• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.643-655
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• 2004

L$_1$-estimator in the linear regression model is widely recognized to have superior robustness in the presence of vertical outliers. While the L$_1$-estimation procedures and algorithms have been developed quite well, less progress has been made with the hypothesis test in the multiple L$_1$-regression. This article suggests computer-intensive resampling approaches, jackknife and bootstrap methods, to estimating the variance of L$_1$-estimator and the scale parameter that are required to compute the test statistics. Monte Carlo simulation studies are performed to measure the power of tests in small samples. The simulation results indicate that bootstrap estimation method is the most powerful one when it is employed to the likelihood ratio test.

• 응용통계연구
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• 제24권6호
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• pp.1161-1168
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• 2011

The approximation for the distribution functions of nonparametric test statistics is a significant step in statistical inference. A rank sum test for dispersions proposed by Ansari and Bradley (1960), which is widely used to distinguish the variation between two populations, has been considered as one of the most popular nonparametric statistics. In this paper, the statistical tables for the distribution of the nonparametric Ansari-Bradley statistic is produced by use of polynomially adjusted normal approximation as a semi parametric density approximation technique. Polynomial adjustment can significantly improve approximation precision from normal approximation. The normal-polynomial density approximation for Ansari-Bradley statistic under finite sample sizes is utilized to provide the statistical table for various combination of its sample sizes. In order to find the optimal degree of polynomial adjustment of the proposed technique, the sum of squared probability mass function(PMF) difference between the exact distribution and its approximant is measured. It was observed that the approximation utilizing only two more moments of Ansari-Bradley statistic (in addition to the first two moments for normal approximation provide) more accurate approximations for various combinations of parameters. For instance, four degree polynomially adjusted normal approximant is about 117 times more accurate than normal approximation with respect to the sum of the squared PMF difference.

• 응용통계연구
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• 제30권3호
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• pp.427-439
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• 2017

공변량(covariate)이 존재하는 경우, 각 처리군 간 효과의 차이를 검정하기 위한 대표적인 비모수적 방법에는 Quade (1967)가 제안한 검정법이 있다. 또한 반응변수에 대해 공변량으로 단순선형회귀분석을 실시하여 얻은 잔차에 대해 일원배치분산분석과 Kruskal Wallis가 제안한 방법을 적용하는 방법, 그리고 Hwang과 Kim (2012)이 제안한 비모수적 도구인 위치(placement)를 이용한 방법이 있다. 본 논문에서는 공분산분석 모형에서 Hwang과 Kim (2012)이 제안한 방법을 확장하여 공분산분석에서의 새로운 방법을 제안하였다. 또한 모의실험(Monte Carlo simulation study)을 통하여 기존의 검정법들과 제안한 방법의 검정력을 비교하였다.

• Journal of the Korean Statistical Society
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• 제26권2호
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• pp.223-229
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• 1997

It is demonstrated that many standard nonparametric test such as the Mann-Whitney-Wilcoxon test, the Fisher-Yates test, the Savage test and the median test are admissible for a two-sample nonparametric testing problem. The admissibility of the Kruskal-Wallis test is demonstrated for a nonparametric one-way layout testing problem.

• 한방안이비인후피부과학회지
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• 제19권3호통권31호
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• pp.134-145
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• 2006

Objective : This study was carried out to investigate what type of assumption and conditions are needed for the application of various statistical techniques such as descriptive statistics, t-test, analysis of variance, correlation analysis, regression analysis and chi-square test and to evaluate that they are used correctly in the research process. Methods : One more methods of statistical analysis were used in 91 papers among 162 papers selected from the journal of Korean oriental medical Ophthalmology & Otolaryngology & Dermatology from April 2003 to December 2005. So we analysed the type of statistical analysis method in 91 papers(clinical and experimental study) and assessed the their validity of statistical techniques by the check list consisting of 34 items(3 items for validity assessment of descriptive statistics, 6 items for t-test, 7 items for analysis of variance, correlation analysis and regression analysis, respectively, 4 items for chi-square test) Results : 1. The type of 65(40%) cases is experimental trial, the type of 55(34%) cases is case report, the type of 26(16%) cases is clinical trial and the type of 16(10%) cases is review, in 91 papers using statistical techniques among 162 papers selected from the journal of Korean oriental medical Ophthalmology & Otolaryngology & Dermatol-ogy from April 2003 to December 2005. 2. One more methods of statistical analysis were used in the experimental and clinical study. When we classified 125 units using statistical analysis methods in 91 papers according to statistical techniques such as descriptive statistics, t-test, analysis of variance, correlation analysis, regression analysis and chi-square test, the number of independent sample t-test is 33(26%), the number of only descriptive statistics is 28(22%), the number of independent sample t-test is 33(26%), the number of only descriptive statistics is 28(22%), the number of one way ANOVA is 15(12%), the number of non-parametric test 10(8%). 3. After carrying out one way ANOVA, the number of using multiple comparison methods is 15(Scheffe:6(26%), Duncan:4(17%), Dunnett:3(13%), Tukey:2(9%)) out of 23 (total case carrying out one way ANOVA). 8(35%) out of 23 did not enforce multiple comparison methods after carrying out one way ANOVA. 4. From the assessment of validity about 63 cases using statistical techniques(except descriptive statistics), 5(8%) cases are proper, the other 58(92%) are improper, so we recognized a serious misuse of statistical application in our journal. 5. The number of case below 10 sample size in experimental and clinical study(except descriptive statistics) is 31(34%) and frequent. Also the number of case containing no mention of sample size is 41(45%, including culture study). 6. For example of statistical error, there are wrong choice of statistical technique, lack of check on standard assumption(such as standard distribution, equivariance, independence), and so on. Conclusions : We investigated the validity of statistical analysis methods in our journal by check list consisting of 34 items and suggested correct statistical analysis methods. We should practice the spread of education about statistical analysis methods and precis application, enhance objectivity and reliability of our thesis and further correspond with purpose of scientific study.

• 응용통계연구
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• 제21권2호
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• pp.341-353
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• 2008

본 연구에서는 이변량 음이항 분포에서 과대산포와 "내재적 상"의 존재유무에 대한 가설검정 문제를 다루었다. 과대산포에 대한 스코어 검정의 표준정규분포 근사는 명목 유의수준을 과소추정한 반면 "내재적 상"에 대한 스코어 검정은 명목유의수준을 과대 추정하고 있음을 보였다. 본 연구에서는 이와 같은 스코어 검정의 표준정규분포 근사의 문제점을 해결하기 위하여 붓스트랩 방법을 제안하였다. 스코어 검정에 대한 붓스트랩 방법은 두 검정에서 명목유의수준을 제대로 유지하고 검정력도 높게 나타나 스코어 검정의 표준정규분포 근사에 존재하는 문제를 해결하는 효율적인 대안으로 판단된다.

• Journal of the Korean Data and Information Science Society
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• 제23권1호
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• pp.1-11
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• 2012

환자의 생존시간과 함께 유전자 마이크로어레이 자료가 주어진 경우 생존에 유의한 영향을 미치는 대사경로를 찾는 방법을 연구하였다. 기존의 방법인 유전자 집합 농축도 분석, 글로벌 검정과 왈드 형태 검정을 비교 분석하였고, 치환을 통하여 p값을 구하는 단점을 개선한 수정된 왈드 형태 검정을 제안하였다. 모의실험과 실제자료 분석을 이용하여 새로운 방법의 적용 가능성을 보였다.

• 응용통계연구
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• 제29권4호
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• pp.699-706
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• 2016

검정절차가 생략된 이상치 탐지법은 구조적으로 수렁효과나 가면효과에 취약하기 때문에 다수의 이상치를 제대로 탐지하지 못할 때가 있다. 본 연구에서는 군집화에 의하여 구분된 소수 관찰치군을 이상치로 판정하는 방법에 보완될 검정절차를 다룬다. 이에 관련된 일반적인 방법은 탐지된 이상치 후보군의 개별적인 관찰치에 대해 다양한 종류의 t-검정을 수행하는 것이다. 본 연구에서는 이상치 후보군에 대한 검정을 수행하고 군집나무의 절단기준을 변경시켜 새로운 이상치군을 탐색해 나가는 순차적인 방법을 제안한다. 예제와 모의실험을 통해 제시된 방법과 기존의 방법들을 비교한다.

• The Journal of Asian Finance, Economics and Business
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• 제8권5호
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• pp.37-41
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• 2021

This study aims to investigate the relationship between the exchange rate and Trade Balance. Trade Balance is used as the dependent variable, and the independent variables are Exchange Rate, Gross Domestic Product, and Inflation. Augmented Dickey-Fuller unit root test was adopted to test the stationary property of time series data, Auto Regressive Distributed Lag model was employed to find the long run and short-run relationship and long-run adjustment, Bound test approach, the unrestricted Error Correction Model and Granger Causality Test are used to analyze the data from 1977 to 2019. The research findings suggest that inflation has a positive impact on the trade balance in the short run. The exchange rate and the Gross Domestic Product have adverse effects on Trade balance in the long run. The coefficient of ER in the previous year is negative, and the coefficient of TB in the previous year is positive and significant. This is consistent with the J-Curve phenomenon, which states that devaluation may not improve trade balance in the immediate period, but will significantly impact the trade balance improvement in subsequent periods. Hence Marshall Lerner Condition exists in Sri Lanka.

• 대한수학회지
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• 제52권3호
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• pp.503-522
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• 2015

In this paper, we consider the problem of testing for a parameter change in nonlinear time series models with GARCH type errors. We introduce two types of cumulative sum (CUSUM) tests: estimates-based and residual-based tests. It is shown that under regularity conditions, their limiting null distributions are the sup of independent Brownian bridges. A simulation study is conducted for illustration.