• Journal of the Korean Data and Information Science Society
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• v.17 no.1
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• pp.115-122
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• 2006

A test is suggested for detecting deviations from both multivariate normality and independence. This test can be used for assessing the normality and independence of univariate time series residuals. We derive the limiting distribution of the test statistic and a simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we apply our method to a real data of time series.

• Journal of the Korean Data and Information Science Society
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• v.15 no.2
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• pp.423-430
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• 2004

We provide the exact form of a Rao-Robson version of the chi-squared test of multivariate normality suggested by Park(2001). This test is easy to apply in practice since it is easily computed and has a limiting chi-squared distribution under multivariate normality. A self-contained formal argument is provided that it has the limiting chi-squared distribution. A simulation study is provided to study the accuracy, in finite samples, of the limiting distribution. Finally, a simulation study in a nonnormal distribution is conducted in order to compare the power of our test with those of other popular normality tests.

• International Journal of Reliability and Applications
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• v.8 no.2
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• pp.125-135
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• 2007

In this paper, testing exponentiality against new better than used in convex average and denote by (NBUCA), or its dual (NWUCA) is investigated through the U-test. The percentiles of these tests are tabulated for samples sizes n = 5(1)40. The power estimates of the test are simulated for some commonly used distributions in reliability. Pitman's asymptotic efficiency of the test is calculated and compared. Data of 40 patients suffering from blood cancer disease (Leukemia) is considered as a practical application of the proposed test in the medical sciences.

• International Journal of Reliability and Applications
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• v.14 no.1
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• pp.1-9
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• 2013

A nonparametric procedure for testing exponentially against used better than aged in expectation (UBAE) class of life distributions is presented. We construct a test statistics based on scaled total time on test (TTT)-transformation, to test exponentiality against UBAE class of life distributions. The distribution of the statistic is investigated via simulation. Practical applications of the proposed test are presented.

• Journal of the Korean Data and Information Science Society
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• v.16 no.1
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• pp.137-144
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• 2005

In $I{\times}J$ incomplete contingency tables, the test of independence proposed by Chen and Fienberg(1974) uses $I{\times}J-1$ instead of (I-1)(J-1) degrees of freedom without providing much of an increase in the value of the test statistic. For these reasons, Chen and Fienberg tests are expected to have less power. New Wald test statistic related to the part of Chen and Fienberg test statistic is proposed using delta method. These two tests are compared through Monte Carlo studies.

• Journal of Preventive Medicine and Public Health
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• v.37 no.4
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• pp.366-372
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• 2004

Objectives : This study was conducted to propose a new transmission/disequilibrium test(TDT) to test the linkage between genetic markers and disease-susceptibility genes based on haplotypes. Simulation studies were performed to compare the proposed method with that of Zhao et al. in terms of type I error probability and powers. Methods : We estimated the haplotype frequencies using the expectation-maximization(EM) algorithm with parents genotypes taken from a trio dataset, and then constructed a two-way contingency table containing estimated frequencies to all possible pairs of parents haplotypes. We proposed a score test based on differences between column marginals and their corresponding row marginals. The test also involved a covariance structure of marginal differences and their variances. In simulation, we considered a coalescent model with three genetic markers of biallele to investigate the performance of the proposed test under six different configurations. Results : The haplotype-based TDT statistics, our test and Zhao et al.'s test satisfied a type I error probability, but the TDT test based on single locus showed a conservative trend. As expected, the tests based on haplotypes also had better powers than those based on single locus. Our test and that of Zhao et al. were comparable in powers. Conclusion : We proposed a TDT statistic based on haplotypes and showed through simulations that our test was more powerful than the single locus-based test. We will extend our method to multiplex data with affected and/or unaffected sibling(s) or simplex data having only one parent s genotype.

• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.119-129
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• 2022

In this paper, we predict the earthquake magnitudes which were recently occurred in Gyeongju and Pohang, using statistical methods based on historical data. For this purpose, we use the five-year block maximum data of 1392~1771 period, which has a relatively high annual density, among the historical earthquake magnitude data of the Chosun Dynasty. Then, we present the prediction and analysis of earthquake magnitudes for the return level over return period in the Chosun Dynasty using the extreme value theory based on the distribution of generalized extreme values (GEV). We use maximum likelihood estimation (MLE) and L-moments estimation for parameters of GEV distribution. In particular, this study also demonstrates via the goodness-of-fit tests that the GEV distribution can be an appropriate analytical model for these historical earthquake magnitude data.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.337-351
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• 2016

There exist many real situations that statistical decision problems are classified into more than two categories. In these cases, the concordance statistics by the pair approach are mostly used. However, the expression of the classification of categories are ambiguous. Recently, the standardized evaluation data and re-expressed concordance statistics are defined and could be explained their meanings. They have still some non-specific problems for standard criteria of the statistics. Since these can be considered between result and truth categories additionally, two alternative concordance statistics might be proposed in this paper. Some advantages are founded that the proposed statistics could be discriminated all possible cases for two randomly selected categories. Moreover since the proposed statistics are represented with indicator functions, these could be transformed non-parametrically, so that these concordances are used for hypothesis testing.

• Journal of the Korean Data and Information Science Society
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• v.13 no.1
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• pp.129-137
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• 2002

Two-sample problem is frequently discussed problem in statistics. In this paper we consider the hypothese methods for the general two-sample problem and suggest the bootstrap methods. And we show that the modified Kolmogorov-Smirnov test is more efficient than the Kolmogorov-Smirnov test.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.159-168
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• 1999

We introduce a new conditional signed-rank test for the tree alternatives comparing several treatments with a control in the randomized block design. We demonstrate its performance by comparing with 3 classes of signed-rank tests proposed by Park et al.(1991) in some general situations. In most cases the proposed procedure is simpler to compute and has better power than others.