• Journal of the Korean Data and Information Science Society
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• 제5권2호
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• pp.75-85
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• 1994

계단 충격 가속수명시험에서 통계적 추론을 위해 가정하는 수명분포에 대한 적합도검정을 Kolmogorov-Smirnov, Kuiper, Watson, Cramer-von Mises, Anderson-Darling과 같은 비모수적 검정통계량에 대하여 몬테칼로 방법을 이용한 기각치를 구하고, 검정력 측면에서 비교, 연구한다.

• Journal of the Korean Statistical Society
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• 제13권1호
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• pp.48-56
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• 1984

This paper considers one-sample and two-sample test for the logistic function by means of Kolmororov-Smirnov type statistics. The standard tables used for the Kolmogorov-Smirnov test are valid only when the function is completely specified; but they are not valid if the parameters of function are estimated from the sample. This note presents modified tables for the Kolmogorov-Sminov type staistic. These tables can be used to test the hypothesis that a sample comes from a logistic function when shape parameter $(\alpha)$ and location parameter $(\beta)$ must be estimated from the sample by the method of maximum likelihood. Monte Carlo method is employed to calculate the criticla values of the test. The tables of the critical values are provided.

• Communications for Statistical Applications and Methods
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• 제21권4호
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• pp.309-316
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• 2014

Testing normality is very important because the most common assumption is normality in statistical analysis. We propose a new plot and test statistic to goodness-of-fit test for normality based on the generalized Lorenz curve. We compare the new plot with the Q-Q plot. We also compare the new test statistic with the Kolmogorov-Smirnov (KS), Cramer-von Mises (CVM), Anderson-Darling (AD), Shapiro-Francia (SF), and Shapiro-Wilks (W) test statistic in terms of the power of the test through by Monte Carlo method. As a result, new plot is clearly classified normality and non-normality than Q-Q plot; in addition, the new test statistic is more powerful than the other test statistics for asymmetrical distribution. We check the proposed test statistic and plot using Hodgkin's disease data.

• Communications for Statistical Applications and Methods
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• 제4권2호
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• pp.435-444
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• 1997

The objective of this study is to investigate the problem of goodness of fit testing based on nonparametric function estimation techniques for the random censorship model. The small and large sample properties of the proposed test, $E_{mn}$, were investigated and it is shown that under the proportional hazard model $E_{mn}$ has higher power compared to the powers of the Kolmogorov -Smirnov, Kuiper, Cramer-von Mises, and analogue of the Cramer-von Mises type test statistic.

• Communications for Statistical Applications and Methods
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• 제4권1호
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• pp.311-315
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• 1997

In this note we consider confidence interval based on Kolmogorov-Smirnov statistic. In order to obtain confidence interval we need percentage points of the statistics. Bootstrap method is examined whether it is useful to determine the points. It is concluded that the method is useful for observations with many ties, whereas it gives less conserbative points for continuous distributions.

• Journal of the Korean Data and Information Science Society
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• 제20권3호
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• pp.587-592
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• 2009

The most frequent use of the chi-square distribution is in the area of goodness-of-t of a distribution. The likelihood ratio test is a commonly used test statistic as the maximum likelihood estimate in statistical inferences. The recently revised versions of the likelihood ratio test statistics are used in estimating the parameter in the chi-square distribution. The estimates are compared with the commonly used method of moments and the maximum likelihood estimate.

• Journal of the Korean Data and Information Science Society
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• 제21권2호
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• pp.345-354
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• 2010

The Gamma Distribution is widely used in Engineering and Industrial applications. Estimation of parameters is revisited in the two-parameter Gamma distribution. The parameters are estimated by minimizing the likelihood ratios. A comparative study between the method of moments, the maximum likelihood method, the method of product spacings, and minimization of three different likelihood ratios is performed using simulation. For the scale parameter, the maximum likelihood estimate performs better and for the shape parameter, the product spacings estimate performs better. Among the three likelihood ratio statistics considered, the Anderson-Darling statistic has inferior performance compared to the Cramer-von-Misses statistic and the Kolmogorov-Smirnov statistic.

• Journal of the Korean Data and Information Science Society
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• 제11권1호
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• pp.83-90
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• 2000

이원분할표의 두 범주형 변수에 대한 독립성을 검정할 때 흔히 카이제곱 검정통계량이 사용된다. 표본추출 모형이 다항이나 곱다항인 경우 이 검정통계량이 독립성 가정하에서 근사적으로 카이제곱 분포를 따르게 되는 것은 잘 알려진 사실이다. 두 주변값이 모두 주어진 경우 독립성 가정하에서 표본추출 모형은 다중 초기하분포가 되며 앞의 모형과 마찬가지로 카이제곱 통계량에 근거한 검정을 사용할 수 있다. 이 연구에서는 주변값이 주어진 경우에 카이제곱 통계량의 소표본 분포를 대표본 분포인 카이제곱 분포와 비교하고자 한다. 표본크기가 작은 몇 개의 경우에 대해 카이제곱 통계량의 소표본 분포를 직접 계산해보았다. 표본크기가 큰 몇 개의 경우는 간단한 몬테칼로 알고리듬을 통해 소표본 분포를 생성하고 카이제곱 확률도와 콜모고로브-스미노브 단일표본 검정을 이용하여 대표본 분포와의 일치성을 알아보았다.

• 응용통계연구
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• 제30권6호
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• pp.889-899
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• 2017

독립성분분석은 혼합된 신호에서 원신호들을 분리하기 위해서 사용되는 다변량 분석방법으로서, 블라인드 음원 분리 중 가장 널리 사용되는 방법이다. 독립성분분석은 주성분분석이나 요인분석과 같이 선형변환을 사용하지만, 원신호들의 통계적 독립과 비정규성 가정을 필요로 한다는 점에서 다르다. 설명되는 분산의 누적비율이 클수록 더 중요한 성분을 의미하게 되는 주성분분석과 달리, 독립성분분석에서는 독립성분들의 중요순서를 결정하는데 적절한 유일한 기준이 정해지지 않는다. 군집분석이나 차원축소된 그래프 작성 등과 같은 후속 연구를 진행하기 위해서는 일부의 주요 독립성분을 사용하게 되므로, 성분의 순서를 정하는 것은 의미가 있다. 본 연구에서는 성분의 순서를 결정하기 위한 몇 가지 기준의 성능을 비교하였다. 첨도와 첨도의 절댓값, 음의 엔트로피, 콜모고로프-스미르노프 통계량, 계수제곱합을 이용한 방법이 고려되었다. 이들은 알려진 그룹을 분류하는 능력을 기준으로 평가되었다. 두 가지 형태의 자료를 이용한 분석결과를 제시하였다.

• Communications for Statistical Applications and Methods
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• 제24권3호
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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.