• The Korean Journal of Applied Statistics
• /
• v.14 no.1
• /
• pp.191-199
• /
• 2001

본 소고는 n명의 심사자가 k개의 객체를 평가하여 얻어진 불완전 순위자료에서 객체간 선호도에 있어 차이가 없다는 영가설을 검정하는 방법에 관한 연구이다. 주어진 자료에서 결측값들을 다중대체하는 방식을 제안하고 이들을 평균 p-값으로 묶는 몬테칼로방식의 임의순열 검정을 제안한다.

• The Korean Journal of Applied Statistics
• /
• v.8 no.1
• /
• pp.151-157
• /
• 1995

The method for detecting the best treatment is considered by means of hypothesis testing in the exponential case. The likelihood ratio test for a given hypothesis is derived to control the error probability, and the minimum powers in the interested regions are calculated to design the sampling plan.

• The Korean Journal of Applied Statistics
• /
• v.1 no.2
• /
• pp.66-81
• /
• 1987

A new nonparametric sequential testing procedure is proposed in the paper. Sequential observations are divided into equally sized groups and a nonparametric statistic, which is appropriate for testing the given hypotheses, is obtained from each group. Then Wald's sequential test is applied for the case where the log probability ratio statistic is replaced by the nonparametric statistic. The properties of such test are evaluated approximately by the Wiener process.

• Journal of the Korean Data and Information Science Society
• /
• v.12 no.1
• /
• pp.41-50
• /
• 2001

We propose the Bayesian testing for the equality of K-exponential populations means. Specially we use the intrinsic Bayesian factors suggested by Beregr and Perrichi (1996,1998) based on the noninformative priors for the parameters. And, we investigate the usefulness of the proposed Bayesian testing procedures via simulations.

• Journal of Korean Society of Disaster and Security
• /
• v.13 no.1
• /
• pp.1-11
• /
• 2020

One of the important problem in statistical hydrology is to estimate the appropriated probability distribution for a given sample data. For the problem, a goodness-of-fit test is conducted based on the similarity between estimated probability distribution and assumed theoretical probability distribution. Probability plot correlation coefficient test (PPCC) is one of the goodness-of-fit test method. PPCC has high rejection power and its application is simple. In this study, test statistics of PPCC were derived for generalized extreme value distribution (GEV) models based on L-moments and these statistics were suggested by the multiple and nonlinear regression equations for its usability. To review the rejection power of the newly proposed method in this study, Monte Carlo simulation was performed with other goodness-of-fit tests including the existing PPCC test. The results showed that PPCC-A test which is proposed in this study demonstrated better rejection power than other methods, including the existing PPCC test. It is expected that the new method will be helpful to estimate the appropriate probability distribution model.

• The Korean Journal of Applied Statistics
• /
• v.27 no.5
• /
• pp.833-842
• /
• 2014

Non-inferiority trials indicate whether the effect of an experimental treatment is not worse than an active control. Chen et al. (2006) and Kang (2010) proposed a test method for non-inferiority trials using confidence intervals. In this paper, we suggest a new nonparametric method using a confidence interval based on Wilcoxon rank-sum test and Hodges-Lehmann estimator of active control. A Monte-Carlo simulation study compares the type I error and the power of the proposed method with previous methods.

• The Korean Journal of Applied Statistics
• /
• v.8 no.2
• /
• pp.87-97
• /
• 1995

When there is no main effcts or only one main effect in a $2 \times 2$ factorial design, Type I error rates and power for the rank transformed F test (FR test) for interaction are nearly equal to those of the classical F test. However the power of FR test is quite superior under the exponential distribution rather than the of FR test is quite superior under the exponential distribution rather than the normal distribution. Meanwhile when both main effects are in the model, Type I error rates of FR test, compared with those of F test, decrease as the effect size increases and are dependent on the fashion in which main effects are constructed. In addition, the power of FR test increases as the effect size and the sample size increase and is highly dependent on the manner in which main effects are constructed and the type of population distribution.

• The Korean Journal of Applied Statistics
• /
• v.23 no.6
• /
• pp.1115-1124
• /
• 2010

Normal approximation methods under the null hypothesis of no difference are frequently used to test the two independent proportions in non-inferiority trials. However, these tests are not appropriate under the null hypothesis of non-zero difference. We review the likelihood score methods proposed by Miettinen and Nurminen, Farrington and Manning, and Gart and Nam and compare the performance of these tests. The simulation study shows that the likelihood score tests under the null hypothesis of non-zero difference have better performance at a Type I error and power than usual normal approximation methods.

• Journal of the Korean Data and Information Science Society
• /
• v.25 no.2
• /
• pp.385-392
• /
• 2014

Random walk hypothesis is a hypothesis that explains theoretically the difficulty in forecasting in financial market. Various tests for the hypothesis have been developed so far but it is known that those tests suffer from low power and size distortion. In this article, a sign test based on slopes are suggested to overcome these difficulties. A simulation study is conducted to compare this test to the often used Dickey and Fuller (1979) test.

• The Korea Swine Journal
• /
• v.6 no.8 s.60
• /
• pp.88-92
• /
• 1984