• Bulletin of the Korean Mathematical Society
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• v.49 no.6
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• pp.1163-1178
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• 2012

In this paper, we study the geometry of Einstein half lightlike submanifolds M of a semi-Riemannian space form $\bar{M}(c)$ subject to the conditions: (a) M is screen conformal, and (b) the coscreen distribution of M is a conformal Killing one. The main result is a classification theorem for screen conformal Einstein half lightlike submanifolds of a Lorentzian space form with a conformal Killing coscreen distribution.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.151-158
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• 1999

Distribution-free tests are proposed for AB/BA 2*2 cross-over design data based on placements introduced by Orban and Wolfe(1992). In this paper we suggest the homogeneity test or carry-over effects and also suggest the test for direct effects and the test for period effects under the same carry-over effects. The properties such as iterative asymptotic distribution for the proposed tests are discussed.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.1007-1015
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• 2003

In this paper we introduced a new score generating function for the rank dispersion function in a general linear model. Based on the new score function, we derived the null asymptotic theory of the rank-based hypothesis testing in a linear model. In essence we showed that several rank test statistics, which are primarily focused on our new score generating function and new dispersion function, are mainly distribution free and asymptotically converges to a chi-square distribution.

• Communications for Statistical Applications and Methods
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• v.16 no.3
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• pp.541-547
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• 2009

We consider distribution, reliability and moment of ratio in two independent beta random variables X and Y, and reliability and $K^{th}$ moment of ratio are represented by a mathematical generalized hypergeometric function. We introduce an approximate maximum likelihood estimate(AML) of reliability and right-tail probability in the beta distribution.

• Proceedings of the Korean Society of Computer Information Conference
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• 2013.07a
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• pp.43-44
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• 2013

When content is presented within an appropriate context, that exposure for digital contents providers is most effective. We research on how DOI could increase the profitability of content distribution strategies. We examine traditional works of distribution channels and setup DOI-enabled scenarios.

• International Journal of Reliability and Applications
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• v.7 no.1
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• pp.55-69
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• 2006

This paper presents a new class of multivariate distributions with Pareto where dependence among the components is characterized by a latent random variable. The new class includes several multivariate and bivariate models of Marshall and Olkin type. It is found the bivariate distribution with Pareto is positively quadrant dependent and its mixture. Some important structural properties of the bivariate distributions with Pareto are discussed. The distribution of minimum in a competing risk Pareto model is derived.

• Journal of the Korean Data and Information Science Society
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• v.7 no.2
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• pp.273-281
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• 1996

It is derived that conditions of counting process ($\{N(t){\mid}t\;{\geq}\;0\}$) in which the number of events in time interval [0, t] has a (n, n+1)-generalized Poisson distribution with parameters (${\theta}t,\;{\lambda}$) and a generalized inflated Poisson distribution with parameters (${\{\lambda}t,\;{\omega}\}$.

• Journal of the Korean Data and Information Science Society
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• v.14 no.4
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• pp.1013-1021
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• 2003

Huffer and Park (2002) proposed a chi-squared test for multivariate structure. Their test detects the deviation of data from mutual independence or multivariate normality. We will compute the Rao-Robson chi-squared version of the test, which is easy to apply in practice since it has a limiting chi-squared distribution. We will provide a self-contained argument that it has a limiting chi-squared distribution. We study the accuracy in finite samples of the limiting distribution. We finally compare the power of our test with those of other popular normality tests in an application to a real data.

• Honam Mathematical Journal
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• v.30 no.4
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• pp.671-676
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• 2008

We give the relation between the Riemann-Stieltjes integrals with respect to the Riesz-N$\'{a}$gy-Tak$\'{a}$cs(RNT) distribution $H_{a,p}$ satisfying the equation a = $(1-a)^m$ and those with respect to the dual RNT distribution $H_{1-a,1-p}$, which leads to a generalization of recent results for a = $\frac{1}{2}$.

• Journal of applied mathematics & informatics
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• v.5 no.2
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• pp.465-474
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• 1998

Results on the analytic behavior to the limiting spectral distribution of matrices of sample convariance type. studied in Marcenko and Pastur [2] are derived. using the Stieltjes transform it is shown that the limiting distrbution has a continuous derivative away from zero the derivative being analytic whenever it is positive and the behavior of it resembles the behavior of a square root function near the boundary of its support.