• Title/Summary/Keyword: Asymptotic Method

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ON THE HIGH-ORDER CONVERGENCE OF THE k-FOLD PSEUDO-CAUCHY'S METHOD FOR A SIMPLE ROOT

  • Kim, Young Ik
    • Journal of the Chungcheong Mathematical Society
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    • v.21 no.1
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    • pp.107-116
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    • 2008
  • In this study the k-fold pseudo-Cauchy's method of order k+3 is proposed from the classical Cauchy's method defined by an iteration $x_{n+1}=x_n-{\frac{f^{\prime}(x_n)}{f^{{\prime}{\prime}}(x_n)}}{\cdot}(1-{\sqrt{1-2f(x_n)f^{{\prime}{\prime}}(x_n)/f^{\prime}(x_n)^2}})$. The convergence behavior of the asymptotic error constant is investigated near the corresponding simple zero. A root-finding algorithm with the k-fold pseudo-Cauchy's method is described and computational examples have successfully confirmed the current analysis.

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Interval Estimation of the Difference of two Population Proportions using Pooled Estimator

  • Hong, Chong-Sun
    • Communications for Statistical Applications and Methods
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    • v.9 no.2
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    • pp.389-399
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    • 2002
  • In order to examine whether the difference between two point estimates of population proportions is statistically significant, data analysts use two techniques. The first is to explore the overlap between two associated confidence intervals. Second method is to test the significance which is introduced at most statistical textbooks under the common assumptions of consistency, asymptotic normality, and asymptotic independence of the estimates. Under the null hypothesis which is two population proportions are equal, the pooled estimator of population proportion is preferred as a point estimator since two independent random samples are considered to be collected from one population. Hence as an alternative method, we could obtain another confidence interval of the difference of the population proportions with using the pooled estimate. We conclude that, among three methods, the overlapped method is under-estimated, and the difference of the population proportions method is over-estimated on the basis of the proposed method.

FREQUENCY HISTOGRAM MODEL FOR LINE TRANSECT DATA WITH AND WITHOUT THE SHOULDER CONDITION

  • EIDOUS OMAR
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.49-60
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    • 2005
  • In this paper we introduce a nonparametric method for estimating the probability density function of detection distances in line transect sampling. The estimator is obtained using a frequency histogram density estimation method. The asymptotic properties of the proposed estimator are derived and compared with those of the kernel estimator under the assumption that the data collected satisfy the shoulder condition. We found that the asymptotic mean square error (AMSE) of the two estimators have about the same convergence rate. The formula for the optimal histogram bin width is derived which minimizes AMSE. Moreover, the performances of the corresponding k-nearest-neighbor estimators are studied through simulation techniques. In the absence of our knowledge whether the shoulder condition is valid or not a new semi-parametric model is suggested to fit the line transect data. The performances of the proposed two estimators are studied and compared with some existing nonparametric and semiparametric estimators using simulation techniques. The results demonstrate the superiority of the new estimators in most cases considered.

FREE SURFACE WAVES OF A TWO-LAYER FLUID OVER A STEP

  • Choi, Jeong-Whan;Whang, Sung-Im
    • Communications of the Korean Mathematical Society
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    • v.15 no.1
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    • pp.173-181
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    • 2000
  • The objective of this paper is to study two dimensional steady gravitational waves on the interface between two immiscible, inviscid and incompressible fluids bounded above by a horizontal rigid boundary and below by a rigid step. A KdV equation for the first order perturbation in an asymptotic expansion can appear. However the coefficient of the KdV theory fails in that case. By a unified asymptotic method, we overcome this difficulty and derive a modified KdV equation with forcing. We find homogeneous steady solutions and present numerical solutions.

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GLOBAL ASYMPTOTIC STABILITY OF POSITIVE STEADY STATES OF AN n-DIMENSIONAL RATIO-DEPENDENT PREDATOR-PREY SYSTEM WITH DIFFUSION

  • Zhou, Jun
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.6
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    • pp.1847-1854
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    • 2013
  • The main concern of this paper is to study the dynamics of an n-dimensional ratio-dependent predator-prey system with diffusion. We study the dissipativeness, persistence of the system and it is shown that the unique positive constant steady state is globally asymptotically stable under some assumptions.

ASYMPTOTIC EXACTNESS OF SOME BANK-WEISER ERROR ESTIMATOR FOR QUADRATIC TRIANGULAR FINITE ELEMENT

  • Kim, Kwang-Yeon;Park, Ju-Seong
    • Bulletin of the Korean Mathematical Society
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    • v.57 no.2
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    • pp.393-406
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    • 2020
  • We analyze a posteriori error estimator for the conforming P2 finite element on triangular meshes which is based on the solution of local Neumann problems. This error estimator extends the one for the conforming P1 finite element proposed in [4]. We prove that it is asymptotically exact for the Poisson equation when the underlying triangulations are mildly structured and the solution is smooth enough.

Asymptotic Test for Dimensionality in Probabilistic Principal Component Analysis with Missing Values

  • Park, Chong-sun
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.49-58
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    • 2004
  • In this talk we proposed an asymptotic test for dimensionality in the latent variable model for probabilistic principal component analysis with missing values at random. Proposed algorithm is a sequential likelihood ratio test for an appropriate Normal latent variable model for the principal component analysis. Modified EM-algorithm is used to find MLE for the model parameters. Results from simulations and real data sets give us promising evidences that the proposed method is useful in finding necessary number of components in the principal component analysis with missing values at random.

A new test of exponentiality against NDVRL

  • Hassan, M.KH.
    • International Journal of Reliability and Applications
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    • v.16 no.2
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    • pp.123-133
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    • 2015
  • In this paper, the problem of testing exponentiality against net decreasing variance residual lifetime (NDVRL) classes of life distributions is investigated. For this property a nonparametric test is presented based on kernel method. The test is presented for complete and right censored data. Furthermore, Pitman's asymptotic relative efficiency (PARE) is discussed to assess the performance of the test with respect to other tests. Selected critical values are tabulated. Some numerical simulations on the power estimates are presented for proposed test. Finally, numerical examples are presented for the purpose of illustrating our test.

REVISION OF THE THEORY OF SYMMETRIC ONE-STEP METHODS FOR ORDINARY DIFFERENTIAL EQUATIONS

  • Kulikov, G.Yo.
    • Journal of applied mathematics & informatics
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    • v.5 no.3
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    • pp.669-690
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    • 1998
  • In this paper we develop a new theory of adjoint and symmetric method in the class of general implicit one-step fixed-stepsize methods. These methods arise from simple and natral def-initions of the concepts of symmetry and adjointness that provide a fruitful basis for analysis. We prove a number of theorems for meth-ods having these properties and show in particular that only the symmetric methods possess a quadratic asymptotic expansion of the global error. In addition we give a very simple test to identify the symmetric methods in practice.

AN ASYMPTOTIC STABILITY INVOLVING COLLISION AND AVOIDANCE

  • Ha, Jun-Hong;Shim, Jae-Dong
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.829-840
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    • 2001
  • Generally it is not easy task whether the stable systems governed by nonlinear ordinary differential equations are asymptotically stable or not. This problem often appears in studying a collision and avoidance control problem based on the stability theory. In this paper we devoted to finding conditions that the stable system obtained from the collision and avoidance control problem is asymptotically stable.