• 제목/요약/키워드: Asymptotic

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k-Sample Rank Procedures for Ordered Location-Scale Alternatives

  • Park, Hee-Moon
    • 품질경영학회지
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    • 제22권2호
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    • pp.166-176
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    • 1994
  • Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

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Sequential Confidence Interval with $\beta$-protection for a Linear Function of Two Normal Means

  • Kim, Sung-Lai
    • Journal of the Korean Statistical Society
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    • 제26권3호
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    • pp.309-317
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    • 1997
  • A sequential procedure for estimating a linear function of two normal means which satisfies the two requirements, i.e. one is a condition of coverage probability, the other is a condition of $\beta$-protection, is proposed when the variances are unknown and not necessarily equal. We give asymptotic behaviors of the proposed stopping time.

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THE EXPANSION OF MEAN DISTANCE OF BROWNIAN MOTION ON RIEMANNIAN MANIFOLD

  • Kim, Yoon-Tae;Park, Hyun-Suk;Jeon, Jong-Woo
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 춘계 학술발표회 논문집
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    • pp.37-42
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    • 2003
  • We study the asymptotic expansion in small time of the mean distance of Brownian motion on Riemannian manifolds. We compute the first four terms of the asymptotic expansion of the mean distance by using the decomposition of Laplacian into homogeneous components. This expansion can he expressed in terms of the scalar valued curvature invariants of order 2, 4, 6.

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패쇄직렬 생산시스템의 점근적 성능해석 (Asymptotic performance analysis of closed serial production systems)

  • 임종태
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 26-27 Oct. 1990
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    • pp.519-522
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    • 1990
  • This paper formulates a problem of analysis and design of serial production lines, closed with respect to the number of carriers available in the system for parts transportation between operations. For two machines - two buffers systems, the paper gives an asymptotic solution and shows that optimization of the system with respect to the number of carriers available and the capacity of the feedback buffer may lead to substantial improvements of system's performance.

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PERIODOGRAM ANALYSIS WITH MISSING OBSERVATIONS

  • Ghazal M.A.;Elhassanein A.
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.209-222
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    • 2006
  • Estimation of the spectral measure, covariance and spectral density functions of a strictly stationary r-vector valued time series is considered, under the assumption that some of the observations are missed. The modified periodograms are calculated using data window. The asymptotic normality is studied.

ASYMPTOTIC ANALYSIS OF THE LOSS PROBABILITY IN THE GI/PH/1/K QUEUE

  • Kim Jeong-Sim
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.273-283
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    • 2006
  • We obtain an asymptotic behavior of the loss probability for the GI/PH/1/K queue as K tends to infinity when the traffic intensity p is strictly less than one. It is shown that the loss probability tends to 0 at a geometric rate and that the decay rate is related to the matrix generating function describing the service completions during an interarrival time.

TWO-SAMPLE COMPARISON USING SIGN TEST ON RANKED-SET SAMPLES

  • Kim, Dong-Hee;Kim, Young-Cheol
    • Journal of applied mathematics & informatics
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    • 제5권1호
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    • pp.263-268
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    • 1998
  • This paper proposes the two-sample comparison us-ing sign test based on ranked-set sample(RSS). We investigate the asymptotic properties of the proposed test statistic and compare the asymptotic relative efficiencies of the proposed test statistic with re-spect to Mann-Whitney-Wilcoxon test statistic based on RSS and Mann-Whitney-Wilcoxon test statistic based on the simple random sample(SRS).

NEW INFORMATION INEQUALITIES ON ABSOLUTE VALUE OF THE FUNCTIONS AND ITS APPLICATION

  • CHHABRA, PRAPHULL
    • Journal of applied mathematics & informatics
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    • 제35권3_4호
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    • pp.371-385
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    • 2017
  • Jain and Saraswat (2012) introduced new generalized f-information divergence measure, by which we obtained many well known and new information divergences. In this work, we introduce new information inequalities in absolute form on this new generalized divergence by considering convex normalized functions. Further, we apply these inequalities for getting new relations among well known divergences, together with numerical verification. Application to the Mutual information is also presented. Asymptotic approximation in terms of Chi- square divergence is done as well.

CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS

  • Bibi, Abdelouahab;Gautier, Antony
    • 대한수학회보
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    • 제47권5호
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    • pp.889-905
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    • 2010
  • In this paper, a distribution free approach to the parameter estimation of a simple bilinear model with periodic coefficients is presented. The proposed method relies on minimum distance estimator based on the autocovariances of the squared process. Consistency and asymptotic normality of the estimator, as well as hypotheses testing, are derived. Numerical experiments on simulated data sets are presented to highlight the theoretical results.

BOUNDEDNESS OF DISCRETE VOLTERRA SYSTEMS

  • Choi, Sung-Kyu;Goo, Yoon-Hoe;Koo, Nam-Jip
    • 대한수학회보
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    • 제44권4호
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    • pp.663-675
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    • 2007
  • We investigate the representation of the solution of discrete linear Volterra difference systems by means of the resolvent matrix and fundamental matrix, respectively, and then study the boundedness of the solutions of discrete Volterra systems by improving the assumptions and the proofs of Medina#s results in [6].