• Title/Summary/Keyword: Tests

Search Result 37,127, Processing Time 0.063 seconds

Distribution-Free k-Sample Tests for Ordered Alternatives of Scale Parameters

  • Jeong, Kwang-Mo;Song, Moon-Sup
    • Journal of the Korean Statistical Society
    • /
    • v.17 no.2
    • /
    • pp.61-80
    • /
    • 1988
  • For testing homogeneity of scale parameters aginst ordered alternatives, some nonparametric test statistics based on pairwise ranking method are proposed. The proposed tests are distribution-free. The asymptotic distributions of the proposed statistcs are also investigated. It is shown that the Pitman efficiencies of the proposed rank tests are the same as those of the corresponding two-sample rank tests in the scale problem. A small-sample Monte Carlo study is also performed. The results show that the proposed tests are robust and efficient.

  • PDF

Robust Unit Root Tests for a Panel TAR Model

  • Shin, Dong-Wan
    • The Korean Journal of Applied Statistics
    • /
    • v.24 no.1
    • /
    • pp.11-23
    • /
    • 2011
  • Robust unit root tests are developed for dynamic panels consisting of TAR processes. The test statistics are all based on diverse combinations of individual t-type tests for significance of TAR coefficients. Limiting null distributions are established. A Monte-Carlo experiment compares the proposed tests. The tests are applied to a panel data set of Canadian unemployment rates which show asymmetric features as well as having outliers.

Tests for Seasonal Cointegrating Vectors

  • Seong, Byeong-C.;Cho, Sin-S.;Ahn, Sung-K.
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2003.10a
    • /
    • pp.275-279
    • /
    • 2003
  • We obtain the asymptotic distributions of tests statistics for various types of seasonal cointegration based on GRR estimators of Ahn and Cho (2003). These tests are useful in testing for restrictions about cointegrating vectors after Chi-square tests for CCI and common PCIV in Ahn and Cho (2003) or tests for the known CCI and the known PCIVs have been performed.

  • PDF

Sign IV Cointegration Tests

  • Oh, Yu-Jin
    • Communications for Statistical Applications and Methods
    • /
    • v.16 no.4
    • /
    • pp.707-711
    • /
    • 2009
  • We propose new cointegration tests using signs of the regressors as instrumental variable. Our tests have the asymptotic standard normal distribution and are free from the dimension of regressors under the null hypothesis of no cointegration. A Monte-Carlo simulation shows that the proposed tests have a stable size and an improved power. Particulary, the tests have better power for small numbers of observations.

Power Algorithms for Analysis of Variance Tests

  • Hur, Seong-Pil
    • Journal of the military operations research society of Korea
    • /
    • v.13 no.1
    • /
    • pp.45-64
    • /
    • 1987
  • Power algorithms for analysis of variance tests are presented. In experimental design of operational tests and evaluations the selection of design parameters so as to attain an experiment with desired power is a difficult and important problem. An interactive computer program is presented which uses the power algorithms for ANOVA tests and creates graphical presentations which can be used to assist decision makers in statistical design. ANOVA tests and associated parameters (such as sample size, types and levels of treatments, and alpha-level)are examined.

  • PDF

A STUDY OF SOME TESTS OF TREND IN CONTINGENCY TABLES

  • Jee, Eun-Sook
    • The Pure and Applied Mathematics
    • /
    • v.4 no.1
    • /
    • pp.7-18
    • /
    • 1997
  • Consider an $r\;\times\;c$ contingency table under the full multinomial model in which each classification is ordered. The problem is to test the null hypothesis of independence. A number of tests have been proposed for this problem. In this article we show that all of these tests can be improved on in some sense for most cases. In fact the preceding tests sometimes are inadmissible in a strict sense. Furthermore, we show by example that in some cases improved tests can yield substantially improved power functions.

  • PDF

Comparison of Nondestructive and Destructive Tests in High Voltage Motor Stator Windings (고압전동기 고정자 권선에서 비파괴와 파괴시험의 비교)

  • Ju, Young-Ho
    • Proceedings of the KIEE Conference
    • /
    • 1999.07e
    • /
    • pp.2097-2100
    • /
    • 1999
  • Nondestructive and destructive tests were performed the stator windings of three high voltage motors prior to the rewind. Nondestructive tests included ac current increase rate($\Delta$I), dissipation factor(${\Delta}tan{\delta}$), and maximum partial discharge(Qm) The destructive tests included breakdown at three phases with ac voltage. Flashover occurred between the connected winding of endwinding and the stator flame. In two cases creeping discharge occurred between the individual phase windings and the wedges In the stator ends. The results of destructive tests could rarely be determined the breakdown voltage.

  • PDF

Development of Crash Cushion by Computer Simulation (컴퓨터 시뮬레이션을 통한 충격흡수시설의 개발)

  • Kim, Dong-Sung;Kim, Kee-Dong;Ko, Man-Gi
    • 한국방재학회:학술대회논문집
    • /
    • 2008.02a
    • /
    • pp.513-516
    • /
    • 2008
  • The development of crash cushions is finally completed by full-scale vehicle crash tests. Since the current development of crash cushions is achieved by numerous repeated full-scale vehicle crash tests based on empirical and irrational methods, it requires a great amount of costs. In this research, the more rational procedure based on prototype design by static tests and computer simulation is suggested and it can minimize the number of full-scale vehicle crash tests.

  • PDF

Some Nonparametric Tests for Change-points with Epidemic Alternatives

  • Kim, Kyung-Moo
    • Communications for Statistical Applications and Methods
    • /
    • v.4 no.2
    • /
    • pp.427-434
    • /
    • 1997
  • The purpose of this paper is to discuss distribution-free tests of hypothesis that the random samples are identically distributed against the epidemic alternative. But most tests that have been considered are depended only on specific null distribution. Two nonparametric tests are considered and compared with a likelihood ratio test by the empirical powers.

  • PDF

Numerical simulation of tensile failure of concrete using Particle Flow Code (PFC)

  • Haeri, Hadi;Sarfarazi, Vahab
    • Computers and Concrete
    • /
    • v.18 no.1
    • /
    • pp.39-51
    • /
    • 2016
  • This paper considers the tensile strength of concrete samples in direct, CTT, modified tension, splitting and ring tests using both of the experimental tests and numerical simulation (particle flow code 2D). It determined that which one of indirect tensile strength is close to direct tensile strength. Initially calibration of PFC was undertaken with respect to the data obtained from Brazilian laboratory tests to ensure the conformity of the simulated numerical models response. Furthermore, validation of the simulated models in four introduced tests was also cross checked with the results from experimental tests. By using numerical testing, the failure process was visually observed and failure patterns were watched to be reasonable in accordance with experimental results. Discrete element simulations demonstrated that the macro fractures in models are caused by microscopic tensile breakages on large numbers of bonded discs. Tensile strength of concrete in direct test was less than other tests results. Tensile strength resulted from modified tension test was close to direct test results. So modified tension test can be a proper test for determination of tensile strength of concrete in absence of direct test. Other advantages shown by modified tension tests are: (1) sample preparation is easy and (2) the use of a simple conventional compression press controlled by displacement compared with complicate device in other tests.