• Title/Summary/Keyword: test statistics

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TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL

  • Huang, Zhensheng;Zhang, Riquan
    • 대한수학회지
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    • 제47권2호
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    • pp.385-407
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    • 2010
  • To study the relationship between the levels of chemical pollutants and the number of daily total hospital admissions for respiratory diseases and to find the effect of temperature/relative humidity on the admission number, Wong et al. [17] introduced the varying-coefficient single-index model (VCSIM). As pointed out, it is a popular multivariate nonparametric fitting technique. However, the tests of the model have not been very well developed. In this paper, based on the estimators obtained by the local linear technique, the average method and the one-step back-fitting technique in the VCSIM, the generalized likelihood ratio (GLR) tests for varying-coefficient parts on the VCSIM are established. Under the null hypotheses the new proposed GLR tests follow the $\chi^2$-distribution asymptotically with scale constant and degree of freedom independent of the nuisance parameters, known as Wilks phenomenon. Simulations are conducted to evaluate the test procedure empirically. A real example is used to illustrate the performance of the testing approach.

Testing for Exponentiality Against Harmonic New Better than Used in Expectation Property of Life Distributions Using Kernel Method

  • Al-Ruzaiza A. S.;Abu-Youssef S. E.
    • International Journal of Reliability and Applications
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    • 제6권1호
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    • pp.1-12
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    • 2005
  • A new test for testing that a life distribution is exponential against the alternative that it is harmonic new better (worse) than used in expectation upper tail HNBUET (HNWUET), but not exponential is presented based on the highly popular 'Kernel methods' of curve fitting. This new procedure is competitive with old one in the sense of Pitman's asymptotic relative efficiency, easy to compute and does not depend on the choice of either the band width or kernel. It also enjoys good power.

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성향점수매칭 방법을 사용한 로지스틱 회귀분석에 관한 연구 (On Logistic Regression Analysis Using Propensity Score Matching)

  • 김소연;백종일
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제16권4호
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    • pp.323-330
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    • 2016
  • Purpose: Recently, propensity score matching method is used in a large number of research paper, nonetheless, there is no research using fitness test of before and after propensity score matching. Therefore, comparing fitness of before and after propensity score matching by logistic regression analysis using data from 'online survey of adolescent health' is the main significance of this research. Method: Data that has similar propensity in two groups is extracted by using propensity score matching then implement logistic regression analysis on before and after matching separately. Results: To test fitness of logistic regression analysis model, we use Model summary, -2Log Likelihood and Hosmer-Lomeshow methods. As a result, it is confirmed that the data after matching is more suitable for logistic regression analysis than data before matching. Conclusion: Therefore, better result which has appropriate fitness will be shown by using propensity score matching shows better result which has better fitness.

적산성 잡음에서의 약한 확률적 신호 검파기의 검정통계량 (Test Statistics of a Detection Scheme for Weak Random Signals in Multiplicative Noise)

  • 송익호
    • 한국통신학회논문지
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    • 제13권3호
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    • pp.270-276
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    • 1988
  • 최근에 제안된 적산성 잡음을 포함하는 일반화된 관측 모델에서의 약한 확률적 신호검파를 다루었다. 적산성 잡음이 있을 경우, 확률적 신호를 검파하기 위한 국소최적 검파기의 검정통계량은 순수 가산성 잡음만 있을 경우의 국소최적검파기의 검정통계량이 확장된 것임을 보였다. 이는 이미 발표된 약한 알려진 신호 검파의 경우와 비슷한 결과이다. 널리 쓰이는 두 확률밀도 함수에 대해, 검정통계량을 구성하는 국소최적 비선형성들의 형태를 예시해 보였다.

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Goodness-of-fit tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Seo, Yeon-Ju;Jeong, Jina
    • Journal of the Korean Data and Information Science Society
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    • 제25권4호
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    • pp.903-914
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    • 2014
  • The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

EEG Asymmetry Changes by the Left and the Right SMR Brainwave of the Computer Learning Versus the Paper and Pencil Learning

  • Kwon, Hyung-Kyu;Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1073-1079
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    • 2007
  • The purpose of this study is to present the relationship between the computer learning and the paper and pencil learning through the math learning (simple computation and complex computation) and the cartoon learning and text learning. The canonical correlation and pairwise t-test of the SMR asymmetry brainwaves of the left and the right brain show the brainwaves with the respect to the manner in which they process information during the specified task by identifying the relative activity of the brainwaves of the left and the right brain. SMR brainwave which known as the scientific measure tool for the activity and the function of the neuronal cell were found to predict the level of the awakening to check the readiness of study preparation. Computer education as a medium of the individualized and the repetitive education shows the difference from the paper and the pencil test in the respect of the differences and the relationship of the SMR brainwave of the learning process.

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공정능력지수 $C_p$에 대한 효율적인 가설검정 (Better Statistical Test for Process Capability Index $C_p$)

  • 조중재;임수덕
    • 품질경영학회지
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    • 제34권3호
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    • pp.66-72
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    • 2006
  • The process capability indices are widely used to measure the capability of the process to manufacture items within the specified tolerance. Most evaluations on process capability indices focus on point estimates, which may result in unreliable assessments of process performance. The index $C_p$ has been widely used in various industries to assess process performance. In this paper, we propose new testing procedure on assessing $C_p$ index for practitioners to use in determining whether a given process is capable. The provided approach is easy to use and the decision making is more reliable. Whether a process is clearly normal or nonnormal, our bootstrap testing procedure could be applied effectively without the complexity of calculation. A numerical result based on the proposed approach is illustrated.

부등 제한 조건하에서의 베이지안 추론 (Bayesian Inference with Inequality Constraints)

  • 오만숙
    • 응용통계연구
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    • 제27권6호
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    • pp.909-922
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    • 2014
  • 부등제한 조건 (>,<,=)과 관련된 베이지안 추론에서 다음의 세 가지 주제에 대하여 기존의 연구와 최근의 연구동향 그리고 추후 연구주제에 대하여 살펴보았다 : ⅰ) 모수에 대한 여러 부등제한 조건들의 비교, ⅱ) 모수에 부등제한 조건을 부여하는 것이 타당하다고 할 때 모수의 동등성에 관한 동시 다중 검정, ⅲ) 순서적 범주형 변수에 대한 분할표에서 스코어 모수에 순서적 부등제한 조건을 가정 할 때 스코어 모수의 동등성에 대한 다중 검정.

가산성과 신호 의존성 잡음이 있을 때의 신호 검파 방식 (A Detection Scheme in Additive and Signal-Dependent Noise)

  • 김상엽;김선용;박성일;손재철;송익호;윤진선;최진호
    • 한국통신학회:학술대회논문집
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    • 한국통신학회 1991년도 추계종합학술발표회논문집
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    • pp.107-110
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    • 1991
  • When the noise has both additive and signal-dependent components, locally optimum detector test statistics are obtained for detection of weak composite signals using the generalized Neyman-Pearson lemma. In order to consider the non-additive noise as well as purely-additive noise, a generalized observation model is used in this paper. The locally optimum detector test statistics are derived for several different cases according to the relative strengths of the known signal component, the random signal component, and the signal-dependent noise component. Schematic diagrams of the locally optimum detector structures are also included.

Approximating Exact Test of Mutual Independence in Multiway Contingency Tables via Stochastic Approximation Monte Carlo

  • Cheon, Soo-Young
    • 응용통계연구
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    • 제25권5호
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    • pp.837-846
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    • 2012
  • Monte Carlo methods have been used in exact inference for contingency tables for a long time; however, they suffer from ergodicity and the ability to achieve a desired proportion of valid tables. In this paper, we apply the stochastic approximation Monte Carlo(SAMC; Liang et al., 2007) algorithm, as an adaptive Markov chain Monte Carlo, to the exact test of mutual independence in a multiway contingency table. The performance of SAMC has been investigated on real datasets compared to with existing Markov chain Monte Carlo methods. The numerical results are in favor of the new method in terms of the quality of estimates.