응용통계연구 (The Korean Journal of Applied Statistics)

  • 제22권1호
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  • Pages.171-179
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  • 2009
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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곱 정규확률변수의 합에 대한 소표본 점근분표와 FSK 통신에의 응용

Small Sample Asymptotic Distribution for the Sum of Product of Normal Variables with Application to FSK Communication

  • 나종화 (충북대학교 정보통계학과) ;
  • 김정미 (충북대학교 정보통계학과)
  • Na, Jong-Hwa (Dept. of Information and Statistics, Chungbuk National University) ;
  • Kim, Jung-Mi (Dept. of Information and Statistics, Chungbuk National University)
  • 발행 : 2009.02.28
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⟨ 이전 논문 다음 논문 ⟩

초록

본 논문에서는 정규확률변수의 곱과 그의 합으로 표현되는 통계량의 분포에 대한 효과적인 근사법을 다루었다. 이차 형식에 대한 안장점근사에 기초한 이 방법은 기존의 정규근사에 비해 매우 정확한 결과를 제공한다. 또한 이에 대한 응용으로 FSK 통신에서 발생하는 문제를 제시하고, 그 해결책으로 본 논문에서 제안한 안장점근사법을 사용하였다. 모의실험을 통해 제안된 근사법이 중심영역은 물론, 통신이론에서 주요 관심 영역인, 극단 꼬리부분의 확률 근사에도 매우 유용한 방법임을 확인하였다.

In this paper we studied the effective approximations to the distribution of the sum of products of normal variables. Based on the saddlepoint approximations to the quadratic forms, the suggested approximations are very accurate and easy to use. Applications to the FSK (Frequency Shift Keying) communication are also considered.

키워드

참고문헌

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