• The Journal of Korean Institute of Communications and Information Sciences
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• v.39C no.9
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• pp.852-860
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• 2014

This paper proposes an efficient algorithm based on Kolmogorov-Smirnov test to determine the presence of impulsive noise in the given environment. Kolmogorov-Smirnov and Chi-Square tests are known in the literature to serve as a goodness-of-fit test especially for a testing for normality of the distribution. But these algorithms are difficult to implement in practice due to high complexity. The proposed algorithm gives a significant reduction of the computational complexity while decreasing the error probability of hypothesis test, which is shown in the simulation results. Also, it is worth noting that the proposed algorithm is not dependent on the noise environment.

• Journal of the Korean Statistical Society
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• v.25 no.1
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• pp.123-131
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• 1996

The problerm of testing for a constant mean is considered. A Kolmogorov-Smirnov type test using the sample Fourier coefficients is suggested and its asymptotic distribution is derived. A simulation study shows that the proposed test is more powerful than the cusum type test when there is more than one change-point or there is a cyclic change.

• 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.

• The Journal of Korean Institute of Information Technology
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• v.15 no.12
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• pp.131-138
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• 2017

In this paper, we propose an automatic modulation classification algorithm which improves classification performance, based on the Kolmogorov-Smirnov (K-S) test to classify various digital modulation schemes such as BPSK, QPSK, 8PSK, 16QAM and 64QAM. The proposed K-S classifier employs the real and imaginary components extracted from received signal as two different decision statistics, and the mean square error between the empirical cumulative distribution function and the theoretical cumulative distribution function of the decision statistics is employed as a new K-S statistic. Through Monte Carlo simulations, we show that proposed algorithm outperforms conventional ones in terms of the classification performance.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.515-523
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• 2000

In this paper we detect edges using stutistical methods of the change-point problem. For this, we perform the hypothesis testing for differences in gray levels to see whether any $n\timesn$ subimage contains edge segments. The proposed method based on the twosample Kolmogorov-Smirnov test is introduced and the likelihood ratio test and the \VolfeSchechtman test for change-point problem arc also applied for edge detection. \Ve perform the experimental study to assess the performance of these methods in both noisy and uncontaminated sample noises.

• Journal of the Korean Statistical Society
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• v.28 no.4
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• pp.469-478
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• 1999

We propose a Kolmogorov-Smirnov-type test for independence of paired failure times in the presence of independent censoring times. This independent censoring mechanism is often assumed in case-control studies. To do this end, we first introduce a process defined as the difference between the bivariate survival function estimator proposed by Wang and Wells (1997) and the product of the product-limit estimators (Kaplan and Meier (1958)) for the marginal survival functions. Then, we derive its asymptotic properties under the null hypothesis of independence. Finally, we assess the performance of the proposed test by simulations, and illustrate the proposed methodology with a dataset for remission times of 21 pairs of leukemia patients taken from Oakes(1982).

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.537-550
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• 2006

In this paper, we develope three modified empirical distribution function type tests, the modified Cramer-von Mises test, the modified Anderson-Darling test, and the modified Kolmogorov-Smirnov test for the two-parameter exponential distribution with unknown parameters based on multiply Type-II censored samples. For each test, Monte Carlo techniques are used to generate the critical values. The powers of these tests are also investigated under several alternative distributions.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.1065-1075
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• 2008

For the model validation of credit rating models, Kolmogorov-Smirnov(K-S) statistic has been widely used as a testing method of discriminatory power from the probabilities of default for default and non-default. For the credit rating works, K-S statistics are to test two identical distribution functions which are partitioned from a distribution. In this paper under the assumption that the distribution is known, modified K-S statistic which is formulated by using known distributions is proposed and compared K-S statistic.

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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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.

• Journal of the Korean Data and Information Science Society
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• v.17 no.1
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• pp.259-268
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• 2006

For Type-II censored sample, we propose three modified entropy estimators based on the Vasieck's estimator, van Es' estimator, and Correa's estimator. We also propose the goodness-of-fit tests of the Weibull distribution based on the modified entropy estimators. We simulate the mean squared errors (MSE) of the proposed entropy estimators and the powers of the proposed tests. We also compare the proposed tests with the modified Kolmogorov-Smirnov and Cramer-von-Mises tests which were proposed by Kang et al. (2003).