• Journal of the Korean Statistical Society
• /
• 제3권1호
• /
• pp.3-12
• /
• 1974

The two-stage sequential test, suggested by Baker [2] for testing hypotheses $H_0:\mu=\mu_0$ and $H_1:\mu=\mu_1$ of $N(\mu,\sigma^2)$ with the unknown $\sigma^2$ would not be amenable for applications unles some cluses on the choice of the first-stage sample size are available. The study in this paper is intended to shed some light on the size of the first-stage sample. An approximate method is used to estimate an optimal initial sample size that minimizes the average sample number. In brief, the optimal size is a strictly monotone decreasing function of the quantity $(\mu_1-\mu_0)/\sigma$. Empirical and simulation results are used to ascertain the negligible effect of possible errors due to approximations and assumptions used.

• 재무관리연구
• /
• 제26권2호
• /
• pp.181-201
• /
• 2009

This study is on the forecasting performance analysis of range volatility estimators(Parkinson, Garman and Klass, and Rogers and Satchell) relative to historical one using two-scale realized volatility estimator as a benchmark. American sub-prime mortgage loan shock to Korean stock markets happened in sample period(January 2, 2006~March 10, 2008), so the structural change somewhere within this period can make a huge influence on the results. Therefore sample was divided into two sub-samples by May 30, 2007 according to Zivot and Andrews unit root test results. As expected, the second sub-sample was much more volatile than the first sub-sample. As a result of forecasting performance analysis, Rogers and Satchell volatility estimator showed the best forecasting performance in the full sample and relatively better forecasting performance than other estimators in sub-samples. Range volatility estimators showed better forecasting performance than historical volatility estimator during the period before the outbreak of structural change(the first sub-sample). On the contrary, the forecasting performance of range volatility estimators couldn't beat that of historical volatility estimator during the period after this event(the second sub-sample). The main culprit of this result seems to be the increment of range volatility caused by that of intraday volatility after structural change.

• Journal of the Korean Data and Information Science Society
• /
• 제15권1호
• /
• pp.31-39
• /
• 2004

In this paper, we consider two components system which the lifetimes follow bivariate pareto model with bivariate random censored data. We assume that the censoring times are independent of the lifetimes of the two components. We develop large sample test for testing independence between two components. Also we present a simulation study which is the test based on asymptotic normal distribution in testing independence.

• 한국전기전자재료학회:학술대회논문집
• /
• 한국전기전자재료학회 2004년도 하계학술대회 논문집 Vol.5 No.2
• /
• pp.1121-1124
• /
• 2004

Aging test to estimate life property of polymer insulator is executed through several international standard such as IEC 61109 and CEA tracking wheel test, but is not getting clear conclusion yet. There are two methods in the diagnosis method of polymer insulator such as off-line and on-line. The diagnosis methods in off-line are external condition analysis by the eye, contaminant analysis on surface, surface analysis, pollution withstand voltage test, power frequency flashover voltage test, lightning impulse flashover test, tensile fracture load test and flexural load test. The diagnosis methods in off-line most are the method for virgin and last aged sample. However, the diagnosis method in on-line is method that can be evaluate sample state as progressing continuously aging test in beginning, The diagnosis method in on-line is arranged as following: leakage current measurement, electric field, surface state investigation, thermal image, emitting light measurement and then so. In this paper, the tracking performance of polymer insulator with salt solution which is added surface active agent. The diagnosis of insulator sample has been analyzed by leakage current and visual examination.

• 한국지반공학회:학술대회논문집
• /
• 한국지반공학회 2008년도 춘계 학술발표회 초청강연 및 논문집
• /
• pp.926-931
• /
• 2008

This paper show two different standardized test methods(Japanese Geotechnical Society; JGS 2003). One test is a "Test Method for Frost Heave Prediction Test, JGS 0171-2003", and the other test is a "Test Method for Frost Susceptibility, JGS 0172-2003". The purpose of this test is to obtain the freezing rate(freezing speed), frost heave ratio(heave to sample height), frost heave rate(heaving speed), and other parameters to be used for frost heave prediction and determine the frost susceptibility by freezing test with water intake. This method shall be used to predict the frost heave in frozen ground and evaluate the frost susceptibility of natural and replacement materials.

• 응용통계연구
• /
• 제22권5호
• /
• pp.1047-1057
• /
• 2009

The nonparametric bivariate two-sample test of Bennett (1967) is extended to the multivariate k sample test. This test has been easily modified for a monotone trend among k samples. Often in applications it is important to consider a set of multivariate response variables simultaneously, rather than individually, and also important to consider testing k samples altogether. Different approaches of estimating the null covariance matrices of the test statistics resulted in the same limiting form. The multivariate k sample test is applied to the non-normal data of a randomized trial conducted for a period of four weeks in mental hospitals. The purpose of the trial is to compare the efficacy of three different interventions for a relief of the frequently occurring problems of constipation, caused as a side effect of antipsychotic drugs during hospitalization. The bowel movement status of patient for a week is summarized into a single severity score, and severity scores of four weeks comprise a four-dimensional multivariate variable. It is desirable with this trial data to consider a multivariate testing among k samples.

• 응용통계연구
• /
• 제7권2호
• /
• pp.213-224
• /
• 1994

두개의 공분산 행렬의 동질성을 검정하는데 있어서, influence curve 방법을 이용하여 outlier를 찾는데 유용한 진단법을 제시한다. 이러한 진단법은 두개 이상의 공분산 행렬의 경우에 쉽게 일반화된다. 경험적 분포함수에 입각한 진단법의 sample version을 고려하며, 이것은 Wilks가 제안한 한개의 outlier를 찾는데 필요한 통계량과 두개의 모집단의 경우로 일반화된 Wilks 통계량을 포함한다.

• Journal of the Korean Data and Information Science Society
• /
• 제14권4호
• /
• pp.789-797
• /
• 2003

In this paper, we consider two components system which have bivariate weibull model with bivariate random censored data. We proposed large sample test for independence based on maximum likelihood estimator and relative frequency estimator, respectively. Also we derive asymptotic properties for the large sample tests and present a numerical study.

• Communications for Statistical Applications and Methods
• /
• 제17권1호
• /
• pp.89-98
• /
• 2010

In this paper, a two-stage group sampling plan based on the time truncated life test is proposed for the Weibull distribution. The design parameters such as the number of groups and the acceptance number in each stage are determined by satisfying the producer's and consumer's risks simultaneously when the group size and the test duration are specified. The acceptable reliability level is expressed by the ratio of the true mean life to the specified life. It was demonstrated from the comparison with single-stage group sampling plans that the proposed plan can reduce the average sample number or improve the operating characteristics.

• International Journal of Reliability and Applications
• /
• 제6권1호
• /
• pp.53-64
• /
• 2005

In this paper, we propose a nonparametric test procedure for the multivariate, grouped and right censored data for two sample problem. For the construction of the test statistic, we use the linear rank statistics for each component and apply the permutation principle for obtaining the null distribution. For the large sample case, the asymptotic distribution is derived under the null hypothesis with the additional assumption that two censoring distributions are also equal. Finally, we illustrate our procedure with an example and discuss some concluding remarks. In appendices, we derive the expression of the covariance matrix and prove the asymptotic distribution.