• Title/Summary/Keyword: 위치모수

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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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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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Optimal design of a nonparametric Shewhart-Lepage control chart (비모수적 Shewhart-Lepage 관리도의 최적 설계)

  • Lee, Sungmin;Lee, Jaeheon
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.339-348
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    • 2017
  • One of the major issues of statistical process control for variables data is monitoring both the mean and the standard deviation. The traditional approach to monitor these parameters is to simultaneously use two seperate control charts. However there have been some works on developing a single chart using a single plotting statistic for joint monitoring, and it is claimed that they are simpler and may be more appealing than the traditonal one from a practical point of view. When using these control charts for variables data, estimating in-control parameters and checking the normality assumption are the very important step. Nonparametric Shewhart-Lepage chart, proposed by Mukherjee and Chakraborti (2012), is an attractive option, because this chart uses only a single control statistic, and does not require the in-control parameters and the underlying continuous distribution. In this paper, we introduce the Shewhart-Lepage chart, and propose the design procedure to find the optimal diagnosis limits when the location and the scale parameters change simultaneously. We also compare the efficiency of the proposed method with that of Mukherjee and Chakraborti (2012).

지수분포의 검정을 위한 수정된 W-통계량

  • 김남현
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.141-146
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    • 2000
  • Shapiro와 Wilk(1972)는 위치모수와 척도모수가 미지인 경우 지수분포의 검정통계량을 제안하였다. 그것은 척도모수의 일반화 최소제곱추정량과 표본분산의 비로 구성되었다. 그러나 이 검정통계량은 일치성을 갖지 않는다. 본 논문에서는 척도모수의 두개의 점근유효추정량으로 구성된 통계량을 고려하고 이의 극한분포를 구하였다. 또한 두 개의 통계량의 검정력을 비교한 결과 제안된 통계량이 변동계수가 1보다 크거나 같은 분포에서 더 좋은 검정력을 가짐을 볼 수 있었다.

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A Test of Fit for Inverse Gaussian Distribution Based on the Probability Integration Transformation (확률적분변환에 기초한 역가우스분포에 대한 적합도 검정)

  • Choi, Byungjin
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.611-622
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    • 2013
  • Mudholkar and Tian (2002) proposed an entropy-based test of fit for the inverse Gaussian distribution; however, the test can be applied to only the composite hypothesis of the inverse Gaussian distribution with an unknown location parameter. In this paper, we propose an entropy-based goodness-of-fit test for an inverse Gaussian distribution that can be applied to the composite hypothesis of the inverse Gaussian distribution as well as the simple hypothesis of the inverse Gaussian distribution with a specified location parameter. The proposed test is based on the probability integration transformation. The critical values of the test statistic estimated by simulations are presented in a tabular form. A simulation study is performed to compare the proposed test under some selected alternatives with Mudholkar and Tian (2002)'s test in terms of power. The results show that the proposed test has better power than the previous entropy-based test.

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.

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.

Location Area Design of a Mobile Cellular Network with Time-dependent Mobile flow and Call Arrival Rate (시간에 따른 인구유동 / 호 발생의 변화를 고려한 이동통신 네트워크의 위치영역 설계)

  • Hong, Jeong-Sik;Jang, Jae-Seong;Kim, Ji-Pyo;Lee, Chang-Hun;Lee, Jin-Seung
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.775-783
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    • 2005
  • 이동통신 네트워크의 위치영역 설계는 위치관리 비용을 최소화하도록 네트워크를 위치영역으로 분리하는 문제이다. 기존 위치영역 설계 관련 연구는 설계의 모수가 되는 호 발생률 및 셀 간 가입자 이동률을 고정된 것으로 가정하였다. 그러나 실제 환경에서의 두 모수는 시간에 따라 변화하고, 일정한 패턴을 나타내며, 시간 당 셀 내 인구에 영향을 받는다. 본 연구에서는 이러한 인구유동 및 호 발생의 불확실성 및 시간에 따는 패턴 변화를 고려하여 기준 이상의 페이징 서비스 품질을 만족시키고, 비용을 최소화 하는 위치영역 설계 방식을 제안하였다. 모수의 변동에 일정 서비스 품질을 보장하기 위해 시간대 및 가동률 상한의 개념을 도입하여 추계적 문제를 정적 그래프 분리문제로 변환하였고, 이에 대한 솔루션은 Simulated Annealing을 응용한 경험적 최적해 도출 알고리즘을 이용하여 도출했다.

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Nonparametric procedures using placement in randomized block design with replications (반복이 있는 랜덤화 블록 계획법의 위치를 이용한 비모수 검정법)

  • Lee, Sang-Yi;Kim, Dong-Jae
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1105-1112
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    • 2011
  • Mack (1981), Skilling and Wolfe (1977, 1978) proposed typical nonparametric method in randomized block design with replications. In this paper, we proposed the procedures based on placement as extension of the two sample placement tests described in Orban and Wolfe (1982) and treatment versus control tests described in Kim (1999). Also Monte Carlo simulation study is adapted to compare power of the proposed procedure with those of previous procedures.

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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