• Title/Summary/Keyword: 우산형 대립가설

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k-Sample Rank Tests for Umbrella Location-Scale Alternatives (k-표본 우산형 위치-척도 대립가설에 대한 순위검정법의 연구)

  • Hee Moon Park
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.159-171
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    • 1994
  • Some rank score tests are proposed for testing the equality of all sampling distribution functions against umbrella location-scale alternatives in k-sample problem. Only the case of known peak $\ell$ is considered. Under the null hypothesis and a contiguous sequence of unbrella location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the tests based on the Chen-Wolfe rank analogue statistic are more powerful than others for unequally spaced umbrella location-scale alternatives and robust.

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확률화 블럭 계획법에서 동위회귀를 이용한 우산형 대립가설의 비모수검정법

  • 김동희;김영철
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.167-175
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    • 1997
  • 확률화 블럭 계획법에서 동위회귀를 이용하여 우산형 대립가설에 대한 비모수검정법을 제안하고자 한다. 제안된 검정통계량은 Mack과 Wolfe (1981)의 통계량에서 처리들에 가중치를 준 형태가 되며, 동위회귀를 이용하여 확률변수인 가중치를 구하고 붓스트랩을 이용한 소표본에서 모의 실험을 통하여 몇가지 사례 및 분포에 대해 제안된 통계량의 검정력을 알아본다.

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Nonparametric method in randomized block design for umbrella alternatives based on aligned method and placement (랜덤화 블록 계획법에서 우산형 대립가설에 대한 정렬방법과 위치를 이용한 비모수 검정법)

  • Kim, Jeonghyun;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1399-1409
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    • 2016
  • Nonparametric methods in randomized block design were suggested by Friedman (1937) for general alternatives and were also proposed by Page (1963) for ordered alternatives in one-way layout; in addition, K-sample rank tests for umbrella alternatives were suggested by Mack and Wolfe (1981). In this paper, we proposed a nonparametric method of umbrella alternatives for randomized block design using the aligned method proposed by Hodges and Lehmann (1962) to use block information and using placement suggested by Kim (1999). Monte Carlo simulation was also adapted to compare the power of the proposed procedure with previous methods.

Nonparametric method using placement in a randomized complete block design (랜덤화 블록 계획법에서 위치를 이용한 비모수 검정법)

  • Sim, Sujin;Kim, Dongjae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1401-1408
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    • 2013
  • Kim and Kim (1992) proposed typical nonparametric method for umbrella alternative in randomized block design with replications. In this paper, We consider a test procedure for umbrella alternatives in a randomized block design using extension of the two sample placement tests described in Orban and Wolfe (1982) and treatment tests described in Kim (1999). We perform a Monte Carlo study to compare the empirical powers of the test statistics for underlying distributions.

Nonparametric Method in One-way Layout for Umbrella Alternatives based on Placement (일원배치법에서 Umbrella Alternatives에 대한 위치를 이용한 비모수 검정법)

  • Lee, Hyejung;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.28 no.6
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    • pp.1181-1189
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    • 2015
  • The treatment effect in clinical tests depending on dose of the drug; however, it can show a decreasing trend in fixed dose level due to side effects. The trend is known as an umbrella pattern; in addition, the method for the umbrella alternative is quite useful when the tendency is predicted in advance. In this paper, we propose a nonparametric method of umbrella alternatives for a one-way layout by using linear placement described in Orban and Wolfe (1982). The Monte Carlo simulation is adapted to compare the power of proposed procedure with previous methods.

확률화 블록 계획법에서 우산형 대립가설에 대한 점근 분포 무관 검정법의 연구

  • 김동희;김현기;이주현
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.83-92
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    • 1996
  • 확률화 블록 계획법에서 우산형 대립가설에 대한 점근 분포 무관 검정법을 제시하고 제안된 검정통계량의 점근적 정규성과 모수적 방법 및 비모수적 방법의 점근상대효율을 관찰하였다. 검점통계량은 블록 효과를 추정하여 제거한 관측치의 전체 블록 순위를 사용하여 제안하였으며 제안된 검정통계량의 소표본 Monte Carlo 연구를 통해 실험 검정력을 비교하였다. 그 결과 본 논문에서 제안된 검정통계량이 꼬리가 두꺼운 분포에서는 전반적으로 우수하고 로버스트한 것으로 나타났다.

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An asymptotically distribution-free test for parallelism of regression lines against umbrellar alternatives (회귀직선에서 우산형 대립가설에 대한 평행성의 점근 분포무관 검정법)

  • 김동희;임동훈
    • The Korean Journal of Applied Statistics
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    • v.8 no.1
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    • pp.105-117
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    • 1995
  • An asymptotically distribution-free procedure is proposed for paralleism of k regression lines against umbrella alternatives. Asymptotic properties are discussed, and comparative results relative to Kim and Lim(1994)'s tests show that our procedure is generally more powerful.

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확률화 블럭 모형에서 우산형 대립가설에 대한 'Near-Matches'의 갯수를 이용한 순위검정법에 관한 연구

  • 김동희;김영철
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.185-193
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    • 1995
  • b개의 블럭과 m개의 처리를 가지는 확률화 블럭 모형에서, 블럭내 순위들 사이의 "near-matches"의 갯수를 이용하여 처리효과의 우산형 대립가설에 대한 순위검정법을 제안하고자 한다.b가 고정되어 있고 처리 m의 갯수를 무한히 하면, Wilcoxon score에 대한 블럭내 순위들을 근거로 해서 제안된 검정법과 수정된 W-검정법과의 점근상대효율을 구하였고, 또한 소표본에서 Monte Carlo 연구를 통하여 제안된 통계량과 수정된 W-통계량을 비교 연구하였다.량을 비교 연구하였다.

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Nonparametric tests of parallelism aginst umbrella alternatives of slopes in k-regression lines (k개의 회귀직선에서 기울기들의 우산형 대립가설에 대한 평행성의 비모수 검정법에 관한 연구)

  • 김동희;임동훈
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.19-34
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    • 1994
  • In this paper we propose nonparametric tests of parallelism against umbrella alternatives of slopes in k-regression lines and investigate the asymptotic properties of the proposed test statistics. For the known peak and unknown peak, we suggest the test statistics and show that, from Monte Carlo study, the proposed test statistics have good empirical powers for heavy tailed distributions than the likelihood ratio tests.

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Nonparametric tests using optimal weights for umbrella alternatives in a randomized block design (확률화 블럭 계획법에서 최적 가중치를 이용한 우산형 대립가설의 비모수검정법)

  • 김동희;김영철
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.139-152
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    • 1996
  • In this paper we propose nonparametric tests using optimal weights for umbrella alternatives in a randomized block design. We obtain the optimal weights by maximizing the asymptotic relative efficiency of the proposed test statistics with respect to Mack and Wolf(1981) type test statistic, and investigate asymptotic relative efficiencies of the proposed test statistics using these optimal weights relative to Mack and Wolfe type statistics and linear rank statistic. Throughout simulations for small samples, the proposed test statistic has good powers rather than the other two tests when the block sizes are different.

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