• 응용통계연구
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• 제7권2호
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• pp.79-88
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• 1994

가중 로그 순위 검정은 생존분석에서 두 집단의 차이를 검정하는데 가장 많이 사용되는 검정이다. 생존실험에서 실험 초기에는 별다른 차이를 보이지 않다가 실험 중반을 넘어가며 집단간의 차이를 보이는 경우가 많은데 이러한 경우에 기존에 제시되어 있는 여러 가중 로그 순위 검정은 비효율적이다. 이 문제에 적당한 새로운 가중 로그 순위검정을 제시하며 예를 통해서 제시된 검정의 유용성을 살펴보고 모의실험을 통해 이들의 검정력도 조사한다. 제시된 검정은 후기 차이 검출에 매우 효율적이다.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.71-78
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• 2018

In this study, we consider the likelihood ratio test for the covariance matrix of the multivariate normal data. For this, we propose a method for obtaining null distributions of the likelihood ratio statistics by the Monte-Carlo approach when it is difficult to derive the exact null distributions theoretically. Then we compare the performance and precision of distributions obtained by the asymptotic normality and the Monte-Carlo method for the likelihood ratio test through a simulation study. Finally we discuss some interesting features related to the likelihood ratio test for the covariance matrix and the Monte-Carlo method for obtaining null distributions for the likelihood ratio statistics.

• 품질경영학회지
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• 제15권2호
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• pp.50-54
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• 1987

A distribution-free rank test for parallelism of regression lines against ordered alternatives is considered. The proposed test statistic is based on the Kepner-Robinson's transformation. The null distribution of the proposed statistic is the same as that of the Wilcoxon signed rank statistic. But, the proposed procedure can be applied only to four or fewer regression lines. The results of a small-sample Monte Carlo study show that the proposed test is comparable with the parametric test in heavy tailed distributions.

• 한국품질경영학회:학술대회논문집
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• 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
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• pp.259-268
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• 1998

A family of test statistics is proposed for testing whether or not the mean residual life(MRL) changes its trend. We do not assume that the turning point or the proportion before the turning point is known. This family includes the test statistic proposed by Aly (1990) and Hawkins, Kochar and Leader (1992) for complete samples. We establish the asymptotic null distribution of test statistics and obtain asymptotic critical values of the asymptotic null distribution using Durbin's approximation. We study Monte Carlo simulation to compare the proposed tests with previously known tests.

• Journal of the Korean Data and Information Science Society
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• 제7권1호
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• pp.37-46
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• 1996

계단충격가속수명시험에서 얻은 자료를 토대로 통계적 추론을 위해 가정하는 수명분포에 대한 적합도 검정을 Kolmogorov-Smirnov, Cramer-von Mises, Anderson-Darling과 같은 비모수적 검정통계량들을 이용한 검정절차를 제안하고, 각 통계량들을 검정력 측면에서 비교하고자 한다.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.275-287
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• 1998

본 연구는 "효과없음"을 검정하기 위한 기존의 적합도 검정통계량들을 조사하고 검정 통계량으로 제시할 수 있는 많은 평활 검정통계량들에 대한 검정력을 비교 분석하였다. 세가지 다른 유형의 대립함수들을 설정하고 대립함수들의 유형에 따라서 검정럭 값들에 대한 분석을 하였다. 비교분석 결과 본 논문에서 제시한 검정 통계량들이 기존의 검정통계량들 못지 않게 우수한 검정력을 가지고 있음을 조사하였다.

• 응용통계연구
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• 제7권1호
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• pp.19-34
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• 1994

본 논문에서는 K개의 회귀직선에서 기울기들의 우산형 대립가설에 대한 평행성을 검정하는 비모수 검정법을 제안하고 제안된 검정법의 점근적 성질들을 고찰하고자 한다. 정점을 알고 있는 경우와 모르고 있는 경우로 구분하여 검정법을 제시하고 몇몇 분포에 대해 모의 실험을 해본 결과 제안된 검정통계량이 꼬리가 두터운 분포에서 우도비 검정법들보다 검정력이 우수함을 보였다.

• International Journal of Reliability and Applications
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• 제6권1호
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• pp.53-64
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• 2005

In this paper, we propose a nonparametric test procedure for the multivariate, grouped and right censored data for two sample problem. For the construction of the test statistic, we use the linear rank statistics for each component and apply the permutation principle for obtaining the null distribution. For the large sample case, the asymptotic distribution is derived under the null hypothesis with the additional assumption that two censoring distributions are also equal. Finally, we illustrate our procedure with an example and discuss some concluding remarks. In appendices, we derive the expression of the covariance matrix and prove the asymptotic distribution.

• 품질경영학회지
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• 제34권1호
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• pp.73-77
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• 2006

In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

• Journal of the Korean Data and Information Science Society
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• 제28권6호
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• pp.1557-1564
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• 2017

We take genomic sequences of high-dimensional low sample size (HDLSS) without ordering of response categories into account. When constructing an appropriate test statistics in this model, the classical multivariate analysis of variance (MANOVA) approach might not be useful owing to very large number of parameters and very small sample size. For these reasons, we present a pseudo marginal model based upon the Gini-Simpson index estimated via Bayesian approach. In view of small sample size, we consider the permutation distribution by every possible n! (equally likely) permutation of the joined sample observations across G groups of (sizes $n_1,{\ldots}n_G$). We simulate data and apply false discovery rate (FDR) and positive false discovery rate (pFDR) with associated proposed test statistics to the data. And we also analyze real SARS data and compute FDR and pFDR. FDR and pFDR procedure along with the associated test statistics for each gene control the FDR and pFDR respectively at any level ${\alpha}$ for the set of p-values by using the exact conditional permutation theory.