• Kyungpook Mathematical Journal
• /
• v.46 no.1
• /
• pp.111-118
• /
• 2006

The present paper investigates the weighted $L^1$-convergence of Gr$\ddot{u}$nwald interpolatory operators based on the zeros of the second Chebyshev polynomials $U_n(x)=\frac{sin(n+1)\theta}{sin\theta}$. The approximation rate is sharp.

• Journal of Korean Society for Quality Management
• /
• v.12 no.1
• /
• pp.9-16
• /
• 1984

We study some estimation of the ${\theta}=P_r$(Y${\theta}$. We consider asymptotic property of estimators and maximum likelihood estimator is compared with unique minimum veriance unbiased estimator in moderate sample size.

• 대한예방의학회:학술대회논문집
• /
• 1998.10b
• /
• pp.291-292
• /
• 1998

• Journal for History of Mathematics
• /
• v.15 no.2
• /
• pp.169-174
• /
• 2002

In this paper we prove that tile property of product irreducible characters is, if $\Phi$$\in$$\textit{Irr(H)}$ and $\Theta$$\in$$\textit{Irr(K)}$ are faithful, then $\Phi$$\times\theta$ is faithful if and only if │$\textit{Z(H)}$│ and │$\textit{Z(K)}$│ are relative primes where G=$\textit{H}\times\textit{K}$.

• Journal of Applied Reliability
• /
• v.3 no.2
• /
• pp.127-136
• /
• 2003

This paper investigates the effect of individual observations in regression models with MA(1) errors through the 'hat matrix' It shows that the first observation has the largest hat matrix diagonal component for $\theta$＜0 in the regression model with an intercept. This provides additional evidence for retaining the first observation in performing estimation in this setting. When the regression model goes to the origin and the independent variable has a deterministic trend, the last observation has the greatest leverage for │$\theta$│＜1 and may have potentially large impact on parameter estimation.

• Journal of the Korea Safety Management & Science
• /
• v.2 no.2
• /
• pp.71-83
• /
• 2000

This paper presents accelerated life tests for Type I censoring data under probabilistic stresses. Probabilistic stress, $S_j$, is the random variable for stress influenced by test environments, test equipments, sampling devices and use conditions. The hazard rate, ,$theta_j$, is the random variable of environments and the function of probabilistic stress. Also it is assumed that the general stress distribution is uniform, the life distribution for the given hazard rate, $\theta$, is exponential and inverse power law model holds. In this paper, we obtained maximum likelihood estimators of model parameters and the mean life in use stress condition.

• Journal of Integrative Natural Science
• /
• v.6 no.4
• /
• pp.251-255
• /
• 2013

For the mean vector of a p-variate normal distribution ($p{\geq}4$), the optimal estimation within the class of modified James-Stein type decision rules under the quadratic loss is given when the underlying distribution is that of a variance mixture of normals and when the norm ${\parallel}{\theta}-\bar{\theta}1{\parallel}$ it known.

• Kyungpook Mathematical Journal
• /
• v.59 no.2
• /
• pp.315-324
• /
• 2019

In this note we introduce a local-cubically hyponormal weighted shift of order ${\theta}$ with $0{\leq}{\theta}{\leq}{\frac{\pi}{2}}$, which is a new notion between cubic hyponormality and quadratic hyponormality of operators. We discuss the property of flatness for local-cubically hyponormal weighted shifts.

• Journal of the Chungcheong Mathematical Society
• /
• v.34 no.1
• /
• pp.85-92
• /
• 2021

In present paper, inspired by the recently paper [1], we give the mixed pressure-velocity regular criteria in view of Lorentz spaces for weak solutions to 3D micropolar equations in a half space. Precisely, if (0.1) ${\frac{P}{(e^{-{\mid}x{\mid}^2}+{\mid}u{\mid})^{\theta}}{\in}L^p(0,T;L^{q,{\infty}}({\mathbb{R}}^3_+))$, p, q < ∞, and (0.2) ${\frac{2}{p}}+{\frac{3}{q}}=2-{\theta}$, 0 ≤ θ ≤ 1, then (u, w) is regular on (0, T].

• Journal of the Korean Statistical Society
• /
• v.17 no.1
• /
• pp.46-55
• /
• 1988

Two-piece double exponential distribution (TPDE) with one piece $(X \leq 0)$ having the scale parameter $\theta_1$ while the other piece (X>0) having $\theta_2$ is considered here. Distribution of the sum of n-independent variables from such a distribution is obtained. Special cases of this distribution are also treated. Next, distribution of the ratio of two independent (TPDE) variables is derived. As an extension, distribution of $x_1/x_2x_3$ is expressed terms of hypergeometric functions. A small table gives the power of the test regarding double exponential against (TPDE).