• 제목/요약/키워드: union-intersection principle

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Test procedures for the mean and variance simultaneously under normality

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제23권6호
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    • pp.563-574
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    • 2016
  • In this study, we propose several simultaneous tests to detect the difference between means and variances for the two-sample problem when the underlying distribution is normal. For this, we apply the likelihood ratio principle and propose a likelihood ratio test. We then consider a union-intersection test after identifying the likelihood statistic, a product of two individual likelihood statistics, to test the individual sub-null hypotheses. By noting that the union-intersection test can be considered a simultaneous test with combination function, also we propose simultaneous tests with combination functions to combine individual tests for each sub-null hypothesis. We apply the permutation principle to obtain the null distributions. We then provide an example to illustrate our proposed procedure and compare the efficiency among the proposed tests through a simulation study. We discuss some interesting features related to the simultaneous test as concluding remarks. Finally we show the expression of the likelihood ratio statistic with a product of two individual likelihood ratio statistics.

Robust Inference for Testing Order-Restricted Inference

  • Kang, Moon-Su
    • 응용통계연구
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    • 제22권5호
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    • pp.1097-1102
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    • 2009
  • Classification of subjects with unknown distribution in small sample size setup may involve order-restricted constraints in multivariate parameter setups. Those problems makes optimality of conventional likelihood ratio based statistical inferences not feasible. Fortunately, Roy (1953) introduced union-intersection principle(UIP) which provides an alternative avenue. Redescending M-estimator along with that principle yields a considerably appropriate robust testing procedure. Furthermore, conditionally distribution-free test based upon exact permutation theory is used to generate p-values, even in small sample. Applications of this method are illustrated in simulated data and read data example (Lobenhofer et al., 2002)

Robust inference with order constraint in microarray study

  • Kang, Joonsung
    • Communications for Statistical Applications and Methods
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    • 제25권5호
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    • pp.559-568
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    • 2018
  • Gene classification can involve complex order-restricted inference. Examining gene expression pattern across groups with order-restriction makes standard statistical inference ineffective and thus, requires different methods. For this problem, Roy's union-intersection principle has some merit. The M-estimator adjusting for outlier arrays in a microarray study produces a robust test statistic with distribution-insensitive clustering of genes. The M-estimator in conjunction with a union-intersection principle provides a nonstandard robust procedure. By exact permutation distribution theory, a conditionally distribution-free test based on the proposed test statistic generates corresponding p-values in a small sample size setup. We apply a false discovery rate (FDR) as a multiple testing procedure to p-values in simulated data and real microarray data. FDR procedure for proposed test statistics controls the FDR at all levels of ${\alpha}$ and ${\pi}_0$ (the proportion of true null); however, the FDR procedure for test statistics based upon normal theory (ANOVA) fails to control FDR.

Order-Restricted Inference with Linear Rank Statistics in Microarray Data

  • Kang, Moon-Su
    • 응용통계연구
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    • 제24권1호
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    • pp.137-143
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    • 2011
  • The classification of subjects with unknown distribution in a small sample size often involves order-restricted constraints in multivariate parameter setups. Those problems make the optimality of a conventional likelihood ratio based statistical inferences not feasible. Fortunately, Roy (1953) introduced union-intersection principle(UIP) which provides an alternative avenue. Multivariate linear rank statistics along with that principle, yield a considerably appropriate robust testing procedure. Furthermore, conditionally distribution-free test based upon exact permutation theory is used to generate p-values, even in a small sample. Applications of this method are illustrated in a real microarray data example (Lobenhofer et al., 2002).

정규성 검정을 위한 다변량 왜도와 첨도의 이용에 대한 고찰 (Remarks on the Use of Multivariate Skewness and Kurtosis for Testing Multivariate Normality)

  • 김남현
    • 응용통계연구
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    • 제17권3호
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    • pp.507-518
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    • 2004
  • Malkovich & Afifi (1973)는 합교원리 (union-intersection principle)를 이용하여 왜도와 첨도를 다변량으로 일반화하였으나 이는 자료의 차원이 클 경우에는 사용이 용이하지 않다. 본 논문에서는 이러한 단점을 보완하는 이들의 근사통계량을 제안한다. 그리고 제안된 근사통계량, Malkovich & Afifi (1973)의 통 계 량, Mardia(1970)의 왜도와 첨도의 검 정력을 모의실험을 통하여 비교한다.

Operations of fuzzy bags

  • Kim, Kyung-Soo;Miyamoto, Sadaaki
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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    • pp.28-31
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    • 1996
  • A bag is a set-like entity which can contain repeated elements. Fuzzy bags have been studied by Yager, who defined their basic relations and operations. However, his definitions of the basic relations and operations are inconsistent with the corresponding relations and operations for ordinary fuzzy sets. The present paper presents new basic relations and operations of fuzzy bags using a grade sequence for each element of the universal set. Moreover the .alpha.-cut, t-norms, the extension principle, and the composition of fuzzy bag relations are described.

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EDF 통계량을 이용한 다변량 정규성검정 (Testing Multivariate Normality Based on EDF Statistics)

  • 김남현
    • 응용통계연구
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    • 제19권2호
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    • pp.241-256
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    • 2006
  • EDF에 근거한 $Cram{\acute{e}}r$-von Mises 통계량을 합교원리를 이용하여 다변량으로 일반화한다. 그리고 제안된 통계량의 귀무가설에서의 극한분포를 적절한 공분산 함수를 가진 가우스 과정의 적분의 형태로 표현하고 통계량의 근사적인 계산방법을 고려한다. 또한 실제 자료에 제안된 통계량을 적용해보고 여러가지 대립가설에서의 검정력을 유사한 통계량과 비교해 본다.