• Title/Summary/Keyword: Hypothesis Tests

Search Result 349, Processing Time 0.024 seconds

The Forward Sequential Procedure for the Identifying Multiple Outliers in Linear Regression

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.4
    • /
    • pp.1053-1066
    • /
    • 2005
  • In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the use of the so-called scale ratio tests for testing the null hypothesis of no outliers. This test is based on the ratio of two residual scale estimates. We show the asymptotic distribution of the test statistics and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed. The new method is compared with classical procedure in the real data example. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

  • PDF

The Detection and Testing of Multiple Outliers in Linear Regression

  • Park, Jin-Pyo;Zamar, Ruben H.
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.4
    • /
    • pp.921-934
    • /
    • 2004
  • We consider the problem of identifying and testing outliers in linear regression. First, we consider the scale-ratio tests for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of test statistics and investigate the properties of the test. Next we consider the problem of identifying the outliers. A forward procedure based on the suggested test is proposed and shown to perform fairly well. The forward procedure is unaffected by masking and swamping effects because the test statistics used a robust scale estimate.

  • PDF

A Strategic Approach for Developing a Conceptual Model for Achieving Country Wide Academic Entrepreneurship in Iran

  • Asgari, Omid
    • Journal of Distribution Science
    • /
    • v.12 no.5
    • /
    • pp.93-107
    • /
    • 2014
  • Purpose - The pool of entrepreneurs with progressive qualities such as creativity and innovation was considered concurrently with such factors as work and capital that stimulate economic development and growth. This study aims to present a model to support the development of a strategic approach for achieving an overall academic entrepreneurship system in Iran. Research design, data, and methodology - The research design of this study is based on applied research because of its objectives, using principles and techniques formulated for basic research to solve operational and real organizational issues. This design also drives the method used, describing and interpreting the findings. Secondary data (library research) was used for this study's data collection. Because of this research's essential characteristics, no hypothesis is launched, and no research setting, questionnaire design, population or population sampling, validity or reliability tests, or statistical analysis are needed. Results and Conclusions - The model is created using a strategic approach acting in an octal setting comprising social, cultural, legal, economic, political, technological, competitive, and natural environments to present a conceptual framework for future studies.

The Limit Distribution and Power of a Test for Bivariate Normality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
    • /
    • v.9 no.1
    • /
    • pp.187-196
    • /
    • 2002
  • Testing for normality has always been a center of practical and theoretical interest in statistical research. In this paper a test statistic for bivariate 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 represented as the supremum over an index set of the integral of a suitable Gaussian Process. We also simulate the null distribution of the statistic and give some critical values of the distribution and power results.

The Effect of ISO 9001 : 2000 Quality Management System's Requirement on Business Performance (ISO 9001 : 2000 품질경영시스템의 요구사항이 경영성과에 미치는 영향)

  • Goh, Hyun-Woo;Chung, Young-Bae
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.30 no.3
    • /
    • pp.135-149
    • /
    • 2007
  • This paper investigates the relative effect of each ISO 9001 : 2000 quality management system's requirement and business performance. The empirical tests are conducted in ISO 9001 certification companies. As a result, the $1^{st}$, it shows the requirements positively affect performance of financial. The $2^{nd}$, also it shows the requirements positively affect non-financial performance. The $3^{rd}$ also it show the non-financial performance positively effect performance of financial performance.

Derivation and Implementation of Statistical Difference and Practical Equivalence Models in the Quality Improvement Processes (품질개선 프로세스에서 통계적 차이와 실제적 동등성 모형의 유도 및 적용방안)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
    • /
    • v.12 no.2
    • /
    • pp.217-223
    • /
    • 2010
  • The research proposes the complementary methodology using integrated hypothesis testing and confidence interval models that can be identified the statistical difference and practical equivalence. The models developed in this study can be used in the quality improvement processes such as QC story 15 steps. For the expressions of CI4LSD(Confidence Interval for Least Significant Difference) and CI4TOST(Confidence Interval for Two One-Sided Tests) are simple, quality practioners can efficiently handle them. CI4TOST models as a complement can be applied when CI4LSD models are influenced by sample size and precision.

The Segmentation Hypothesis of International Capital Markets; in the Regional Stock Markets Setting

  • Ryu, Sung-Hee;Lee, Sang-Keun
    • The Korean Journal of Financial Management
    • /
    • v.15 no.2
    • /
    • pp.401-419
    • /
    • 1998
  • This paper examines the international arbitrage pricing model (IAPM) in regional equity markets setting. Factor analyses are used to estimate the international common risk factors. And the cross-sectional regression analyses are used to test the validity of regional IAPMs and Chow tests are used to evaluate the integration of regional equity markets. The results of factor analyses show that the number of common factors in each regional group is seven. The cross-sectional regression results lead us not to reject that the IAPMs are regionally valid but Chow test results lead us to reject that regional equity markets are integrated.

  • PDF

A Research on the Necessity of Online Chapel Courses in Korea

  • Nam, Sang-Zo
    • International Journal of Contents
    • /
    • v.13 no.4
    • /
    • pp.29-38
    • /
    • 2017
  • The objective of this study was to determine the status of current chapel courses and analyze the necessity of online chapel courses. Students' interest, failure experience, perceived problems, and advantages of current chapel courses were examined. Students' preference, intention of sincerity, and perceived effectiveness of online chapel courses were also determined. Finally, hypothesis tests for the differences of students' interest, failure experience, perceived problems and advantages of current chapel courses, preference, intention of sincerity, and perceived effectiveness of online chapel courses according to gender, school year grade, major of study, and religion were performed. Students' low interest in chapel courses was verified. Even Christian students' interest was below 3 points out of 5-point Likert scale. However, students whose religion was not Christianity felt more coercion and had less interest in chapel courses. They wanted virtualization of chapel courses more. They had more willingness to faithful participation in online chapel courses. This research suggests that virtualization of chapel courses as a solution to chapel resistance is dependent on student's characteristics such as religion, major field of study, and mindset.

Bayesian analysis of a repairable system subject to overhauls with bounded failure intensity

  • Preeti Wanti, Srivastava;Nidhi, Jain
    • International Journal of Reliability and Applications
    • /
    • v.14 no.2
    • /
    • pp.55-70
    • /
    • 2013
  • This paper deals with the Bayesian analysis of the failure data of a repairable mechanical system subject to minimal repairs and periodic overhauls. The effect of overhauls on the reliability of the system is modeled by a proportional age reduction model and the failure process between two successive overhauls is assumed to be 2-parameter Engelhardt-Bain process (2-EBP). Power Law Process (PLP) model has a disadvantage which 2-EBP can overcome. On the basis of the observed data and of a number of suitable prior densities, point and interval estimation of model parameters, as well as quantities of relevant interest are found. Also hypothesis tests on the effectiveness of performed overhauls have been developed using Bayes factor. Sensitivity analysis of improvement parameter is carried out. Finally, a numerical application is used to illustrate the proposed method.

  • PDF

The Purpose of This Paper is to Study the influence of Chinese Women's Purchasing Behavior on Korean Cosmetics (중국 여성의 한국화장품 구매행동에 관한 실증분석 연구)

  • Yang, Hao-Yi;Kim, Suk-Chul
    • Korea Trade Review
    • /
    • v.44 no.1
    • /
    • pp.101-113
    • /
    • 2019
  • First, this study considered the trade situation of cosmetics products between Korea and China and conducted a survey on Chinese women about the purchasing behavior of Korean cosmetics. Five hypotheses were set up to further analyze Chinese women's purchasing behaviors. Subjective norms, conspicuous consumption, perceived behavioral control, brand and Korean wave were used as five variables to analyze hypothesis tests on the impact of purchase behavior. The results of the study showed that Chinese women's subjective norms, conspicuous consumptions, brands, and Korean wave factors had a significant effect on purchasing behavior, while perceived behavioral control factors did not affect purchasing behavior.