• 제목/요약/키워드: test for normality

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Simultaneous Tests with Combining Functions under Normality

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.639-646
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    • 2015
  • We propose simultaneous tests for mean and variance under the normality assumption. After formulating the null hypothesis and its alternative, we construct test statistics based on the individual p-values for the partial tests with combining functions and derive the null distributions for the combining functions. We then illustrate our procedure with industrial data and compare the efficiency among the combining functions with individual partial ones by obtaining empirical powers through a simulation study. A discussion then follows on the intersection-union test with a combining function and simultaneous confidence region as a simultaneous inference; in addition, we discuss weighted functions and applications to the statistical quality control. Finally we comment on nonparametric simultaneous tests.

Tests for Exponentiality Against Harmonic New Better Than Used in Expectation Property of Life Distributions

  • Al-Ruzaiza, A.S.
    • International Journal of Reliability and Applications
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    • 제4권4호
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    • pp.171-181
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    • 2003
  • This paper proposes a U-test statistic for the problem of testing that a life distribution is exponential against the alternative that it is harmonic new better (worse) than used in expectation upper tail HNBUET (HNWUET), but not exponential on complete data. Selected critical values are tabulated for sample sizes n =5(1)60. The asymptotic normality of the statistic is proved and a comparison is made of the asymptotic efficiency between the statistic and other statistics. The power of the test is studied by simulation. A test for HNBUET in the case of randomly right-censored data is also considered. An application of the proposed test statistic in medical sciences is given.

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데이터 증가를 통한 선형 모델의 일반화 성능 개량 (중심극한정리를 기반으로) (Improvement of generalization of linear model through data augmentation based on Central Limit Theorem)

  • 황두환
    • 지능정보연구
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    • 제28권2호
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    • pp.19-31
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    • 2022
  • 기계학습 모델 구축 간 트레이닝 데이터를 활용하며, 훈련 간 사용되지 않은 테스트 데이터를 활용하여 모델의 정확도와 일반화 성능을 판단한다. 일반화 성능이 낮은 모델의 경우 새롭게 받아들이게 되는 데이터에 대한 예측 정확도가 현저히 감소하게 되며 이러한 현상을 두고 모델이 과적합 되었다고 한다. 본 연구는 중심극한정리를 기반으로 데이터를 생성 및 기존의 훈련용 데이터와 결합하여 새로운 훈련용 데이터를 구성하고 데이터의 정규성을 증가시킴과 동시에 이를 활용하여 모델의 일반화 성능을 증가시키는 방법에 대한 것이다. 이를 위해 중심극한정리의 성질을 활용해 데이터의 각 특성별로 표본평균 및 표준편차를 활용하여 데이터를 생성하였고, 새로운 훈련용 데이터의 정규성 증가 정도를 파악하기 위하여 Kolmogorov-Smirnov 정규성 검정을 진행한 결과, 새로운 훈련용 데이터가 기존의 데이터에 비해 정규성이 증가하였음을 확인할 수 있었다. 일반화 성능은 훈련용 데이터와 테스트용 데이터에 대한 예측 정확도의 차이를 통해 측정하였다. 새롭게 생성된 데이터를 K-Nearest Neighbors(KNN), Logistic Regression, Linear Discriminant Analysis(LDA)에 적용하여 훈련시키고 일반화 성능 증가정도를 파악한 결과, 비모수(non-parametric) 기법인 KNN과 모델 구성 간 정규성을 가정으로 갖는 LDA의 경우에 대하여 일반화 성능이 향상되었음을 확인할 수 있었다.

Count Five Statistics Using Trimmed Mean

  • Hong, Chong-Sun;Jun, Jae-Woon
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.309-318
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    • 2006
  • There are many statistical methods of testing the equality of two population variances. Among them, the well-known F test is very sensitive to the normality assumption. Several other tests that do not assume normality have been proposed, but these tests usually need tables of critical values or software for hypotheses testing. McGrath and Yeh (2005) suggested a quick and compact Count Five test requiring only the calculation of the number of extreme points. Since the Count Five test uses only extreme values, this discards some information from the samples, often resulting in a degradation in power. In this paper, an alternative Count Five test using the trimmed mean is proposed and its properties are discussed for some distributions and normal mixtures.

Weak Convergence of U-empirical Processes for Two Sample Case with Applications

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.109-120
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    • 2002
  • In this paper, we show the weak convergence of U-empirical processes for two sample problem. We use the result to show the asymptotic normality for the generalized dodges-Lehmann estimates with the Bahadur representation for quantifies of U-empirical distributions. Also we consider the asymptotic normality for the test statistics in a simple way.

An Improved Quantize-Quantize Plot for Normality Test

  • Lee, Jea-Young;Rhee, Seong-Won
    • Communications for Statistical Applications and Methods
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    • 제5권1호
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    • pp.67-75
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    • 1998
  • A new graphical method, named transformed quantize-quantile (TQQ), of a quantize-quantile (Q-Q) Plot is developed for the detection of deviations from the normal distribution. It will be shown that TQQ is helpful for detecting patterns of how points depart from normality. TQQ characteristics of the various kinds of representations are illustrated by a generated sample from a composite of a normal distribution and a clinical example for TQQ is constructed and explained.

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추진장약 수락시험시 포구속도 확률분포에 기준탄이 미치는 영향 (Effects of Calibration Rounds on the Statistical Distribution of Muzzle Velocity in Acceptance Test of Propelling Charge)

  • 박성호;김재훈
    • 한국군사과학기술학회지
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    • 제17권2호
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    • pp.204-212
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    • 2014
  • The purpose of this paper is to investigate the effects of calibration rounds on the statistical distribution of the muzzle velocity in acceptance test of propelling charge. It is shown that the normal distribution fits best among statistical distributions from goodness-of fit test. The 3p-Weibull distribution is also acceptable because the shape of the probability density function curve is similar to that of normal distribution and it also has near zero skewness value. Muzzle velocities of test rounds uncompensated by calibration rounds showed high variation and had comparatively higher skewness. Because the skewness of normal distribution is defined to be zero, calibration rounds make the normality of data higher.

팔물탕연조엑스의 단회 경구 투여 안전성 평가에 관한 연구 (Safety of Palmultang Soft Extract after Single Oral Administration in Healthy Male Volunteers, Single Center Study)

  • 정영진;김수학;임지성;권영달
    • 한방재활의학과학회지
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    • 제33권1호
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    • pp.77-85
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    • 2023
  • Objectives This study is designed to evaluate the safety of palmul-tang soft extract in healthy male volunteers. Methods Twelve healthy male volunteers were recruited. And this study was conducted in a single center. As a result of the laboratory test, the safety was evaluated by collecting vital signs of volunteers. Twelve subjects were assigned by serial number according to the registration order. For safety evaluation, blood samples were collected and vital signs were checked four times throughout the test period, including screening, pre-administration, post-administration (after 48 hours) and post-administration (after 7 days). The difference in variables was summarized as the mean±standard deviation. The normality was performed using Kolmogorov-Smirnov and Shapiro-Wilk test. If normality is satisfied, a paired t-test is applied. Otherwise, the Wilcoxon sign rank test, which is a nonparametric method, is applied. The significance was p<0.05. The incidence of all side effects is expressed as a percentage. Results In the case of red blood cell, hemoglobin, and hematocrit values, the result of normality test of variables for the difference value before and after administration is significant level p<0.05. However, all laboratory test values before and after administration did not deviate from the normal range. Also the deviations in the normal range could not be seen as significance related to this clinical trial. And no side effects related to clinical trial drugs were observed. Conclusions The soft extract of palmul-tang was considered safe for healthy male volunteers.

정규성 검정을 위한 다변량 왜도와 첨도의 이용에 대한 고찰 (Remarks on the Use of Multivariate Skewness and Kurtosis for Testing Multivariate Normality)

  • 김남현
    • 응용통계연구
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    • 제17권3호
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    • pp.507-518
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    • 2004
  • Malkovich & Afifi (1973)는 합교원리 (union-intersection principle)를 이용하여 왜도와 첨도를 다변량으로 일반화하였으나 이는 자료의 차원이 클 경우에는 사용이 용이하지 않다. 본 논문에서는 이러한 단점을 보완하는 이들의 근사통계량을 제안한다. 그리고 제안된 근사통계량, Malkovich & Afifi (1973)의 통 계 량, Mardia(1970)의 왜도와 첨도의 검 정력을 모의실험을 통하여 비교한다.

A Rao-Robson Chi-Square Test for Multivariate Normality Based on the Mahalanobis Distances

  • Park, Cheolyong
    • Communications for Statistical Applications and Methods
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    • 제7권2호
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    • pp.385-392
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    • 2000
  • Many tests for multivariate normality are based on the spherical coordinates of the scaled residuals of multivariate observations. Moore and Stubblebine's (1981) Pearson chi-square test is based on the radii of the scaled residuals, or equivalently the sample Mahalanobis distances of the observations from the sample mean vector. The chi-square statistic does not have a limiting chi-square distribution since the unknown parameters are estimated from ungrouped data. We will derive a simple closed form of the Rao-Robson chi-square test statistic and provide a self-contained proof that it has a limiting chi-square distribution. We then provide an illustrative example of application to a real data with a simulation study to show the accuracy in finite sample of the limiting distribution.

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