society
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• v.15 no.3
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• pp.543-554
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• 2004

In teaching statistics, the part which is very important but difficult to understand to the students is estimation and hypothesis testing. This paper introduces the developed program about estimation and hypothesis testing by using Excel Macro. This program will help learners to study and use a statistical inference conveniently, and to get a good learning effect.

• Journal of the Korean Statistical Society
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• v.27 no.2
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• pp.189-195
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• 1998

In this paper, we are concerned with the problem of testing the randomness of the coefficients in a first order autoregressive model. A consistent test based on prediction error is suggested. It is shown that under the null hypothesis, the test statistic is asymptotically normal.

• Communications for Statistical Applications and Methods
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• v.6 no.3
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• pp.929-938
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• 1999

We propose a criterion for testing homogeneity of diagonal covariance matrices of K multivariate normal populations. It is based on a factorization of usual likelihood ratio intended to propose and develop a criterion that makes use of properties of structures of the diagonal convariance matrices. The criterion then leads to a simple test as well as to an accurate asymptotic distribution of the test statistic via general result by Box (1949).

• Journal of the Korea Safety Management & Science
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• v.15 no.1
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• pp.283-292
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• 2013

This paper aims to propose a new steps of hypothesis testing using analysis process and improvement process in the six sigma DMAIC. The six sigma implementation models proposed in this paper consist of six steps. The first step is to establish a research hypothesis by specification directionality and FBP(Falsibility By Popper). The second step is to translate the research hypothesis such as RHAT(Research Hypothesis Absent Type) and RHPT(Research Hypothesis Present Type) into statistical hypothesis such as $H_0$(Null Hypothesis) and $H_1$(Alternative Hypothesis). The third step is to implement statistical hypothesis testing by PBC(Proof By Contradiction) and proper sample size. The fourth step is to interpret the result of statistical hypothesis test. The fifth step is to establish the best conditions of product and process conditions by experimental optimization and interval estimation. The sixth step is to draw a conclusion by considering practical significance and statistical significance. Important for both quality practitioners and academicians, case analysis on six sigma projects with implementation guidelines are provided.

• Journal of the Korean Society for Nondestructive Testing
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• v.29 no.3
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• pp.230-234
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• 2009

As concrete ages, the surrounding environment is expected to have growing influences on the concrete. As all the impacts of the environment cannot be considered in the strength-estimating model of a nondestructive concrete test, the increase in concrete age leads to growing uncertainty in the strength-estimating model. Therefore, the variation of the model error increases. It is necessary to include those impacts in the probability model of concrete strength attained from the nondestructive tests so as to build a more accurate reliability model for structural performance evaluation. This paper reviews and categorizes the existing strength-estimating statistical models of nondestructive concrete test, and suggests a new form of the strength-estimating statistical models to properly reflect the model uncertainty due to aging of the concrete. This new form of the statistical models will lay foundation for more accurate structural performance evaluation.

• Journal of Korean Society for Quality Management
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• v.27 no.4
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• pp.153-166
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• 1999

In this paper, we address the Bayesian hypotheses testing for the shape parameter of weibull model. In Bayesian testing problem, conventional Bayes factors can not typically accommodate the use of noninformative priors which are improper and are defined only up to arbitrary constants. To overcome such problem, we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. We derive the arithmetic and median intrinsic Bayes factors and use these results to analyze real data sets.