• Title/Summary/Keyword: chi-square distribution

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Ljung-Box Test in Unit Root AR-ARCH Model

  • Kim, Eunhee;Ha, Jeongcheol;Jeon, Youngsook;Lee, Sangyeol
    • Communications for Statistical Applications and Methods
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    • 제11권2호
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    • pp.323-327
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    • 2004
  • In this paper, we investigate the limiting distribution of the Ljung-Box test statistic in the unit root AR models with ARCH errors. We show that the limiting distribution is approximately chi-square distribution with the degrees of freedom only depending on the number of autocorrelation lags appearing in the test. Some simulation results are provided for illustration.

Hypothesis Testing for New Scores in a Linear Model

  • Park, Young-Hun
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.1007-1015
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    • 2003
  • In this paper we introduced a new score generating function for the rank dispersion function in a general linear model. Based on the new score function, we derived the null asymptotic theory of the rank-based hypothesis testing in a linear model. In essence we showed that several rank test statistics, which are primarily focused on our new score generating function and new dispersion function, are mainly distribution free and asymptotically converges to a chi-square distribution.

An approach to improving the Lindley estimator

  • Park, Tae-Ryoung;Baek, Hoh-Yoo
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1251-1256
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    • 2011
  • Consider a p-variate ($p{\geq}4$) normal distribution with mean ${\theta}$ and identity covariance matrix. Using a simple property of noncentral chi square distribution, the generalized Bayes estimators dominating the Lindley estimator under quadratic loss are given based on the methods of Brown, Brewster and Zidek for estimating a normal variance. This result can be extended the cases where covariance matrix is completely unknown or ${\Sigma}={\sigma}^2I$ for an unknown scalar ${\sigma}^2$.

Testing Homogeneity of Errors in Unbalanced Random Effects Linear Model

  • Ahn, Chul H.
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.603-613
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    • 2001
  • A test based on score statistic is derived for detecting homoscedasticity of errors in unbalanced random effects linear model. A small simulation study is performed to investigate the finite sample behaviour of the test statistic which is known to have an asymptotic chi-square distribution under the null hypothesis.

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Inference for Order Restrictions on Odds in 2 * k Contingency Tables

  • Oh, Myong-Sik
    • Journal of the Korean Statistical Society
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    • 제25권3호
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    • pp.381-391
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    • 1996
  • In the analysis of contingency table with ordered categories, the relationship between odds for adjacent categories has received con-siderable interest. We consider likelihood ratio tests of independence against an order restriction on odds in 2 $\times$ k contingency tables.

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Estimation of Suitable Methodology for Determining Weibull Parameters for the Vortex Shedding Analysis of Synovial Fluid

  • Singh, Nishant Kumar;Sarkar, A.;Deo, Anandita;Gautam, Kirti;Rai, S.K.
    • 대한의용생체공학회:의공학회지
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    • 제37권1호
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    • pp.21-30
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    • 2016
  • Weibull distribution with two parameters, shape (k) and scale (s) parameters are used to model the fatigue failure analysis due to periodic vortex shedding of the synovial fluid in knee joints. In order to determine the later parameter, a suitable statistical model is required for velocity distribution of synovial fluid flow. Hence, wide applicability of Weibull distribution in life testing and reliability analysis can be applied to describe the probability distribution of synovial fluid flow velocity. In this work, comparisons of three most widely used methods for estimating Weibull parameters are carried out; i.e. the least square estimation method (LSEM), maximum likelihood estimator (MLE) and the method of moment (MOM), to study fatigue failure of bone joint due to periodic vortex shedding of synovial fluid. The performances of these methods are compared through the analysis of computer generated synovial fluidflow velocity distribution in the physiological range. Significant values for the (k) and (s) parameters are obtained by comparing these methods. The criterions such as root mean square error (RMSE), coefficient of determination ($R^2$), maximum error between the cumulative distribution functions (CDFs) or Kolmogorov-Smirnov (K-S) and the chi square tests are used for the comparison of the suitability of these methods. The results show that maximum likelihood method performs well for most of the cases studied and hence recommended.

캐릭터를 의류상품에 응용하기 위한 신세대 소비자 정보 분석 (Analysis of Young Adult Information Concentrating on the Significance of Application of Cartoon Characters on Garments)

  • 김칠순;조예진
    • 복식
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    • 제51권4호
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    • pp.31-42
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    • 2001
  • The purpose of this study was to develop a large representative data base for character goods marketing strategy. The study was to determine character name awareness in relation to segmented distribution regions and such demographic variables as sex and age. The author also analyzed preferred design. A total of 360 questionnaires were distributed and 359 reliable ones were used for statistical analysis. A SAS statistical package including frequency tables and Chi square test and factor analysis and Kendall′s relation analyses was used. The results are as follow : character name awareness involves "character name decognition" based on asking subjects to identify character names from 50 given names. "Tele-tubbies" was found to be a dominant commercial character name as a result of the recognition test, and "Sailer-moon" was found to be a dominant animation character goods as a result of the recognition test. Character recognition was significantly different in the segmented distribution legions, three age groups and different sex groups. People considered design first in purchasing any character goods, and they considered color second in purchasing them. The most favored part of garment far character to be stitch to was the center front in the T-shirt/dress shirt, the center back in the Jumper/jacket, back pocket in the trousers/skirt. The results of a Chi-square test showed that preferred part in the trousers/skirt of character was related with age variables.

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국내 양말 소비자의 브랜드 인지도 및 디자인 선호도 분석 (Analysis of Korean Consumer Brand Awareness and Preferred Types of Sock Design)

  • 김칠순;남영미;김현수
    • 한국의류산업학회지
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    • 제1권4호
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    • pp.335-341
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    • 1999
  • The purpose of this study was to develop a large representative data base for socks marketing strategy. The study was to determine socks brand awareness in ralation to segmented distribution regions and such demographic variables as sex and age. The authors also analyzed preferred design. A total of 650 questionnaires were distributed and 611 reliable ones were used for statistical analysis. A SAS statistical package including frequency tables and chi square test was used. The results are as follows: Brand awareness involves "brand recall" based on asking a person to name the brand he or she recalls first, and also "brand recognition" based on asking subjects to identify brand names from 30 given brands. 'SOCKSTOP' was found to be a dominant brand as a result of the brand recall test, and 'BYC' was found to be a dominant brand as a result of the brand recognition test. Brand recognition was significantly different in the segmented distribution regions, three age groups and different sex groups. People considered design first in purchasing sports/casual socks, while they considered color first in purchasing dress socks. The most favored type of sock style was the common crew sock type. The results of a chi square test showed that preferred type of sock design was related with the sex and age variables.

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스프레드 스펙트럼 워터마킹 기법의 연구 (A Study on the Spread Spectrum Watermarking Method)

  • 강환일;김갑일;한승수
    • 한국지능시스템학회논문지
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    • 제11권8호
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    • pp.731-735
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    • 2001
  • 본 논문은 새로운 워터마킹기법을 제안하고 이 기법은 실시간 처리에 이용될 수 있다. 웨이브릿변환 대신에 계산량을 줄이기 위해 정수 웨이브릿변환을 이용한다. 본 논문에서 정수 웨이브릿 공간에서 카이자승분포와 관련한 워터마크를 삽입한다. 워터마크를 추출할 때 확산스펙트럼 기법을 이용하고 유사도는 공분산 수열에서 결정하낟. 실험을 통하여 카이 자승분포를 이용한 워터마크를 이용하는 것이 소음에 강인함을 보인다. 이 워터마킹 기법은 동시에 은닉된 정보에 제어되고 오디오 신호에 따라 움직일 수 있는 전기 기기의 제작에 쓰일 수 있다.

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ON THE GOODNESS OF FIT TEST FOR DISCRETELY OBSERVED SAMPLE FROM DIFFUSION PROCESSES: DIVERGENCE MEASURE APPROACH

  • Lee, Sang-Yeol
    • 대한수학회지
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    • 제47권6호
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    • pp.1137-1146
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    • 2010
  • In this paper, we study the divergence based goodness of fit test for partially observed sample from diffusion processes. In order to derive the limiting distribution of the test, we study the asymptotic behavior of the residual empirical process based on the observed sample. It is shown that the residual empirical process converges weakly to a Brownian bridge and the associated phi-divergence test has a chi-square limiting null distribution.