• Title/Summary/Keyword: Statistical test

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A Bayes Criterion for Testing Homogeneity of Two Multivariate Normal Covariances

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.11-23
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    • 1998
  • A Bayes criterion for testing the equality of covariance matrices of two multivariate normal distributions is proposed and studied. Development of the criterion invloves calculation of Bayes factor using the imaginary sample method introduced by Spiegelhalter and Smith (1982). The criterion is designed to develop a Bayesian test criterion, so that it provides an alternative test criterion to those based upon asymptotic sampling theory (such as Box's M test criterion). For the constructed criterion, numerical studies demonstrate routine application and give comparisons with the traditional test criteria.

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Model Checking for Time-Series Count Data

  • Lee, Sung-Im
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.359-364
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    • 2005
  • This paper considers a specification test of conditional Poisson regression model for time series count data. Although conditional models for count data have received attention and proposed in several ways, few studies focused on checking its adequacy. Motivated by the test of martingale difference assumption, a specification test via Ljung-Box statistic is proposed in the conditional model of the time series count data. In order to illustrate the performance of Ljung- Box test, simulation results will be provided.

The sequential test of two treatments when subjects are paired in many-to-one ratio

  • Park, S. C.
    • Journal of the Korean Statistical Society
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    • v.1 no.1
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    • pp.11-17
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    • 1973
  • A class of sequential binomial tests and a sequential rank test can be applied for testing two treatments when subjects are paired in many-to-one ratio. The efficiency of each test is examined in terms of the average sample number. The binomial tests are much easier and more convenient to apply than the rank test not as efficient. Within the class of binomial test, the median test appears to be the most efficient is general.

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Robust inference with order constraint in microarray study

  • Kang, Joonsung
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.559-568
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    • 2018
  • Gene classification can involve complex order-restricted inference. Examining gene expression pattern across groups with order-restriction makes standard statistical inference ineffective and thus, requires different methods. For this problem, Roy's union-intersection principle has some merit. The M-estimator adjusting for outlier arrays in a microarray study produces a robust test statistic with distribution-insensitive clustering of genes. The M-estimator in conjunction with a union-intersection principle provides a nonstandard robust procedure. By exact permutation distribution theory, a conditionally distribution-free test based on the proposed test statistic generates corresponding p-values in a small sample size setup. We apply a false discovery rate (FDR) as a multiple testing procedure to p-values in simulated data and real microarray data. FDR procedure for proposed test statistics controls the FDR at all levels of ${\alpha}$ and ${\pi}_0$ (the proportion of true null); however, the FDR procedure for test statistics based upon normal theory (ANOVA) fails to control FDR.

Improved Statistical Testing of Two-class Microarrays with a Robust Statistical Approach

  • Oh, Hee-Seok;Jang, Dong-Ik;Oh, Seung-Yoon;Kim, Hee-Bal
    • Interdisciplinary Bio Central
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    • v.2 no.2
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    • pp.4.1-4.6
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    • 2010
  • The most common type of microarray experiment has a simple design using microarray data obtained from two different groups or conditions. A typical method to identify differentially expressed genes (DEGs) between two conditions is the conventional Student's t-test. The t-test is based on the simple estimation of the population variance for a gene using the sample variance of its expression levels. Although empirical Bayes approach improves on the t-statistic by not giving a high rank to genes only because they have a small sample variance, the basic assumption for this is same as the ordinary t-test which is the equality of variances across experimental groups. The t-test and empirical Bayes approach suffer from low statistical power because of the assumption of normal and unimodal distributions for the microarray data analysis. We propose a method to address these problems that is robust to outliers or skewed data, while maintaining the advantages of the classical t-test or modified t-statistics. The resulting data transformation to fit the normality assumption increases the statistical power for identifying DEGs using these statistics.

Sample Size Requirements in Diagnostic Test Performance Studies (진단검사의 특성 추정을 위한 표본크기)

  • Pak, Son-Il;Oh, Tae-Ho
    • Journal of Veterinary Clinics
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    • v.32 no.1
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    • pp.73-77
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    • 2015
  • There has been increasing attention on sample size requirements in peer reviewed medical literatures. Accordingly, a statistically-valid sample size determination has been described for a variety of medical situations including diagnostic test accuracy studies. If the sample is too small, the estimate is too inaccurate to be useful. On the other hand, a very large sample size would yield the estimate with more accurate than required but may be costly and inefficient. Choosing the optimal sample size depends on statistical considerations, such as the desired precision, statistical power, confidence level and prevalence of disease, and non-statistical considerations, such as resources, cost and sample availability. In a previous paper (J Vet Clin 2012; 29: 68-77) we briefly described the statistical theory behind sample size calculations and provided practical methods of calculating sample size in different situations for different research purposes. This review describes how to calculate sample sizes when assessing diagnostic test performance such as sensitivity and specificity alone. Also included in this paper are tables and formulae to help researchers for designing diagnostic test studies and calculating sample size in studies evaluating test performance. For complex studies clinicians are encouraged to consult a statistician to help in the design and analysis for an accurate determination of the sample size.

A Method of Statistical Randomness Test for Key Derivation Functions (키유도함수의 통계적 난수성 평가 방법)

  • Kang, Ju-Sung;Yi, Ok-Yeon;Youm, Ji-Sun;Cho, Jin-Woong
    • The KIPS Transactions:PartC
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    • v.17C no.1
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    • pp.47-60
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    • 2010
  • Randomness is a basic security evaluation item for the most cryptographic algorithms. NIST has proposed a statistical test suit for random number generators for cryptographic applications in the process of AES project. However the test suit of NIST is customized to block ciphers which have the same input and output lengths. It needs to revise NIST's test suit for key derivation functions which have multiple output blocks. In this paper we propose a revised method of NIST's statistical randomness test adequate to the most key derivation functions and some experimental results for key derivation functions of 3GSM and NIST.

A pooled Bayes test of independence using restricted pooling model for contingency tables from small areas

  • Jo, Aejeong;Kim, Dal Ho
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.547-559
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    • 2022
  • For a chi-squared test, which is a statistical method used to test the independence of a contingency table of two factors, the expected frequency of each cell must be greater than 5. The percentage of cells with an expected frequency below 5 must be less than 20% of all cells. However, there are many cases in which the regional expected frequency is below 5 in general small area studies. Even in large-scale surveys, it is difficult to forecast the expected frequency to be greater than 5 when there is small area estimation with subgroup analysis. Another statistical method to test independence is to use the Bayes factor, but since there is a high ratio of data dependency due to the nature of the Bayesian approach, the low expected frequency tends to decrease the precision of the test results. To overcome these limitations, we will borrow information from areas with similar characteristics and pool the data statistically to propose a pooled Bayes test of independence in target areas. Jo et al. (2021) suggested hierarchical Bayesian pooling models for small area estimation of categorical data, and we will introduce the pooled Bayes factors calculated by expanding their restricted pooling model. We applied the pooled Bayes factors using bone mineral density and body mass index data from the Third National Health and Nutrition Examination Survey conducted in the United States and compared them with chi-squared tests often used in tests of independence.

Prediction of Effective Horsepower for G/T 4 ton Class Coast Fishing Boat Using Statistical Analysis (통계해석에 의한 G/T 4톤급 연안어선의 유효마력 추정)

  • Park, Chung-Hwan;Shim, Sang-Mog;Jo, Hyo-Jae
    • Journal of Ocean Engineering and Technology
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    • v.23 no.6
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    • pp.71-76
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    • 2009
  • This paper describes a statistical analysis method for predicting a coast fishing boat's effective horsepower. The EHP estimation method for small coast fishing boats was developed, based on a statistical regression analysis of model test results in a circulating water channel. The statistical regression formula of a fishing boat's effective horsepower is determined from the regression analysis of the resistance test results for 15 actual coast fishing boats. This method was applied to the effective horsepower prediction of a G/T 4 ton class coast fishing boat. From the estimation of the effective horsepower using this regression formula and the experimental model test of the G/T 4 ton class coast fishing boat, the estimation accuracy was verified under 10 percent of the design speed. However, the effective horsepower prediction method for coast fishing boats using the regression formula will be used at the initial design and hull-form development stage.

Novel approach to predicting the release probability when applying the MARSSIM statistical test to a survey unit with a specific residual radioactivity distribution based on Monte Carlo simulation

  • Chun, Ga Hyun;Cheong, Jae Hak
    • Nuclear Engineering and Technology
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    • v.54 no.5
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    • pp.1606-1615
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    • 2022
  • For investigating whether the MARSSIM nonparametric test has sufficient statistical power when a site has a specific contamination distribution before conducting a final status survey (FSS), a novel approach was proposed to predict the release probability of the site. Five distributions were assumed: lognormal distribution, normal distribution, maximum extreme value distribution, minimum extreme value distribution, and uniform distribution. Hypothetical radioactivity populations were generated for each distribution, and Sign tests were performed to predict the release probabilities after extracting samples using Monte Carlo simulations. The designed Type I error (0.01, 0.05, and 0.1) was always satisfied for all distributions, while the designed Type II error (0.01, 0.05, and 0.1) was not always met for the uniform, maximum extreme value, and lognormal distributions. Through detailed analyses for lognormal and normal distributions which are often found for contaminants in actual environmental or soil samples, it was found that a greater statistical power was obtained from survey units with normal distribution than with lognormal distribution. This study is expected to contribute to achieving the designed decision error when the contamination distribution of a survey unit is identified, by predicting whether the survey unit passes the statistical test before undertaking the FSS according to MARSSIM.