• Journal of the Korean Data and Information Science Society
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• v.14 no.4
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• pp.989-995
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• 2003

Inference for probability P(Y

• Journal of the Korean Data and Information Science Society
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• v.18 no.2
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• pp.289-300
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• 2007

The stock return is changed by factors of inside and outside or is changed by factor of market system. But most studies have not considered the changes of stock return distribution when estimate the VaR. Such study may lead us to wrong conclusion. In this paper we calculate the VaR of price-to-earnings ratios by the distribution that have considered the change point and used transformation to satisfy normal distribution.

• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.281-288
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• 2015

In this paper, the maximum likelihood estimators and confidence intervals for parameters of Weibull distribution are derived under three level constant stress accelerated life tests and the assumption that a log quadratic relationship exits between stress and the scale parameter ${\theta}$. The compound linear plan proposed by Kim (2006) is used to allocate the test units at each stress level, which performed nearly as good as the optimum quadratic plan and had the advantage of simplicity. Some simulation studies are given.

• 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.

• Journal of applied mathematics & informatics
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• v.33 no.3_4
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• pp.343-350
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• 2015

We consider an M^X/G/1 retrial queue, where the batch size and service time distributions have finite exponential moments. We show that the tail of the queue size distribution is asymptotically given by a geometric function multiplied by a power function. Our result generalizes the result of Kim et al. (2007) to the M^X/G/1 retrial queue.

• East Asian mathematical journal
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• v.34 no.3
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• pp.287-293
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• 2018

We investigate the averaging value of a random sampling ${\zeta}(1/2+iX_t)$ of the Riemann zeta function on the critical line. Our result is that if $X_t$ is an increasing random sampling with Poisson distribution, then $${\mathbb{E}}{\zeta}(1/2+iX_t)=O({\sqrt{\;log\;t}}$$, for all sufficiently large t in ${\mathbb{R}}$.

• Journal of the Korean Institute of Telematics and Electronics
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• v.4 no.2
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• pp.29-34
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• 1967

On clarifing radiations from antenna, it is necessary to consider the contribution of the current distribution on te conductive supporter. The expression has not only analized the total radiative current distribution on the dipole antenna and its conductive supporter, in case when the former was placed closely and in parallel to the latter, but also shown the results of practical experiment.

• Journal of the Chungcheong Mathematical Society
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• v.15 no.1
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• pp.87-94
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• 2002

Trot(1999) considered how to calculate the expected area of a random triangle in the unit square $[0,1]{\times}[0,1]$. He used the Mathematica software package for the computational part. In this article, we study various aspects of the probability distribution of a triangle randomly chosen inside the circle of radius r. A simulation activity that can be conducted in statistics and probability classrooms is also considered.

• Journal of the Chungcheong Mathematical Society
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• v.22 no.2
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• pp.149-153
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• 2009

Let {$X_{n},\;n\;\geq\;1$} be a sequence of independent and identically distributed random variables with absolutely continuous cumulative distribution function (cdf) F(x) and probability density function (pdf) f(x). Suppose $X_{U(m)},\;m = 1,\;2,\;{\cdots}$ be the upper record values of {$X_{n},\;n\;\geq\;1$}. It is shown that the linearity of the conditional expectation of $X_{U(n+2)}$ given $X_{U(n)}$ characterizes the lomax, exponential and pareto distributions.