• Title/Summary/Keyword: Non-parametric Test

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A Study of Non-parametric Statistical Tests to Quantify the Change of Water Quality (수질변화의 계량화를 위한 비모수적 통계 준거에 관한 연구)

  • Lee, Sang-Hoon
    • Journal of Environmental Impact Assessment
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    • v.6 no.1
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    • pp.111-119
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    • 1997
  • This study was carried out to suggest the best statistical test which may be used to quantify the change of water quality between two groups. Traditional t-test may not be used in cases where the normality of underlying population distribution is not assured. Three non-parametric tests which are based on the relative order of the measurements, were studied to find out the applicability in water quality data analysis. The sign test is based on the sign of the deviation of the measurement from the median value, and the binomial distribution table is used. The signed rank test utilizes not only the sign but also the magnitude of the deviation. The Wilcoxon rank-sum test which is basically same as Mann-Whitney test, tests the mean difference between two independent samples which may have missing data. Among the three non-parametric tests studied, the singed rank test was found out to be applicable in the quantification of the change of water quality between two samples.

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Quantile-based Nonparametric Test for Comparing Two Diagnostic Tests

  • Kim, Young-Min;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.609-621
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    • 2007
  • Diagnostic test results, which are approximately normal with a few number of outliers, but non-normal probability distribution, are frequently observed in practice. In the evaluation of two diagnostic tests, Greenhouse and Mantel (1950) proposed a parametric test under the assumption of normality but this test is inappropriate for the above non-normal case. In this paper, we propose a computationally simple nonparametric test that is based on quantile estimators of mean and standard deviation, instead of the moment-based mean and standard deviation as in some parametric tests. Parametric and nonparametric tests are compared with simulations under the assumption of, respectively, normality and non-normality, and under various combinations of the probability distributions for the normal and diseased groups.

Non-Inferiority Test in a Two-Arm Trial and a Three-Arm Trial Including a Placebo (활성대조군을 이용한 두 군 설계와 위약군을 포함한 세 군 설계의 비열등성 시험)

  • Lee, Ji-Sun;Kim, Dong-Jae
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.947-957
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    • 2008
  • Two-arm non-inferiority trials is often applied to parametric procedure suggested by Hauschke et al. (1999). Since this design does not allow a direct comparison of a new treatment group with placebo group, parametric procedure in a three-arm non-inferiority trial with a placebo group was suggested by Pigeot et al. (2003). But, procedures in these designs are necessary for distribution assumptions. Therefore we propose, in this paper, non parametric procedures employing Wilcoxon rank sum test in a two-arm design and linear contrast test suggested by Scheirer et al. (1976) in a three-arm design. The proposed nonparametric procedures and parametric procedures are compared by Monte Carlo simulation study.

A Non-parametric Analysis of the Tam-Jin River : Data Homogeneity between Monitoring Stations (탐진강 수질측정 지점 간 동질성 검정을 위한 비모수적 자료 분석)

  • Kim, Mi-Ah;Lee, Su-Woong;Lee, Jae-Kwan;Lee, Jung-Sub
    • Journal of Korean Society on Water Environment
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    • v.21 no.6
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    • pp.651-658
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    • 2005
  • The Non-parametric Analysis is powerful in data test especially for the non- normality water quality data. The data at three monitoring stations of the Tam-Jin River were evaluated for their normality using Skewness, Q-Q plot and Shapiro-Willks tests. Various constituent of water quality data including temperature, pH, DO, SS, BOD, COD, TN and TP in the period of January 1994 to December 2004 were used as dataset. Shapiro-Willks normality test was carried out for a test 5% significance level. Most water quality data except DO at monitoring stations 1 and 2 showed that data does not normally distributed. It is indicating that non-parametric method must be used for a water quality data. Therefore, a homogeneity was conducted by Mann-Whitney U test (p<0.05). Two stations were paired in three pairs of such stations. Differences between stations 1, 2 and stations 1, 3 for pH, BOD, COD, TN and TP were meaningful, but Tam-Jin 2 and 3 stations did not meaningful. In addition, a narrow gap of the water quality ranges is not a difference. Categories in which all three pairs of stations (1 and 2, 2 and 3, 1 and 3) in the Tam-Jin River showed difference in water quality were analyzed on TN and TP. The results of in this research suggest a right analysis in the homogeneity test of water quality data and a reasonable management of pollutant sources.

Testing the Equality of Several Correlation Coefficients by Permutation Method

  • Um, Yonghwan
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.6
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    • pp.167-174
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    • 2022
  • In this paper we investigate the permutation test for the equality of correlation coefficients in several independent populations. Permutation test is a non-parametric testing methodology based upon the exchangeability of observations. Exchangeability is a generalization of the concept of independent, identically distributed random variables. Using permutation method, we may construct asymptotically exact test. This method is asymptotically as powerful as standard parametric tests and is a valuable tool when the sample sizes are small and normality assumption cannot be met. We first review existing parametric approaches to test the equality of correlation coefficients and compare them with the permutation test. At the end, all the approaches are illustrated using Iris data example.

The Evaluation of Relative Management Efficiency of Automobile Companies Using Non-parametric Approach (비모수 검정을 활용한 자동차 기업의 상대적 경영 효율성 평가)

  • Ha, Gui Ryong;Choi, Suk Bong
    • Knowledge Management Research
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    • v.15 no.2
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    • pp.147-164
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    • 2014
  • This paper investigated the efficiency of automobile firms by using several non-parametric approaches. First, using Data Envelopment Analysis (DEA), the paper has investigated the critical factors that determine the relative efficiency of management performance in automobile companies. Second, we examined how the firm size impact on the difference of this efficiency by using Kruskl-Wallis Test. Third, by using Mann-whitney test, we also investigated the difference of the efficiency accoss existence of technological innovation activity. Finally, the paper explored the relationship between technological innovation and management efficiency by using logistic regression model. The findings of this study provided practical information for inefficient automobile firms to find benchmarking firms and strategic position to improve their efficiency. The result also provided theoretical and methodological implications for those who explore factors affecting management efficiencies. Future research directions with the limitation of the study are discussed.

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Sample size determination based on placements for non-inferiority trials (비열등성 시험에서 위치 방법에 기초한 표본 수 결정)

  • Kim, Jiyeon;Kim, Dongjae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1349-1357
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    • 2013
  • In clinical research, sample size determination is one of the most important things. There are parametric method using t-test and non-parametric method suggested by Kim and Kim (2007) based on Wilcoxon's rank sum test for determining sample size in non-inferiority trials. In this paper, we propose sample size calculation method based on placements method suggested by Orban and Wolfe (1982) and using the power calculated by Kim (1994) in non-inferiority trials. We also compare proposed sample size with that using Kim and Kim (2007)'s formula and that of t-test for parametric methods. As the result, sample size calculated by proposed method based on placements is the smallest. Therefore, proposed method based on placements is better than parametric methods in case that it's hard to assume specific distribution function for population and also more efficient in terms of time and cost than method based on Wilcoxon's rank sum test.

Sample size comparison for two independent populations (독립인 두 모집단 설계에서의 표본수 비교)

  • Ko, Hae-Won;Kim, Dong-Jae
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1243-1251
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    • 2010
  • For clinical trials, it is common to compare the placebo and new drug. The method of calculating a sample size for two independent populations are the t-test that is used for parametric methods, and the Wilcoxon rank-sum test that is used in the non-parametric methods. In this paper, we propose a method that is using Kim's (1994) statistic power based on the linear placement statistic, which was proposed by Orban and Wolfe (1982). We also compare the sample size for the proposed method with that for using Wang et al. (2003)'s sample size formula which is based on Wilcoxon rank-sum test, and with that of t-test for parametric methods.

A Study of Non-parametric Statistical Tests to Analyze Trend in Water Quality Data (수질자료의 추세분석을 위한 비모수적 통계검정에 관한 연구)

  • Lee, Sang-Hoon
    • Journal of Environmental Impact Assessment
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    • v.4 no.2
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    • pp.93-103
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    • 1995
  • This study was carried out to suggest the best statistical test to analyze the trend in monthly water quality data. Traditional parametric tests such as t-test and regression analysis are based on the assumption that the underlying population has a normal distribution and regression analysis additionally assumes that residual errors are independent. Analyzing 9-years monthly COD data collected at Paldang in Han River, the underlying population was found to be neither normal nor independent. Therefore parametric tests are invalid for trend detection. Four Kinds of nonparametric statistical tests, such as Run Test, Daniel test, Mann-Kendall test, and Time Series Residual Analysis were applied to analyze the trend in the COD data, Daniel test and Mann-Kendall test indicated upward trend in COD data. The best nonparametric test was suggested to be Daniel test, which is simple in computation and easy to understand the intuitive meaning.

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Parametric and Non-parametric Trend Analyses for Water Levels of Groundwater Monitoring Wells in Jeju Island (제주도 지하수 관측망 수위에 대한 모수 및 비모수 변동경향 분석)

  • Choi, Hyun-Mi;Lee, Jin-Yong
    • Journal of Soil and Groundwater Environment
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    • v.14 no.5
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    • pp.41-50
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    • 2009
  • Water levels in groundwater monitoring wells of Jeju Island were analyzed using parametric and non-parametric trend analyses. Number of used monitoring wells in the analysis are 94 among totally 106 monitoring wells and the monitoring period is greater than single year, from 2001 to 2009. For the trend analysis, both parametric (linear regression) and nonparametric (Mann-Kendall trend test and Sen's trend test) methods were adopted. Results of the linear regression analysis on daily basis indicated that about 58.5% of the monitoring wells showed a decreasing trend, and analysis using monthly median indicated that about 79.8% showed a decreasing trend. The Mann-Kendall trend test and Sen's trend test with monthly median values in confidence levels of 95% and 99% showed the same analysis results. In confidence level of 95%, 32% were decreased, 3% were increased and the remains showed no trend. However, in confidence level of 99%, 16% were decreased, 2% were increased and the remains showed no trend. The largest decline rates of water levels were detected mainly at the coast of the northwestern and southwestern parts, which is expected to closely related to the increased pumping in the urban area and tourist resort.