• Title/Summary/Keyword: nonparametric statistics

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Two tests using more assumptions but lower power

  • Sang Kyu Lee;Hyoung-Moon Kim
    • Communications for Statistical Applications and Methods
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    • v.30 no.1
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    • pp.109-117
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    • 2023
  • Intuitively, a test with more assumptions has greater power than a test with fewer assumptions. This kind of examples are abundant in the nonparametric tests vs corresponding parametric ones. In general, the nonparametric tests are less efficient in terms of asymptotic relative efficiency (ARE) compared to corresponding parametric tests (Daniel, 1990). However, this is not always true. To test equal means under independent normal samples, the usual test involves using the t-distribution with the pooled estimator of the common variance. Adding the assumption of equal sample size, we may derive another test. In this case, two tests using more assumptions were performed for univariate (multivariate) cases. For these examples, it was found that the power function of a test with more assumptions is less than or equal to that of a test with fewer assumptions. This finding can be used as an expository example in master's mathematical statistics courses.

Statistical methods used in articles published by the Journal of Periodontal and Implant Science

  • Choi, Eunsil;Lyu, Jiyoung;Park, Jinyoung;Kim, Hae-Young
    • Journal of Periodontal and Implant Science
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    • v.44 no.6
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    • pp.288-292
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    • 2014
  • Purpose: The purposes of this study were to assess the trend of use of statistical methods including parametric and nonparametric methods and to evaluate the use of complex statistical methodology in recent periodontal studies. Methods: This study analyzed 123 articles published in the Journal of Periodontal & Implant Science (JPIS) between 2010 and 2014. Frequencies and percentages were calculated according to the number of statistical methods used, the type of statistical method applied, and the type of statistical software used. Results: Most of the published articles considered (64.4%) used statistical methods. Since 2011, the percentage of JPIS articles using statistics has increased. On the basis of multiple counting, we found that the percentage of studies in JPIS using parametric methods was 61.1%. Further, complex statistical methods were applied in only 6 of the published studies (5.0%), and nonparametric statistical methods were applied in 77 of the published studies (38.9% of a total of 198 studies considered). Conclusions: We found an increasing trend towards the application of statistical methods and nonparametric methods in recent periodontal studies and thus, concluded that increased use of complex statistical methodology might be preferred by the researchers in the fields of study covered by JPIS.

A nonparametric sequential test based on observations in groups (집단관측치에 의한 비모수적 축차검정에 관한 연구)

  • 박창순
    • The Korean Journal of Applied Statistics
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    • v.1 no.2
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    • pp.66-81
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    • 1987
  • A new nonparametric sequential testing procedure is proposed in the paper. Sequential observations are divided into equally sized groups and a nonparametric statistic, which is appropriate for testing the given hypotheses, is obtained from each group. Then Wald's sequential test is applied for the case where the log probability ratio statistic is replaced by the nonparametric statistic. The properties of such test are evaluated approximately by the Wiener process.

Comparison of Some Nonparametric Statistical Inference for Logit Model (로짓모형의 비모수적 추론의 비교)

  • 정형철;김대학
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.355-366
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    • 2002
  • Nonparametric statistical inference for the parameter of logit model were examined. Usually nonparametric approach is milder than parametric approach based on normal theory assumption. We compared the two nonparametric methods for legit model, the bootstrap and random permutation in the sense of coverage probability. Monte Carlo simulation is conducted for small sample cases. Empirical power of hypothesis test and coverage probability for confidence interval estimation were presented for simple and multiple legit model respectively. An example were also introduced.

Nonparametric method using linear placement statistics in randomized block design with replications (반복이 있는 랜덤화 블록 계획법에서 선형위치통계량을 이용한 비모수 검정법)

  • Kim, Aran;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.931-941
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    • 2017
  • Typical Nonparametric methods for randomized block design with replications are two methods proposed by Mack (1981) and Mack and Skillings (1980). This method is likely to cause information loss because it uses the average of repeated observations instead of each repeated observation in the processing of each block. In order to compensate for this, we proposed a test method using linear placement statistics, which is a score function applied to the joint placement method proposed by Chung and Kim (2007). Monte Carlo simulation study is adapted to compare the power with previous methods.

Regression Diagnostic Using Residual Plots

  • Oh, Kwang-Sik
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.311-317
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    • 2001
  • It is necessary to check the linearity of selected covariates in regression diagnostics. There are various graphical methods using residual plots such as partial residual plots, augmented partial residual plots and combining conditional expectation and residual plots. In this paper, we propose the modified pseudolikelihood ratio test statistics based on these residual plots to test linearity of selected covariate. These test statistics which measure the distance between the nonparametric and parametric models are derived as a ratio of quadratic forms. The approximate distribution of these statistics is calculated numerically by using three moments. The power comparison of these statistics is given.

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A Review on Nonparametric Density Estimation Using Wavelet Methods

  • Sungho;Hwa Rak
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.129-140
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    • 2000
  • Wavelets constitute a new orthogonal system which has direct application in density estimation. We introduce a brief wavelet density estimation and summarize some asymptotic results. An application to mixture normal distributions is implemented with S-Plus.

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On Practical Choice of Smoothing Parameter in Nonparametric Classification (베이즈 리스크를 이용한 커널형 분류에서 평활모수의 선택)

  • Kim, Rae-Sang;Kang, Kee-Hoon
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.283-292
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    • 2008
  • Smoothing parameter or bandwidth plays a key role in nonparametric classification based on kernel density estimation. We consider choosing smoothing parameter in nonparametric classification, which optimize the Bayes risk. Hall and Kang (2005) clarified the theoretical properties of smoothing parameter in terms of minimizing Bayes risk and derived the optimal order of it. Bootstrap method was used in their exploring numerical properties. We compare cross-validation and bootstrap method numerically in terms of optimal order of bandwidth. Effects on misclassification rate are also examined. We confirm that bootstrap method is superior to cross-validation in both cases.

Stochastic simulation models with non-parametric approaches: Case study for the Colorado River basin

  • Lee, Tae-Sam;Salas, Jose D.;Prairie, James R.;Frevert, Donald;Fulp, Terry
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.283-287
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    • 2010
  • Stochastic simulation of hydrologic data has been widely developed for several decades. However, despite the several advances made in literature still a number of limitations and problems remain. In the current study, some stochastic simulation approaches tackling some of the existing problems are discussed. The presented models are based on nonparametric techniques such as block bootstrapping, and K-nearest neighbor resampling (KNNR), and kernel density estimate (KDE). Three different types of the presented stochastic simulation models are (1) Pilot Gamma Kernel estimate with KNNR (a single site case) and (2) Enhanced Nonparametric Disaggregation with Genetic Algorithm (a disaggregation case). We applied these models to one of the most challenging and critical river basins in USA, the Colorado River. These models are embedded into the hydrological software package, Pros and cons of the models compared with existing models are presented through basic statistics and drought and storage-related statistics.

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A NONPARAMETRIC CHANGE-POINT ESTIMATOR USING WINDOW IN MEAN CHANGE MODEL

  • Kim, Jae-Hee;Jang, Hee-Yoon
    • Journal of applied mathematics & informatics
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    • v.7 no.2
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    • pp.653-664
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    • 2000
  • The problem of inference about the unknown change-point with a change in mean is considered. We suggest a nonparametric change-point estimator using window and prove its consistency when the errors are from the distribution with the mean zero and the common variance. a comparison study is done by simulation on the mean, the variance, and the proportion of matching the true change-points.