• Title/Summary/Keyword: Statistical test

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On the Study for the Simultaneous Test

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.241-246
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    • 2013
  • In this study, we propose a nonparametric simultaneous test procedure for the location translation and scale parameters. We consider the Wilcoxon rank sum test for the location translation parameter and the Mood test for the scale parameter with the quadratic and maximal types of combining functions. Then we derive the limiting null distributions of the combining functions. We illustrate our procedure with an example and compare efficiency by obtaining the empirical powers through a simulation study. Finally, we discuss some interesting features related to the nonparametric simultaneous tests.

A Simple Chi-squared Test of Multivariate Normality Based on the Spherical Data

  • Park, Cheolyong
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.117-126
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    • 2001
  • We provide a simple chi-squared test of multivariate normality based on rectangular cells on the spherical data. This test is simple since it is a direct extension of the univariate chi-squared test to multivariate case and the expected cell counts are easily computed. We derive the limiting distribution of the chi-squared statistic via the conditional limit theorems. We study the accuracy in finite samples of the limiting distribution and then compare the poser of our test with those of other popular tests in an application to a real data.

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Test of Hypotheses based on LAD Estimators in Nonlinear Regression Models

  • Seung Hoe Choi
    • 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.

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A Studies on Symmetric Type Multiple Unit Roots Test

  • Yil-Yong;I, Key-I
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.107-118
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    • 2000
  • Due to the close relation between cointegration test and multiple unit roots test multiple unit roots test are greatly studied by many researchers,. In this paper we suggest the symmetric type unit roots test which is an adjusted method of Shin (1999) Also we have a small Monte-Carlo simulation study to compare the power of the statistic developed in this paper with those of Shin (1999) and adjusted Fuller statistic(1996)

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A Multiple Unit Roots Test Based on Least Squares Estimator

  • Shin, Key-Il
    • Journal of the Korean Statistical Society
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    • v.28 no.1
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    • pp.45-55
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    • 1999
  • Knowing the number of unit roots is important in the analysis of k-dimensional multivariate autoregressive process. In this paper we suggest simple multiple unit roots test statistics based on least squares estimator for the multivariate AR(1) process in which some eigenvalues are one and the rest are less than one in magnitude. The empirical distributions are tabulated for suggested test statistics. We have small Monte-Calro studies to compare the powers of the test statistics suggested by Johansen(1988) and in this paper.

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A Bayesian Test Criterion for the Multivariate Behrens-Fisher Problem

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.28 no.1
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    • pp.107-124
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    • 1999
  • An approximate Bayes criterion for multivariate Behrens-Fisher problem is proposed and examined. Development of the criterion involves derivation of approximate Bayes factor using the imaginary training sample approach introduced by Speigelhalter and Smith (1982). The criterion is designed to develop a Bayesian test, so that it provides an alternative test to other tests based upon asymptotic sampling theory (such as the tests suggested by Bennett(1951), James(1954) and Yao(1965). For the derived criterion, numerical studies demonstrate routine application and give comparisons with the classical tests.

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A Review of Statistical Methods in the Journal of Oriental Obstetrics & Gynecology (대한한방부인과학회지에서 사용된 통계방법에 관한 연구)

  • Kim, Yoon-Sang;Oh, Hyun-Sook;Lim, Eun-Mee
    • The Journal of Korean Obstetrics and Gynecology
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    • v.25 no.1
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    • pp.70-78
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    • 2012
  • Objectives: The purpose of this article is not until to investigate the changes and types of statistical methods and to point out the statistical errors after analyzing the method of articles that improve the quality of the statistical analysis of papers published in the Journal of Oriental Obstetrics and Gynecology. Methods: Papers published in the Journal of Oriental Obstetrics and Gynecology from 2009 to 2011 were reviewed for methodological and statistical validity using a modified version of Ahn's checklist. A statistician reviewed individual papers and evaluated the list items in the checklist for each paper. To avoid the potential assessment error by the statistician who lacks expertise in the field of Oriental Obstetrics and Gynecology. Results: A total of 190 papers including 64 original articles, 40 reviews article, 58 case report and 28 brief communication were reviewed. Statistics methods used in 121 papers were composed of t-test(58.7%), ANOVA test(19.8%) and ${\chi}^2$- test (14.0%) et al. Whereas only 14.9% of papers were free of statistical errors, the number of omission errors was 58 and the number of commission errors was 149 each. Conclusions: A variety of statistical errors were encountered in papers published in the Journal of Oriental Obstetrics and Gynecology. Accordingly, researchers should be more careful when it comes to describing and applying statistical methods.

Tests of Hypotheses in Multiple Samples based on Penalized Disparities

  • Park, Chanseok;Ayanendranath Basu;Ian R. Harris
    • Journal of the Korean Statistical Society
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    • v.30 no.3
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    • pp.347-366
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    • 2001
  • Robust analogues of the likelihood ratio test are considered for testing of hypotheses involving multiple discrete distributions. The test statistics are generalizations of the Hellinger deviance test of Simpson(1989) and disparity tests of Lindsay(1994), obtained by looking at a 'penalized' version of the distances; harris and Basu (1994) suggest that the penalty be based on reweighting the empty cells. The results show that often the tests based on the ordinary and penalized distances enjoy better robustness properties than the likelihood ratio test. Also, the tests based on the penalized distances are improvements over those based on the ordinary distances in that they are much closer to the likelihood ratio tests at the null and their convergence to the x$^2$ distribution appears to be dramatically faster; extensive simulation results show that the improvement in performance of the tests due to the penalty is often substantial in small samples.

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Simultaneous Tests with Combining Functions under Normality

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.639-646
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    • 2015
  • We propose simultaneous tests for mean and variance under the normality assumption. After formulating the null hypothesis and its alternative, we construct test statistics based on the individual p-values for the partial tests with combining functions and derive the null distributions for the combining functions. We then illustrate our procedure with industrial data and compare the efficiency among the combining functions with individual partial ones by obtaining empirical powers through a simulation study. A discussion then follows on the intersection-union test with a combining function and simultaneous confidence region as a simultaneous inference; in addition, we discuss weighted functions and applications to the statistical quality control. Finally we comment on nonparametric simultaneous tests.

Controling the Healthy Worker Effect in Occupational Epidemiology

  • Kim, Jin-Heum;Nam, Chung-Mo
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.197-201
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    • 2002
  • The healthy worker effect is an important issue in occupational epidemiology. We proposed a new statistical method to test the relationship between exposure and time to death in the presence of the healthy worker effect. In this study, we considered the healthy worker hire effect to operate as a confounder and the healthy worker survival effect to operate as a confounder and an intermediate variable. The basic idea of the proposed method reflects the length bias-sampling caused by changing one's employment status. Simulation studies were also carried out to compare the proposed method with the Cox proportional hazards models. According to our simulation studies, both the proposed test and the test based on the Cox model having the change of the employment status as a time-dependent covariate seem to be satisfactory at an upper 5% significance level. The Cox models, however, are inadequate with the change, if any, of the employment status as time-independent covariate. The proposed test is superior in power to the test based on the Cox model including the time-dependent employment status.

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