• Journal of the Korean Data and Information Science Society
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• v.15 no.2
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• pp.347-353
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• 2004

We propose a simple nonparametric estimator of relative risk in the two sample case of the proportional hazards model for complete data. The asymptotic distribution of this estimator is derived using a functional equation. We obtain the asymptotic normality of the proposed estimator and compare with Begun's estimator by confidence interval through simulations.

• Journal of the Korean Data and Information Science Society
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• v.15 no.1
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• pp.273-284
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• 2004

Bayes estimation of parameters is considered for two independent exponential distributions with ordered means. Order restricted Bayes estimators for means are obtained with respect to inverted gamma, noninformative prior and uniform prior distributions, and their asymptotic properties are established. It is shown that the maximum likelihood estimator, restricted maximum likelihood estimator, unrestricted Bayes estimator, and restricted Bayes estimator of the mean are all consistent and have the same limiting distribution. These estimators are compared with the corresponding unrestricted Bayes estimators by Monte Carlo simulation.

• Journal of the Korean Data and Information Science Society
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• v.15 no.1
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• pp.239-250
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• 2004

We shall propose maximum likelihood, Bayesian and generalized maximum likelihood estimation for the reliability of the two-unit hot standby system with Rayleigh lifetime distribution that switch is perfect. Each estimation will be compared numerically in terms of various mission times, parameter values and asymptotic relative efficiency through Monte Carlo simulation.

• Journal of electromagnetic engineering and science
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• v.11 no.1
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• pp.56-61
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• 2011

In this paper, we consider the topological derivative concept for developing a fast imaging algorithm of thin inclusions with dielectric contrast with respect to an embedding homogeneous domain with a smooth boundary. The topological derivative is evaluated by applying asymptotic expansion formulas in the presence of small, perfectly conducting cracks. Through the careful derivation, we can design a one-iteration imaging algorithm by solving an adjoint problem. Numerical experiments verify that this algorithm is fast, effective, and stable.

• Journal of Ocean Engineering and Technology
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• v.18 no.2
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• pp.46-51
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• 2004

Natural frequencies of the transverse vibration of beams with step change in cross-section are obtained by using the asymptotic closed form solution. This closed form solution is found by using WKB method under the assumption of slowly varying properties, such as mass, cross-section, tension etc., along the beam length. However, this solution is found to be still very accurate even in the case of large variation in cross-section and tension. Therefore, this result can be easily applied to many engineering problems.

• Journal of the Chungcheong Mathematical Society
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• v.31 no.4
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• pp.461-466
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• 2018

$Let\;f:X{\rightarrow}X$ be a continuous surjection of a compact metric space X and let ${\sigma}_f:X_f{\rightarrow}X_f$ be the shift map on the inverse limit space $X_f$ constructed by f. We show that if a continuous surjective map f has some shadowing properties: the asymptotic average shadowing property, the average shadowing property, the two side limit shadowing property, then ${\sigma}_f$ also has the same properties.

• Journal of the Chungcheong Mathematical Society
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• v.33 no.2
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• pp.181-195
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• 2020

This paper suggests the price of vulnerable European option under a constant elasticity of variance model by using asymptotic analysis technique and obtains the approximated solution of the option price. Finally, we illustrate an accuracy of the vulnerable option price so that the approximate solution is well-defined.

• Journal of applied mathematics & informatics
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• v.9 no.1
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• pp.261-275
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• 2002

Besides asymptotic method, the method of orthogonal polynomials has been used to obtain the solution of the Fredholm integral equation. The principal (singular) part of the kerne1 which corresponds to the selected domain of parameter variation is isolated. The unknown and known functions are expanded in a Chebyshev polynomial and an infinite a1gebraic system is obtained.

• Journal of applied mathematics & informatics
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• v.23 no.1_2
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• pp.479-488
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• 2007

A sequential procedure is proposed in order to construct one-sided confidence intervals for a normal mean with guaranteed coverage probability and ${\beta}-protection$ when the normal mean and variance are identical. First-order asymptotic properties on the sequential sample size are found. The derived results hold with uniformity in the total parameter space or its subsets.

• Proceedings of the Korea Society for Simulation Conference
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• 2000.11a
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• pp.6-10
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• 2000

In regression model we estimate the unknown parameters using various methods. There are the least squares method which is the most general, the least absolute deviation, the regression quantile and the asymmetric least squares method. In this paper, we will compare each others with two case: to begin with the theoretical comparison in the asymptotic sense, and then the practical comparison using Monte Carlo simulation for a small sample size.