응용통계연구 (The Korean Journal of Applied Statistics)

  • 제18권1호
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  • Pages.99-113
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  • 2005
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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구형 대칭성 검정에 대한 연구

A Test for Spherical Symmetry

  • 박철용 (계명대학교 자연과학대학 통계학과)
  • 발행 : 2005.03.01
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초록

이 논문에서는 카이제곱 구형 대칭성 검정을 제안한다. 이 검정은 검정통계량과 점근적 유의확률을 쉽게 계산할 수 있는 장점이 있다. 이 통계량의 구형 대칭성 가정하의 극한 분포를 도출하고 유한표본에서 잘 부합되는지 모의실험을 통해 살펴본다. 또한 다양한 대립분포에서 기존의 구형 대칭성 검정과 검정력을 비교하는 모의실험을 수행하며 마지막으로 실제 자료 분석 예제를 제공한다.

In this article, we propose a chi-squared test of spherical symmetry. The advantage of this test is that the test statistic and its asymptotic p-value are easy to compute. The limiting distribution of the test statistic is derived under spherical symmetry and its accuracy, in finite samples, is studied via simulation. Also, a simulation study is conducted in which the power of our test is compared with those of other tests for spherical symmetry in various alternative distributions. Finally, an illustrative example of application to a real data is provided.

키워드

참고문헌

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