當我們探討的是兩組樣本的變異是否有所差異時，常見的方法有以ANOVA 為 基礎的檢定與秩檢定，傳統的秩檢定需要假設兩母體具有相同的中位數或知道 其差異。本研究採用Moses (1963) 提出的rank-like 檢定方法，此方法在處理兩組樣本的變異問題時，優點是不需要估計任何中心參數，也不需要假設母體中心參數相同，在資料偏態的情況下也表現得很穩健，我們試圖在樣本數極小的情況下對此方法作修正，將此檢定方法與以ANOVA 為基礎的檢定和秩檢定進行模擬比較，以能夠良好的控制型一誤差與檢定力作為評斷標準。由模擬的結果可得知，rank-like 檢定方法與修正後的方法在不同的分配下皆表現的穩健而修正後的方法特別適用於小樣本的情形。 / We consider the problem of detecting variability change in the two-sample case.Several classical variability tests are investigated, including the ANOVA based tests and the rank tests. Traditional two-sample rank tests assume that the location parameters for both samples are identical or of known difference. In this thesis, a modified version of the distribution-free rank-like test proposed by Moses (1963) is proposed. Moses’s test has several advantages. It does not require location parameter estimation, is applicable without assuming that location parameter are identical, and is robust for skewed data. However, Moses’s test has no power when each of the two samples has size 5 or less. The modified version of Moses’s test proposed in this thesis has some power when the sample sizes are small. Comparative simulation results are presented. According to these results, both Moses’s test and the proposed test are robust under all conditions, and the proposed test works better when the sample sizes are small.

A nonparametric test for the interval-censored failure time data is proposed in determining whether p lifetime populations come from the same distribution. For the comparison problem based on interval-censored failure time data, Sun proposed some nonparametric test procedures in recent year. In this paper, we present simulation procedures to verify the test proposed by Sun. The simulation results indicate that the proposed test is not approximately Chisquare distribution with degrees of freedom p-1 but Chisquare distribution with degrees of freedom p-1 times a constant.

Made available in DSpace on 2015-03-26T13:32:12Z (GMT). No. of bitstreams: 1 texto completo.pdf: 1366025 bytes, checksum: 79f06675139e763269fdcd2fdbc8a96c (MD5) Previous issue date: 2011-08-05 / We conducted a consumers preference study with simulated data in order to compare Kohli’s (1988) nonparametric test, called h test, for assessing attributes significance in Conjoint Analysis (CA), with the usual ANOVA F test. We simulated preference rates given by 48 consumers to eight treatments formed by a full factorial combination scheme of 3 attributes (A, B and C) with two levels each. Our main goal was to try to understand the theoretical basis for the h test. Thus, we considered an additive CA model with no interaction and defined four scenarios with distinct Relative Importances (RI) for the attributes (and consequently for the range of the part-worths, PW): Scenario 1 – RIA = 60%, RIB = 30% and RIC = 10%; Scenario 2 – RIA = 40%, RIB = 40% and RIC = 20%; Scenario 3 – RIA = 35%, RIB = 35% and RIC = 30% and Scenario 4 – RIA = 5%, RIB = 45% and RIC = 50%. For each scenario we also generated the random error values of the CA model from two distinct probability distribution models, both with zero mean and with standard deviation equal to sigma (σ): the normal distribution and a non-normal U shaped distribution. In addition, for each distribution we also investigated the following sigma values (σ = 1,5; 2,0; 2,5; 3,0; 3,5 and 4.0). Results did not allow us to relate significance of an attribute by Kohli’s h test neither to (i) magnitude of the RI value, nor to (ii) range of PW’s in comparison to the σ value. Even under non normal data the h test did not give understandable results (in a practical sense). We concluded that the h test should not be recommended. / Neste trabalho avaliou-se o teste não paramétrico proposto por Kohli (1988), denominado teste h, para acessar a significância de atributos na Conjoint Analysis (CA). O referido teste foi comparado ao teste F da ANOVA (Análise de variância) com a execução de ambas as metodologias em 48 conjuntos de dados, sendo cada um a simulação da avaliação por 48 consumidores para oito tratamentos. Foram geradas notas de intenção de compra (ou preferência) numa escala ordinal formada pelos números inteiros de 1 a 9, sendo nota 1 para o tratamento menos preferido e 9 para o mais preferido, à semelhança de estudos realizados na área de Ciência e Tecnologia de Alimentos. Tomou-se como referência um modelo de CA aditivo e sem interação entre os atributos, com três atributos (A, B e C) e dois níveis cada, para formar os oito tratamentos num esquema fatorial completo 23. Foram definidos quatro cenários especificados por suas distintas Importâncias Relativas (IR%) entre os três atributos (e consequentemente amplitudes distintas entre os coeficientes de preferência): Cenário 1 – IRA = 60%, IRB = 30% e IRC = 10%; Cenário 2 – IRA= 40%, IRB = 40% e IRC = 20%; Cenário 3 – IRA = 35%, IRB = 35% e IRC = 30% e Cenário 4 – IRA = 5%, IRB = 45% e IRC = 50%. Para cada cenário, as notas foram geradas com erro aleatório seguindo duas distribuições de probabilidades distintas, ambas com média zero e desvio-padrão sigma (σ): distribuição normal e não normal (em forma de U). Adicionalmente, para cada uma destas duas distribuições foram utilizados diferentes valores de sigma (σ = 1,5; 2,0; 2,5; 3,0; 3,5 e 4,0). Concluiu-se que o teste h proposto por Kohli (1988) não deve ser recomendado com o intuito de apontar um atributo como significativo ou não, pois a utilização desse teste não permitiu relacionar a significância de um atributo com: (1) magnitude da importância relativa estimada na CA, (2) amplitude das estimativas dos coeficientes do modelo de regressão utilizado na CA comparada à magnitude da variância do erro aleatório do modelo, (3) ambas (1) e (2). Surpreendentemente, mesmo na ausência de normalidade do erro aleatório do modelo, o que teoricamente deveria desfavorecer o teste F da ANOVA em favor do teste h de Kohli (1988), este não se sobressaiu.

Submitted by Erica Ximenes Dias null (ericaximenes@yahoo.com.br) on 2018-03-05T19:45:38Z No. of bitstreams: 1 Tese de Erica Ximenes - versão final.pdf: 4847744 bytes, checksum: 38b1b7744d7933765f10d023079ec835 (MD5) / Approved for entry into archive by Pamella Benevides Gonçalves null (pamella@feg.unesp.br) on 2018-03-05T20:16:48Z (GMT) No. of bitstreams: 1 dias_ex_me_guara.pdf: 4847744 bytes, checksum: 38b1b7744d7933765f10d023079ec835 (MD5) / Made available in DSpace on 2018-03-05T20:16:48Z (GMT). No. of bitstreams: 1 dias_ex_me_guara.pdf: 4847744 bytes, checksum: 38b1b7744d7933765f10d023079ec835 (MD5) Previous issue date: 2018-02-23 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / O desenvolvimento dos aços avançados de alta resistência tornou-se fundamental na produção de veículos com peso reduzido, seguros e mais econômicos, dentro do contexto da indústria automobilística. Dentre os aços avançados de alta resistência destacam-se os aços de fases complexas (CP) que são caracterizados por apresentarem alta conformabilidade e alta capacidade de absorção de energia e deformação. Eles são considerados aços multifásicos por apresentarem uma microestrutura complexa formada por ferrita, bainita, martensita e austenita retida e por finos precipitados. O trabalho teve por objetivo fazer uma comparação do aço de fases complexas, mais especificamente o aço CPW-800, com e sem utilização da soldagem a laser, baseado em ensaios mecânicos, tais como de tração; de fadiga axial e de impacto, para analisar as propriedades mecânicas; validar os resultados com uma análise estatística não-paramétrica (teste de Kruskal-Wallis) e realizar um estudo da microestrutura deste material. A partir dos resultados obtidos pode-se concluir se a solda a laser teve uma influência significativa em relação aos ensaios mecânicos realizados. Em relação à superfície fraturada dos ensaios de fadiga axial e impacto, concluiu-se que a mesma possui característica dúctil do material, com a presença de dimples ou alvéolos. Na análise da microestrutura do aço de fases complexas, foi observado contornos de grãos mais refinados e homogêneos e também que as fases claras compõem-se de ferrita/austenita retida e fases escuras de martensita/bainita. / The development of advanced high strength steels has become essential in the production of safe, lightweight and economical vehicles within the context of the automotive industry. Among the advanced high-strength steels, the complex phase steels (CP) are characterized by high formability and high energy absorption and deformation capacity. They are considered multiphase steels because they present a complex microstructure formed by ferrite, bainite, martensite and retained austenite and by fine precipitates. The aim of this work was to compare the steel of complex phases, more specifically CPW-800 steel, with and without the use of laser welding, based on mechanical tests such as traction; of axial and impact fatigue, to analyze the mechanical properties; validate the results with a non-parametric statistical analysis (Kruskal-Wallis test) and perform a study of the microstructure of this material. From the obtained results it is possible to conclude if the laser welding had a significant influence in relation to the mechanical tests performed. In relation to the fractured surface of the axial fatigue and impact tests, it was concluded that it has a ductile characteristic of the material, with the presence of dimples or alveoli. In the analysis of the microstructure of the steel of complex phases, it was observed more refined and homogeneous grain contours and also that the light phases are composed of retained ferrite / austenite and dark martensite / bainite phases.

Doctor of Philosophy / Department of Statistics / Haiyan Wang / Various tests have been created to compare the means of two populations in many scenarios and applications. The two-sample t-test, Wilcoxon Rank-Sum Test and bootstrap-t test are commonly used methods. However, methods for skewed two-sample data set are not well studied. In this dissertation, several existing two sample tests were evaluated and four new tests were proposed to improve the test accuracy under moderate sample size and high population skewness. The proposed work starts with derivation of a first order Edgeworth expansion for the test statistic of the two sample t-test. Using this result, new two-sample tests based on Cornish Fisher expansion (TCF tests) were created for both cases of common variance and unequal variances. These tests can account for population skewness and give more accurate test results. We also developed three new tests based on three transformations (T[subscript i] test, i = 1; 2; 3) for the pooled case, which can be used to eliminate the skewness of the studentized statistic. In this dissertation, some theoretical properties of the newly proposed tests are presented. In particular, we derived the order of type I error rate accuracy of the pooled two-sample t-test based on normal approximation (TN test), the TCF and T[subscript i] tests. We proved that these tests give the same theoretical type I error rate under skewness. In addition, we derived the power function of the TCF and TN tests as a function of the population parameters. We also provided the detailed conditions under which the theoretical power of the two-sample TCF test is higher than the two-sample TN test. Results from extensive simulation studies and real data analysis were also presented in this dissertation. The empirical results further confirm our theoretical results. Comparing with commonly used two-sample parametric and nonparametric tests, our new tests (TCF and Ti) provide the same empirical type I error rate but higher power.

Ordered alternatives tests are sometimes used in life-testing experiments and drug-screening studies. An ordered alternative test is sometimes used to gain power if the researcher thinks parameters will be ordered in a certain way if they are different. This research proposal focuses on developing new nonparametric tests for the nondecreasing ordered alternative problem for k (k?3) populations when testing for differences in both location and scale. Six nonparametric tests are proposed for the nondecreasing ordered alternative when testing for a difference in either location or scale. The six tests are various combinations of a well-known ordered alternatives test for location and a test based on the Moses test technique for testing differences in scale. A simulation study is conducted to determine how well the proposed tests maintain their significance levels. Powers are estimated for the proposed tests under a variety of conditions for three, four and five populations. Several types of variable parameters are considered: when the location parameters are different and the scale parameters are equal; when the location parameters are equal and the scale parameters are different; when the location and scale parameters are both different. Equal and unequal samples sizes of 18 and 30 are considered. Subgroup sizes of 3 and 6 are both used when applying the Moses test technique. Recommendations are given for which test should be used for various situations.

京都大学 / 0048 / 新制・課程博士 / 博士(経済学) / 甲第20868号 / 経博第563号 / 新制||経||283(附属図書館) / 京都大学大学院経済学研究科経済学専攻 / (主査)教授 西山 慶彦, 准教授 山田 憲, 准教授 高野 久紀 / 学位規則第4条第1項該当 / Doctor of Economics / Kyoto University / DGAM

The present work generalizes the necessary condition of univariate symmetry of Patil et al. (2012) to the bivariate setting, develops a test of bivariate symmetry based on it, and generalizes the measure of asymmetry in Patil et al. (2014) to the bivariate setting. In doing so, as a byproduct, it pays attention to the interrelation between central symmetry and symmetry about an axis of a continuous bivariate density function.

This thesis deals with questions which are related to the creation of case studies for statistical data analysis using applied computer technology. The main aim is focused on showing the solution of statistical case studies in the field of electrical engineering. Solved case studies include task, exemplary solution and conclusion. Clarity of explained theory and the results understanding and interpretation is accentuated. This thesis can be used for practical education of applied statistical methods, it’s also supplemented with commented outputs from Minitab. Trial version of Minitab has been used for solution of case studies.

This study attempted to identify ways to improve voluntary compliance and minimize taxpayer burden, but also tries to understand the behavior of taxpayers’ compliance given the compliance regimen. Most explicitly, it attempted to identify ways to improve payment compliance using regimens already utilized in other parts of the tax code. The research question was whether different tax regimes, such as safe harbor, can change the behavior of employment tax payment for small business or self-employed taxpayers. The idea was to determine if a safe harbor provision can reduce the proclivity of authorized individuals to implement a payroll tax dilemma strategy and whether or regimen can reduce payment noncompliance in time of economic distress. To answer the research question, an online experiment was employed. The experimental design was an impact study. The population of interest in this study was all authorized individuals from small and self-employed firms. The sample size totaled 205, and it was based on the a-priori sample size calculation. Analysis of variance (ANOVA) was chosen as the data analysis technique, but other nonparametric test and logistic regression models were used to further analyze the data. This study showed that for subjects who did not subscribed to safe harbor provision but experienced an increased probability of apprehension increased their payment compliance. Also, the availability of a safe harbor provision lead to a large numbers to a safe harbor provision subscription in order to avoid enforcement. This study was able to show that individuals were willing to improve their payment compliance rate when enforcement was increased. The General Deterrence Theory explains that increased deterrence will lead to higher compliance. The study showed a 10 percent improvement in payment compliance when safe harbor was implemented. The results from this study also suggest that provisions such as a safe harbor can be a method of reducing filing costs and audit costs and ultimately taxpayer burden. On the other hand, the results of this study were inconclusive in determining if such provisions can improve payment compliance. Nevertheless, the outcome of this study can improve timing and accuracy of employment taxes payments and it may improve the accuracy of employment tax payment.