• 제목/요약/키워드: goodness of fit testing

검색결과 106건 처리시간 0.024초

품질관리기법(品質管理技法)의 전산화(電算化)에 관(關)한 연구(硏究)(II) (Studies on the Computer Programming of Statistical Methods (II))

  • 정수일
    • 품질경영학회지
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    • 제14권1호
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    • pp.19-25
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    • 1986
  • This paper studies the computer programming of statistical methods. A few computer programs are developed for * computing the basic statistics and the coefficients of process capability for raw and grouped data * drawing the frequency table and histogram * goodness of fit testing for normality with the analyses for stratifications if necessary. A special emphasis is laid on the significant digits and rounding-off for the output. A running result appears in the Appendix for a hypothetical example.

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Testing Uniformity Based on Vasicek's Estimator

  • Kim, Jong-Tae;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.119-127
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    • 2004
  • To test uniformity of a population, we modify the test statistic based on the sample entropy in the literature, and establish its limiting distribution under weaker conditions, which improves the existing results. It is also to study the proposed test statistic based on Vasicek's entropy estimator is consistent.

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Exponentiality Test of the Three Step-Stress Accelerated Life Testing Model based on Kullback-Leibler Information

  • Park, Byung-Gu;Yoon, Sang-Chul;Lee, Jeong-Eun
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.951-963
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    • 2003
  • In this paper, we propose goodness of fit test statistics based on the estimated Kullback-Leibler information functions using the data from three step stress accelerated life test. This acceleration model is assumed to be a tampered random variable model. The power of the proposed test under various alternatives is compared with Kolmogorov-Smirnov statistic, Cramer-von Mises statistic and Anderson-Darling statistic.

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Goodness-of-Fit-Test from Censored Samples

  • Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제17권1호
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    • pp.41-52
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    • 2006
  • Because most common assumption is normality in statistical analysis, testing normality is very important. The Q-Q plot is a powerful tool to test normality with full samples in statistical package. But the plot can't test normality in type-II censored samples. This paper proposed the modified the Q-Q plot and the modified normalized sample Lorenz curve(NSLC) for normality test in the type-II censored samples. Using the two Hodgkin's disease data sets and the type-II censored samples, we picture the modified Q-Q plot and the modified normalized sample Lorenz curve.

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척도모수가 미지인 임의중도절단자료의 EDF 통계량을 이용한 지수 검정 (Testing Exponentiality Based on EDF Statistics for Randomly Censored Data when the Scale Parameter is Unknown)

  • 김남현
    • 응용통계연구
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    • 제25권2호
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    • pp.311-319
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    • 2012
  • 수명시간 분석에서 가장 간단하고 또한 자주 이용되는 분포는 지수분포이다. Koziol과 Green (1976)은 Cram$\acute{e}$r-von Mises 통계량을 Kaplan-Meier의 product limit 경험분포함수를 이용하여 임의중도절단자료에 대해서 일반화하였다. 그러나 이 통계량은 모수의 값이 주어진 단순귀무가설을 가정하고 있으므로 실제 자료에 적용하기에는 어려운 점이 있다. 본 논문에서는 척도모수가 미지인 지수분포의 적합도 검정에 모수를 추정하여 Koziol-Green 통계량을 적용하였다. 그리고 같은 방법으로, 전통적인 Kolmogorov-Smirnov 검정통계량을 일반화하고 두 가지 통계량의 검정력을 모의실험을 통하여 비교하였다. 그 결과 전반적으로 일반화된 Koziol-Green 통계량이 Kolmogorov-Smirnov 통계량보다 지수분포의 검정에 있어서는 좀 더 좋은 검정력을 보여주었다.

신용카드 이용행태의 확률분포 도출과 활용 (Derivation and utilization of probability distribution of credit card usage behavior)

  • 이찬경;노형봉
    • 품질경영학회지
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    • 제46권1호
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    • pp.95-112
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    • 2018
  • Purpose: To find out the appropriate probability distribution of credit card usage behavior by considering the relationship among income, expenditure and credit card usage amount. Such relationship is enabled by Korea's especially high penetration of credit card. Method: Goodness-of-fit test and effect size statistic W were used to identify the distribution of income and credit card usage amount. A simulation model is introduced to generate the credit card transactions on individual user level. Result: The three data sets for testing had either passed the chi-square test or showed low W values, meaning they follow the exponential distribution. And the exponential distribution turned out to fit the data sets well. The r values were very high. Conclusion: The credit card usage behavior, denoted as the counts of users by usage amount band, follows the exponential distribution. This distribution is easy to manipulate, has a variety of applications and generates important business implications.

전해 캐패시터의 최적 가속시험방법과 수명예측 (The best accelerated method and lifetime prediction of electrolytic capacitors)

  • 김하나;심찬호;김성준;윤중락;이헌용
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 제36회 하계학술대회 논문집 C
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    • pp.1945-1947
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    • 2005
  • This study considers find out best accelerated life testing and lifetime prediction of electrolytic capacitors. We proved about relation between failure and deterioration mechanism from last thesis. Beside we performed test that temperature and voltage press higher than allowance specification. Failure distribution acquired from those test. And wiebull function and Minitab program applied to accelerated constant and lifetime by means of calculation. At the result, goodness of fit affect to weibull function and acceleration factor therefore fitting is important factor in reliability testing.

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Modified information criterion for testing changes in generalized lambda distribution model based on confidence distribution

  • Ratnasingam, Suthakaran;Buzaianu, Elena;Ning, Wei
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.301-317
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    • 2022
  • In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

Cumulative Sums of Residuals in GLMM and Its Implementation

  • Choi, DoYeon;Jeong, KwangMo
    • Communications for Statistical Applications and Methods
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    • 제21권5호
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    • pp.423-433
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    • 2014
  • Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

Improved Exponential Software Reliability Model Based on NHPP with the Uncertainty of Operating Environments

  • Song, Kwang Yoon;Chang, In Hong
    • 통합자연과학논문집
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    • 제10권4호
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    • pp.249-257
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    • 2017
  • The main focus when developing software is to improve the reliability and stability of a software system. We are enjoying a very comfortable life thanks to modern civilization, however, comfort is not guaranteed to us. Once software systems are introduced, the software systems used in the field environments are the same as or close to those used in the development-testing environment; however, the systems may be used in many different locations. Development of software system is a difficult and complex process. Generally, existing software reliability models are applied to software testing data and then used to make predictions on the software failures and reliability in the field. In this paper, we present an improved exponential NHPP software reliability model in different development environments, and examine the goodness-of-fit of improved exponential model and other model based on two datasets. The results show that the proposed model fits significantly better than other NHPP software reliability model.