• Title/Summary/Keyword: Lorenz plot

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Goodness-of-Fit-Test from Censored Samples

  • Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.41-52
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    • 2006
  • Because most common assumption is normality in statistical analysis, testing normality is very important. The Q-Q plot is a powerful tool to test normality with full samples in statistical package. But the plot can't test normality in type-II censored samples. This paper proposed the modified the Q-Q plot and the modified normalized sample Lorenz curve(NSLC) for normality test in the type-II censored samples. Using the two Hodgkin's disease data sets and the type-II censored samples, we picture the modified Q-Q plot and the modified normalized sample Lorenz curve.

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Goodness-of-Fit Test for the Normality based on the Generalized Lorenz Curve

  • Cho, Youngseuk;Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.21 no.4
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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.

Goodness-of-fit Test for the Extreme Value Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Seuk;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1441-1448
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    • 2008
  • We propose the modified quantile-quantile (Q-Q) plot using the approximate maximum likelihood estimators and the modified normalized sample Lorenz curve (NSLC) plot for the extreme value distribution based on multiply Type-II censored samples. Using two example data sets, we picture the modified Q-Q plot and the modified NSLC plot.

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A Study on Distribution Based on the Normalized Sample Lorenz Curve

  • Suk-Bok kang;Cho, Young-Suk
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.185-192
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    • 2001
  • Using the Lorenz curve that is proved to be a powerful tool to measure the income inequality within a population of income receivers, we propose the normalized sample Lorenz curve for the goodness-of-fit test that is very important test in statistical analysis. For two hodgkin's disease data sets, we compare the Q-Q plot and the proposed normalized sample Lorenz curve.

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Influence of Noise on Chaotic Time Series (카오스 시계열에 대한 잡음의 영향)

  • Choi, Min-Ho;Lee, Eun-Tae;Kim, Hung-Soo
    • Journal of Korea Water Resources Association
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    • v.42 no.4
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    • pp.355-363
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    • 2009
  • The purpose of this paper is to investigate the influence of noise on chaotic time series. We used two time series of Lorenz system and of Great Salt Lake's volume data which are well known as chaotic systems. This study investigated the attractors, correlation dimensions, and Close Returns Plots and Close Returns Histograms of two time series to investigate the influence of noise as increasing noise level. We performed Chi-square test to the relative frequency of Close Returns Histogram from Close Returns Plot for the investigation of stochastic process of chaotic time series as increasing noise level of time series. As the results, two time series were changed from chaotic to stochastic series as noise level is increased. Finally, we analyzed the effect of noise cancellation by using Simple Moving Average method. The results of applications of Simple Moving Average method to Lorenz and GSL time series showed that we could effectively cancel the noise. Then we could confirm the applicability of Simple Moving Average method to cancel the noise for the hydrologic time series having chaotic characteristics.

More Powerful Test for Normality Based on the Normalized Sample Lorenz Curve (NORMALIZED SAMPLE LORENZ CURVE를 이용한 검정력이 높은 정규성 검정)

  • 강석복;조영석
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.415-421
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    • 2002
  • Because most common assumption is normality in statistical analysis, testing normality is very important. We propose a new plot and test statistic to test for normality based on the modified Lorenz curve that is proved to be a powerful tool to measure the income inequality within a population of income receivers. We also compare the proposed test statistics with the W test (Shapiro and Wilk (1965)), TL test (Kang and Cho (1999)) in terms of the power of test through by Monte Carlo method. The proposed test is more usually powerful than the other tests except some case.

Prediction of Paroxysmal Atrial Fibrillation using Time-domain Analysis and Random Forest

  • Lee, Seung-Hwan;Kang, Dong-Won;Lee, Kyoung-Joung
    • Journal of Biomedical Engineering Research
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    • v.39 no.2
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    • pp.69-79
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    • 2018
  • The present study proposes an algorithm that can discriminate between normal subjects and paroxysmal atrial fibrillation (PAF) patients, which is conducted using electrocardiogram (ECG) without PAF events. For this, time-domain features and random forest classifier are used. Time-domain features are obtained from Poincare plot, Lorenz plot of ${\delta}RR$ interval, and morphology analysis. Afterward, three features are selected in total through feature selection. PAF patients and normal subjects are classified using random forest. The classification result showed that sensitivity and specificity were 81.82% and 95.24% respectively, the positive predictive value and negative predictive value were 96.43% and 76.92% respectively, and accuracy was 87.04%. The proposed algorithm had an advantage in terms of the computation requirement compared to existing algorithm, so it has suggested applicability in the more efficient prediction of PAF.

Goodness-of-fit Test for the Weibull Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.349-361
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    • 2009
  • In this paper, we derive the approximate maximum likelihood estimators of the shape parameter and the scale parameter in a Weibull distribution under multiply Type-II censoring by the approximate maximum likelihood estimation method. We develop three modified empirical distribution function type tests for the Weibull distribution based on multiply Type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

Goodness-of-fit test for the logistic distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Cho, Young-Seuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.195-209
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    • 2014
  • In this paper, we derive the estimators of the location parameter and the scale parameter in a logistic distribution based on multiply type-II censored samples by the approximate maximum likelihood estimation method. We use four modified empirical distribution function (EDF) types test for the logistic distribution based on multiply type-II censored samples using proposed approximate maximum likelihood estimators. We also propose the modified normalized sample Lorenz curve plot for the logistic distribution based on multiply type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

Goodness-of-fit tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Seo, Yeon-Ju;Jeong, Jina
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.903-914
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    • 2014
  • The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.