응용통계연구 (The Korean Journal of Applied Statistics)

  • 제24권5호
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  • Pages.883-891
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  • 2011
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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임의중도절단자료에 대한 로그정규성 검정

Testing Log Normality for Randomly Censored Data

  • 투고 : 20110600
  • 심사 : 20110900
  • 발행 : 2011.10.31
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⟨ 이전 논문 다음 논문 ⟩

초록

수명시간에 대한 모형으로 로그정규분포가 자주 사용되며, 이는 자료의 변환에 의하여 정규성 검정과 동일한 문제로 생각할 수 있다. 따라서 자료의 로그정규성 검정을 위하여, 정규성 검정에 자주 이용되는 Shapiro-Wilk 형태의 검정통계량을 Kaplan-Meier의 product limit 경험분포함수를 이용하여 임의중도절단자료로 일반화한다. Cram er von Mises 통계량을 임의중도절단자료로 일반화한 Koziol과 Green (1976)의 통계량과 비교하였으며 이를 위하여 단순귀무가설을 가정하였다. 중도절단분포에 대한 모형으로는 Koziol과 Green (1976)에서 제시한 모형과 이와 유사한 다른 모형 두 가지를 고려하였다. 검정력 비교 결과 제시한 통계량이 로그정규성 또는 정규성 검정에 더 좋은 검정력을 보여주었으며 검정력은 중도절단분포 모형보다는 자료의 중도절단비율에 영향을 받는다는 것을 볼 수 있었다.

For survival data we sometimes want to test a log normality hypothesis that can be changed into normality by transforming the survival data. Hence the Shapiro-Wilk type statistic for normality is generalized to randomly censored data based on the Kaplan-Meier product limit estimate of the distribution function. Koziol and Green (1976) derived Cram$\acute{e}$r-von Mises statistic's randomly censored version under the simpl hypothesis. These two test statistics are compared through a simulation study. As for the distribution of censoring variables, we consider Koziol and Green (1976)'s model and other similar models. Through the simulation results, we can see that the power of the proposed statistic is higher than that of Koziol-Green statistic and that the proportion of the censored observations (rather than the distribution of censoring variables) has a strong influence on the power of the proposed statistic.

키워드

참고문헌

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피인용 문헌

  1. Testing Exponentiality Based on EDF Statistics for Randomly Censored Data when the Scale Parameter is Unknown vol.25, pp.2, 2012, https://doi.org/10.5351/KJAS.2012.25.2.311