• Journal of the Korean Data and Information Science Society
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• v.20 no.1
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• pp.237-250
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• 2009

We consider a nonparametric test procedure for the multi-sample problem with grouped data. We construct the test statistics based on the scores obtained from the likelihood ratio principle and derive the limiting distribution under the null hypothesis. Also we illustrate our procedure with an example and obtain the asymptotic properties under the Pitman translation alternatives. Also we discuss some concluding remarks. Finally we derive the covariance between components in the Appendix.

• Journal of Korean Society for Quality Management
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• v.22 no.2
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• pp.166-176
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• 1994

Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.281-286
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• 2003

The stationarity is one of the most important properties of a time series. We propose robust sign tests for seasonal autoregressive process to determine whether or not a time series is stationary. The tests have an exact binomial null distribution and are robust to the outliers and the heteroscedastic errors. Monte-Carlo simulation shows that the sign test is locally more powerful than the OLSE-based tests for heavy-tailed and/or heteroscedastic error distributions.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.637-642
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• 2013

In this paper, we consider the maximum entropy test in in nite order autoregressiv models. Its asymptotic distribution is derived under the null hypothesis. A bootstrap version of the test is discussed and its performance is evaluated through Monte Carlo simulations.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.288-295
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• 1995

In this paper a hypotheses test procedure based on the least absolute deviation estimators for the unknown parameters in nonlinear regression models is investigated. The asymptotic distribution of the proposed likelihood ratio test statistic are established voth under the null hypotheses and a sequence of local alternative hypotheses. The asymptotic relative efficiency of the proposed test with classical test based on the least squares estimator is also discussed.

• Journal of the Korean Statistical Society
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• v.7 no.1
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• pp.17-26
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• 1978

For testing $\beta_i=\beta, i=1,...,k$, in the regression model $Y_{ij} = \alpha_i + \beta_ix_{ij} + e_{ij}, j=1,...,n_i$, a simple and robust test based on Kendall's tau is proposed. Its asymptotic distribution is proved to be chi-square under the null hypthesis and noncentral chi-square under an appropriate sequence of alternatives. For the optimal designs, the asymptotic relative efficiency of the proposed procedure with respect to the least squares procedure is the same as that of the Wilcoxon test with respect to the t-test.

• The Pure and Applied Mathematics
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• v.16 no.1
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• pp.31-46
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• 2009

In this paper we study the geometry of Einstein half light like submanifolds M of a Lorentz manifold ($\bar{M}$(c), $\bar{g}$) of constant curvature c, equipped with an integrable screen distribution on M such that the induced connection ${\nabla}$ is a metric connection and the operator $A_u$ is a screen shape operator.

• Journal of the Korean Statistical Society
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• v.5 no.1
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• pp.61-77
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• 1976

The first aim of this study is to provide QC engineers with the right method of cipher of SQC-charts and to help learn how to analyse SQC-charts. The second aim is to maximize the utility of SQC-charts by introducing some Distribution-free Statistical Tests which is experted to provide some methods of test for null hypothese $(H_0)$ concerning the randomness of manufacturing processes.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.10
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• pp.523-530
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• 2020

The efficient market hypothesis explains the random walk hypothesis suggesting that stock prices are independent of each other, hence, it is impossible to earn abnormal profits. The positive effect of a well-functioning and highly efficient stock market on the performance of an economy motivated the Philippine Stock Exchange to pursue massive modernization initiatives. This research provides evidence of the existence of random walk in the Philippine stock market employing the Augmented Dickey-Fuller (1981) and Phillips-Perron (1988) unit root tests, the Lo-MacKinlay's (1988) conventional variance ratio test, and Chow-Denning's (1993) simple multiple variance ratio test. Results of the ADF and PP unit root tests confirm the necessary condition for a random walk. The Chow-Denning (1993) maximum /z/ statistic and the Wald test statistic as in Richardson and Smith (1991) for the joint hypotheses and the Lo and MacKinlay (1988) individual statistics variance ratio test generally accepted the null hypothesis of a random walk. That is, the unit root and variance ratio tests consistently indicate that the null hypothesis of random walk cannot be rejected. The existence of a random walk in weak-form efficiency can be attributed to market liquidity as a result of continuous development and modernization of the Philippine equity market.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.14 no.11
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• pp.1161-1169
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• 2003

In this paper, ADE(Axially Displaced Ellipse) Gregorian dual reflector antennas, which are the special form of Gregorian dual reflector antennas, were analyzed. In the procedure of antenna analysis, the aperture field distribution was obtained by using the geometrical optics and their far-field radiation characteristics were analyzed by using the aperture field method. The analysis results such as antenna efficiency, HPBW(Half Power Beam Width), FNBW(First Null Beam Width), and FSL(First Sidelobe Level) were presented as functions of edge taper and size of main reflector and subreflector. From the results in this paper, we could confirm that ADE reflector antennas have the different radiation characteristics from the classical dual reflector antennas.