• Journal of the Korean Data and Information Science Society
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• 제15권3호
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• pp.645-654
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• 2004

In this paper, we develop the Bayesian test procedure for the intraclass correlation coefficient in the unbalanced one-way random effect model based on the reference priors. That is, the objective is to compare two nested model such as the independent and intraclass models using the factional Bayes factor. Thus the model comparison problem in this case amounts to testing the hypotheses $H_1:\rho=0$ versus $H_2:{\rho}{\neq}0$. Some real data examples are provided.

• Communications for Statistical Applications and Methods
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• 제20권3호
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• pp.207-215
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• 2013

In this paper, we implement an empirical study to test whether the time series of daily returns in stock and Won/USD exchange markets is strictly stationary or explosive. The results indicate that only a few series show nonstationary volatility when dramatic events erupted; in addition, this nonstationary behavior occurs more often in the Won/USD exchange market than in the stock market.

• Journal of the Korean Data and Information Science Society
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• 제17권1호
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• pp.245-257
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• 2006

A modified Anderson and Hauck(1983) test for analyzing a two-sequence two-period crossover design in bioequivalence trials is proposed when some observations at the second period are missing. It is based on the maximum likelihood estimators of average bioequivalence model and designed for handling missing at random(MAR) situation. The performance of the proposed test is compared to other tests using Monte Carlo simulations.

• Journal of the Korean Data and Information Science Society
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• 제19권4호
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• pp.1441-1448
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• 2008

We propose the modified quantile-quantile (Q-Q) plot using the approximate maximum likelihood estimators and the modified normalized sample Lorenz curve (NSLC) plot for the extreme value distribution based on multiply Type-II censored samples. Using two example data sets, we picture the modified Q-Q plot and the modified NSLC plot.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2001년도 추계학술대회
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• pp.67-75
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• 2001

A completely randomized growth curve model was defined by Zerbe(1979). We propose the fully significant difference procedure for multiple comparisons of completely randomized growth curve model. The standard F test is useful tool to multiple comparisons of the completely randomized growth curve model. The proposed method is applied to experimental data.

• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.657-668
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• 2004

Permutation test has been applied for the QTL(quantitative trait loci) analysis and we selected a major locus. K -means clustering analysis, for the major DNA Marker mining of ILSTS035 microsatellite loci in Hanwoo chromosome 6, has been described. Finally, bootstrap testing method has been adapted to calculate confidence intervals and for finding major DNA Markers.

• Journal of the Korean Statistical Society
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• 제22권2호
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• pp.271-282
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• 1993

Unit root test for temporally aggregated first order autoregressive process is considered. The temporal aggregate of fist order autoregression is an autoregressive moving average of order (1,1) with moving average parameter being function of the autoregressive parameter. One-step Gauss-Newton estimators are proposed and are shown to have the same limiting distribution as the ordinary least squares estimator for unit root when complete observations are available. A Monte-Carlo simulation shows that the temporal aggregation have no effect on the size. The power of the suggested test are nearly the same as the powers of the test based on complete observations.

• 응용통계연구
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• 제27권1호
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• pp.115-122
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• 2014

이 논문에서는 이진확률수열의 무작위성을 검정하는 방법을 제안한다. 연의 길이는 절사된 기하분포를 따르는데 제안하고자 하는 검정통계량은 연의 평균길이를 기초로 하고 있으며 표본크기가 커지면 점근적으로 ${\chi}^2_2$-분포를 따른다. 검정크기와 검정력을 비교하기 위해 몬테칼로모의실험을 실시했다. 로또 6/45에서의 추첨여부에 대한 수열에 적용해 보았으며 로또는 무작위성을 만족하는 것으로 나타났다.

• 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.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.367-376
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• 2003

Two explicit estimators of the scale parameter in an exponential distribution based on Type-II censored samples are proposed by appropriately approximating the likelihood function. Then two type tests, including the modified Cramer-von Mises test and Kolmogorov-Smirnov test are developed for the exponential distribution based on Type-II censored samples by using the proposed estimators. For each test, Monte Carlo techniques are used to generate critical values. The powers of these tests are investigated under several alternative distributions.