• 제목/요약/키워드: test statistics

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Cumulative Sums of Residuals in GLMM and Its Implementation

  • Choi, DoYeon;Jeong, KwangMo
    • Communications for Statistical Applications and Methods
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    • 제21권5호
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    • pp.423-433
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    • 2014
  • Test statistics using cumulative sums of residuals have been widely used in various regression models including generalized linear models(GLM). Recently, Pan and Lin (2005) extended this testing procedure to the generalized linear mixed models(GLMM) having random effects, in which we encounter difficulties in computing the marginal likelihood that is expressed as an integral of random effects distribution. The Gaussian quadrature algorithm is commonly used to approximate the marginal likelihood. Many commercial statistical packages provide an option to apply this type of goodness-of-fit test in GLMs but available programs are very rare for GLMMs. We suggest a computational algorithm to implement the testing procedure in GLMMs by a freely accessible R package, and also illustrate through practical examples.

On the Comparison of Two Non-hierarchical Log-linear Models

  • Oh, Min-Gweon;Hong, Chong-Sun;Kim, Donguk
    • Communications for Statistical Applications and Methods
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    • 제5권3호
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    • pp.847-853
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    • 1998
  • Suppose we want to compare following non-hierarchical log-linear models, $H_0:f(x, heta inTheta_a)$ vs H_1:g(x, heta inTheta_eta); for; Theta_a,;Theta_etasubsetTheta;such;that;Theta_$\alpha$/ Theta_eta$. The goodness of fit test using the likelihood ratio test statistic for comparing these models could not be acceptable. By using the polyhedrons plots of Choi and Hong (1995), we propose a method to decide a better model between two non-hierarchical log-linear models $f(x: heta inTheta_a) and g(x: heta inTheta_eta)$.

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Estimation of the Block and Basu model for system level life testing with censored data

  • Jeong, In-Ho;Cho, Kil-Ho;Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제20권5호
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    • pp.941-948
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    • 2009
  • We consider a life testing experiment in which several two component shared parallel system are put on test, and the test is terminated at a specified number of system failures. The bivariate data obtained from such a system level life testing can be classified into three classes: (1) the case of failed two components with known failure times, (2) the case of one censored component and the other failed component of which the failure time might be known or unknown, (3) the case of censored two components. In this thesis, the maximum likelihood estimators of parameters for Block and Basu bivariate exponential distribution under above censoring scheme are obtained. And the results of comparative studies are presented.

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A Note on Tests for Seasonal Unit Roots in the Presence of Deterministic Trends

  • Ahn, Sung-Keuk;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • 제22권1호
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    • pp.113-124
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    • 1993
  • In this paper we show that the results of Ahn and Cho (1992) can be applied to a more general class of seasonal models, especially models with autocorrelated errors. Employing the idea of the "two-step estimation" method, we provide test statistics which are easy to compute and have the same asymptotic properties as those in Ahn and Cho (1992) for seasonal unit roots. A numerical example is presented to illustrate the methods and concepts. The power of the test statistics for finite samples is examined through a Monte Carlo sampling experiment.xperiment.

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An Improved Method for Constructing Confidence Interval of Median : Small Sample Case

  • Park, Sang-Gue;Choi, Ji-Yun
    • Journal of the Korean Data and Information Science Society
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    • 제15권4호
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    • pp.973-980
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    • 2004
  • Phase I clinical trials are often pharmacologically oriented and usually attempt to find the best dose of drug to employ. However, other purposes like determination of sizes and types of side effects and toxicity and organ system involved are equally important. Estimation of treatment effects or side effects is usually ignored since it is usually based on too small sample, even though Phase II clinical trials would be designed based on the Phase I studies. Statistical methods for constructing the approximate confidence interval for population median in case of small sample are considered and an improved method is proposed. The proposed estimator is compared with current methods through simulation studies.

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Closeness of Lindley distribution to Weibull and gamma distributions

  • Raqab, Mohammad Z.;Al-Jarallah, Reem A.;Al-Mutairi, Dhaifallah K.
    • Communications for Statistical Applications and Methods
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    • 제24권2호
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    • pp.129-142
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    • 2017
  • In this paper we consider the problem of the model selection/discrimination among three different positively skewed lifetime distributions. Lindley, Weibull, and gamma distributions have been used to effectively analyze positively skewed lifetime data. This paper assesses how much closer the Lindley distribution gets to Weibull and gamma distributions. We consider three techniques that involve the likelihood ratio test, asymptotic likelihood ratio test, and minimum Kolmogorov distance as optimality criteria to diagnose the appropriate fitting model among the three distributions for a given data set. Monte Carlo simulation study is performed for computing the probability of correct selection based on the considered optimality criteria among these families of distributions for various choices of sample sizes and shape parameters. It is observed that overall, the Lindley distribution is closer to Weibull distribution in the sense of likelihood ratio and Kolmogorov criteria. A real data set is presented and analyzed for illustrative purposes.

A Major DNA Marker of BM4311 Microsatellite Locus in Hanwoo Chromosome 6 using the Bootstrap BCa Method

  • Lee, Jea-Young;Kim, Mun-Jung;Lee, Young-Won
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.41-47
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    • 2004
  • DNA marker 95bp and 100bp are selected as major DNA markers of the BM4311 microsatellite locus in progeny test Hanwoo chromosome 6 linkage map. This document is tried to know whether DNA marker 95bp and 100bp are also major DNA markers in Hanwoo performance valuation in chromosome 6 linkage map. The bootstrap BCa method will be used to calculate confidence interval for DNA markers.

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지수분포의 검정을 위한 쿨백-레이블러 정보함수 (Tests for Exponentiality by Kullback-Leibler Information)

  • 김종태;이우동;강석복
    • 한국산업정보학회논문지
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    • 제5권2호
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    • pp.39-46
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    • 2000
  • 최근 엔트로피 추정에 대하여 개발된 새로운 방법들을 이용함으로서 쿨백-레이블러 정보함수를 사용하여 지수분포에 대한 적합도 검정통계량들을 제시하고 그 검정력들과 기존의 검정 통계량들의 검정력들과 비교 조사하는데 목적이 있다. 또한 제시된 검정통계량들에 대한 점근적 성질들을 소개하고, 기각영역들에 대하여 표를 제시하였다. 제시된 검정통계량들은 기존의 검정통계량들보다 검정력 비교에 있어서 우수한 검정력을 보였다.

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Improving Security in Ciphertext-Policy Attribute-Based Encryption with Hidden Access Policy and Testing

  • Yin, Hongjian;Zhang, Leyou;Cui, Yilei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권5호
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    • pp.2768-2780
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    • 2019
  • Ciphertext-policy attribute-based encryption (CP-ABE) is one of the practical technologies to share data over cloud since it can protect data confidentiality and support fine-grained access control on the encrypted data. However, most of the previous schemes only focus on data confidentiality without considering data receiver privacy preserving. Recently, Li et al.(in TIIS, 10(7), 2016.7) proposed a CP-ABE with hidden access policy and testing, where they declare their scheme achieves privacy preserving for the encryptor and decryptor, and also has high decryption efficiency. Unfortunately, in this paper, we show that their scheme fails to achieve hidden access policy at first. It means that any adversary can obtain access policy information by a simple decisional Diffie-Hellman test (DDH-test) attack. Then we give a method to overcome this shortcoming. Security and performance analyses show that the proposed scheme not only achieves the privacy protection for users, but also has higher efficiency than the original one.

통계학 개론 대면과 실시간 비대면수업에서 공학전공 학생들의 학습 성취도에 대한 비교 연구 (A Comparison of Engineering Students' Learning Performance in Introductory Statistics of Traditional and Real-time Online Class Types)

  • 최경미
    • 공학교육연구
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    • 제26권3호
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    • pp.42-48
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    • 2023
  • We compare engineering students' learning performance in introductory Statistics classes of the two class types, traditional in-classroom classes with a few reports and real-time online classes with quizzes. Rates of missing classes and turning in homeworks are also included to explain learning attitude. Scores of quizzes, midterm test and final test are used to assess performance. Upto the midterm, the class type is not significant, but rates of missing classes and turning in homeworks are significant. Since the midterm, in-classroom class type reveals better final performance than real-time online class type, rate of turning in homeworks is significant, but rate of missing classes is not significant.