• Title/Summary/Keyword: t3 statistic

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Conditional Skewness and Kurtosis in Natural Exponential Models

  • Hong, Chong-Sun;Lim, Han-Seung
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.887-894
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    • 1998
  • Let T=( $T_1$,…, $T_{k}$;k$\geq$2) be a minimal sufficient and complete statistic for a k-parameter exponential model. Consider a partition of T into ( $T_1$, $T_2$), where $T_1$=( $T_1$,…, $T_{r}$ and $T_2$=( $T_{r+1}$,…, $T_{k}$1$\leq$r$\leq$k-1/). This article represents a way to obtain higher moments such as skewness and kurtosis for the distribution T and the conditional distribution of $T_1$, given $T_2$= $t_2$. These results are illustrated by some examples.s.les.s.

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The Cumulants of the Non-normal t Distribution

  • Hwang, Hark
    • Journal of the Korean Statistical Society
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    • v.5 no.2
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    • pp.91-100
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    • 1976
  • The use of the statistic $t = \sqrt{n} (x-\mu)/S$, where $\bar{X) = \sum X_i/n, \mu = E(X_i), S^2 = \sum(X_i-\bar{X})^2/(n-1)$ in statistical inference is usually done under the assumption of normality of the population. If the population is not normally distributed the tabulated values of student t are no longer valid. The moments of t are obtained as a power series in $1/\sqar{n}$ whose coefficients are functions of the cumulants of X. The cumulants are obtained from the moments in the usual manner. The first eight cumulants of t are given up to terms of order $1/n^3$. The first eight cumulants of t are given up to terms of order $1/n^3$. These results extend those of Geary who gave the first six cumulants of t to order $1/n^2$.

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Evaluation of Typical Solar Radiation Data by the TRY Methodology (TRY 방법론에 의한 표준일사량데이터 평가)

  • Yoo, Ho-Chun;Lee, Gwan-Ho;Kim, Kyoung-Ryul;Park, So-Hee
    • KIEAE Journal
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    • v.7 no.6
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    • pp.23-28
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    • 2007
  • Limited fossil fuels and unstable energy supply are considered as one of the critical problems in architecture requiring large amounts of energy. In order to this challenge, environment-friendly architecture design is required. Clear data should be prepared to apply solar energy to architecture aggressively and properly. This study used FS statistical analysis data regarding average daily solar radiation of Seoul observed over 20 years to find out standard year and standard daily solar radiation. This study also aims to compare and evaluate an appropriate method of selecting a standard year which is too close to measurement value through comparison and analysis with daily solar radiation acquired by applying overseas researchers' suggesting weight factor. As a result, the data nearest to measurement value of daily solar radiation was UK CIBSE TRY(TYPE 2) displaying 0.100in t-statistic index. For UK CIBSE TRY(TYPE 2), weight factor was applied to three climatic elements except relative humidity. TYPE 1 and TYPE 3 recorded 0.343 and 0.367, respectively, showing higher record of t-statistic than TYPE 2. TYPE 1 was calculated through FS statistical value of single data about daily solar radiation with other climatic elements excluded. For TYPE 3, relative humidity was added to TYPE 2. In particular, since TYPE 2 was closer to the measurement value compared to the others, it is necessary to consider relationship with other climate elements if other climate elements are added.

Likelihood ratio in estimating Chi-square parameter

  • Rahman, Mezbahur
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.587-592
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    • 2009
  • The most frequent use of the chi-square distribution is in the area of goodness-of-t of a distribution. The likelihood ratio test is a commonly used test statistic as the maximum likelihood estimate in statistical inferences. The recently revised versions of the likelihood ratio test statistics are used in estimating the parameter in the chi-square distribution. The estimates are compared with the commonly used method of moments and the maximum likelihood estimate.

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Edgeworth and Cornish-Fisher Expansion for the Non-normal t

  • Hwang, Hark
    • Journal of the Korean Statistical Society
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    • v.7 no.1
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    • pp.3-10
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    • 1978
  • Let $X_i,...,X_n$ be a random sample from a distribution with cumulants $K_1, K_2,...$. The statistic $t = \frac{\sqrt{x}(\bar{X}-K_1)}{S}$ has the well-known 'student' distribution with $\nu = n-1$ degrees of freedom if the $X_i$ are normally distributed (i.e., $K_i = 0$ for $i \geq 3$). An Edgeworth series expansion for the distribution of t when the $X_i$ are not normally distributed is obtained. The form of this expansion is Prob $(t

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A Robust Edge Detection method using Van der Waerden Statistic (Waerden 통계량을 이용한 강인한 에지검출 방법)

  • 최명희;이호근;김주원;하영호
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.41 no.3
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    • pp.147-153
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    • 2004
  • This paper proposes an efficient edge detection using Van der Waerden statistic in original and noisy images. An edge is where the intensity of an image moves from a low value to a high value or vice versa. We describe a nonparametric Wilcoxon test and a parametric T test based on statistical hypothesis testing for the detection of edges. We use the threshold determined by specifying significance level $\alpha$, while Bovik, Huang and Munson consider the range of possible values of test statistics for the threshold. From the experimental results of edge detection, the T and Wilcoxon method perform sensitively to the noisy image, while the proposed Waerden method is robust over both noisy and noise-free images under $\alpha$=0.0005. Comparison with our statistical test and Sobel, LoG, Canny operators shows that Waerden method perform more effectively in both noisy and noise-free images.

Two Sample Test Procedures for Linear Rank Statistics for Garch Processes

  • Chandra S. Ajay;Vanualailai Jito;Raj Sushil D.
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.557-587
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    • 2005
  • This paper elucidates the limiting Gaussian distribution of a class of rank order statistics {$T_N$} for two sample problem pertaining to empirical processes of the squared residuals from two independent samples of GARCH processes. A distinctive feature is that, unlike the residuals of ARMA processes, the asymptotics of {$T_N$} depend on those of GARCH volatility estimators. Based on the asymptotics of {$T_N$}, we empirically assess the relative asymptotic efficiency and effect of the GARCH specification for some GARCH residual distributions. In contrast with the independent, identically distributed or ARMA settings, these studies illuminate some interesting features of GARCH residuals.

A Study on Correlation of Saccharin QLFT and CNC QNFT for Respirators (호흡기보호구에 대한 Saccharin QLFT와 CNC QNFT간 상관성에 관한 연구)

  • Han, Don-Hee;Na, Myung Chai;Lee, Sang-Gon
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.7 no.1
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    • pp.99-112
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    • 1997
  • A quantitative fit test, condensation nuclei counting(Portacount 8025, TSI), was performed concurrently with a qualitative fit test, sodium saccharin(FT-10, 3M) to evaluate FF values and to determine the correlation between two methods. Two brands of full facepieces, T, S and two brands of half masks, T, S, were fit tested, respectively, on 103 wearers one time. The FF values obtained by CNC QNFT were lognormally distributed. The FF values for T brand of respirators were statistically very much higher than those for S brand of respirators. For a full facepiece wearer combination having a $FF{\leq}100$, as determined by CNC QNFT, the point estimate of the probability of that combination not being rejected by the saccharin QLFT was found to be 0.09 with 90% confidence that this statistic is not expected to exceed 0.25. For a half mask wearer combination having a $FF{\leq}10$, as determined by CNC QNFT, the point estimate of the probability of that combination not being rejected by the saccharin QLFT was found to be 0.10 with 90%, confidence that this statistic is not expected to exceed 0.23. The uncertainty associated with each estimate, however, is large due to the small number of study subjects with inadequately fitting respirators. This result indicates that saccharin QLFT may be more suitable for adequately fitting respirators than inadequately fitting respirators.

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An Evaluation of the Statistical Techniques Used in Papers of the Journal of Sasang Constitutional Medicine (2000-2009) (최근 10년간(2000-2009) 사상체질의학회지 게재논문의 통계분석방법에 대한 연구)

  • Park, Ki-Hyun;Kim, Sang-Hyuk;Kim, Hong-Gie;Lee, Si-Woo
    • Journal of Sasang Constitutional Medicine
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    • v.22 no.4
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    • pp.49-55
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    • 2010
  • 1. Objectives The purpose of this study is to assess the statistical methods used in the Journal of Sasang Constitutional Medicine and to identify the types of errors in the statistical analysis. 2. Methods We have reviewed quantitative articles published in the Journal of Sasang Constitutional Medicine from 2000 to 2009. Except for the case report, a total of 505 articles was reviewed by year. We focused on the methods of statistics in these articles. We have analysed the number of thesis used the statistical methods, the number of the statistical methods, the types of the statistical methods, and the errors of the statistical methods with the object of 202 thesis used the statistical method. 3. Results 1. Of the 370 articles, 202 used inferential statistics. 2. The most dominant was the thesis with one type of the statistical method forming 61.9% (125 thesis) of the total. 3. The ANOVA was the statistic of choice overall (40.1%), followed by the t-test (35.6%). 4. By examining the errors of the statistical methods, there were 49 thesis with errors among 81 thesis using ANOVA, 25 thesis among 72 thesis using t-test, and 18 over 62 thesis using chi-squared test. 4. Conclusions We have found various mistakes or misuses in the applications of statistical methodologies in the articles published in the Journal of Sasang Constitutional Medicine. It is necessary to present the cases of inappropriate statistical methods in order to improve the quality of academic researches. So long as Sasang constitutional medicine uses the statistical methods, researchers should fully examine and be aware of the statistical methods which they wish to use through other research articles, and statistic publications.

Effect of corporate social contribution on corporate financial performance (기업의 사회공헌활동이 기업의 재무성과에 미치는 영향)

  • Oh, Deok Kyo;Cin, Beom Cheol;Lee, Eui Young
    • International Area Studies Review
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    • v.20 no.3
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    • pp.101-121
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    • 2016
  • This research is purposed to analyze the effect of firms' current socially responsible management on the future corporate financial performance with specified areas of socially responsible management according to the beneficiaries. Tobin's Q statistic and return on assets are calculated and exploited as measures of corporate financial performance. as of empirical analysis results, we found that the social contributions in the consumer area and external social contribution at time t influence the Tobin's Q statistic at time (t+1) in the aggregate analysis. as it is revealed that there is no effect in the firms with the outstanding social performance to the future corporate financial performance, we understand that the capital market is very sensitive to the external social contribution including consumers of firms with the weak social performance rather than the social contribution of socially outstanding firms. This sensitivity of capital market can effectively enhance the social contribution of firms, in particular listed firms with the weak social performance.