• 제목/요약/키워드: 통계검정

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A case study of MS Excel's powerful functions for statistical data analysis. (Focused on an Analysis of Variance menu) (자료 통계 분석을 위한 MS 엑셀의 유용한 기능들에 관한 사례연구 (지하철 이용객 자료 분석))

  • Kim, Sook-Young
    • Journal of the Korea Computer Industry Society
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    • 제9권5호
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    • pp.223-228
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    • 2008
  • A case study to show MS Excel's convenient and powerful functions was conducted to test hypotheses with subway data. Quantitative variables were described using descriptive menu, and qualitative variables were described using histogram menu of a MS Excel software. Relationships were tested using regression menu, differences were tested using t-test menu, and factors were tested using variance-layout menu of a Excel software. Data input, management, and statistical analysis were done successfully with only a MS Excel software.

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Testing for stochastic order in interval-valued data (구간 자료의 확률적 순서 검정)

  • Choi, Hyejeong;Lim, Johan;Kwak, Minjung;Park, Seongoh
    • The Korean Journal of Applied Statistics
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    • 제32권6호
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    • pp.879-887
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    • 2019
  • We construct a procedure to test the stochastic order of two samples of interval-valued data. We propose a test statistic that belongs to a U-statistic and derive its asymptotic distribution under the null hypothesis. We compare the performance of the newly proposed method with the existing one-sided bivariate Kolmogorov-Smirnov test using real data and simulated data.

Nonparametric test procedures the changepoint problem with multiple observations (다중자료를 갖는 변화시점 모형에서의 비모수적인 검정법)

  • 김경무
    • The Korean Journal of Applied Statistics
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    • 제4권1호
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    • pp.33-45
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    • 1991
  • In the analysis of changepoint model the situation where single observation is taken at each time point has been considered. In an effort to extend this to the general situation, we may consider the changepoint model with more than one observation at each time point. These tests are developed without assuming any particular form for the underlying distribution, we propose the one-sided and two-sided nonparametric tests by extending the tests that have been considered in the changepoint model with single observation at each time point and obtain their asymptotic null distributions. We compare the empirical powers among the extended changepoint tests under one-sided or two-sided alternatives. We also compare the powers of the extended changepoint tests with those of the original test via the Monte Carlo simulation.

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Comparing the performance of likelihood ratio test and F-test for gamma generalized linear models (감마 일반화 선형 모형에서의 가능도비 검정과 F-검정 비교연구)

  • Jo, Seongil;Han, Jeongseop;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • 제31권4호
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    • pp.475-484
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    • 2018
  • Gamma generalized linear models are useful for non-negative and skewed responses. However, these models have received less attention than Poisson and binomial generalized linear models. In particular, hypothesis testing for the significance of regression coefficients has not been thoroughly studied. In this paper we assess the performance of various test statistics for gamma generalized linear models based on numerical studies. Our results show that the likelihood ratio test and F-type test are generally recommended and that the partial deviance test should be avoided in practice.

A Test of the Multivariate Normality Based on Likelihood Functions (가능도 함수를 기초로 한 다변량 정규성 검정)

  • Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • 제15권2호
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    • pp.223-232
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    • 2002
  • The present paper develops a test of the multivariate normality based on nonlinear transformations and the likelihood function. For checking the normality, we test the shape parameter which indexes the family of transformations. A score test and a parametric bootstrap test are used to evaluate the discrepancy between the data and a multivariate normal distribution. In order to compare the performance of our test with the existing tests, a simulation study was carried out for several situations where nuisance parameters have to be estimated. The results showed that the proposed method is superior to the existing methods.

Rank transformation analysis for 4 $\times$ 4 balanced incomplete block design (4 $\times$ 4 균형불완전블럭모형의 순위변환분석)

  • Choi, Young-Hun
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.231-240
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    • 2010
  • If only fixed effects exist in a 4 $\times$ 4 balanced incomplete block design, powers of FR statistic for testing a main effect show the highest level with a few replications. Under the exponential and double exponential distributions, FR statistic shows relatively high powers with big differences as compared with the F statistic. Further in a traditional balanced incomplete block design, powers of FR statistic having a fixed main effect and a random block effect show superior preference for all situations without regard to the effect size of a main effect, the parameter size and the type of population distributions of a block effect. Powers of FR statistic increase in a high speed as replications increase. Overall power preference of FR statistic for testing a main effect is caused by unique characteristic of a balanced incomplete block design having one main and block effect with missing observations, which sensitively responds to small increase of main effect and sample size.

Permutation test for a post selection inference of the FLSA (순열검정을 이용한 FLSA의 사후추론)

  • Choi, Jieun;Son, Won
    • The Korean Journal of Applied Statistics
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    • 제34권6호
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    • pp.863-874
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    • 2021
  • In this paper, we propose a post-selection inference procedure for the fused lasso signal approximator (FLSA). The FLSA finds underlying sparse piecewise constant mean structure by applying total variation (TV) semi-norm as a penalty term. However, it is widely known that this convex relaxation can cause asymptotic inconsistency in change points detection. As a result, there can remain false change points even though we try to find the best subset of change points via a tuning procedure. To remove these false change points, we propose a post-selection inference for the FLSA. The proposed procedure applies a permutation test based on CUSUM statistic. Our post-selection inference procedure is an extension of the permutation test of Antoch and Hušková (2001) which deals with single change point problems, to multiple change points detection problems in combination with the FLSA. Numerical study results show that the proposed procedure is better than naïve z-tests and tests based on the limiting distribution of CUSUM statistics.

Two-sample chi-square test for randomly censored data (임의로 관측중단된 두 표본 자료에 대한 카이제곱 검정방법)

  • 김주한;김정란
    • The Korean Journal of Applied Statistics
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    • 제8권2호
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    • pp.109-119
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    • 1995
  • A two sample chi-square test is introduced for testing the equality of the distributions of two populations when observations are subject to random censorship. The statistic is appropriate in testing problems where a two-sided alternative is of interest. Under the null hypothesis, the asymptotic distribution of the statistic is a chi-square distribution. We obtain two types of chi-square statistics ; one as a nonnegative definite quadratic form in difference of observed cell probabilities based on the product-limit estimators, the other one as a summation form. Data pertaining to a cancer chemotheray experiment are examined with these statistics.

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확률화 블럭 계획법에서 동위회귀를 이용한 우산형 대립가설의 비모수검정법

  • 김동희;김영철
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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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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A Comparison of Survival Distributions with Unequal Censoring Distributions (이질적인 중도절단분포 하에서 생존분포의 동일성 검정법 비교연구)

  • Song, Sujeong;Lee, Jae Won
    • The Korean Journal of Applied Statistics
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    • 제27권1호
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    • pp.1-11
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    • 2014
  • The Weighted Logrank test and its special case, Logrank test are widely used to compare survival distributions; however, these methods are inappropriate when the sample size is small or censoring distributions are not equal since they use test statistics from approximate distributions. A permutation test can be an alternative for small sample cases; however, this should be used only when censoring distributions are equal. To handle cases with small sample size and unequal censoring distributions, the permutation-imputation method was developed to compare two survival distributions. In this paper, approximate method, permutation method and permutation-imputation method were compared using a Logrank test and Prentice-Wilcoxon test for three or more survival distributions comparison.