• 제목/요약/키워드: Statistical testing

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Default Bayes Factors for Testing the Equality of Poisson Population Means

  • Son, Young Sook;Kim, Seong W.
    • Communications for Statistical Applications and Methods
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    • 제7권2호
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    • pp.549-562
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    • 2000
  • Default Bayes factors are computed to test the equality of one Poisson population mean and the equality of two independent Possion population means. As default priors are assumed Jeffreys priors, noninformative improper priors, and default Bayes factors such as three intrinsic Bayes factors of Berger and Pericchi(1996, 1998), the arithmetic, the median, and the geometric intrinsic Bayes factor, and the factional Bayes factor of O'Hagan(1995) are computed. The testing results by each default Bayes factor are compared with those by the classical method in the simulation study.

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Test for Structural Change in ARIMA Models

  • 이상열;박시연
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 추계 학술발표회 논문집
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    • pp.279-285
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    • 2002
  • In this paper we consider the problem of testing for structural changes in ARIMA models based on a cusum test. In particular, the proposed test procedure is applicable to testing for a change of the status of time series from stationarity to nonstationarity or vice versa. The idea is to transform the time series via differencing to make stationary time series. We propose a graphical method to identify the correct order of differencing.

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Upper Bounds for the Infection Rate in Group Testing

  • Kwan, Se-hyug
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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    • pp.317-325
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    • 1997
  • Group testing is an efficient method to classify units from a population as infected or non-infected and useful in estimating the infection rate when the population infection rate is small. Upper bounds are the focus of interest in group testing, but has not been studied extensively. In this paper, the upper bound derived from the uniformly most powerful test is proposed and compared with the classical approachers, Thompson's and Bhattacharyya et al.'s methods.

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Likelihood Ratio Criterion for Testing Sphericity from a Multivariate Normal Sample with 2-step Monotone Missing Data Pattern

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.473-481
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    • 2005
  • The testing problem for sphericity structure of the covariance matrix in a multivariate normal distribution is introduced when there is a sample with 2-step monotone missing data pattern. The maximum likelihood method is described to estimate the parameters on the basis of the sample. Using these estimates, the likelihood ratio criterion for testing sphericity is derived.

Bayes Estimators in Group Testing

  • Kwon, Se-Hyug
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.619-629
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    • 2004
  • Binomial group testing or composite sampling is often used to estimate the proportion, p, of positive(infects, defectives) in a population when that proportion is known to be small; the potential benefits of group testing over one-at-a-time testing are well documented. The literature has focused on maximum likelihood estimation. We provide two Bayes estimators and compare them with the MLE. The first of our Bayes estimators uses an uninformative Uniform (0, 1) prior on p; the properties of this estimator are poor. Our second Bayes estimator uses a much more informative prior that recognizes and takes into account key aspects of the group testing context. This estimator compares very favorably with the MSE, having substantially lower mean squared errors in all of the wide range of cases we considered. The priors uses a Beta distribution, Beta ($\alpha$, $\beta$), and some advice is provided for choosing the parameter a and $\beta$ for that distribution.

Bayes factors for accelerated life testing models

  • Smit, Neill;Raubenheimer, Lizanne
    • Communications for Statistical Applications and Methods
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    • 제29권5호
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    • pp.513-532
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    • 2022
  • In this paper, the use of Bayes factors and the deviance information criterion for model selection are compared in a Bayesian accelerated life testing setup. In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models. A simulation study is also included, where Bayes factors using the different approximation methods and the deviance information are compared.

Unbalanced ANOVA for Testing Shape Variability in Statistical Shape Analysis

  • Kim, Jong-Geon;Choi, Yong-Seok;Lee, Nae-Young
    • 응용통계연구
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    • 제23권2호
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    • pp.317-323
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    • 2010
  • Measures are very useful tools for comparing the shape variability in statistical shape analysis. For examples, the Procrustes statistic(PS) is isolated measure, and the mean Procrustes statistic(MPS) and the root mean square measure(RMS) are overall measures. But these measures are very subjective, complicated and moreover these measures are not statistical for comparing the shape variability. Therefore we need to study some tests. It is well known that the Hotelling's $T^2$ test is used for testing shape variability of two independent samples. And for testing shape variabilities of several independent samples, instead of the Hotelling's $T^2$ test, one way analysis of variance(ANOVA) can be applied. In fact, this one way ANOVA is based on the balanced samples of equal size which is called as BANOVA. However, If we have unbalanced samples with unequal size, we can not use BANOVA. Therefore we propose the unbalanced analysis of variance(UNBANOVA) for testing shape variabilities of several independent samples of unequal size.

STATISTICAL EVIDENCE METHODOLOGY FOR MODEL ACCEPTANCE BASED ON RECORD VALUES

  • Doostparast M.;Emadi M.
    • Journal of the Korean Statistical Society
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    • 제35권2호
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    • pp.167-177
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    • 2006
  • An important role of statistical analysis in science is interpreting observed data as evidence, that is 'what do the data say?'. Although standard statistical methods (hypothesis testing, estimation, confidence intervals) are routinely used for this purpose, the theory behind those methods contains no defined concept of evidence and no answer to the basic question 'when is it correct to say that a given body of data represent evidence supporting one statistical hypothesis against another?' (Royall, 1997). In this article, we use likelihood ratios to measure evidence provided by record values in favor of a hypothesis and against an alternative. This hypothesis is concerned on mean of an exponential model and prediction of future record values.

Study of statistical distribution for four-port TEM cell

  • Jeon, Sangbong;Kwon, Jong-Hwa
    • Journal of Multimedia Information System
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    • 제1권2호
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    • pp.127-132
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    • 2014
  • The transverse electromagnetic (TEM) cells are widely used for electromagnetic compatibility (EMC) testing and field probe calibrations. We propose the verification of TEM mode with statistical method using a four-port TEM cell. The verification results are compared with Normal, Rayleigh, and Gamma distribution. As a result, the 75 % quantile of the Rayleigh distribution is excellent agreement with the true quantiles for a number of calibration points.

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Current and future Statistical Consideration in Bioequivalence Trials

  • 박상규
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2006년도 추계 학술발표회 논문집
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    • pp.43-48
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    • 2006
  • In 2001 US FDA proposed a draft guidance for future in vivo bioequivalence studies. The guidance suggested specific criteria for new drug sponsors to show prescribability and switchability in bioequivalence testing for approval of generic drugs. However, there is less acceptance of the need to change statistical procedures and study designs from those currently used to assess the current criterion of average bioequivalence. The measures of population and individual bioequivalence testing are introduced and statistical procedures for them are discussed.

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