• 제목/요약/키워드: Goodness of fit hypothesis

검색결과 63건 처리시간 0.021초

쿨백­라이블러 정보함수 이용한 단계 스트레스 가속수명모형의 지수성 검정 (Test of Exponentiality in Step Stress Accelerated Life test Model based on Kullback­Leibler Information Function)

  • 박병구;윤상철
    • 품질경영학회지
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    • 제31권4호
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    • pp.194-202
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    • 2003
  • In this paper, we propose goodness of fit test statistics for exponentiality in accelerated life tests data based on Kullback­Leibler information functions. This acceleration model is assumed to be a tampered random variable model. The procedure is applicable when the exponential parameter using the data from accelerated life tests is or is not specified under null hypothesis. And we compare the power of the proposed test statistics with Kolmogorov­Smirnov, Cramer von Mises and Anderson­Darling statistics in the small sample.

익산원광한의원 내원환자의 체질분포에 관한 통계적 분석 (A Statistical Analysis of the Distribution of Sasang Constitutions in Iksan Wonkwang Oriental Medicine)

  • 김종열;김홍기
    • 대한한의학회지
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    • 제24권3호
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    • pp.118-129
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    • 2003
  • Objective : To learn the distributional characteristics of Sasang constitutions, Methods : We statistically analyzed those 1338 patients who had been treated at Iksan Wonkwang Oriental Medicine during the period of three years from 2000 to 2002. The data were obtained through the electronic chart developed by Kim Jong- Yeol, and analyzed using the statistical Package SPSS. Results : The distributional ratio of Soeumin : Soyangin : Taeumin was 22.8 : 29.2 : 47.8. Thus the hypothesis : 'the distributional ratio of Soeumin : Soyangin : Taeumin is 2 : 3 : 5' was barely rejected by $x^2$ test for goodness-of-fit at the significance level of 5 %. When $x^2$ test for homogeneity was applied, the distributional characteristics between women and men were different and the distributional characteristics among several age groups were different under significance level of 5%. Conclusion : Though the hypothesis: 'the distributional ratio of Soeumin : Soyangin : Taeumin is 2 : 3 : 5' was rejected by $x^2$ test at the significance level of 5%, the observed distributional ratio was not so far away from the hypothesis.

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모수적 엔트로피 추정량과 비모수적 엔트로피 추정량에 기초한 정규분포에 대한 적합도 검정 (Goodness-of-fit test for normal distribution based on parametric and nonparametric entropy estimators)

  • 최병진
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.847-856
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    • 2013
  • 본 논문에서는 모수적과 비모수적 엔트로피 추정량들에 기초한 정규분포에 대한 적합도 검정을 다룬다. 정규분포의 엔트로피에 대한 모수적 추정량으로 사용할 최소분산비편향추정량을 유도한다. 이 추정량과 대립가설 하에서의 자료생성분포에 대한 비모수적 엔트로피 추정량으로 표본엔트로피와 이것의 변형된 추정량들을 이용하여 검정통계량들을 구축했고 이 검정통계량들을 사용하는 새로운 엔트로피 기반 적합도 검정들을 제시한다. 제안한 검정들의 기각값들을 모의실험을 통해 추정해서 표의 형태로 제시한다. 성능의 조사를 위해 수행한 모의실험에서 제안한 검정들이 기존의 Vasicek (1976) 검정보다는 더 좋은 검정력을 가지는 것으로 나타난다. 응용에서 새로운 검정들이 정규성 검정을 위한 경쟁적인 도구로 시용될 수 있을 것으로 기대된다.

An Anderson-Darling Goodness-of-Fit Test for the Gamma Distribution

  • Won, Hyung-Gyoo
    • 품질경영학회지
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    • 제24권4호
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    • pp.103-111
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    • 1996
  • This paper provides a test of the composite hypothesis that a random sample is (two parameter) gamma distributed when both the scale and shape parameters are estimated from the data. The test statistic is a variant of the usual Anderson-Darling statistic, the primary difference being that the statistic is based on the maximum likelihood estimator of the shape parameter of the assumed gamma distribution. The percentage points are developed via simulation and are presented graphically. Examples are provided.

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Maximum entropy test for infinite order autoregressive models

  • Lee, Sangyeol;Lee, Jiyeon;Noh, Jungsik
    • Journal of the Korean Data and Information Science Society
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    • 제24권3호
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    • pp.637-642
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    • 2013
  • In this paper, we consider the maximum entropy test in in nite order autoregressiv models. Its asymptotic distribution is derived under the null hypothesis. A bootstrap version of the test is discussed and its performance is evaluated through Monte Carlo simulations.

정신 박약 아동 어머니의 스트레스와 적응에 관한 구조 모형 (A Structural Model for Maternal Adaptation and Family Stress in Families with Mentally Retarded Children)

  • 이경희
    • 대한간호학회지
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    • 제22권4호
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    • pp.476-490
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    • 1992
  • This study was designed to develop and test a structural model for maternal adaptation and family stress in families with mentally handicapped children. A hypothetical model was constructed on the basis of the family stress theory developed by McCubbin etc. The model included 6 theoretical concepts and 11 paths. For the purpose of the model testing, empirical data were collected from May to August, 1992. The subjects of the study constituted 190 mothers of children in five special schools and one private institute in Seoul and Choong Nam. An SPSS PC+ and PC-LISREL 7.13 computer programs were used for descriptive and covariance structure analysis. The results of the study were as follows. (1) The hypothetical model showed itself a good fit to the empirical data [Chi - square=18.35(df=7, P=0.005), Goodness of Fit Index=0.991, Adjusted Goodness of Fit Index=0.959, Root Mean Square Residual=0.042), Non Normed Fit Index=0.90, Normed Fit Index=0.96]. (2) The results of Hypothesis testing indicated : 1) Social support(${\gamma}$$_{11}$=.238, T=2.352), Family functioning(${\gamma}$$_{12}$=.729, T=5.957) and Family life event stress(${\gamma}$$_{13}$=.125) had direct effects on situational definition. 2) Life event stress(${\gamma}$$_{23}$=.319, T=3.872) had direct effects on the effect of the handicapped child on the family. Family functioning(${\gamma}$$_{22}$=-.245) and situational definition($\beta$$_{21}$=-.335, T=3.227) had direct effects on the effect of the handicapped child on the family. 3) Situational definition($\beta$$_{31}$=-.273, T=3.493), family life event stress (${\gamma}$$_{33}$=.124, T=2.169) and the effect of the handicapped child on the family($\beta$$_{32}$=.264, T=-3.227) showed the direct effect on the maternal adaptation. The model was supported by the empirical data. Thus it was suggested that the model could be applied to family nursing care with the families with the mentally handicapped. The construction and testing of the comprehensive model seem to be the first trial in Korea.a.a.a.

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역가우스분포에 대한 쿨백-라이블러 정보 기반 적합도 검정 (Kullback-Leibler Information-Based Tests of Fit for Inverse Gaussian Distribution)

  • 최병진
    • 응용통계연구
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    • 제24권6호
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    • pp.1271-1284
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    • 2011
  • 본 논문에서는 위치와 척도모수가 모두 알려지지 않은 역가우스분포에 대한 적합도 검정으로 기존에 개발된 엔트로피 기반 검정을 확장한 쿨백-라이블러 정보 기반 적합도 검정을 소개한다. 역가우스분포에 대한 단순 또는 복합 영가설을 검정하기 위한 4가지 형태의 검정통계량을 제시하고 검정통계량의 계산에 사용할 표본크기에 따른 윈도크기와 기각값을 모의실험을 통해 결정하여 표의 형태로 제공한다. 검정력 분석을 위해 수행한 모의실험의 결과에서 위치와 척도모수가 모두 알려진 역가우스분포에 대한 쿨백-라이블러 정보 기반 적합도 검정은 모든 대립분포와 표본크기에서 EDF 검정들보다 좋은 검정력을 가지는 것으로 나타난다. 위치모수 또는 척도모수만 알려진 역가우스분포에 대한 쿨백-라이블러 정보 기반 적합도 검정은 모든 대립분포에 대해서 표본크기가 커짐에 따라 검정력이 증가하는 경향을 보인다. 위치와 척도모수가 모두 알려지지 않은 역가우스분포에 대한 쿨백-라이블러 정보 기반 적합도 검정은 대체적으로 엔트로피 기반 검정과 비슷한 수준의 검정력을 보이는 것으로 나타나고 이 결과를 통해서 두 검정은 동일함을 확인할 수 있다.

장애 아동 아버지의 스트레스와 적응에 관한 구조 모형 (A Structural Model for Paternal Stress of Handicapped Children)

  • 이경희
    • 대한간호
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    • 제31권5호
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    • pp.72-87
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    • 1992
  • This study was designed to develop and lest a structural model for paternal adaplation and family stress in the families with the handicapped children. A hypothetical model was constructed on the basis of family stress theory developed by McCubbin etc. The model included 6 theoretical concepts and 11 paths. For the purpose of the model testing, empirical data were collected from May to August, 1992. The subject of the study constituted 190 mothers whose children admitted in the five special schools and one privale institutes in Seoul and Choong Nam. In data analysis, SPSS PC+ and PC-LISREL 7.13 computer program were utilized for descriptive and covariance structure analysis. The results of lhe study were as follows. (1) Hypothetical model showed a good fit to the empirical data [Chi-square = 21.19 (df = 7, P = o. 003), Goodness of Fit Index=O.986, Adjusted Goodness of Fit Indes=0.946, Root Mean Square lesidual=0.048), Non Normed Fit Index = 0.80, Normed Fit Index=0.91]. (2) The results of Hypothesis testing indicated: 1) Social support(${\gamma}_11=.238$, T=2.352), Family Functioning(${\gamma}_12=.729$, T=5.957) had direct effects on situational definition. 2) life event stress(${\gamma}_23=.284$, T=5.220) had direct effects on the effect of the handicapped chid on the family. 3) Family functioning(${\gamma}_32=-.239$, T= -3.370) had direct effects on paternal adapation. From the above results, the significance of this study can be delineated as follows : The construction and testing of the comprehensive model seem to be the first trial in Korea. The model was supported by empirical dala. Thus it was suggested that model could be adequately applied to framily nusing care with the handicapped.

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Probabilistic analysis of spectral displacement by NSA and NDA

  • Devandiran, P.;Kamatchi, P.;Rao, K. Balaji;Ravisankar, K.;Iyer, Nagesh R.
    • Earthquakes and Structures
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    • 제5권4호
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    • pp.439-459
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    • 2013
  • Main objective of the present study is to determine the statistical properties and suitable probability distribution functions of spectral displacements from nonlinear static and nonlinear dynamic analysis within the frame work of Monte Carlo simulation for typical low rise and high rise RC framed buildings located in zone III and zone V and designed as per Indian seismic codes. Probabilistic analysis of spectral displacement is useful for strength assessment and loss estimation. To the author's knowledge, no study is reported in literature on comparison of spectral displacement including the uncertainties in capacity and demand in Indian context. In the present study, uncertainties in capacity of the building is modeled by choosing cross sectional dimensions of beams and columns, density and compressive strength of concrete, yield strength and elastic modulus of steel and, live load as random variables. Uncertainty in demand is modeled by choosing peak ground acceleration (PGA) as a random variable. Nonlinear static analysis (NSA) and nonlinear dynamic analysis (NDA) are carried out for typical low rise and high rise reinforced concrete framed buildings using IDARC 2D computer program with the random sample input parameters. Statistical properties are obtained for spectral displacements corresponding to performance point from NSA and maximum absolute roof displacement from NDA and suitable probability distribution functions viz., normal, Weibull, lognormal are examined for goodness-of-fit. From the hypothesis test for goodness-of-fit, lognormal function is found to be suitable to represent the statistical variation of spectral displacement obtained from NSA and NDA.

Negative Exponential Disparity Based Deviance and Goodness-of-fit Tests for Continuous Models: Distributions, Efficiency and Robustness

  • Jeong, Dong-Bin;Sahadeb Sarkar
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.41-61
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    • 2001
  • The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

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