• Title/Summary/Keyword: Asymptotic normal

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SOME LIMITING RESULTS OF REFLECTED ORNSTEIN-UHLENBECK PROCESSES WITH TWO-SIDED BARRIERS

  • Zhu, Chenglian
    • Bulletin of the Korean Mathematical Society
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    • v.54 no.2
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    • pp.573-581
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    • 2017
  • Reflected Ornstein-Uhlenbeck process is a process that returns continuously and immediately to the interior of the state space when it attains a certain boundary. In this work, we are concerned with the study of asymptotic behaviours of parametric estimation for ergodic reflected Ornstein-Uhlenbeck processes with two-sided barriers. Moreover, we also focus on the relations between regulators and the local time process.

ON THE GENERAL QUADRATIC GAUSS SUMS WEIGHTED BY CHARACTER SUMS OVER A SHORT INTERVAL

  • Zhang, Tianping
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.3
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    • pp.873-883
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    • 2013
  • By using the analytic methods, the mean value of the general quadratic Gauss sums weighted by the first power mean of character sums over a short interval is investigated. Several sharp asymptotic formulae are obtained, which show that these sums enjoy good distributive properties. Moreover, interesting connections among them are established.

Page Type Test for Ordered Alternatives on Multiple Ranked Set Samples.

  • Kim, Dong-Hee;Kim, Young-Cheol;Kim, Hyun-Gee
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.479-486
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    • 1999
  • In this paper we propose the test statistic for ordered alternatives on multiple ranked set samples. Since the proposed test statistic is Page type its asymptotic properties are easily obtained. From the simulation works we calculate the power of test statistic($P_{RSS}$) under the underlying distributions such as uniform normal double exponential logistic and Cauchy distribution.

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Stability of Sampled-Data Control Systems with Computer Interruptions (투명 PLZT 세라믹의 전기적 및 광 메모리 특성)

  • Jang, Seong-Whan
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.36 no.7
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    • pp.476-483
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    • 1987
  • This paper analyzes centralized sampled-data control systems with feedback loops which are closed through a digital computer which generates deadbeat control law. Intermittant computer interruptions result in failure to update the desired deadbeat design procedures for the deadbeat control law under normal operation of the control computer and the assumption of any admissible computer interruption are resented. A method that guarantees asymptotic stability under all admissible computer interruptions also is presented.

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Large Sample Tests for Independence in Bivariate Pareto Model with Censored Data

  • Cho, Jang-Sik;Lee, Jea-Man;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.05a
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    • pp.121-126
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    • 2003
  • In this paper, we consider two-components system which the lifetimes follow bivariate pareto model with censored data. We develop large sample tests for testing independence between two-components. Also we present simulated study which is the test based on asymptotic normal distribution in testing independence.

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The Reliability Estimation of Parallel System in Bivariate Exponential Model : Using Bivariate Type 1 Censored Data (이변량 지수모형에서 병렬시스템의 신뢰도 추정 : 이변량 1종 중단 자료이용)

  • 조장식;김희재
    • Journal of Korean Society for Quality Management
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    • v.25 no.4
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    • pp.79-87
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    • 1997
  • In this paper, we obtain maximum likelihood estimator(MLE) of a parallel system reliability for the Marshall and Olkin's bivariate exponential model with birariate type 1 consored data. The asymptotic normal distribution of the estimator is obtained. Also we construct an a, pp.oximate confidence interval for the reliability based on MLE. We present a numerical study for obtaining MLE and a, pp.oximate confidence interval of the reliability.

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Bootstrapping Logit Model

  • Kim, Dae-hak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.281-289
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    • 2002
  • In this paper, we considered an application of the bootstrap method for logit model. Estimation of type I error probability, the bootstrap p-values and bootstrap confidence intervals of parameter were proposed. Small sample Monte Carlo simulation were conducted in order to compare proposed method with existing normal theory based asymptotic method.

NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.373-384
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    • 2003
  • In this paper, we formulate multivariate one-sided alternatives and propose a class of nonparametric tests for possibly right censored data. We obtain the asymptotic tail probability (or p-value) by showing that our proposed test statistics have asymptotically multivariate normal distributions. Also, we illustrate our procedure with an example and compare it with other procedures in terms of empirical powers for the bivariate case. Finally, we discuss some properties of our test.

The Improved Processer Bound for Parallel Exponentiation in GF(2^n) (GF(2^n)상에서 병렬 멱승 연산의 프로세서 바운드 향상 기법)

  • 김윤정;박근수;조유근
    • Proceedings of the Korean Information Science Society Conference
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    • 2000.04a
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    • pp.701-703
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    • 2000
  • 본 논문에서는 정규 기저 표현(normal bases repersentation)을 갖는 GF(2n)상에서의 병렬 멱승 연산에 있어서 2 가지의 개선 사항을 기술한다. 첫째는,k를 윈도우 길이로 할 때 라운드가 [log k]+[log[n/k]]로 고정된 경우에 현재까지 알려진 방법보다 더 작은 수의 프로세서를 갖는 방안이다. 둘째는 점근적인(asymptotic)분석을 통하여 GF(2n)상에서의 병렬 멱승 연산이 O(n/log2n)개의 프로세서로 O(logn)라운드에 수행될 수 있음을 보인다. 이것은 m로세서 $\times$라운드의 바운드를 O(n/logn)으로 하는 것으로 이전까지 알려졌던 O(n)을 개선한 것이다.

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Test for Independence in Bivariate Pareto Model with Bivariate Random Censored Data

  • Cho, Jang-Sik;Kwon, Yong-Man;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.31-39
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    • 2004
  • In this paper, we consider two components system which the lifetimes follow bivariate pareto model with bivariate random censored data. We assume that the censoring times are independent of the lifetimes of the two components. We develop large sample test for testing independence between two components. Also we present a simulation study which is the test based on asymptotic normal distribution in testing independence.

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