• Journal of the Korean Statistical Society
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• v.33 no.4
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• pp.411-433
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• 2004

The shrinkage preliminary test ridge regression estimators (SPTRRE) based on Wald (W), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests for estimating the regression parameters of the multiple linear regression model with multivariate Student's t error distribution are considered in this paper. The quadratic biases and risks of the proposed estimators are compared under both null and alternative hypotheses. It is observed that there is conflict among the three estimators with respect to their risks because of certain inequalities that exist among the test statistics. In the neighborhood of the restriction, the SPTRRE based on LM test has the smallest risk followed by the estimators based on LR and W tests. However, the SPTRRE based on W test performs the best followed by the LR and LM based estimators when the parameters move away from the subspace of the restrictions. Some tables for the maximum and minimum guaranteed efficiency of the proposed estimators have been given, which allow us to determine the optimum level of significance corresponding to the optimum estimator among proposed estimators. It is evident that in the choice of the smallest significance level to yield the best estimator the SPTRRE based on Wald test dominates the other two estimators.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.279-293
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• 2006

In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and location parameter of the exponential distribution based on multiply Type-II censored samples. Then three type tests, including the modified Clamor-von Mises test, the modified Watson test and the modified Kolmogorov-Smirnov test are developed for the exponential distribution based on multiply Type-II censored samples by using the proposed estimators. For each test, Monte Carlo techniques are used to generate critical values. The powers of these tests are investigated under several alternative distributions.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.195-209
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• 2014

In this paper, we derive the estimators of the location parameter and the scale parameter in a logistic distribution based on multiply type-II censored samples by the approximate maximum likelihood estimation method. We use four modified empirical distribution function (EDF) types test for the logistic distribution based on multiply type-II censored samples using proposed approximate maximum likelihood estimators. We also propose the modified normalized sample Lorenz curve plot for the logistic distribution based on multiply type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

• Smart Structures and Systems
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• v.12 no.2
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• pp.181-207
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• 2013

In this paper, a statistical reference-free real-time damage detection methodology is proposed for detecting joint and member damage of truss bridge structures. For the statistical damage sensitive index (DSI), wavelet packet decomposition (WPD) in conjunction with the log likelihood ratio was suggested. A sensitivity test for selecting a wavelet packet that is most sensitive to damage level was conducted and determination of the level of decomposition was also described. Advantages of the proposed method for applications to real-time health monitoring systems were demonstrated by using the log likelihood ratios instead of likelihood ratios. A laboratory truss bridge structure instrumented with accelerometers and a shaker was used for experimental verification tests of the proposed methodology. The statistical reference-free real-time damage detection algorithm was successfully implemented and verified by detecting three damage types frequently observed in truss bridge structures - such as loss of bolts, loosening of bolts at multiple locations, sectional loss of members - without reference signals from pristine structure. The DSI based on WPD and the log likelihood ratio showed consistent and reliable results under different damage scenarios.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.41-61
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• 2001

The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.903-914
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• 2014

The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.639-647
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• 2002

Efforts to obtain more power for unit root tests have continued. Pantula at el.(1994) compared empirical powers of several unit root test statistics and addressed that the weighted symmetric estimator(WSE) and the unconditional maximum likelihood estimator(UMLE) are the best among them. One can easily see that the powers of these two statistics are almost the same. In this paper we explain a connection between WSE and UMLE and suggest a unit root test statistic which may explain the connection between them.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.207-216
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• 1994

Count data are often overdispersed, and an appropriate test for the existence of the overdispersion is necessary. In this paper we derive a score test based on the extended quasi-likelihood and the pseudolikelihood after adjusting to the Bartlett factor. Also, we compare it with Levene (1960)'s F-type test suggested by Ganio and Schafer (1992).

• The Korean Journal of Applied Statistics
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• v.25 no.3
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• pp.513-520
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• 2012

An Agresti-Coull type test is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The performance of the test is compared with the likelihood-based tests. It is shown that the Agresti-Coull test has many desirable properties in that it can approximate the nominal significance level with compatible power performance.

• Journal of the Korean Data and Information Science Society
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• v.14 no.4
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• pp.789-797
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• 2003

In this paper, we consider two components system which have bivariate weibull model with bivariate random censored data. We proposed large sample test for independence based on maximum likelihood estimator and relative frequency estimator, respectively. Also we derive asymptotic properties for the large sample tests and present a numerical study.