• 제목/요약/키워드: Test of normality

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다변량 정규성검정을 위한 근사 SHAPIRO-WILK 통계량의 일반화 (An Approximate Shapiro -Wilk Statistic for Testing Multivariate Normality)

  • 김남현
    • 응용통계연구
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    • 제17권1호
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    • pp.35-47
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    • 2004
  • 본 논문에서는 Kim & Bickel(2003)에서 제안한 이변량 정규분포를 위한 검정통계량을 Fattorini(1986)의 방법을 이용하여 이변량 이상인 경우에도 실제적으로 사용가능 하도록 일반화하였다. Fattorini(1986)의 통계량은 Shapiro & Wilk(1965)의 일변량 정규분포를 위한 검정통계량을 다변량으로 확장한 것이다. 그리고 제안된 통계량은 Fat-torini(1986) 통계량의 근사통계량으로 생각할 수 있으며 표본의 크기가 클 때도 사용 가능하다. 또한 모의실험을 통하여 여러 가지 대립가설에서 기존의 통계량과의 검정력을 비교하였다.

A comparison of tests for homoscedasticity using simulation and empirical data

  • Anastasios Katsileros;Nikolaos Antonetsis;Paschalis Mouzaidis;Eleni Tani;Penelope J. Bebeli;Alex Karagrigoriou
    • Communications for Statistical Applications and Methods
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    • 제31권1호
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    • pp.1-35
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    • 2024
  • The assumption of homoscedasticity is one of the most crucial assumptions for many parametric tests used in the biological sciences. The aim of this paper is to compare the empirical probability of type I error and the power of ten parametric and two non-parametric tests for homoscedasticity with simulations under different types of distributions, number of groups, number of samples per group, variance ratio and significance levels, as well as through empirical data from an agricultural experiment. According to the findings of the simulation study, when there is no violation of the assumption of normality and the groups have equal variances and equal number of samples, the Bhandary-Dai, Cochran's C, Hartley's Fmax, Levene (trimmed mean) and Bartlett tests are considered robust. The Levene (absolute and square deviations) tests show a high probability of type I error in a small number of samples, which increases as the number of groups rises. When data groups display a nonnormal distribution, researchers should utilize the Levene (trimmed mean), O'Brien and Brown-Forsythe tests. On the other hand, if the assumption of normality is not violated but diagnostic plots indicate unequal variances between groups, researchers are advised to use the Bartlett, Z-variance, Bhandary-Dai and Levene (trimmed mean) tests. Assessing the tests being considered, the test that stands out as the most well-rounded choice is the Levene's test (trimmed mean), which provides satisfactory type I error control and relatively high power. According to the findings of the study and for the scenarios considered, the two non-parametric tests are not recommended. In conclusion, it is suggested to initially check for normality and consider the number of samples per group before choosing the most appropriate test for homoscedasticity.

데이터 증가를 통한 선형 모델의 일반화 성능 개량 (중심극한정리를 기반으로) (Improvement of generalization of linear model through data augmentation based on Central Limit Theorem)

  • 황두환
    • 지능정보연구
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    • 제28권2호
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    • pp.19-31
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    • 2022
  • 기계학습 모델 구축 간 트레이닝 데이터를 활용하며, 훈련 간 사용되지 않은 테스트 데이터를 활용하여 모델의 정확도와 일반화 성능을 판단한다. 일반화 성능이 낮은 모델의 경우 새롭게 받아들이게 되는 데이터에 대한 예측 정확도가 현저히 감소하게 되며 이러한 현상을 두고 모델이 과적합 되었다고 한다. 본 연구는 중심극한정리를 기반으로 데이터를 생성 및 기존의 훈련용 데이터와 결합하여 새로운 훈련용 데이터를 구성하고 데이터의 정규성을 증가시킴과 동시에 이를 활용하여 모델의 일반화 성능을 증가시키는 방법에 대한 것이다. 이를 위해 중심극한정리의 성질을 활용해 데이터의 각 특성별로 표본평균 및 표준편차를 활용하여 데이터를 생성하였고, 새로운 훈련용 데이터의 정규성 증가 정도를 파악하기 위하여 Kolmogorov-Smirnov 정규성 검정을 진행한 결과, 새로운 훈련용 데이터가 기존의 데이터에 비해 정규성이 증가하였음을 확인할 수 있었다. 일반화 성능은 훈련용 데이터와 테스트용 데이터에 대한 예측 정확도의 차이를 통해 측정하였다. 새롭게 생성된 데이터를 K-Nearest Neighbors(KNN), Logistic Regression, Linear Discriminant Analysis(LDA)에 적용하여 훈련시키고 일반화 성능 증가정도를 파악한 결과, 비모수(non-parametric) 기법인 KNN과 모델 구성 간 정규성을 가정으로 갖는 LDA의 경우에 대하여 일반화 성능이 향상되었음을 확인할 수 있었다.

추진장약 수락시험시 포구속도 확률분포에 기준탄이 미치는 영향 (Effects of Calibration Rounds on the Statistical Distribution of Muzzle Velocity in Acceptance Test of Propelling Charge)

  • 박성호;김재훈
    • 한국군사과학기술학회지
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    • 제17권2호
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    • pp.204-212
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    • 2014
  • The purpose of this paper is to investigate the effects of calibration rounds on the statistical distribution of the muzzle velocity in acceptance test of propelling charge. It is shown that the normal distribution fits best among statistical distributions from goodness-of fit test. The 3p-Weibull distribution is also acceptable because the shape of the probability density function curve is similar to that of normal distribution and it also has near zero skewness value. Muzzle velocities of test rounds uncompensated by calibration rounds showed high variation and had comparatively higher skewness. Because the skewness of normal distribution is defined to be zero, calibration rounds make the normality of data higher.

A Goodness-of-Fit Test for Multivariate Normal Distribution Using Modified Squared Distance

  • Yim, Mi-Hong;Park, Hyun-Jung;Kim, Joo-Han
    • Communications for Statistical Applications and Methods
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    • 제19권4호
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    • pp.607-617
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    • 2012
  • The goodness-of-fit test for multivariate normal distribution is important because most multivariate statistical methods are based on the assumption of multivariate normality. We propose goodness-of-fit test statistics for multivariate normality based on the modified squared distance. The empirical percentage points of the null distribution of the proposed statistics are presented via numerical simulations. We compare performance of several test statistics through a Monte Carlo simulation.

Tests for Exponentiality Against Harmonic New Better Than Used in Expectation Property of Life Distributions

  • Al-Ruzaiza, A.S.
    • International Journal of Reliability and Applications
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    • 제4권4호
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    • pp.171-181
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    • 2003
  • This paper proposes a U-test statistic for the problem of testing that a life distribution is exponential against the alternative that it is harmonic new better (worse) than used in expectation upper tail HNBUET (HNWUET), but not exponential on complete data. Selected critical values are tabulated for sample sizes n =5(1)60. The asymptotic normality of the statistic is proved and a comparison is made of the asymptotic efficiency between the statistic and other statistics. The power of the test is studied by simulation. A test for HNBUET in the case of randomly right-censored data is also considered. An application of the proposed test statistic in medical sciences is given.

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Simultaneous Tests with Combining Functions under Normality

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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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.

ASR Effectiveness of High Volume Fly Ash Cementitious Systems Using Modified ASTM C 1260 Test Method

  • Shon, Chang-Seon;Kang, Soo-Geon;Kim, Young-Su
    • KCI Concrete Journal
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    • 제14권2호
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    • pp.76-80
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    • 2002
  • The role of high volume Class F fly ash in reducing expansion due to Alkali-Silica Reaction (ASR) was investigated. A series of modified ASTM C 1260 tests were performed under three different levels of NaOH normality, extending the test period to 28 days, using high- or low alkali cement, and Class F fly ash up to 58 % by mass of cement. A reactive siliceous fine aggregate was used. The test results confirm that HVFA replacement in a cementitious system significantly helps in controlling expansion caused by ASR.

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Count Five Statistics Using Trimmed Mean

  • Hong, Chong-Sun;Jun, Jae-Woon
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.309-318
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    • 2006
  • There are many statistical methods of testing the equality of two population variances. Among them, the well-known F test is very sensitive to the normality assumption. Several other tests that do not assume normality have been proposed, but these tests usually need tables of critical values or software for hypotheses testing. McGrath and Yeh (2005) suggested a quick and compact Count Five test requiring only the calculation of the number of extreme points. Since the Count Five test uses only extreme values, this discards some information from the samples, often resulting in a degradation in power. In this paper, an alternative Count Five test using the trimmed mean is proposed and its properties are discussed for some distributions and normal mixtures.

팔물탕연조엑스의 단회 경구 투여 안전성 평가에 관한 연구 (Safety of Palmultang Soft Extract after Single Oral Administration in Healthy Male Volunteers, Single Center Study)

  • 정영진;김수학;임지성;권영달
    • 한방재활의학과학회지
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    • 제33권1호
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    • pp.77-85
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    • 2023
  • Objectives This study is designed to evaluate the safety of palmul-tang soft extract in healthy male volunteers. Methods Twelve healthy male volunteers were recruited. And this study was conducted in a single center. As a result of the laboratory test, the safety was evaluated by collecting vital signs of volunteers. Twelve subjects were assigned by serial number according to the registration order. For safety evaluation, blood samples were collected and vital signs were checked four times throughout the test period, including screening, pre-administration, post-administration (after 48 hours) and post-administration (after 7 days). The difference in variables was summarized as the mean±standard deviation. The normality was performed using Kolmogorov-Smirnov and Shapiro-Wilk test. If normality is satisfied, a paired t-test is applied. Otherwise, the Wilcoxon sign rank test, which is a nonparametric method, is applied. The significance was p<0.05. The incidence of all side effects is expressed as a percentage. Results In the case of red blood cell, hemoglobin, and hematocrit values, the result of normality test of variables for the difference value before and after administration is significant level p<0.05. However, all laboratory test values before and after administration did not deviate from the normal range. Also the deviations in the normal range could not be seen as significance related to this clinical trial. And no side effects related to clinical trial drugs were observed. Conclusions The soft extract of palmul-tang was considered safe for healthy male volunteers.