• Title/Summary/Keyword: F 검정

Search Result 600, Processing Time 0.019 seconds

혼합설계의 교호작용에 대한 여러 검정법들과 결사평균을 이용하여 변형한 검정법들의 강인성 비교

  • 김현철
    • Communications for Statistical Applications and Methods
    • /
    • v.5 no.3
    • /
    • pp.633-644
    • /
    • 1998
  • 혼합설계의 교호작용에 대한 F 검정이 유효하려면 다표본 구형성(multisample sphericity) 가정과 다변량 정규분포 가정이 만족되어야 한다. F 검정을 실시하기 위한 가정들이 위반된 조건하에서 혼합설계의 교호작용에 대한 검정법들의 1종오류가 비교되었다. 비교된 검정법들은 (1) F 검정(F), (2) 절사평균을 사용한 F 검정($F_T$)(3)$\varepsilon$-수정 F 검정($\varepsilon)$(4) 절사평균을 사용한 $\varepsilon$-수정 F 검정$(\varepsilon_T$) (5) CIGA검정(CIGA), (6) 절사평균을 사용한 CIGA검정($CIGA_T$)이었다. 결과는 CIGA와 $CIGA_T$는 1종오류를 대체로 잘 관리하나, F검정들과 ($\varepsilon$)검정들은 일부 조건에서 아주 작은 1종오류나 아주 큰 1종오류를 갖는 것으로 나타났다.

  • PDF

Simulation analysis of type I error and power for F test and rank transformed F test in $2 times 2$ factorial ANOVA ($2 times 2$ 요인 계획법의 F 검정과 순위 F 검정에 따른 제1종 오류와 검정력 분석에 대한 의태 연구)

  • 최영훈
    • The Korean Journal of Applied Statistics
    • /
    • v.8 no.2
    • /
    • pp.87-97
    • /
    • 1995
  • When there is no main effcts or only one main effect in a $2 \times 2$ factorial design, Type I error rates and power for the rank transformed F test (FR test) for interaction are nearly equal to those of the classical F test. However the power of FR test is quite superior under the exponential distribution rather than the of FR test is quite superior under the exponential distribution rather than the normal distribution. Meanwhile when both main effects are in the model, Type I error rates of FR test, compared with those of F test, decrease as the effect size increases and are dependent on the fashion in which main effects are constructed. In addition, the power of FR test increases as the effect size and the sample size increase and is highly dependent on the manner in which main effects are constructed and the type of population distribution.

  • PDF

Smooth Tests for Seasonality (평활 계절성 검정)

  • Lee, Geung-Hee
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.1
    • /
    • pp.45-59
    • /
    • 2011
  • When using X-12-ARIMA for seasonal adjustment, we usually check whether the series has stable seasonality or not via D8 F-tests, Kruskal-Wallis test, and the spectral diagnostics. In this paper, we develop several smooth tests for seasonality based on a Fourier series to improve the spectral diagnostics of X-12-ARIMA. A simulation study is conducted to compare five smooth tests for seasonality and X-12-ARIMA's D8 F-test an Kruskal-Wallis test. The simulation study shows that smooth tests for seasonality performed well compared with D8 F-tests and a Kruskal-Wallis test.

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
    • /
    • v.31 no.4
    • /
    • pp.475-484
    • /
    • 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.

오차항이 이분산성을 가지는 일원분류 모형에서 일반 F-검정의 유의수준에 관한 고찰

  • 김기환;이준영
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2000.11a
    • /
    • pp.165-171
    • /
    • 2000
  • 일원분류 모형에서 표준 F-검정을 하기 위해서는 오차항에 대한 등분산성을 가정한다. 그러나 실제로 이러한 가정은 지켜지기 힘들며, 이에 더불어 관찰치가 각 집단별로 일정하지 않고 불균형한 경우에는 F-검정의 유의수준이 지정된 값을 만족시키지 못하며, 따라서 검정력에 관한 분석은 의미가 없게 된다. 본 연구에서는 등분산성이 지켜지지 않고, 자료가 불균형한 경우, 현실적인 상황에서 일반적으로 사용되는 F-검정의 유의수준 유지라는 문제가 어 떤 변화를 겪게 되는지를 확인하고, 더 나아가 유의수준을 유지하기 위해서는 어떤 식의 조정이 가능한지를 살펴보았다.

  • PDF

Outlier Impact on the Power of Significance Test for Cronbach Alpha Reliability Coefficient

  • Yonghwan Um
    • Journal of the Korea Society of Computer and Information
    • /
    • v.28 no.5
    • /
    • pp.179-187
    • /
    • 2023
  • In this paper, we studied the impact of outliers on the power of the significance tests for Cronbach alpha reliability coefficient. Four variables were varied: sample size, the number of items, the number of outliers and population Cronbach Alpha levels. We simulated data using multivariate normal distribution and used outliers sampled from uniform distribution. To test the significance of Cronbach Alpha Reliability, parametric approach(F statistic) and permutation method were used. Consequently, we observed that the powers of permutation test are equal to or greater than those of F test under all conditions, and also both F test and permutation test lose the power as the number of outliers increases, and that these effects of outliers on the power are enhanced for increasing population alpha levels.

완전확률화모형 및 랜덤화블럭모형하에서 순위변환을 이용한 다중비교의 시뮬레이션 분석

  • 최영훈
    • Communications for Statistical Applications and Methods
    • /
    • v.5 no.1
    • /
    • pp.85-97
    • /
    • 1998
  • 완전확률화모형 및 랜덤화블럭모형하에서의 주요한 다중비교 분석기법들을 시뮬레이션을 이용하여 검토하고자 하였다. 시뮬레이션 결과는 순위변환과 최소유의차검정을 이용한 다중비교 분석기법이 모수적 ANOVA F 검정과 Fisher의 유의차검정, 비모수적 Kruskal-Wallis 검정과 최소유의차검정 및 Friedman 검정과 최소유의차검정을 이용한 분석기법보다 전체실험오차율, 전체실험검정력 및 개별쌍검정력 면에서 상대적으로 뛰어남을 보여준다. 즉 순위변환한 ANOVA F 검정의 전체실험오차율은 명목상의 유의수준을 잘 유지하고 있으며, 전체실험검정력 및 개별쌍검정력은 모수적 ANOVA F 검정과 Kruskal-Wallis 검정 및 Friedman 검정기법보다 전반적으로 우수함을 알 수 있다.

  • PDF

Power analysis of testing fixed effects with two way classification (이원혼합모형에서 고정효과 유의성검정에 대한 검정력 분석)

  • 이장택
    • The Korean Journal of Applied Statistics
    • /
    • v.10 no.1
    • /
    • pp.177-187
    • /
    • 1997
  • This article considers the power performance of the tests in unbalanced two way mixed linear models with one fixed factor. The generalized least squares (GLS) F statistic testing no differences among the effects of the levels of the fixed factor is estimated using Henderson's method III, minimum norm quadratic unbiased estimator (MINQUE) with prior guess 1, maximum likelihood (ML) and resticted maximum likelihood (REML). We investigate the power performance of these test statistics. It can be shown, through simulation, that the GLS F statistics using four estimators produce similar type I error rates and power performance.

  • PDF

Molecular Structural Properties of Chindo Black Rice Starch (진도산 검정쌀 전분의 분자구조적 특성)

  • Park, Jong-Hoon;Oh, Keum-Soon;Kang, Kil-Jin;Kim, Kwan
    • Applied Biological Chemistry
    • /
    • v.43 no.4
    • /
    • pp.241-246
    • /
    • 2000
  • In order to investigate structural properties of Chindo black rice(grown in Chindo, Chonnam) starch and its amylopectin, Chindo black rice was investigated in comparison to Shinsun waxy rice. The maximum absorbance wave and intrinsic viscosity of Chindo black rice starch and Shinsun waxy rice starch were 523 nm, 521 nm and 183 ml/g, 178 ml/g, respectively. ${\beta}-amylolysis$ limit(%) of Chindo black rice and Shinsun waxy rice starch were 62.8% and 60.3%, respectively. Chindo black rice was determined to be a waxy rice due to the results of iodine reaction and elution profile on Sephroce CL-2B. The chain of amylopectins in Chindo black rice distributed fraction 1$(F_1)$ of above degree of polymerization$({\overline{DP}})$ 55, fraction 2$(F_2)$ of ${\overline{DP}} $40{\sim}50$ and fraction 3$(F_3)$ of ${\overline{DP}} $15{\sim}20$, and the ratio of $F_3$ to $F_2$ for Chindo black rice was higher than that for Shinsun waxy rice. The super long chain of amylopectin in Chindo black rice was consisted much more than that of Shinsun waxy rice. ${\beta}-limit$ dextrins in Chindo black rice amylopectin distributed $F_1$ of above ${\overline{DP}} 55, $F_2$ of ${\overline{DP}} $30{\sim}45$ and $F_3$ of ${\overline{DP}} $10{\sim}20$. Little difference was shown between elution patterns of the pullulanase treated ${\beta}-limit$ dextrins of Chindo black rice amylopectin and Shinsun waxy rice amylopectin. These results suggest that Chindo black rice starch was similar to Shinsun waxy rice starch.

  • PDF

Computation of Noncentral F Probabilities using Neural Network Theory (신경망이론을 이용한 비중심 F분포 확률계산)

  • 구선희
    • Journal of the Korea Society of Computer and Information
    • /
    • v.1 no.1
    • /
    • pp.83-94
    • /
    • 1996
  • The test statistic in ANOVA tests has a single or doubly noncentral F distribution and the noncentral F distribution is applied to the calculation of the power functions of tests of general linear hypotheses. In this paper. the evaluation of the cumulative function of the single noncentral F distribution is applied to the neural network theory. The neural network consists of the multi-layer perceptron structure and learning process has the algorithm of the backpropagation. Numerical comparisons are made between the results obtained by neural network theory and the Patnaik's values.

  • PDF