• Title/Summary/Keyword: 비모수적 검정

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척도모수에 대한 비모수적 검정법에 관한 연구

  • 김동재
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.169-178
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    • 1996
  • 일반적인 실험군과 대조군의 척도모수에 대한 가설을 Orban과 Wolfe(1982)가 도입한 placement를 이용하여 비모수적 검정법을 제안하였다. 위치모수를 알고 있는 경우에 제안된 통계량의 귀무가설하에서의 평균과 분산 그리고 반복점근분포(iterative asymptotic distribution)를 구하였고 기존의 검정법들과 소표본 모의실험을 통하여 실험 유의수준과 실험검정력을 비교하였다.

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반복이 없는 이원배치에서 분포의 동일성 검정에 대한 비모수적 검정법

  • 이기훈
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.765-774
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    • 1997
  • 본 논문에서는 반복이 없는 이원배치에서 교호작용의 존재를 가정하고 처리수준간의 모집단 분포의 동일성을 검정하는 비모수적 검정법을 제안하였다. 검정통계량의 구성을 위하여 순위벡터를 그 구조의 형태별로 정리한 순위위치벡터를 제안하고, 이의 특성과 응용가능성을 연구하였다. 또한 모의 검정력 연구를 통하여 기존의 비모수적 방법이 갖는 약점과 제안한 통계량의 우수함을 실증하였다.

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Nonparametric Test for Bivariate Alternating Location Translation Alternatives (이변량 교대 위치이동 대립가설에 대한 비모수적 검정)

  • 나종화;박효일
    • The Korean Journal of Applied Statistics
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    • v.13 no.1
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    • pp.71-80
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    • 2000
  • 본 논문에서는 이변량 분포함수의 위치모수에 대한 교대위치이동 대립가설에 대한 비모수적 검정법을 제안하였다. 소표본의 경우 실제 자료에 대해 순열원리에 기초한 근사적 검정법을 제시하였다. 모의실험을 통하여 Bhattacharyya와 Johnson(1970)의 층계순위(layer ranks)에 기초한 검정법과 검정력을 비교하였다.

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A study on a nonparametric test for ordered alternatives in regreesion problem (회귀직선에서 순서대립가설에 대한 비모수적 검정법 연구)

  • 이기훈
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.237-245
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    • 1993
  • A nonparametric test for the parallelisim of k regression lines against ordered alternatives is proposed. The test statistic is weighted Jonckheere-type statistic applied to slope estimators obtained from each lines. The distribution of the proposed test statistic is asymptotically distribution-free. From the viewpoint of efficiencies, the proposed test desirable properties and is more efficient than the other nonparametric tests.

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Comparison of Some Nonparametric Statistical Inference for Logit Model (로짓모형의 비모수적 추론의 비교)

  • 정형철;김대학
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.355-366
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    • 2002
  • Nonparametric statistical inference for the parameter of logit model were examined. Usually nonparametric approach is milder than parametric approach based on normal theory assumption. We compared the two nonparametric methods for legit model, the bootstrap and random permutation in the sense of coverage probability. Monte Carlo simulation is conducted for small sample cases. Empirical power of hypothesis test and coverage probability for confidence interval estimation were presented for simple and multiple legit model respectively. An example were also introduced.

Nonparametric procedures using aligned method and joint placement in randomized block design (랜덤화 블록 계획법에서 정렬방법과 결합 위치를 이용한 비모수 검정법)

  • Jo, Sungdong;Kim, Dongjae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.95-103
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    • 2013
  • Nonparametric procedure in randomized block design (RBD) was proposed by Friedman (1937) for general alternatives. Also Page (1963) suggested the test for ordered alternatives in RBD. In this paper, we proposed the new nonparametric method in randomized block design using aligned method suggested by Hodges and Lehmann (1962) and the joint placement described in Chung and Kim (2007). Also, Monte Carlo simulation study was adapted to compare the power of the proposed procedure with those of previous procedure.

Goodness-of-fit test for normal distribution based on parametric and nonparametric entropy estimators (모수적 엔트로피 추정량과 비모수적 엔트로피 추정량에 기초한 정규분포에 대한 적합도 검정)

  • Choi, Byungjin
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.847-856
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    • 2013
  • In this paper, we deal with testing goodness-of-fit for normal distribution based on parametric and nonparametric entropy estimators. The minimum variance unbiased estimator for the entropy of the normal distribution is derived as a parametric entropy estimator to be used for the construction of a test statistic. For a nonparametric entropy estimator of a data-generating distribution under the alternative hypothesis sample entropy and its modifications are used. The critical values of the proposed tests are estimated by Monte Carlo simulations and presented in a tabular form. The performance of the proposed tests under some selected alternatives are investigated by means of simulations. The results report that the proposed tests have better power than the previous entropy-based test by Vasicek (1976). In applications, the new tests are expected to be used as a competitive tool for testing normality.

Non-Inferiority Test in a Two-Arm Trial and a Three-Arm Trial Including a Placebo (활성대조군을 이용한 두 군 설계와 위약군을 포함한 세 군 설계의 비열등성 시험)

  • Lee, Ji-Sun;Kim, Dong-Jae
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.947-957
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    • 2008
  • Two-arm non-inferiority trials is often applied to parametric procedure suggested by Hauschke et al. (1999). Since this design does not allow a direct comparison of a new treatment group with placebo group, parametric procedure in a three-arm non-inferiority trial with a placebo group was suggested by Pigeot et al. (2003). But, procedures in these designs are necessary for distribution assumptions. Therefore we propose, in this paper, non parametric procedures employing Wilcoxon rank sum test in a two-arm design and linear contrast test suggested by Scheirer et al. (1976) in a three-arm design. The proposed nonparametric procedures and parametric procedures are compared by Monte Carlo simulation study.

비모수적 검정방법을 이용한 카오스 현상의 식별

  • Park, Yeong-Seon;Lee, Yong-Gyun;Cha, Gyeong-Jun;Park, Mun-Il;Oh, Jae-Eung
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.10a
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    • pp.139-150
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    • 2005
  • 본 연구에서는 잡음이 섞인 카오스 시스템으로부터 생성된 자료와 단순한 무질서를 갖는 불규칙한 자료를 구별할 수 있는 고전적인 비모수적 검정을 알아보고, 낮은 차원의 카오스 자료와 무질서한 자료를 구별할 수 있는 위상공간에서의 재구성(reconstruction) 기법을 로지스틱 및 지수 사상을 이용하여 살펴보았다.

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Nonparametric procedures using aligned method and joint placement in randomized block design with replications (반복이 있는 랜덤화 블록 계획법에서 정렬방법과 결합위치를 이용한 비모수 검정법)

  • Lee, Eunjee;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.2
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    • pp.291-299
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    • 2017
  • Mack and Skillings (1980) proposed nonparametric procedures in a randomized block design with replications as general alternatives. This method is used to find the difference in the treatment effect; however, it can cause a loss of inter block information using the ranking in each block. In this paper, we proposed new nonparametric procedures in a randomized block design with replications using an aligned method proposed by Hodges and Lehmann (1962) that used information of blocks and based on the joint placement suggest by Chung and Kim (2008). We also compared the power of the test of the proposed procedures and established a method through Monte Carlo simulation.