• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.409-418
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• 2006

We propose a nonparametric test procedure for the K-sample problem with grouped data. We construct the test statistics using the scores derived for the linear model based on likelihood ratio principle and obtain asymptotic distribution. Also we illustrate our procedure with an example. Finally we discuss some concluding remarks.

• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.197-204
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• 1996

We consider a two sample rank test for a bivariate mixture distribution based on Johnson's quantile score. The test statistic is simple to calculate and the exact distribution under the null hypothesis is obtained. A numerical example is given.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.757-764
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• 2012

This research is for comparison of test statistics for homogeneity when the data is collected based on complex sample design. The survey data based on complex sample design does not satisfy the condition of independency which is required for the standard Pearson multinomial-based chi-squared test. Today, lots of data sets ara collected by complex sample designs, but the tests for categorical data are conducted using the standard Pearson chi-squared test. In this study, we compared the performance of three test statistics for homogeneity between two populations using data from the 2009 customer satisfaction evaluation survey to the service from Gyeongsangnam-do regional offices of education: the standard Pearson test, the unbiasedWald test, and the Pearsontype test with survey-based point estimates. Through empirical analyses, we fist showed that the standard Pearson test inflates the values of test statistics very much and the results are not reliable. Second, in the comparison of Wald test and Pearson-type test, we find that the test results are affected by the number of categories, the mean and standard deviation of the eigenvalues of design matrix.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.287-293
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• 2003

In this paper we consider the problem of parameter change based on the cusum test proposed by Lee et al. (2003). The cusum test statistic is constructed utilizing the estimator minimizing density-based divergence measures. It is shown that under regularity conditions, the test statistic has the limiting distribution of the sup of standard Brownian bridge. Simulation results demonstrate that the cusum test is robust when there arc outliers.

• Journal of applied mathematics & informatics
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• v.5 no.1
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• pp.263-268
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• 1998

This paper proposes the two-sample comparison us-ing sign test based on ranked-set sample(RSS). We investigate the asymptotic properties of the proposed test statistic and compare the asymptotic relative efficiencies of the proposed test statistic with re-spect to Mann-Whitney-Wilcoxon test statistic based on RSS and Mann-Whitney-Wilcoxon test statistic based on the simple random sample(SRS).

• Proceedings of the Korean Statistical Society Conference
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• 2001.11a
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• pp.185-189
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• 2001

In this paper, we consider the problem of testing for parameter changes in time series models based on a sequential test. Although the test procedure is well-established for the mean and variance change, a general parameter case has not been discussed in the literature. Therefore, we develop a sequential test for parameter changes in a more general framework.

• Journal of Korean Society for Quality Management
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• v.27 no.2
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• pp.143-151
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• 1999

In this thesis, a new test statistic is proposed for testing exponentiality against New Better than Used (NBU) alternatives. Our test statistic, which is based on a quadratic function of the order statistics from the sample, is readily applied in the case of small sample. Also, Our test statistic is more simple than the test statistic of Hollander and Proschan(1972).

• Communications for Statistical Applications and Methods
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• v.6 no.3
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• pp.901-908
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• 1999

Using the Transformed Lorenz curve which is introduced by Cho et al.(1999) we propose the test statistic for testing of normality that is very important test in statistical analysis and compare the proposed test statistic with the Shapiro and Wilk's W test statistic in terms of the power of test through by Monte Carlo method.

• Journal of the Korea Society of Computer and Information
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• v.10 no.6 s.38
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• pp.17-26
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• 2005

In this paper we propose three nonparametric tests such as Wilcoxon test, Median test and Van der Waerden test, based on linear rank statistics for detecting edges in images. The methods used herein are based on detecting changes in gray-levels obtained using an edge-height parameter between two sub-regions in a 5$\times$5 window We compare and analysis the performance of three statistical edge detectors in terms of qualitative measures with the edge maps and objective, quantitative measures.

• Journal of the Korean Statistical Society
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• v.29 no.3
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• pp.351-360
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• 2000

This paper considers the problem of testing a variance change in infinite order autoregressive models. A cusum of squares test based on the residuals from an AR(q) model is constructed analogous to Inclan and Tiao (1994)'s test statistic, where q is a sequence of positive integers diverging to $\infty$. It is shown that under regularity conditions the limiting distribution of the test statistic is the sup of a standard Brownian bridge. Simulation results are given to illustrate the performance of the test.