• Journal of the Korean Statistical Society
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• v.34 no.2
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• pp.99-107
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• 2005

In this paper we consider the asymptotic mean squared error of positive part James-Stein estimators. In the normal-normal example, estimators of the mean squared error of these estimators are provided which are correct asymptotically up to O($m^{-l}$). Asymptotic estimators of the MSE's which correct up to O($m^{-l}$) are also provide. Here, m denotes the number of strata. A simulation study is undertaken to evaluate the performance of these estimators.

• Bulletin of the Korean Mathematical Society
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• v.55 no.1
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• pp.319-330
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• 2018

This paper is concerned with the global asymptotic stability of strong solutions for a class of semilinear evolution equations with nonlocal initial conditions on infinite interval. The discussion is based on analytic semigroups theory and the gradually regularization method. The results obtained in this paper improve and extend some related conclusions on this topic.

• The Pure and Applied Mathematics
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• v.11 no.1
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• pp.15-22
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• 2004

In this paper, we investigate asymptotic stability, oscillation, asymptotic behavior and existence of the period-2 solutions for difference equation $x_{n+1}\;=\;{\alpha}\;+\;\beta{x_{n-1}}^{p}/{x_n}^p$ where ${\alpha}\;{\geq}\;0,\;{\beta}\;>\;0.\;$\mid$p$\mid$\;{\geq}\;1$, and the initial conditions $x_{-1}\;and\;x_0$ are arbitrary positive real numbers.

• Journal of the Korean Statistical Society
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• v.19 no.2
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• pp.139-144
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• 1990

For the first-order bilinear time series model $X_t = aX_{t-1} + e_i + be_{t-1}X_{t-1}$ where ${e_i}$ is a sequence of independent normal random variables with mean 0 and variance $\sigma^2$, the asymptotic distribution of sample autocarrelation function is obtained and shown to follow a normal distribution. The variance of the asymptotic distribution is of a complicated form and hence a bootstrap estimate of the variance is proposed for large sample inference. This result can be used to distinguish between different bilinear models.

• 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.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.875-883
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• 2001

We derive the asymptotic relative efficiencies in two special cases of Chaudhuri's estimators for the multivariate one sample problem. And we compare those two when observations are independent and identically distributed from a family of spherically symmetric distributions including normal distributions.

• Journal of the Korean Statistical Society
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• v.31 no.3
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• pp.379-389
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• 2002

For two normal distribution with unknown means and unknown variances, a sequential procedure for estimating the difference of two normal means which satisfies both the coverage probability condition and the $\beta$-protection is proposed under some smoothness of variable imprecision function, and the asymptotic normality of the proposed stopping time after some centering and scaling is given.

• Bulletin of the Korean Mathematical Society
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• v.41 no.1
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• pp.189-198
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• 2004

In this study we consider quantum dynamical semi-group with a normal faithful invariant state. A quantum dynamical semigroup $\alpha\;=\;\{{\alpha}_t\}_{t{\geq}0}$ is a class of linear normal identity-preserving mappings on a von Neumann algebra M with semigroup property and some positivity condition. We investigate the asymptotic behaviors of the semigroup such as ergodicity or mixing properties in terms of their eigenvalues under the assumption that the semigroup satisfies positivity. This extends the result of [13] which is obtained under the assumption that the semi group satisfy 2-positivity.

• Bulletin of the Korean Mathematical Society
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• v.48 no.2
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• pp.325-334
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• 2011

In this paper we consider the discrete time delayed renewal risk model. We investigate what will happen when the distribution function of the discounted proper deficit is asymptotic in the initial surplus. In doing this we establish several lemmas regarding some related ruin quantities in the discrete time delayed renewal risk model, which are of significance on their own right.

• Journal of the Korean Statistical Society
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• v.26 no.3
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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.