• Title/Summary/Keyword: Shapiro-Wilk Test

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The Shapiro-Wilk Type Test for Exponentiality Based on Progressively Type II Censored Data (전진 제 2종 중도절단자료에 대한 Shapiro-Wilk 형태의 지수검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.23 no.3
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    • pp.487-495
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    • 2010
  • This paper develops a goodness of fit test statistic to test if the progressively Type II censored sample comes from an exponential distribution with origin known. The test is based on normalizing spacings and Stephens (1978)' modified Shapiro and Wilk (1972) test for exponentiality. The modification is for the case where the origin is known. We applied the same modification to Kim (2001a)'s statistic, which is based on the ratio of two asymptotically efficient estimates of scale. The simulation results show that Kim (2001a)'s statistic has higher power than Stephens' modified Shapiro and Wilk statistic for almost all cases.

A Modification of the Shapiro-Wilk Test for Exponentiality Based on Censored Data (중도절단자료에 대한 수정된 SHAPIRO-WILK 지수 검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.265-273
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    • 2008
  • Kim (2001a) presented a modification of the Shapiro and Wilk (1972) test for exponentiality based on the ratio of two asymptotically efficient estimates of scale. In this paper we modify this test statistic when the sample is censored. We use the normalized spacings based on the sample data, which was used in Samanta and Schwarz (1988) to modify the Shapiro and Wilk (1972) statistic to the censored data. As a result the modified statistics have the same null distribution as the uncensored case with a corresponding reduction in sample size. Through a simulation study it is found that the proposed statistic has higher power than Samanta and Schwarz (1988) statistic especially for the alternatives with the coefficient of variation greater than or equal to 1.

An Approximate Shapiro -Wilk Statistic for Testing Multivariate Normality (다변량 정규성검정을 위한 근사 SHAPIRO-WILK 통계량의 일반화)

  • 김남현
    • The Korean Journal of Applied Statistics
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    • v.17 no.1
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    • pp.35-47
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    • 2004
  • In this paper, we generalizes Kim and Bickel(2003)'s statistic for bivariate normality to that of multinormality, applying Fattorini(1986)'s method. Fattorini(1986) generalized Shapiro-Wilk's statistic for univariate normality to multivariate cases. The proposed statistic could be considered as an approximate statistic to Fattorini(1986)'s. It can be used even for a big sample size. Power performance of the proposed test is assessed in a Monte Carlo study.

Consistency of a Modified W Test for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.629-637
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    • 2002
  • Shapiro and Wilk(1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test based on the statistic is inconsistent Kim(2001a) proposed a modified Shapiro-Wilk's test statistic using the ratio of two asymptotically efficient estimators of scale. In this paper, we study the consistency of the proposed test.

The Limit Distribution of a Modified W-Test Statistic for Exponentiality

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.473-481
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    • 2001
  • Shapiro and Wilk (1972) developed a test for exponentiality with origin and scale unknown. The procedure consists of comparing the generalized least squares estimate of scale with the estimate of scale given by the sample variance. However the test statistic is inconsistent. Kim(2001) proposed a modified Shapiro-Wilk's test statistic based on the ratio of tow asymptotically efficient estimates of scale. In this paper, we study the asymptotic behavior of the statistic using the approximation of the quantile process by a sequence of Brownian bridges and represent the limit null distribution as an integral of a Brownian bridge.

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A View on the Validity of Central Limit Theorem: An Empirical Study Using Random Samples from Uniform Distribution

  • Lee, Chanmi;Kim, Seungah;Jeong, Jaesik
    • Communications for Statistical Applications and Methods
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    • v.21 no.6
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    • pp.539-559
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    • 2014
  • We derive the exact distribution of summation for random samples from uniform distribution and then compare the exact distribution with the approximated normal distribution obtained by the central limit theorem. To check the similarity between two distributions, we consider five existing normality tests based on the difference between the target normal distribution and empirical distribution: Anderson-Darling test, Kolmogorov-Smirnov test, Cramer-von Mises test, Shapiro-Wilk test and Shaprio-Francia test. For the purpose of comparison, those normality tests are applied to the simulated data. It can sometimes be difficult to derive an exact distribution. Thus, we try two different transformations to find out which transform is easier to get the exact distribution in terms of calculation complexity. We compare two transformations and comment on the advantages and disadvantages for each transformation.

More Powerful Test for Normality Based on the Normalized Sample Lorenz Curve (NORMALIZED SAMPLE LORENZ CURVE를 이용한 검정력이 높은 정규성 검정)

  • 강석복;조영석
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.415-421
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    • 2002
  • Because most common assumption is normality in statistical analysis, testing normality is very important. We propose a new plot and test statistic to test for normality based on the modified Lorenz curve that is proved to be a powerful tool to measure the income inequality within a population of income receivers. We also compare the proposed test statistics with the W test (Shapiro and Wilk (1965)), TL test (Kang and Cho (1999)) in terms of the power of test through by Monte Carlo method. The proposed test is more usually powerful than the other tests except some case.

Power Analysis for Normality Plots (정규성 그래프의 검정력 비교)

  • Lee, Jae-Young;Rhee, Seong-Won
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.429-436
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    • 1999
  • We suggest test statistics for normality using Q-Q plot and P-P plot and obtain empirical quantities of these statistics. Also the power comparison with Shapiro-Wilk's W is conducted by Monte Carlo study.

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Statistical Classification of Highway Segments for Improving the Efficiency of Short-term Traffic Count Planning (효율적인 교통량 조사를 계획하기 위한 조사구간의 통계적 특성 분류 연구)

  • Jung, YooSeok;Oh, JuSam
    • International Journal of Highway Engineering
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    • v.18 no.3
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    • pp.109-114
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    • 2016
  • PURPOSES : The demand for extending national highways is increasing, but traffic monitoring is hindered because of resource limitations. Hence, this study classified highway segments into 5 types to improve the efficiency of short-term traffic count planning. METHODS : The traffic volume trends of 880 highway segments were classified through R-squared and linear regression analyses; the steadiness of traffic volume trends was evaluated through coefficient of variance (COV), and the normality of the data were determined through the Shapiro-Wilk W-test. RESULTS : Of the 880 segments, 574 segments had relatively low COV and were classified as type 1 segments, and 123 and 64 segments with increasing and decreasing traffic volume trends were classified as type 2 and type 3 segments, respectively; 80 segments that failed the normality test were classified as type 4, and the remaining 39 were classified as type 5 segments. CONCLUSIONS : A theoretical basis for biennial count planning was established. Biennial count is recommended for types 1~4 because their mean absolute percentage errors (MAPEs) are approximately 10%. For type 5 (MAPE =19.26%), the conventional annual count can be continued. The results of this analysis can reduce the traffic monitoring budget.

Normal Probability Plots for Normality

  • Lee, Jea-Young;Rhee, Seong-Won
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.687-694
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    • 1999
  • The goodness of fit statistics of normality plots are obtained using the Receiver Operating Characteristic(ROC) method. This work is intended to compare with Shapiro-Wilk W statistic. Wel will use and discuss an accuracy of the test and the best cut-off value which minimizes the sum of the type I and II error probabilities.

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