• Title/Summary/Keyword: 통계적 가설 검정

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Image Fusion Based on Statistical Hypothesis Test Using Wavelet Transform (웨이블렛 변환을 이용한 통계적 가설검정에 의한 영상융합)

  • Park, Min-Joon;Kwon, Min-Jun;Kim, Gi-Hun;Shim, Han-Seul;Lim, Dong-Hoon
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.695-708
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    • 2011
  • Image fusion is the process of combining multiple images of the same scene into a single fused image with application to many fields, such as remote sensing, computer vision, robotics, medical imaging and military affairs. The widely used image fusion rules that use wavelet transform have been based on a simple comparison with the activity measures of local windows such as mean and standard deviation. In this case, information features from the original images are excluded in the fusion image and distorted fusion images are obtained for noisy images. In this paper, we propose the use of a nonparametric squared ranks test on the quality of variance for two samples in order to overcome the influence of the noise and guarantee the homogeneity of the fused image. We evaluate the method both quantitatively and qualitatively for image fusion as well as compare it to some existing fusion methods. Experimental results indicate that the proposed method is effective and provides satisfactory fusion results.

A study on change-points in simple linear regression (단순선형회귀에서의 변화점에 대한 연구)

  • 정광모;한미혜
    • The Korean Journal of Applied Statistics
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    • v.5 no.1
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    • pp.29-39
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    • 1992
  • A testing and estimation procedure is considered for changes at unknown time point in simple linear regression model. A test statistic of quadratic form is suggested. We also discuss the asymptotic distribution and its level control. The proposed method is compared with the likelihood ratio test through a example.

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Test and Analysis for Comovement-Locomotive Hypothesis (동조화 현상의 견인차 가설 검정과 분석)

  • Kim, Tae-Ho
    • The Korean Journal of Applied Statistics
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    • v.24 no.2
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    • pp.239-251
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    • 2011
  • The need for statistical analysis to discern the existence and the type of international business comovement has increased as business and economic variations in one country is directly transmitted to business and financial market conditions in another without a long lag. This study performs the statistical tests for th locomotive hypothesis to understand the structural character of the long-run mechanism among Korea-US current and future business movements and the domestic stock market. The U.S. future business prospect, rather than the US current and the domestic current and future business conditions, appears to signi cantl a ect the domestic stock market movement.

Financial Aspects of Korean Chaebol Firms in terms of Trend of Cash Holdings and Type of a Domestic Bourse (재벌기업의 현금 유동성 결정요인의 변화와 코스피시장과 코스닥시장 간 결정요인의 변화 차이에 대한 분석)

  • Kim, Hanjoon
    • The Journal of the Korea Contents Association
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    • v.15 no.10
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    • pp.504-516
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    • 2015
  • This study addresses one of the curent issues in modern finance, which investigates financial profile on the levels of the chaebol firms' cash hoardings in the domestic capital market. Iit may be imperative to search for robust and consistent financial determinants of cash holdings as well as identifying any changes or trend of the determinants affecting the corporate cash reserves in the post-era of the global financial turmoil, considering that interest parties at the government and corporate levels, still seem to have a controversy or debate on excess cash savings. Two hypotheses were postulated and empirically tested for the chaebol firms in the study, such as any transitional changes of the relevant factors on cash holdings and unique attributes of financial factors discriminating between the different type of domestic stock markets.

Forged Color Region Detection Using Color Pattern Decomposition and Hypothesis Test (컬러 패턴의 분해와 가설검정을 이용한 컬러 조작 영역 검출)

  • Seo, Jun Ryung;Eom, Il Kyu
    • Journal of the Institute of Electronics and Information Engineers
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    • v.52 no.7
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    • pp.77-85
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    • 2015
  • In this paper, we present a new method that can detect forged color region using color pattern decomposition and hypothesis testing approach. On the basis of the fact that the variance of the interpolated pixel is smaller than that of the original pixel, we use a statistical test method to judge the statistical inconsistency of variance. For this, we calculate the variance adopting a color pattern decomposition according to the demosaicking pattern. In addition, we apply high-pass filtering to enlarge the difference between the variances of original and interpolated pixel. Through experimental simulations, we can see that our proposed method can effectively detect forged color regions and shows superior detection performance compared to the conventional method.

A Robust Edge Detection method using Van der Waerden Statistic (Waerden 통계량을 이용한 강인한 에지검출 방법)

  • 최명희;이호근;김주원;하영호
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.41 no.3
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    • pp.147-153
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    • 2004
  • This paper proposes an efficient edge detection using Van der Waerden statistic in original and noisy images. An edge is where the intensity of an image moves from a low value to a high value or vice versa. We describe a nonparametric Wilcoxon test and a parametric T test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the T and Wilcoxon method perform sensitively to the noisy image, while the proposed Waerden method is robust over both noisy and noise-free images under $\alpha$=0.0005. Comparison with our statistical test and Sobel, LoG, Canny operators shows that Waerden method perform more effectively in both noisy and noise-free images.

A Study on the History of Statistics in the Early Twentieth Century Focused on Statistical Tests and Psychology (20세기 전반기 통계학사에 대한 연구 : 통계적 검정과 심리학을 중심으로)

  • Jo, Jae Keun
    • Journal for History of Mathematics
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    • v.26 no.4
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    • pp.277-299
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    • 2013
  • It was not until the early twentieth century that statistics emerged as an independent academic discipline. The developments of statistical theory and methods would not have been possible without heated controversies among founding fathers. One of them, controversy on the statistical test between R. A. Fisher and J. Neyman, E. S. Pearson had been very fierce and long-lasting. On the other hand it was in the early twentieth century that psychologists began to utilize statistical test which was a hybrid of tests developed by Fisher and Neyman-Pearson. By considering the history of fields such as psychology, we can see distinctive characteristics specific to the history of statistics.

A Study on the Two Equal Tail Critical Region for the Testing Statistical Hypothesis (통계적 가설검정에 있어서의 등측기각역에 관한 고찰)

  • 김광섭
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.5 no.7
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    • pp.25-27
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    • 1982
  • In most introductory statistics courses and text, the two equal tail test is presented without justification. In the present paper, the two equal tail critical region will be discussed in the light of unbiasedness with some test examples for the mean and the variance based on the random sample $X_1$, $X_2$,....$X_n$ from N($\mu$, $\delta^2$) using only elementary mathematics.

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서평 : 윤기중 저, 수리통계학, 서울 : 박영사, 1974

  • 백운붕
    • Journal of the Korean Statistical Society
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    • v.3 no.1
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    • pp.65-66
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    • 1974
  • 통계학의 수리론을 전개한 우리의 저서가 별로 없는 터에 윤기중교수의 '수리통계학'이 박영사를 통하여 간행되었다. 이책은 미적분에 관한 수학지식으로 능히 독파할 수 있도록 순차적으로 차분하게 기술되어 있다. 집합론의 개념에서부터 시작하여 확률론의 기초사항을 친절하게 설명하고 연속확률변수의 분포, 확률표본, 점추정, 다변량정규분포, 각종 통계량의 분포, 통계적 가설검정, 구간추정, 그리고 끝으로 회귀와 상관분석에 이르기까지 각종항목에 걸쳐서 통계학이론이 빠짐없이 기술되어 있다.

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On Statistical Inference of Stratified Population Mean with Bootstrap (층화모집단 평균에 대한 붓스트랩 추론)

  • Heo, Tae-Young;Lee, Doo-Ri;Cho, Joong-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.405-414
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    • 2012
  • In a stratified sample, the sampling frame is divided into non-overlapping groups or strata (e.g. geographical areas, age-groups, and genders). A sample is taken from each stratum, if this sample is a simple random sample it is referred to as stratified random sampling. In this paper, we study the bootstrap inference (including confidence interval) and test for a stratified population mean. We also introduce the bootstrap consistency based on limiting distribution related to the plug-in estimator of the population mean. We suggest three bootstrap confidence intervals such as standard bootstrap method, percentile bootstrap method and studentized bootstrap method. We also suggest a bootstrap test method computing the $ASL_{boot}$(Achieved Significance Level). The results of estimation are verified using simulation.