• The Korean Journal of Applied Statistics
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• v.1 no.2
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• pp.66-81
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• 1987

A new nonparametric sequential testing procedure is proposed in the paper. Sequential observations are divided into equally sized groups and a nonparametric statistic, which is appropriate for testing the given hypotheses, is obtained from each group. Then Wald's sequential test is applied for the case where the log probability ratio statistic is replaced by the nonparametric statistic. The properties of such test are evaluated approximately by the Wiener process.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.1239-1243
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• 2005

A multipath mitigation method using the fault detection and isolation technique is proposed for the CDGPS. The base station is assumed to be immune to the effect of the multipath. With this reasonable assumption, the effect of multipath in moving station is mitigated. For that, the double difference measurement is produced, and then another additional difference between code pseudorange and acclumulated carrier phase is calculated. The test statistic is constituted with those differences. The hypothesis testing is applied to that test statistic. The proposed test statistic makes use of the effect of multipath in code pseudoranges and it does not use time differences. Therefore the detection ability for multipath is improved in most environments. However, the increased number of differences makes the measurement noises larger. The performance of the method is compared with that of the conventional parity space method with code pseudorange.

• 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.

• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.35-42
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• 1998

Once a contingency table is constructed, the first interest will be the hypotheses of either homogeneity or independence depending on the sampling scheme. The most widely used test statistic in practice is the classical Pearson's $\chi^2$ statistic. When the null hypothesis is rejected, another natural interest becomes which cell contributed to the rejection of the null hypothesis more than others. For this purpose, so called cell $\chi^2$ components are investigated. In this paper, the influence function of a cell to the $\chi^2$ statistic is derived, which can be used for the same purpose. This function measures the effect of each cell to the $\chi$$^2$ statistic. A numerical example is given to demonstrate the role of the new function.

• Journal of the Korean Data and Information Science Society
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• v.12 no.1
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• pp.135-142
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• 2001

A multivariate statistic based on interdirection is proposed for detecting dependence among many vectors. The asymptotic distribution of the proposed statistic is derived under the null hypothesis of independence. Also we find the asymptotic distribution under the alternatives contiguous to the null hypothesis, which is needed for later use of computing relative efficiencies.

• Journal of the military operations research society of Korea
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• v.9 no.2
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• pp.39-43
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• 1983

In this paper, we derive the likelihood function for the independent random order statistic whose underlying lifetime distribution is a two parameter Weibull form. For this purpose we first discuss the order statistic which represent a characteristic feature of most life and fatigue tests that they give rise to ordered observations. And, we describe the properties of the underlying Weibull model. The derived likelihood function is essential for establishing the statistical life test plans in the case of Weibull distribution using a likelihood ratio method.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.933-945
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• 2008

The genetic association test on age of onset trait aims to detect the putative gene by means of linear rank tests for a significant trend of onset distributions with genotypes. However, due to the selective sampling of recruiting subjects with ages less than a pre-specified limit, the genotype groups are subject to substantially different censored distributions and thus this is one reason for the low efficiencies in the linear rank tests. In testing the equality of two survival distributions, log-rank statistic is preferred to the Wilcoxon statistic, when censored observations are nonignorable. Therefore, for more then two groups, we propose a generalized log-rank test for trend as a genetic association test. Monte Carlo studies are conducted to investigate the performances of the test statistics examined in this paper.

• The Korean Journal of Applied Statistics
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• v.30 no.2
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• pp.233-241
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• 2017

Interval censored data frequently occur in observation studies where the subject is followed periodically. In this paper, our interest is to suggest a test statistic to compare the CIF of two groups with interval censored failure time data in the presence of competing risks. Gray (1988) suggested a test statistic for right censored data that motivated a well-known Fine and Gray's subdistribution hazard model. A multiple imputation technique is adopted to adopt Gray's test statistic to interval censored data. The powers and sizes of the suggested method are investigated through diverse simulation schemes. The main merit of the suggested method is its simplicity to implement with existing software for right censored data. The method is illustrated by analyzing Bangkok's HIV cohort dataset.

• Journal of Korea Water Resources Association
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• v.31 no.6
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• pp.769-777
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• 1998

In this study, various time series are analyzed to check nonlinearities of the data. The nonlinearity of a system can be investigated by testing the randomness of the time series data. To test the randomness, four nonparametric test statistics and a new test statistic, called the BDS statistic are used and the results and the results are compared. The Brock, Dechert, and Scheinkman (BDS) statistic is originated from the statistical properties of the correlation integral which is used for searching for chaos and has been shown very effective in distinguishing nonlinear structures in dynamic systems from random structures. As a result of application to linear and nonlinear models which are well known, the BDS statistic is found to be more effective than nonparametric test statistics in identifying nonlinear structure in the time series. Hydrologic time series data are fitted to ARMA type models and the statistics are applied to the residuals. The results show that the BDS statistic can distinguish chaotic nonlinearity from randomness and that the BDS statistic can also be used for verifying the validity of the fitted model.

• Journal of the Korean Data and Information Science Society
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• v.5 no.2
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• pp.95-106
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• 1994

A proposed test statistic is obtained by multiplying constant weights by the Neumann smooth type statistic discussed by Eubank and Hart(1993) in order to observe the effect of weight. It has very good results of power studies. Another advantage of this test is that it simultaneously provides an important diagnostic tools that can be used in many cases to determine how the model should be adjusted.