• 제목/요약/키워드: two-sample test

검색결과 1,452건 처리시간 0.027초

A Note on Parametric Bootstrap Model Selection

  • Lee, Kee-Won;Songyong Sim
    • Journal of the Korean Statistical Society
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    • 제27권4호
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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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    • 제19권4호
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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
    • 통합자연과학논문집
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    • 제5권4호
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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.

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

  • 이창호;최성운
    • 대한안전경영과학회지
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    • 제10권3호
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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.

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

  • 조현호;성원찬;김성현;박동철;강연준
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2014년도 춘계학술대회 논문집
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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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이원배치모형에서 순서대립가설에 대한 점근분포무관검정법에 관한 연구 (On asymptotically distribution-free test for ordered alternatives in two-way layouts)

  • 송문섭;김진흠
    • 응용통계연구
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    • 제4권1호
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    • pp.25-32
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    • 1991
  • 본 논문에서는 이원배치모형에서 처리효과의 순서대립가설을 검정하기 위한 점근분포무관 검정법을 제안하고 제안한 통계량의 점근정규성과 일반화된 Puri의 통계량과의 점근상대효율을 살펴보았다. 또한 소표본에서 Monte Carlo연구를 통하여 제안된 통계량을 기존의 다른 방법들과 비교 연구하였다.

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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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    • 제23권6호
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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.

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

  • 허순영;정영애
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.757-764
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    • 2012
  • 복합표본설계에 기초한 범주형 조사자료는 통상적인 피어슨 카이제곱검정에 필요한 조건을 만족하지 못한다. 그러나 많은 조사연구에서 복잡한 표본설계 방법을 적용하고 있지만, 종래의 피어슨 검정결과를 제시하고 있다. 본 연구는 복합표본설계에 의한 범주형자료의 동질성검정에 대한 실증분석을 통해, 종래의 피어슨 검정과 불편검정인 왈드검정, 표본설계를 반영한 비율추정치를 사용하는 피어슨 검정을 비교하였다. 분석결과, 종래의 피어슨검정은 표본설계를 반영하는 검정들에 비해 통계량 값이 매우 크고, 유의확률이 심각하게 작게 나타나는 것을 확인하였다. 복합표본설계를 반영하되 추정량의 분산을 아는 경우와 모르는 경우의 비교에서는 범주수, 설계효과행렬의 고유치들의 평균과 표준편차에 영향을 받는 것을 확인하였다.

The Admissibility of Some Nonparametric Tests

  • Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • 제26권2호
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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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