• Title/Summary/Keyword: Goodness-of-fit Test

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The exponential generalized log-logistic model: Bagdonavičius-Nikulin test for validation and non-Bayesian estimation methods

  • Ibrahim, Mohamed;Aidi, Khaoula;Alid, Mir Masoom;Yousof, Haitham M.
    • Communications for Statistical Applications and Methods
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    • v.29 no.1
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    • pp.1-25
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    • 2022
  • A modified Bagdonavičius-Nikulin chi-square goodness-of-fit is defined and studied. The lymphoma data is analyzed using the modified goodness-of-fit test statistic. Different non-Bayesian estimation methods under complete samples schemes are considered, discussed and compared such as the maximum likelihood least square estimation method, the Cramer-von Mises estimation method, the weighted least square estimation method, the left tail-Anderson Darling estimation method and the right tail Anderson Darling estimation method. Numerical simulation studies are performed for comparing these estimation methods. The potentiality of the new model is illustrated using three real data sets and compared with many other well-known generalizations.

Derivation of Probability Plot Correlation Coefficient Test Statistics and Regression Equation for the GEV Model based on L-moments (L-모멘트 법 기반의 GEV 모형을 위한 확률도시 상관계수 검정 통계량 유도 및 회귀식 산정)

  • Ahn, Hyunjun;Jeong, Changsam;Heo, Jun-Haeng
    • Journal of Korean Society of Disaster and Security
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    • v.13 no.1
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    • pp.1-11
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    • 2020
  • One of the important problem in statistical hydrology is to estimate the appropriated probability distribution for a given sample data. For the problem, a goodness-of-fit test is conducted based on the similarity between estimated probability distribution and assumed theoretical probability distribution. Probability plot correlation coefficient test (PPCC) is one of the goodness-of-fit test method. PPCC has high rejection power and its application is simple. In this study, test statistics of PPCC were derived for generalized extreme value distribution (GEV) models based on L-moments and these statistics were suggested by the multiple and nonlinear regression equations for its usability. To review the rejection power of the newly proposed method in this study, Monte Carlo simulation was performed with other goodness-of-fit tests including the existing PPCC test. The results showed that PPCC-A test which is proposed in this study demonstrated better rejection power than other methods, including the existing PPCC test. It is expected that the new method will be helpful to estimate the appropriate probability distribution model.

On scaled cumulative residual Kullback-Leibler information

  • Hwang, Insung;Park, Sangun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1497-1501
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    • 2013
  • Cumulative residual Kullback-Leibler (CRKL) information is well defined on the empirical distribution function (EDF) and allows us to construct a EDF-based goodness of t test statistic. However, we need to consider a scaled CRKL because CRKL is not scale invariant. In this paper, we consider several criterions for estimating the scale parameter in the scale CRKL and compare the performances of the estimated CRKL in terms of both power and unbiasedness.

Goodness of Fit Tests for the Exponential Distribution based on Multiply Progressive Censored Data (다중 점진적 중도절단에서 지수분포의 적합도 검정)

  • Yun, Hyejeong;Lee, Kyeongjun
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2813-2827
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    • 2018
  • Progressive censoring schemes have become quite popular in reliability study. Under progressive censored data, however, some units can be failed between two points of observation with exact times of failure of these units unobserved. For example, loss may arise in life-testing experiments when the failure times of some units were not observed due to mechanical or experimental difficulties. Therefore, multiply progressive censoring scheme was introduced. So, we derives a maximum likelihood estimator of the parameter of exponential distribution. And we introduced the goodness-of-fit test statistics using order statistic and Lorenz curve. We carried out Monte Carlo simulation to compare the proposed test statistics. In addition, real data set have been analysed. In Weibull and chi-squared distributions, the test statistics using Lorenz curve are more powerful than test statistics using order statistics.

Goodness of fit of martial arts training satisfaction scale applying Many-Facets Rasch model (Many-Facets Rasch 모형을 적용한 무도수련만족 척도의 적합도 - 경호무도 수련자를 중심으로 -)

  • Kim, Woo-Jin;Kim, Hye-Seon
    • Korean Security Journal
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    • no.42
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    • pp.37-57
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    • 2015
  • The purpose of this study was to verify goodness-of-fit by Many-Facets Rasch model for applying martial arts training satisfaction scale to security martial arts trainees. To achieve the purpose, 255 security martial arts trainees' data were used in the analysis. In addition, In addition, the AMOS 20.0 program was used for unidimensionality validation, and take advantage of the Facets 3.61 program for goodness-of-fit verification. Specific results are as follows: First, Unidimensionali test results showed that model fit, reliability and standardized ${\beta}$ value are suitable. Second, the analysis results of goodness-of-fit, items 1, 2, 3 are inadequate, 4, 8, 11, 13, 14 items once found to be over-fit questions. Also, analysis of item difficulty, item 1 has highest difficulty and item 7 was lowest. Third, According Facets item difficulty and response difference verification result, female group exhibited a high level of item difficulty compared to the male group, goodness-of-fit was all accurate. As the result of item difficulty and response difference verification based on Martial arts training flow, there is no response difference according to the training experience. On the other hands, less than 4 years to 5 years and less than 5 years to 6 years trainees represented over-fit features. Results of item difficulty and response difference verification by grade level, first grade was the most highly recognized the item difficulty and fourth grade was also recognized the lowest of item difficulty Fourth, the response category analysis showed that the six points response categories are not appreciate.

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A Test of Fit for Inverse Gaussian Distribution Based on the Probability Integration Transformation (확률적분변환에 기초한 역가우스분포에 대한 적합도 검정)

  • Choi, Byungjin
    • The Korean Journal of Applied Statistics
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    • v.26 no.4
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    • pp.611-622
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    • 2013
  • Mudholkar and Tian (2002) proposed an entropy-based test of fit for the inverse Gaussian distribution; however, the test can be applied to only the composite hypothesis of the inverse Gaussian distribution with an unknown location parameter. In this paper, we propose an entropy-based goodness-of-fit test for an inverse Gaussian distribution that can be applied to the composite hypothesis of the inverse Gaussian distribution as well as the simple hypothesis of the inverse Gaussian distribution with a specified location parameter. The proposed test is based on the probability integration transformation. The critical values of the test statistic estimated by simulations are presented in a tabular form. A simulation study is performed to compare the proposed test under some selected alternatives with Mudholkar and Tian (2002)'s test in terms of power. The results show that the proposed test has better power than the previous entropy-based test.

Classical and Bayesian methods of estimation for power Lindley distribution with application to waiting time data

  • Sharma, Vikas Kumar;Singh, Sanjay Kumar;Singh, Umesh
    • Communications for Statistical Applications and Methods
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    • v.24 no.3
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    • pp.193-209
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    • 2017
  • The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.

A Comparison of the Goodness-of-Fit between Two Models of Expenditure Function: a Single-Equation Model versus a Complete- System-of-Demand-Equation Model (단일방정식과 관련방정식체계를 적용한 소비지출 함수의 모델 적합성 비교)

  • 황덕순;김숙향
    • Journal of Families and Better Life
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    • v.20 no.1
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    • pp.45-56
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    • 2002
  • The main purposes of this article are to introduce the theoretical backgrounds and empirical application methods of two different Models for the function of expenditure, and to compare the goodness-o(-fit of the two models: a single-equation model and a complete-system-of-demand-equation model. For the empirical analysis of the single-equation model, a linear formula and a double-leg formula were employed. In order to test the complete-system-of-demand-equation model empirically, the \"Linear Approximation/Almost Ideal Demand System (LA/AIDS)" was used. The independent variables were the total living expense and expenditure categories Price index. The data used in this study were obtained from the quarterly statistics of "The Annual Report on the Urban Family Income and Expenditure Survey (Dosigagyeyonbo)" and "The Annual Report on the Consumer Price Index (Sobijamulgajaryo)," for the years 1994 to 1997. The goodness-of-fit (R-square) was higher with the complete-system-of-demand-equation model than with the single-equation model for the budget share on food (excluding eating-out expenses) and for the share on cultural and recreational activities. However, there was no difference between the two models in terms of the proportion of the expenditure on automobile fuel.fuel.

Evaluation of Clinical Usefulness of Critical Patient Severity Classification System(CPSCS) and Glasgow coma scale(GCS) for Neurological Patients in Intensive care units(ICU) (신경계 중환자에게 적용한 중환자 중증도 분류도구와 Glasgow coma scale의 임상적 유용성 평가)

  • Kim, Hee-Jeong;Kim, Jee-Hee
    • Proceedings of the KAIS Fall Conference
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    • 2012.05a
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    • pp.22-24
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    • 2012
  • The tools that classify the severity of patients based on the prediction of mortality include APACHE, SAPS, and MPM. Theses tools rely crucially on the evaluation of patients' general clinical status on the first date of their admission to ICU. Nursing activities are one of the most crucial factors influencing on the quality of treatment that patients receive and one of the contributing factors for their prognosis and safety. The purpose of this study was to identify the goodness-of-fit of CPSCS of critical patient severity classification system(CPSCS) and Glasgow coma scale(GCS) and the clinical usefulness of its death rate prediction. Data were collected from the medical records of 187 neurological patients who were admitted to the ICU of C University Hospital. The data were analyzed through $x^2$ test, t-test, Mann-Whitney, Kruskal-Wallis, goodness-of-fit test, and ROC curve. In accordance with patients' general and clinical characteristics, patient mortality turned out to be statistically different depending on ICU stay, endotracheal intubation, central venous catheter, and severity by CPSCS. Homer-Lemeshow goodness-of-fit tests were CPSCS and GCS and the results of the discrimination test using the ROC curve were $CPSCS_0$, .734, $GCS_0$,.583, $CPSCS_{24}$,.734, $GCS_{24}$, .612, $CPSCS_{48}$,.591, $GCS_{48}$,.646, $CPSCS_{72}$,.622, and $GCS_{72}$,.623. Logistic regression analysis showed that each point on the CPSCS score signifies1.034 higher likelihood of dying. Applied to neurologically ill patients, early CPSCS scores can be regarded as a useful tool.

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