• 제목/요약/키워드: Goodness-of-fit Test

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Tests Based on Skewness and Kurtosis for Multivariate Normality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제22권4호
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    • pp.361-375
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    • 2015
  • A measure of skewness and kurtosis is proposed to test multivariate normality. It is based on an empirical standardization using the scaled residuals of the observations. First, we consider the statistics that take the skewness or the kurtosis for each coordinate of the scaled residuals. The null distributions of the statistics converge very slowly to the asymptotic distributions; therefore, we apply a transformation of the skewness or the kurtosis to univariate normality for each coordinate. Size and power are investigated through simulation; consequently, the null distributions of the statistics from the transformed ones are quite well approximated to asymptotic distributions. A simulation study also shows that the combined statistics of skewness and kurtosis have moderate sensitivity of all alternatives under study, and they might be candidates for an omnibus test.

일사량 확률분포함수를 이용한 태양광 발전시스템 발전량 예측 (Photovoltaic Generation System Output Forecasting using Irradiance Probability Distribution Function)

  • 이일룡;배인수;정창호;김진오;심헌
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2004년도 하계학술대회 논문집 A
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    • pp.548-550
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    • 2004
  • This paper suggests a methodology for calculation of photovoltaic(PV) generation system output using probability distribution function, PV way efficiency and PV system design Parameters. Long term irradiance recorded for every hour of the day for 11 years were used. For goodness-fit test, several distribution functions are tested by Kolmogorov- Smirnov(K-S) test. And the calculated generation output is compared with that of CMS(Centered Monitoring System), which can monitoring PV generation output of each PV generation site.

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Modified information criterion for testing changes in generalized lambda distribution model based on confidence distribution

  • Ratnasingam, Suthakaran;Buzaianu, Elena;Ning, Wei
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.301-317
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    • 2022
  • In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

Cumulative Sums of Residuals in GLMM and Its Implementation

  • Choi, DoYeon;Jeong, KwangMo
    • Communications for Statistical Applications and Methods
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    • 제21권5호
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    • pp.423-433
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    • 2014
  • Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

The Limit Distribution of an Invariant Test Statistic for Multivariate Normality

  • Kim Namhyun
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.71-86
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    • 2005
  • Testing for normality has always been an important part of statistical methodology. In this paper a test statistic for multivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is representable as the supremum over an index set of the integral of a suitable Gaussian process.

Omnibus tests for multivariate normality based on Mardia's skewness and kurtosis using normalizing transformation

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제27권5호
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    • pp.501-510
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    • 2020
  • Mardia (Biometrika, 57, 519-530, 1970) defined measures of multivariate skewness and kurtosis. Based on these measures, omnibus test statistics of multivariate normality are proposed using normalizing transformations. The transformations we consider are normal approximation and a Wilson-Hilferty transformation. The normalizing transformation proposed by Enomoto et al. (Communications in Statistics-Simulation and Computation, 49, 684-698, 2019) for the Mardia's kurtosis is also considered. A comparison of power is conducted by a simulation study. As a result, sum of squares of the normal approximation to the Mardia's skewness and the Enomoto's normalizing transformation to the Mardia's kurtosis seems to have relatively good power over the alternatives that are considered.

On the Comparison of Two Non-hierarchical Log-linear Models

  • Oh, Min-Gweon;Hong, Chong-Sun;Kim, Donguk
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.847-853
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    • 1998
  • Suppose we want to compare following non-hierarchical log-linear models, $H_0:f(x, heta inTheta_a)$ vs H_1:g(x, heta inTheta_eta); for; Theta_a,;Theta_etasubsetTheta;such;that;Theta_$\alpha$/ Theta_eta$. The goodness of fit test using the likelihood ratio test statistic for comparing these models could not be acceptable. By using the polyhedrons plots of Choi and Hong (1995), we propose a method to decide a better model between two non-hierarchical log-linear models $f(x: heta inTheta_a) and g(x: heta inTheta_eta)$.

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지수분포의 검정을 위한 쿨백-레이블러 정보함수 (Tests for Exponentiality by Kullback-Leibler Information)

  • 김종태;이우동;강석복
    • 한국산업정보학회논문지
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    • 제5권2호
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    • pp.39-46
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    • 2000
  • 최근 엔트로피 추정에 대하여 개발된 새로운 방법들을 이용함으로서 쿨백-레이블러 정보함수를 사용하여 지수분포에 대한 적합도 검정통계량들을 제시하고 그 검정력들과 기존의 검정 통계량들의 검정력들과 비교 조사하는데 목적이 있다. 또한 제시된 검정통계량들에 대한 점근적 성질들을 소개하고, 기각영역들에 대하여 표를 제시하였다. 제시된 검정통계량들은 기존의 검정통계량들보다 검정력 비교에 있어서 우수한 검정력을 보였다.

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LED 칩 열화특성에 적합한 열화모델 기반의 수명예측 시스템 구현

  • 유기훈;이재훈;김달석;이무석;윤양기;한지훈;장중순
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2011년도 춘계학술발표대회 논문집
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    • pp.79-85
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    • 2011
  • LED(Light Emitting Diode) is a powerful device used in applications as diverse as replacements for aviation lighting, automotive lighting as well as in traffic signals. This study is to propose a prediction system based on the degradation model of LED which is determined by combining scale and shape parameter. The degradation model is analysed goodness of fit test using calculated R-square, and is compared with previous models. A LED prediction system using degradation model is developed to automate estimations of degradation parameters and lifetimes.

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한국어판 HIV 감염인의 건강관리 자기효능감 도구의 타당도와 신뢰도 (Psychometric Properties of the Korean Version of Self-Efficacy for HIV Disease Management Skills)

  • 김광숙;김라영;심미소;백서영;김남희;박민경;이영진
    • 대한간호학회지
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    • 제53권3호
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    • pp.295-308
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    • 2023
  • Purpose: This study evaluated the validity and reliability of Shively and colleagues' self-efficacy for HIV disease management skills (HIV-SE) among Korean participants. Methods: The original HIV-SE questionnaire, comprising 34 items, was translated into Korean using a translation and back-translation process. To enhance clarity and eliminate redundancy, the author and expert committee engaged in multiple discussions and integrated two items with similar meanings into a single item. Further, four HIV nurse experts tested content validity. Survey data were collected from 227 individuals diagnosed with HIV from five Korean hospitals. Construct validity was verified through confirmatory factor analysis. Criterion validity was evaluated using Pearson's correlation coefficients with the new general self-efficacy scale. Internal consistency reliability and test-retest were examined for reliability. Results: The Korean version of HIV-SE (K-HIV-SE) comprises 33 items across six domains: "managing depression/mood," "managing medications," "managing symptoms," "communicating with a healthcare provider," "getting support/help," and "managing fatigue." The fitness of the modified model was acceptable (minimum value of the discrepancy function/degree of freedom = 2.49, root mean square error of approximation = .08, goodness-of-fit index = .76, adjusted goodness-of-fit index = .71, Tucker-Lewis index = .84, and comparative fit index = .86). The internal consistency reliability (Cronbach's α = .91) and test-retest reliability (intraclass correlation coefficient = .73) were good. The criterion validity of the K-HIV-SE was .59 (p < .001). Conclusion: This study suggests that the K-HIV-SE is useful for efficiently assessing self-efficacy for HIV disease management.