• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.205-215
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• 1998

정규분포에 관한 검정에 있어서 P-P 플롯과 Q-Q 플롯의 가시적인 변동을 이용한 통계량을 제시하고 이 통계량들과 Shapiro-Wilk의 W 통계량과의 비교를 정확도(accuracy)의 측면을 고려하여 실시하였다. 또한, 의학이나 임상에서 척도의 우수성을 검정하기 위해 많이 사용하는 Receiver Operating Characteristic (ROC) 분석 기법을 이용하여 제시된 통계량들에 관한 Power와 Accuracy는 물론 Best Cut-Off 측면에서의 효율성을 검정하였다.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.351-362
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• 1998

In this paper, a test of fit for Weibull distribution on the estimated Kullback-Leibler information is proposed. The test uses the Vasicek entropy estimates, so to compute it a window size m must first be fried, and then is obtained critical values computed by Monte Carlo simulations. The power of the proposed test under various alternatives is compares with that of ocher famous tests. The use of the test is shown in an illustrative example.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.683-691
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• 2012

In $4{\times}4$ graeco-latin square design, powers of rank transformed statistic for testing the main effect are superior to powers of parametric statistic without regard to the effect structure with equally or unequally spaced effect levels as well as the type of population distributions such as exponential, double exponential, normal and uniform distribution. As numbers of block effect or effect sizes are decreased, powers of rank transformed statistic are much higher than powers of parametric statistic. In case that block effects are smaller than a main effect or one block effect is higher than other block effects, powers of rank transformed statistic are much higher than powers of parametric statistic in $4{\times}4$ graeco-latin square design with three block effects and one main effect.

• The Korean Journal of Applied Statistics
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• v.3 no.1
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• pp.105-120
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• 1990

In this paper, a sequential test procedure is defined by using cumulative sum (CUSUM) of statistics. The properties as well as the efficiency of the CUSUM test are studied in comparison with the sequential probability ratio test (SPRT). It was shown that, the operating characteristic function and the average sample numbrer can be derived by Wald and Wiener process approximations. Also it was shown that the statistics used in the CUSUM test is determined to provide asymtotically equivalent efficiency compared to the SPRT. The efficiency of the CUSUM test and the SPRT are cpmpared by an example for some limited number of cases in the exponential distribution.

• 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.

• The Korean Journal of Applied Statistics
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• v.23 no.3
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• pp.487-495
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• 2010

This paper develops a goodness of fit test statistic to test if the progressively Type II censored sample comes from an exponential distribution with origin known. The test is based on normalizing spacings and Stephens (1978)' modified Shapiro and Wilk (1972) test for exponentiality. The modification is for the case where the origin is known. We applied the same modification to Kim (2001a)'s statistic, which is based on the ratio of two asymptotically efficient estimates of scale. The simulation results show that Kim (2001a)'s statistic has higher power than Stephens' modified Shapiro and Wilk statistic for almost all cases.

• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.143-152
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• 2017

Restriction of completely randomization within a block can be handled by a split plot factorial design splitted by several plots. $3{\times}3$ split plot factorial design with two fixed main factors and one fixed block shows that powers of the rank transformed statistic for testing whole plot factorial effect and split plot factorial effect are superior to those of the parametric statistic when existing effect size is small or the remaining effect size is relatively smaller than the testing factorial effect size. Powers of the rank transformed statistic show relatively high level for exponential and double exponential distributions, whereas powers of the parametric and rank transformed statistic maintain similar level for normal and uniform distributions. Powers of the parametric and rank transformed statistic with two fixed main factors and one random block are respectively lower than those with all fixed factors. Powers of the parametric andrank transformed statistic for testing split plot factorial effect with two fixed main factors and one random block are slightly lower than those for testing whole plot factorial effect, but powers of the rank transformed statistic show comparative advantage over those of the parametric statistic.

• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.863-879
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• 1997

정규분포에 대한 적합도 검정은 실제적인 측면이나 이론적인 측면에서 그 중요성을 무시할 수 없다. 본 연구에서는 이변량 정규분포의 적합도 검정을 위한 통계량을 제안하였다. 주요 아이디어는 모든 가능한 이변량 분포의 선형조합을 고려하여, 그 선형조합이 순서통계량을 이론적인 분위수와 비교하는 것이다. 또한 제안된 통계량의 극한분포가 Gaussian process의 적분의 형태로 표시될 수 있음을 보였다.

• Proceedings of the Korean Statistical Society Conference
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• 2005.05a
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• pp.73-77
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• 2005

본 논문은 시계열에 내재된 설${\cdot}$추석 등 음력 명절효과의 존재를 검정하기 위해 RegARIMA 모형의 잔차에 대한 t-검정 통계량을 제시하였으며 Box-plot에 의한 그래프적 진단을 시도하였다. 제시된 t-검정 결과를 X-12-ARIMA의 AICC-사전검정 및 RegARIMA 모형에 의해 추정된 명절효과 회귀계수의 t-값과 비교하였다. 사용된 명절효과 변수는 Bell과 Hillmer(1983)의 명절효과 변수이다.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.243-248
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• 2003

Fattorini(1986)의 통계량은 Shapiro와 Wilk의 일변량 정규분포를 위한 검정통계량을 다변량으로 확장한 것이다. 본 논문에서는 Kim과 Bickel(2003)에서 제안한 이변량 정규분포를 위한 검정통계량을 Fattorini(1986)의 방법을 이용하여 이변량 이상인 경우에도 실제적으로 사용가능하도록 일반화하였다. 제안된 통계량은 Fattorini(1986) 통계량의 근사통계량으로 생각할 수 있으며 표본의 크기가 클 때도 사용가능하다.