• 제목/요약/키워드: Business mathematics

검색결과 208건 처리시간 0.022초

Bootstrap confidence intervals for classification error rate in circular models when a block of observations is missing

  • Chung, Hie-Choon;Han, Chien-Pai
    • Journal of the Korean Data and Information Science Society
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    • 제20권4호
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    • pp.757-764
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    • 2009
  • In discriminant analysis, we consider a special pattern which contains a block of missing observations. We assume that the two populations are equally likely and the costs of misclassification are equal. In this situation, we consider the bootstrap confidence intervals of the error rate in the circular models when the covariance matrices are equal and not equal.

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Noise-free Distributions Comparison of Bayesian Wavelet Threshold for Image Denoise

  • Choi, Ilsu;Rhee, Sung-Suk;Ahn, Yunkee
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.573-579
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    • 2001
  • Wavelet thresholding is a method for he reduction of noise in image. Wavelet coefficients of image are correlated in local characterization. Thee correlations also appear in he original pixel representation of the image, and they do not follow from the characterizations of the wavelet transform. In this paper, we compare noise-free distributions of Bayes approach to improve the classical threshold algorithm.

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WAITING TIME DISTRIBUTION IN THE M/M/M RETRIAL QUEUE

  • Kim, Jeongsim;Kim, Jerim
    • 대한수학회보
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    • 제50권5호
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    • pp.1659-1671
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    • 2013
  • In this paper, we are concerned with the analysis of the waiting time distribution in the M/M/m retrial queue. We give expressions for the Laplace-Stieltjes transform (LST) of the waiting time distribution and then provide a numerical algorithm for calculating the LST of the waiting time distribution. Numerical inversion of the LSTs is used to calculate the waiting time distribution. Numerical results are presented to illustrate our results.

A Bayesian Wavelet Threshold Approach for Image Denoising

  • Ahn, Yun-Kee;Park, Il-Su;Rhee, Sung-Suk
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.109-115
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    • 2001
  • Wavelet coefficients are known to have decorrelating properties, since wavelet is orthonormal transformation. but empirically, those wavelet coefficients of images, like edges, are not statistically independent. Jansen and Bultheel(1999) developed the empirical Bayes approach to improve the classical threshold algorithm using local characterization in Markov random field. They consider the clustering of significant wavelet coefficients with uniform distribution. In this paper, we developed wavelet thresholding algorithm using Laplacian distribution which is more realistic model.

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SUBORDINATION RESULTS FOR CERTAIN SUBCLASSES BY USING INTEGRAL OPERATOR DEFINED IN THE SPACE OF ANALYTIC FUNCTIONS

  • Sakar, F. Muge;Guney, H. Ozlem
    • 호남수학학술지
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    • 제40권2호
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    • pp.315-323
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    • 2018
  • In this study, firstly we introduce generalized differential and integral operator, also using integral operator two classes are presented. Furthermore, some subordination results involving the Hadamard product (Convolution) for these subclasses of analytic function are proved. A number of consequences of some of these subordination results are also discussed.

AN APPROXIMATION FOR THE DISTRIBUTION OF THE NUMBER OF RETRYING CUSTOMERS IN AN M/G/1 RETRIAL QUEUE

  • Kim, Jeongsim;Kim, Jerim
    • 충청수학회지
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    • 제27권3호
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    • pp.405-411
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    • 2014
  • Queueing systems with retrials are widely used to model many problems in call centers, telecommunication networks, and in daily life. We present a very accurate but simple approximate formula for the distribution of the number of retrying customers in the M/G/1 retrial queue.

CONVERGENCE RATES FOR SEQUENCES OF CONDITIONALLY INDEPENDENT AND CONDITIONALLY IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Yuan, De-Mei
    • 대한수학회지
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    • 제53권6호
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    • pp.1275-1292
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    • 2016
  • The Marcinkiewicz-Zygmund strong law of large numbers for conditionally independent and conditionally identically distributed random variables is an existing, but merely qualitative result. In this paper, for the more general cases where the conditional order of moment belongs to (0, ${\infty}$) instead of (0, 2), we derive results on convergence rates which are quantitative ones in the sense that they tell us how fast convergence is obtained. Furthermore, some conditional probability inequalities are of independent interest.

ON COMMON FIXED POINT THEOREMS OF WEAKLY COMPATIBLE MAPPINGS SATISFYING CONTRACTIVE INEQUALITIES OF INTEGRAL TYPE

  • Feng, Chi;Liu, Na;Shim, Soo Hak;Jung, Chahn Yong
    • Nonlinear Functional Analysis and Applications
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    • 제26권2호
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    • pp.393-409
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    • 2021
  • Three common fixed point theorems for weakly compatible mappings satisfying three classes of contractive inequalities of integral type are proved. Three examples are included. The results obtained in this paper extend and improve a few results existing in literature.

Reexamination of Estimating Beta Coecient as a Risk Measure in CAPM

  • Phuoc, Le Tan;Kim, Kee S.;Su, Yingcai
    • The Journal of Asian Finance, Economics and Business
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    • 제5권1호
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    • pp.11-16
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    • 2018
  • This research examines the alternative ways of estimating the coefficient of non-diversifiable risk, namely beta coefficient, in Capital Asset Pricing Model (CAPM) introduced by Sharpe (1964) that is an essential element of assessing the value of diverse assets. The non-parametric methods used in this research are the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator). The Jackknife, the resampling technique, is also employed to validate the results. According to finance literature and common practices, these coecients have often been estimated using Ordinary Least Square (LS) regression method and monthly return data set. The empirical results of this research pointed out that the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) performed much better than Ordinary Least Square (LS) in terms of eciency for large-cap stocks trading actively in the United States markets. Interestingly, the empirical results also showed that daily return data would give more accurate estimation than monthly return data in both Ordinary Least Square (LS) and robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) regressions.

The Determinants of Citizens' Satisfaction of E-Government: An Empirical Study in Vietnam

  • NGUYEN, Thuy Thu;PHAN, Duc Manh;LE, Anh Ha;NGUYEN, Lan Thi Ngoc
    • The Journal of Asian Finance, Economics and Business
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    • 제7권8호
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    • pp.519-531
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    • 2020
  • This research aims to identify the determinants of e-government satisfaction in Hanoi, Vietnam, and assess their impact. To collect data, we conducted an online questionnaire with citizens living in Hanoi in a time span of five weeks. We received 1,107 responses, divided into three groups: unaware, known, but not used, and used e-government. After leveraging past studies on satisfaction in different contexts, we arrived at six external variables that are of particular relevance to e-government satisfaction (i.e., efficiency, trust, reliability, convenience, citizen support, and transparency) as well as four control variables (i.e., age, gender, education level, and Internet frequency). We then applied both SPSS 22 and STATA 2016 to process and analyze the collected data and found that, while almost all external variables are statistically significant, all four control variables are not. Apart from convenience and trust, four factors - efficiency, reliability, citizens support, transparency - are important measures of system quality, information quality, service quality and relative benefits of e-government, which in turn positively and significantly impact citizens' satisfaction with the online public services. Furthermore, the efficiency variable has the most influence on customer satisfaction, and the level of impact on the dependent variable decreases in the following order: citizen support, reliability and transparency.