• Title/Summary/Keyword: two-sample test

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A Note on Parametric Bootstrap Model Selection

  • Lee, Kee-Won;Songyong Sim
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.397-405
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    • 1998
  • We develop parametric bootstrap model selection criteria in an example to fit a random sample to either a general normal distribution or a normal distribution with prespecified mean. We apply the bootstrap methods in two ways; one considers the direct substitution of estimated parameter for the unknown parameter, and the other focuses on the bias correction. These bootstrap model selection criteria are compared with AIC. We illustrate that all the selection rules reduce to the one sample t-test, where the cutoff points converge to some certain points as the sample size increases.

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Goodness-of-fit Test for the Extreme Value Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1441-1448
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    • 2008
  • We propose the modified quantile-quantile (Q-Q) plot using the approximate maximum likelihood estimators and the modified normalized sample Lorenz curve (NSLC) plot for the extreme value distribution based on multiply Type-II censored samples. Using two example data sets, we picture the modified Q-Q plot and the modified NSLC plot.

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Effect of Bias on the Pearson Chi-squared Test for Two Population Homogeneity Test

  • Heo, Sunyeong
    • Journal of Integrative Natural Science
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    • v.5 no.4
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    • pp.241-245
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    • 2012
  • Categorical data collected based on complex sample design is not proper for the standard Pearson multinomial-based chi-squared test because the observations are not independent and identically distributed. This study investigates effects of bias of point estimator of population proportion and its variance estimator to the standard Pearson chi-squared test statistics when the sample is collected based on complex sampling scheme. This study examines the effect under two population homogeneity test. The standard Pearson test statistic can be partitioned into two parts; the first part is the weighted sum of ${\chi}^2_1$ with eigenvalues of design matrix as their weights, and the additional second part which is added due to the biases of the point estimator and its variance estimator. Our empirical analysis shows that even though the bias of point estimator is small, Pearson test statistic is very much inflated due to underestimate the variance of point estimator. In the connection of design-based variance estimator and its design matrix, the bigger the average of eigenvalues of design matrix is, the larger relative size of which the first component part to Pearson test statistic is taking.

Normality Tests Using Nonparametric Rank Measures for Small Sample (소표본인 경우 비모수 순위척도를 이용한 정규성 검정)

  • Lee, Chang-Ho;Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.10 no.3
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    • pp.237-243
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    • 2008
  • The present study proposes two normality tests using nonparametric rank measures for small sample such as modified normal probability paper(NPP) tests and modified Ryan-Joiner Test. This research also reviews various normality tests such as $X^2$ test, and Kullback-Leibler test. The proposed normality tests can be efficiently applied to the sparsity tests of factor effect or contrast using saturated design in $k^n$ factorial and fractional factorial design.

A Comparative Study on Methods of Jury Test used for Sound Preferences (소리 선호도 조사에 사용하는 청음평가법의 비교 연구)

  • Jo, Hyeonho;Seong, Wonchan;Kim, Seonghyeon;Park, Dongchul;Kang, Yeonjune
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2014.04a
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    • pp.165-170
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    • 2014
  • Quantifying the perception of human is of great interest for the optimal characterization of the interaction of persons with their environment. The direct approach to such measurements is based on jury-test methods. In this study we considered which jury-test method is more efficient and exact way to measure the preferences for operating sound of car. Moreover we needed to research selection criteria of jury-test methods in accordance with the properties of sound samples. We choose two sample sounds; door locks which generate simple impact sounds and window lifts which are consisted of long and complex sound. For each sound sample we conducted two jury-test methods respectively and discussed about the results.

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On asymptotically distribution-free test for ordered alternatives in two-way layouts (이원배치모형에서 순서대립가설에 대한 점근분포무관검정법에 관한 연구)

  • 송문섭;김진흠
    • The Korean Journal of Applied Statistics
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    • v.4 no.1
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    • pp.25-32
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    • 1991
  • An Asymptotically distribution-free test is considered for testing parallelism against ordered alternatives in two-way layouts. The test procedure is based on a statistic which uses Jonckheere's idea after adjusting the block effects. Large-sample properties including the efficiency and limiting distribution of the test statistic are obtained. The proposed test is compared with other tests through a small-sample Monte Carlo study.

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A note on the sample size determination of sequential and multistage procedures

  • Choi, Kiheon
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1279-1287
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    • 2012
  • We particularly emphasized how to determine the number of replications with sequential and multistage procedures. So, the t-test is used to achieve some predetermined level of accuracy efficiently with loss function in the case of normal, chi-squared, an exponential distributions. We provided that the relevance of procedures are sequential procedure, two-stage procedure, modified two-stage procedure, three-stage procedure and accelerated sequential procedure. Monte Carlo simulation is carried out to obtain the stopping sample size that minimizes the risk.

Effect of complex sample design on Pearson test statistic for homogeneity (복합표본자료에서 동질성검정을 위한 피어슨 검정통계량의 효과)

  • Heo, Sun-Yeong;Chung, Young-Ae
    • 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.

The Admissibility of Some Nonparametric Tests

  • Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.223-229
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    • 1997
  • It is demonstrated that many standard nonparametric test such as the Mann-Whitney-Wilcoxon test, the Fisher-Yates test, the Savage test and the median test are admissible for a two-sample nonparametric testing problem. The admissibility of the Kruskal-Wallis test is demonstrated for a nonparametric one-way layout testing problem.

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