• Communications for Statistical Applications and Methods
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• v.8 no.3
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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.

• Journal of Digital Convergence
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• v.14 no.6
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• pp.167-175
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• 2016

This study analyzed empirically the same data through SPSS statistic(regression analysis) and AMOS program(structural equation model) used for cause and effect analysis. The result of empirical analysis was as follows. The different outcome of coefficients and p-values were deducted. Especially, in the mediated effect testing, meanwhile, SPSS statistic(regression analysis) pictured mediated effect, AMOS program(structural equation model) did not picture mediated effect on the reject zone of null hypothesis(absolute t-value and C.R.-value were nearby 1.96). Eventually, this study showed that what program used determined the outcomes of coefficients and p-values(In particular, the outcomes were differentiated further in the increasing measurement error) though using the same data.

• Communications for Statistical Applications and Methods
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• v.26 no.5
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• pp.431-443
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• 2019

Goodness-of-fit techniques are an important topic in statistical analysis. Censored data occur frequently in survival experiments; therefore, many studies are conducted when data are censored. In this paper we mainly consider test statistics based on the empirical distribution function (EDF) to test normal distributions with unknown location and scale parameters when data are randomly censored. The most famous EDF test statistic is the Kolmogorov-Smirnov; in addition, the quadratic statistics such as the $Cram{\acute{e}}r-von$ Mises and the Anderson-Darling statistic are well known. The $Cram{\acute{e}}r-von$ Mises statistic is generalized to randomly censored cases by Koziol and Green (Biometrika, 63, 465-474, 1976). In this paper, we generalize the Anderson-Darling statistic to randomly censored data using the Kaplan-Meier estimator as it was done by Koziol and Green. A simulation study is conducted under a particular censorship model proposed by Koziol and Green. Through a simulation study, the generalized Anderson-Darling statistic shows the best power against almost all alternatives considered among the three EDF statistics we take into account.

• Communications for Statistical Applications and Methods
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• v.11 no.2
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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.

• Journal of the Korean Data and Information Science Society
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• v.15 no.3
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• pp.689-694
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• 2004

We investigate the test for model adequacy in nonlinear regression. We can expect the usual likelihood ratio statistic to be unaffected by any parametric- effect curvature; only the effect of intrinsic curvature needs to be considered. Multiplicative correction factor is derived for the limiting distribution of test statistic, which is a function of the intrinsic curvature arrays.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.8 no.2
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• pp.116-120
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• 2008

Clustering is a method for unsupervised learning. General clustering tools have been depended on statistical methods and machine learning algorithms. One of the popular clustering algorithms based on machine learning is the self organizing map(SOM). SOM is a neural networks model for clustering. SOM and extended SOM have been used in diverse classification and clustering fields such as data mining. But, SOM has had a problem determining optimal number of clusters. In this paper, we propose an improvement of SOM using gap statistic and probability distribution. The gap statistic was introduced to estimate the number of clusters in a dataset. We use gap statistic for settling the problem of SOM. Also, in our research, weights of feature nodes are updated by probability distribution. After complete updating according to prior and posterior distributions, the weights of SOM have probability distributions for optima clustering. To verify improved performance of our work, we make experiments compared with other learning algorithms using simulation data sets.

• Journal of the military operations research society of Korea
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• v.9 no.2
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• pp.39-43
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• 1983

In this paper, we derive the likelihood function for the independent random order statistic whose underlying lifetime distribution is a two parameter Weibull form. For this purpose we first discuss the order statistic which represent a characteristic feature of most life and fatigue tests that they give rise to ordered observations. And, we describe the properties of the underlying Weibull model. The derived likelihood function is essential for establishing the statistical life test plans in the case of Weibull distribution using a likelihood ratio method.

• The Korean Journal of Applied Statistics
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• v.23 no.6
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• pp.1057-1065
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• 2010

In this paper we discuss some cautionary notes in using the Pearson chi-squared test statistic for the goodness-of-fit of the ordinal response model. If a model includes continuous type explanatory variables, the resulting table from the t of a model is not a regular one in the sense that the cell boundaries are not fixed but randomly determined by some other criteria. The chi-squared statistic from this kind of table does not have a limiting chi-square distribution in general and we need to be very cautious of the use of a chi-squared type goodness-of-t test. We also study the limiting distribution of the chi-squared type statistic for testing the goodness-of-t of cumulative logit models with ordinal responses. The regularity conditions necessary to the limiting distribution will be reformulated in the framework of the cumulative logit model by modifying those of Moore and Spruill (1975). Due to the complex limiting distribution, a parametric bootstrap testing procedure is a good alternative and we explained the suggested method through a practical example of an ordinal response dataset.

• Communications for Statistical Applications and Methods
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• v.15 no.6
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• pp.1013-1026
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• 2008

Kolmogorov-Smirnov(K-S) statistic has been widely used for the model validation of credit rating models. Validation criteria for the K-S statistic is empirically used at the levels of 0.3 or 0.4 which are much larger than the critical values of K-S test statistic. We examine whether these criteria are reasonable and appropriate through the simulations according to various sample sizes, type II error rates, and the ratio of bads among data. The simulation results say that the currently used validation criteria are too lower than values of K-S statistics obtained from any credit rating models in Korea, so that any credit rating models have good discriminatory power. In this work, alternative criteria of K-S statistic are proposed as critical levels under realistic situations of credit rating models.

• Journal of the Korean Statistical Society
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• v.17 no.2
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• pp.93-100
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• 1988

Two properties of ancillary statistics are considered. One is to find a role of ancillary statistics in the statistical inference by showing that the ancillary statistic can recover the lost information and to give a criteria for comparing the conditional inference with unconditional inference. The other is to find an ancillary statistic of translation model and its relationship with observed Fisher information.