• Title/Summary/Keyword: Statistical Testing

Search Result 1,201, Processing Time 0.028 seconds

Testing Log Normality for Randomly Censored Data (임의중도절단자료에 대한 로그정규성 검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.5
    • /
    • pp.883-891
    • /
    • 2011
  • For survival data we sometimes want to test a log normality hypothesis that can be changed into normality by transforming the survival data. Hence the Shapiro-Wilk type statistic for normality is generalized to randomly censored data based on the Kaplan-Meier product limit estimate of the distribution function. Koziol and Green (1976) derived Cram$\acute{e}$r-von Mises statistic's randomly censored version under the simpl hypothesis. These two test statistics are compared through a simulation study. As for the distribution of censoring variables, we consider Koziol and Green (1976)'s model and other similar models. Through the simulation results, we can see that the power of the proposed statistic is higher than that of Koziol-Green statistic and that the proportion of the censored observations (rather than the distribution of censoring variables) has a strong influence on the power of the proposed statistic.

A Parameter Estimation of Software Reliability Growth Model with Change-Point (변화점을 고려한 소프트웨어 신뢰도 성장모형의 모수추정)

  • Kim, Do-Hoon;Park, Chun-Gun;Nam, Kyung-H.
    • The Korean Journal of Applied Statistics
    • /
    • v.21 no.5
    • /
    • pp.813-823
    • /
    • 2008
  • The non-homogeneous Poisson process(NHPP) based software reliability growth models are proved quite successful in practical software reliability engineering. The fault detection rate is usually assumed to be the continuous and monotonic function. However, the fault detection rate can be affected by many factors such as the testing strategy, running environment and resource allocation. This paper describes a parameter estimation of software reliability growth model with change-point problem. We obtain the maximum likelihood estimate(MLE) and least square estimate(LSE), and compare goodness-of-fit.

Performance of VaR Estimation Using Point Process Approach (점과정 기법을 이용한 VaR추정의 성과)

  • Yeo, Sung-Chil;Moon, Seoung-Joo
    • The Korean Journal of Applied Statistics
    • /
    • v.23 no.3
    • /
    • pp.471-485
    • /
    • 2010
  • VaR is used extensively as a tool for risk management by financial institutions. For convenience, the normal distribution is usually assumed for the measurement of VaR, but recently the method using extreme value theory is attracted for more accurate VaR estimation. So far, GEV and GPD models are used for probability models of EVT for the VaR estimation. In this paper, the PP model is suggested for improved VaR estimation as compared to the traditonal EV models such as GEV and GPD models. In view of the stochastic process, the PP model is regarded as a generalized model which include GEV and GPD models. In the empirical analysis, the PP model is shown to be superior to GEV and GPD models for the performance of VaR estimation.

Order restricted inference for testing the investors' attention effect on stock returns (주식 수익률에 미치는 투자자들의 관심효과를 검정하기 위한 순서제약추론)

  • Kim, Youngrae;Lim, Johan;Lee, Sungim;Choi, Sujung
    • The Korean Journal of Applied Statistics
    • /
    • v.31 no.3
    • /
    • pp.409-416
    • /
    • 2018
  • Significant research has been conducted in the financial sector on the behavior of investors in the stock market. In this paper, we directly measure the degree of interest using the ranking of the frequency mentioned in the stock message board operated by Daum Communications Corp. and test the fact that the higher ranking of the frequency results in the higher stock returns in order to investigate the attention effect on the stock returns in the Korean stock market. We also propose and apply the likelihood ratio test procedure for order restricted hypotheses in order to test the attention effect. The test results shows that the higher rank in the frequency mentioned in the message board is related to stock returns (p-value < $10^{-6}$). Therefore, we conclude that an investors' attention effects exist in the Korean stock market.

Analysis on the Kinematics and Dynamics of Human Arm Movement Toward Upper Limb Exoskeleton Robot Control - Part 2: Combination of Kinematic and Dynamic Constraints (상지 외골격 로봇 제어를 위한 인체 팔 동작의 기구학 및 동역학적 분석 - 파트 2: 제한조건의 선형 결합)

  • Kim, Hyunchul;Lee, Choon-Young
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.20 no.8
    • /
    • pp.875-881
    • /
    • 2014
  • The redundancy resolution of the seven DOF (Degree of Freedom) upper limb exoskeleton is key to the synchronous motion between a robot and a human user. According to the seven DOF human arm model, positioning and orientating the wrist can be completed by multiple arm configurations that results in the non-unique solution to the inverse kinematics. This paper presents analysis on the kinematic and dynamic aspect of the human arm movement and its effect on the redundancy resolution of the seven DOF human arm model. The redundancy of the arm is expressed mathematically by defining the swivel angle. The final form of swivel angle can be represented as a linear combination of two different swivel angles achieved by optimizing two cost functions based on kinematic and dynamic criteria. The kinematic criterion is to maximize the projection of the longest principal axis of the manipulability ellipsoid of the human arm on the vector connecting the wrist and the virtual target on the head region. The dynamic criterion is to minimize the mechanical work done in the joint space for each of two consecutive points along the task space trajectory. The contribution of each criterion on the redundancy was verified by the post processing of experimental data collected with a motion capture system. Results indicate that the bimodal redundancy resolution approach improved the accuracy of the predicted swivel angle. Statistical testing of the dynamic constraint contribution shows that under moderate speeds and no load, the dynamic component of the human arm is not dominant, and it is enough to resolve the redundancy without dynamic constraint for the realtime application.

Comparison of the bonding strengths of second- and third-generation light-emitting diode light-curing units

  • Lee, Hee-Min;Kim, Sang-Cheol;Kang, Kyung-Hwa;Chang, Na-Young
    • The korean journal of orthodontics
    • /
    • v.46 no.6
    • /
    • pp.364-371
    • /
    • 2016
  • Objective: With the introduction of third-generation light-emitting diodes (LEDs) in dental practice, it is necessary to compare their bracket-bonding effects, safety, and efficacy with those of the second-generation units. Methods: In this study, 80 extracted human premolars were randomly divided into eight groups of 10 samples each. Metal or polycrystalline ceramic brackets were bonded on the teeth using second- or third-generation LED light-curing units (LCUs), according to the manufacturers' instructions. The shear bond strengths were measured using the universal testing machine, and the adhesive remnant index (ARI) was scored by assessing the residual resin on the surfaces of debonded teeth using a scanning electron microscope. In addition, curing times were also measured. Results: The shear bond strengths in all experimental groups were higher than the acceptable clinical shear bond strengths, regardless of the curing unit used. In both LED LCU groups, all ceramic bracket groups showed significantly higher shear bond strengths than did the metal bracket groups except the plasma emulation group which showed no significant difference. When comparing units within the same bracket type, no differences in shear bond strength were observed between the second- and third-generation unit groups. Additionally, no significant differences were observed among the groups for the ARI. Conclusions: The bracket-bonding effects and ARIs of second- and third-generation LED LCUs showed few differences, and most were without statistical significance; however, the curing time was shorter for the second-generation unit.

Significance of HCG to Distinguish Parathyroid Carcinoma from Benign Disease and in Adding Prognostic Information: A Hospital Based Study from Nepal

  • Gupta, Satrudhan Pd.;Mittal, Ankush;Sathian, Brijesh
    • Asian Pacific Journal of Cancer Prevention
    • /
    • v.14 no.1
    • /
    • pp.325-327
    • /
    • 2013
  • Objective: To differentiate between benign and malignant hyperparathyroidism on the basis of excretion of HCG and its malignant isoforms in urine. Materials and Methods: This hospital based study was carried out using data retrieved from the register maintained in Manipal Teaching Hospital from $1^{st}$ January, 2008 and $31^{st}$ August, 2012. The variables collected were urinary HCG and HCG malignant isoform, calcium and parathyroid hormone. Preceding the study, approval was obtained from the institutional research ethical committee. Analysis was by descriptive statistics and testing of hypothesis. A p-value of <0.05 (two-tailed) was used to establish statistical significance. Results: Out of the 20 cases, 10 were primary hyperparathyroidism and the remainder were parathyroid carcinomas. The urinary HCG $6.1{\pm}0.6$ fmol/mgCr was with in normal range in benign hyperthyroidism but was markedly elevated in three cases of malignant hyperparathyroidism (maximum value of excretion in urine for HCG was 2323 fmol/mgCr). The excretion of malignant isoform of HCG in urine was 0 in benign hyperparathyroidsm and in four cases of malignant hyperparathyroidism which fell into the category of persistantly low HCG. The maximum excretion of the malignant isoform of HCG in urine was 1.8, in the category of very high HCG. Calcium and parathyroid hormone were mildly raised in benign parathyroidism, while parathyroid hormone was markedly elevated in cases of malignant hyperparathyroidism falling into the category of very high HCG. Conclusions: The excretion of urinary HCG in urine has the ability to distinguish between parathyroid adenomas and carcinomas and thus has potential to become a marker of disease progression in malignant parathyroid disease.

Scenario Analysis of Personal Nitrogen Dioxide Exposure with Monte Carlo Simulation on Subway Station Workers in Seoul (확률론적 모의실험 기법을 이용한 일부 지하철 근무자들의 이산화질소 개인노출 시나리오 분석)

  • 손부순;장봉기;양원호
    • Journal of Environmental Science International
    • /
    • v.10 no.3
    • /
    • pp.195-200
    • /
    • 2001
  • The personal exposures of nitrogen dioxide(NO$_2$), microenvironmental levels and daily time activity patterns on Seoul subway station workers were measured from February 10 to March 12, 1999. Personal NO$_2$exposure for 24 hours were 29.40$\pm$9.75 ppb. NO$_2$level of occupational environment were 27.87$\pm$7.15 ppb in office, 33.60$\pm$8.64 ppb in platform and 50.13$\pm$13.04 ppb in outdoor. Personal exposure time of subway station workers was constituted as survey results with $7.94\pm$3.00 hours in office, $2.82\pm$1.63 hours in platform and 1 hours in outdoor. With above results, personal $NO_2$exposure distributions on subway station workers in Seoul were estimated with Monte Carlo simulation which uses statistical probabilistic theory on various exposure scenario testing. Some of distributions which did not have any formal patterns were assumed as custom distribution type. Estimated personal occupational $NO_2$exposure using time weighted average (TWA) model was 31.$29\pm$5.57 ppb, which were under Annual Ambient Standard (50ppb) of Korea. Though arithmetic means of measured personal $NO_2$exposure was lower than that of occupational $NO_2$exposure estimated by TWA model, considering probability distribution type simulated, probability distribution of measured personal $NO_2$exposures for 24 hours was over ambient standard with 3.23%, which was higher than those of occupational exposure(0.02%). Further research is needed for reducing these 24 hour $NO_2$personal excess exposures besides occupational exposure on subway station workers in Seoul.

  • PDF

Comparative study of the shear bond strength of various veneering materials on grade II commercially pure titanium

  • Lee, Eun-Young;Jun, Sul-Gi;Wright, Robert F.;Park, Eun-Jin
    • The Journal of Advanced Prosthodontics
    • /
    • v.7 no.1
    • /
    • pp.69-75
    • /
    • 2015
  • PURPOSE. To compare the shear bond strength of various veneering materials to grade II commercially pure titanium (CP-Ti). MATERIALS AND METHODS. Thirty specimens of CP-Ti disc with 9 mm diameter and 10 mm height were divided into three experimental groups. Each group was bonded to heat-polymerized acrylic resin (Lucitone 199), porcelain (Triceram), and indirect composite (Sinfony) with 7 mm diameter and 2 mm height. For the control group (n=10), Lucitone 199 were applied on type IV gold alloy castings. All samples were thermocycled for 5000 cycles in $5-55^{\circ}C$ water. The maximum shear bond strength (MPa) was measured with a Universal Testing Machine. After the shear bond strength test, the failure mode was assessed with an optic microscope and a scanning electron microscope. Statistical analysis was carried out with a Kruskal-Wallis Test and Mann-Whitney Test. RESULTS. The mean shear bond strength and standard deviations for experimental groups were as follows: Ti-Lucitone 199 ($12.11{\pm}4.44$ MPa); Ti-Triceram ($11.09{\pm}1.66$ MPa); Ti-Sinfony ($4.32{\pm}0.64$ MPa). All of these experimental groups showed lower shear bond strength than the control group ($16.14{\pm}1.89$ MPa). However, there was no statistically significant difference between the Ti-Lucitone 199 group and the control group, and the Ti-Lucitone 199 group and the Ti-Triceram group. Most of the failure patterns in all experimental groups were adhesive failures. CONCLUSION. The shear bond strength of veneering materials such as heat-polymerized acrylic resin, porcelain, and indirect composite to CP-Ti was compatible to that of heatpolymerized acrylic resin to cast gold alloy.

Effect of denture cleansers on surface hardness of resilient denture liners at various time intervals- an in vitro study

  • Pahuja, Rasleen Kaur;Garg, Sandeep;Bansal, Sanjay;Dang, Rajat Harvinder
    • The Journal of Advanced Prosthodontics
    • /
    • v.5 no.3
    • /
    • pp.270-277
    • /
    • 2013
  • PURPOSE. This study was aimed to determine the effect of two chemically distinct denture cleansers and water on the surface hardness of acrylic and silicone based soft denture liners at various time intervals. MATERIALS AND METHODS. Two commonly used commercial resilient liner material were selected based on their chemical composition (silicone- and acrylic-based soft liners) for this investigation. 120 cylindrical specimens were made of $15mm{\times}10mm$ dimensions (according to ASTM: D-2240-64T) in a custom made metal mold. All specimens were stored in artificial saliva throughout the study. Forty specimens were cleansed daily in 0.5% sodium hypochlorite solution; forty were cleansed in sodium perborate and remaining forty specimens were daily rinsed in water. Testing was done at 1 week, 1 month, 3 months and 6 months for surface hardness using a Shore A Durometer. A mean of 3 reading for each sample was subjected to one-way ANOVA, Post Hoc test and pair-t test for statistical analysis. P values of less than 0.05 were taken as statistically significant. RESULTS. Surface hardness of all the samples was significantly higher after a period of 6 months irrespective of the cleansing treatment. Minor changes were observed between control, sodium hypochlorite and sodium perborate groups with time. Greater change was observed in surface hardness of acrylic-based soft denture liners as compared to silicone-based soft liners for all groups, as time progressed. CONCLUSION. Silicone-based soft denture liners performed significantly better in all cleansing treatments than acrylic-based soft denture liners.