• Journal of Korean Society for Quality Management
• /
• v.32 no.4
• /
• pp.208-219
• /
• 2004

This paper considers a nonparametric estimation of lifetime distribution for ramp stress tests with stress bound under intermittent inspection. The test items are inspected only at specified time points an⊂1 so the collected observations are grouped data. Under the cumulative exposure model, two nonparametric estimation methods of estimating the lifetime distribution at use condition stress are proposed for the situation which the time transformation function relating stress to lifetime is a type of the inverse power law. Each of items is initially put on test under ramp stress and then survivors are put on test under constant stress, where all failures in the Inspection interval are assumed to occur at the midi)oint or the endpoint of that interval. Two proposed estimators of quantile from grouped data consisting of the number of items failed in each inspection interval are numerically compared with the maximum likelihood estimator(MLE) based on Weibull distribution.

• The Korean Journal of Applied Statistics
• /
• v.15 no.2
• /
• pp.355-366
• /
• 2002

Nonparametric statistical inference for the parameter of logit model were examined. Usually nonparametric approach is milder than parametric approach based on normal theory assumption. We compared the two nonparametric methods for legit model, the bootstrap and random permutation in the sense of coverage probability. Monte Carlo simulation is conducted for small sample cases. Empirical power of hypothesis test and coverage probability for confidence interval estimation were presented for simple and multiple legit model respectively. An example were also introduced.

• Proceedings of the Korean Statistical Society Conference
• /
• 2003.10a
• /
• pp.179-182
• /
• 2003

This study describes a new graphical method for assessing and characterizing effect modification by a matching covariate in matched case-control studies. This method to understand effect modification is based on a semiparametric model using a varying coefficient model. The method allows for nonparametric relationships between effect modification and other covariates, or can be useful in suggesting parametric models. This method can be applied to examining effect modification by any ordered categorical or continuous covariates for which cases have been matched with controls. The method applies to effect modification when causality might be reasonably assumed. An example from veterinary medicine is used to demonstrate our approach. The simulation results show that this method, when based on linear, quadratic and nonparametric effect modification, can be more powerful than both a parametric multiplicative model fit and a fully nonparametric generalized additive model fit.

• Journal of Korea Water Resources Association
• /
• v.33 no.1
• /
• pp.31-38
• /
• 2000

Relationships between hydrologic variables are often nonlinear. Usually the functional form of such a relationship is not known a priori. A multivariate, nonparametric regression methodology is provided here for approximating the underlying regression function using locally weighted polynomials. Locally weighted polynomials consider the approximation of the target function through a Taylor series expansion of the function in the neighborhood of the point of estimate. The utility of this nonparametric regression approach is demonstrated through an application to nonparametric short term forecasts of the biweekly Great Salt Lake volume.volume.

• The Korean Journal of Applied Statistics
• /
• v.26 no.1
• /
• pp.71-79
• /
• 2013

Semiparametric and nonparametric small area estimations have been studied to overcome a large variance due to a small sample size allocated in a small area. In this study, we investigate semiparametric and nonparametric mixed effect small area estimators using penalized spline and kernel smoothing methods respectively and compare their performances using labor statistics.

• Communications for Statistical Applications and Methods
• /
• v.14 no.3
• /
• pp.609-621
• /
• 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.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2007.05a
• /
• pp.1484-1487
• /
• 2007

본 연구에서는 우리나라를 주지적으로 내습하여 많은 강수를 유발시키는 태풍의 특성에 대해 고찰하고, Nonparametric Bootstrap Simulation 기법에 적용하여 확률 강우량을 산정하였다. 우리나라에 영향을 준 것으로 나타난 139개 태풍에 대하여, 중심 위치와 중심 기압 자료와 우리나라 강우관측소의 시간강수량 자료를 이용하여 Nonparametric Bootstrap Simulation 기법에 적용하였다. 우리나라에 영향을 준 태풍운 연평균 3.09회 발생하고, 약 107시간 영향을 주는 것으로 나타났다. 본 연구에서는 서울과 부산 지점을 대상으로 Nonparametric Bootstrap Simulation 기법을 적용하여 태풍에 의해 발생할 수 있는 확률강우량을 산정하여, 빈도해석에 의한 확률강우량과 비교를 수행하였다. 그 결과, 서울 지점은 태풍에 의한 강우량이 그리 크지 않았으나, 부산 지점은 태풍에 의해서 발생할 수 있는 강우량이 매우 큰 것으로 분석 되었다.

• Communications for Statistical Applications and Methods
• /
• v.22 no.5
• /
• pp.463-473
• /
• 2015

We consider a nonparametric AR(1) model with nonparametric ARCH(1) errors. In order to estimate the unknown function of the ARCH part, we apply the stationary bootstrap procedure, which is characterized by geometrically distributed random length of bootstrap blocks and has the advantage of capturing the dependence structure of the original data. The proposed method is composed of four steps: the first step estimates the AR part by a typical kernel smoothing to calculate AR residuals, the second step estimates the ARCH part via the Nadaraya-Watson kernel from the AR residuals to compute ARCH residuals, the third step applies the stationary bootstrap procedure to the ARCH residuals, and the fourth step defines the stationary bootstrapped Nadaraya-Watson estimator for the ARCH function with the stationary bootstrapped residuals. We prove the asymptotic validity of the stationary bootstrap estimator for the unknown ARCH function by showing the same limiting distribution as the Nadaraya-Watson estimator in the second step.

• Nuclear Engineering and Technology
• /
• v.53 no.5
• /
• pp.1664-1675
• /
• 2021

In order to verify the statistical performance of the nonparametric tests used in the MARSSIM approach, all plausible contamination distribution types that can be encountered in a survey area should be investigated. As the first of such investigations, this study aims to perform the verification for normal distribution of the contamination in a survey area by simulating the collection of random samples from it through the Monte Carlo simulation. The results of the simulations conducted for a total of 81 simulation cases showed that Sign test and WRS test both exhibited an excellent statistical performance: 100% for the former and 98.8% for the latter. Therefore, in final status surveys of the MARSSIM approach, a high statistical performance can be expected in applying the nonparametric hypothesis tests to survey areas whose net contamination can be assumed to be normally distributed.

• Communications for Statistical Applications and Methods
• /
• v.30 no.3
• /
• pp.227-244
• /
• 2023

In this paper, a depth-based nonparametric test for a multivariate two-sample scale problem is proposed. The proposed test statistic is based on the depth-induced ranks and is thus distribution-free. In this article, the depth values of data points of one sample are calculated with respect to the other sample or distribution and vice versa. A comprehensive simulation study is used to examine the performance of the proposed test for symmetric as well as skewed distributions. Comparison of the proposed test with the existing depth-based nonparametric tests is accomplished through empirical powers over different depth functions. The simulation study admits that the proposed test outperforms existing nonparametric depth-based tests for symmetric and skewed distributions. Finally, an actual life data set is used to demonstrate the applicability of the proposed test.