• Journal of Korean Society for Quality Management
• /
• v.23 no.4
• /
• pp.52-57
• /
• 1995

Testing problem of equality between two linear regressions is considered. Chow test is discussed and likelihood ratio test(LR test), F-test and Score test are derived. Score test are compared with other tests and show they are asymptotically equivalent.

• Journal of the Korean Data and Information Science Society
• /
• v.14 no.2
• /
• pp.187-199
• /
• 2003

We deal with the problem of testing a sequence of independent normal random variables with constant, known or unknown, variance for no change in mean versus alternatives with a single change-point. Various tests based on the likelihood ratio and recursive residuals, score statistics and cusums are studied. Proposed tests are modified version of Buckley's cusum statistics. A comparison study of various change-point test statistics is done by Monte Carlo simulation with S-plus software.

• Journal of the Korean Data and Information Science Society
• /
• v.16 no.4
• /
• pp.1017-1026
• /
• 2005

We consider the problem of modeling count data where the observation period is determined by the survival time of the individual under study. We assume random effects or frailty model to allow for a possible association between the death times and the counts. We assume that, given a random effect, the death times follow a Weibull distribution with a rate that depends on some covariates. For the counts, given the random effect, a Poisson process is assumed with the intensity depending on time and the covariates. A gamma model is assumed for the random effect. Maximum likelihood estimators of the model parameters are obtained. The model is applied to data set of patients with breast cancer who received a bone marrow transplant. A model for the time to death and the number of supportive transfusions a patient received is constructed and consequences of the model are examined.

• The Korean Journal of Applied Statistics
• /
• v.23 no.1
• /
• pp.13-28
• /
• 2010

Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test, for the probability density functions which are defined with the score random variable and the parameter space consisted of only two elements such as the default and non default states is proposed to estimate a threshold. And anther optimal thresholds to maximize classification accuracy measures of the accuracy and the true rate for ROC and CAP curves are estimated as equations related with these probability density functions. Three kinds of optimal thresholds in terms of the hypotheses testing, the accuracy and the true rate are obtained from normal random samples with various means and variances. The sums of the type I and type II errors corresponding to each optimal threshold are obtained and compared. Finally we discuss about their efficiency and derive conclusions.

• The Transactions of The Korean Institute of Electrical Engineers
• /
• v.59 no.4
• /
• pp.831-840
• /
• 2010

In this paper, we propose a hearing impairment simulator considering reduced frequency selectivity and asymmetrical auditory filter of the hearing impaired, and we verified the reduced frequency selectivity and asymmetrical auditory filter affected in speech perception through experiments. The reduced frequency selectivity has made embodied by spectral smearing using LPC(linear prediction coding). The shapes of auditory filter are asymmetrical different with each center frequency. Hearing impaired person which has hearing loss was differently changed with that of normal hearing people and it has different value for speech of quality through auditory filter. The experiments confirmed subjective test and objective test. The subjective experiments are composed of 4 kinds of tests: pure tone test, SRT(speech reception threshold) test, and WRS(word recognition score) test without spectral smearing, and WRS test with spectral smearing. The experiment of the hearing impairment simulator was performed from 9 subjects who have normal ears. The amount of spectral smearing was controlled by LPC order. The asymmetrical auditory filter of proposed hearing impairment simulator was simulated and then some tests to estimate the filter's performance objectively were performed. The objective experiment as simulated auditory filter's performance evaluation method used PESQ(perceptual evaluation of speech quality) and LLR(log likelihood ratio) for speech through auditory filter. The processed speech was evaluated objective speech quality and distortion using PESQ and LLR value. When hearing loss processed, PESQ and LLR value have big difference according to asymmetrical auditory filter in hearing impairment simulator.

• Journal of the Institute of Electronics Engineers of Korea SC
• /
• v.45 no.5
• /
• pp.13-20
• /
• 2008

Although digital hearing aid algorithms have been developed to compensate hearing loss and to help hearing impaired people to communicate with others, digital hearing aid user still complain about difficulty of hearing the speech. The reason could be the quality of speech through digital hearing aid is insufficient to understand the speech caused by feedback, residual noise and etc. And another thing is masking effect among formants that makes sound quality low. In this study, we measured the masking characteristics of normal listeners and hearing impaired listeners having presbyacusis to confirm masking effect in speech itself. The experiment is composed of 5 tests; pure tone test, speech reception threshold (SRT) test, word recognition score (WRS) test, puretone masking test and speech masking test. In speech masking test, there are 25 speeches in each speech set. And log likelihood ratio (LLR) is introduced to evaluate the distortion of each speech objectively. As a result, the speech perception became lower by increasing the quantity of formant enhancement. And each enhanced speech in a speech set has statistically similar LLR, however speech perception is not. It means that acoustic masking effect rather than distortion influences speech perception. In actuality, according to the result of frequency analysis of the speech that people can not answer correctly, level difference between first formant and second formant is about 35dB, and it is similar to result of pure tone masking test(normal hearing subject:36.36dB, hearing impaired subject:32.86dB). Characteristics of masking effect is not similar between normal listeners and hearing impaired listeners. So it is required to check the characteristics of masking effect before wearing a hearing aid and to apply this characteristics to fitting.