• 제목/요약/키워드: Random Numbers

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A NOTE ON THE CONVERGENCE OF TRIVARIATE EXTREME ORDER STATISTICS AND EXTENSION

  • BARAKAT H. M.;NIGM E. M.;ASKAR M. M.
    • Journal of applied mathematics & informatics
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    • 제18권1_2호
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    • pp.247-259
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    • 2005
  • Necessary and sufficient conditions, under which there exists (at least) a sequence of vectors of real numbers for which the distribution function (d.f.) of any vector of extreme order statistics converges to a non-degenerate limit, are derived. The interesting thing is that these conditions solely depend on the univariate marginals. Moreover, the limit splits into the product of the limit univariate marginals if all the bivariate marginals of the trivariate d.f., from which the sample is drawn, is of negative quadrant dependent random variables (r.v.'s). Finally, all these results are stated for the multivariate extremes with arbitrary dimensions.

Comparison of Mode Superposition Method and Mode Acceleration Method in Dynamic Analysis of Suspension Bridges under Wind Loads (풍하중을 받는 현수교의 진동 해석에 있어서 모우드 중첩법과 모우드 가속도법의 비교)

  • 김태남
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 한국전산구조공학회 1997년도 가을 학술발표회 논문집
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    • pp.223-230
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    • 1997
  • A method of stochastic dynamic analysis of suspension bridge subjected to random wind loads has been developed in this paper. Example analyses are carried out by mode superposition method(MSM), mode acceleration method(MAM) and advanced mode acceleration method(AMAM) in frequency domain for the Nam-Hae Bridge. In this study the statistical characterics of random wind loads we assumed to be Gaussian stationary zero mean processes. The considered structural response quanties are displacements, shear forces and bending moments. The mean extreme responses are approximately calculated by three times of standard deviations. The followings are the conclusions from this study. 1. Numerical results which obtained by three methods of computer program developed in this paper agree reasonably well when the numbers of modes increase. 2. AMAM is simple, accurate, economic and reliable method compared with the MSM and the MAM.

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Use of Random Coefficient Model for Fruit Bearing Prediction in Crop Insurance

  • Park Heungsun;Jun Yong-Bum;Gil Young-Soo
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.381-394
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    • 2005
  • In order to estimate the damage of orchards due' to natural disasters such as typhoon, severe rain, freezing or frost, it is necessary to estimate the number of fruit bearing before and after the damage. To estimate the fruit bearing after the damages are easily done by delegations, but it cost too high to survey every insured farm household and calculate the fruit bearing before the damage. In this article, we suggest to use a random coefficient model to predict the numbers of fruit bearing in the orchards before the damage based on the tree age and the area information.

GENERAL LAWS OF PRECISE ASYMPTOTICS FOR SUMS OF RANDOM VARIABLES

  • Meng, Yan-Jiao
    • Journal of the Korean Mathematical Society
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    • 제49권4호
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    • pp.795-804
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    • 2012
  • In this paper, we obtain two general laws of precise asymptotics for sums of i.i.d random variables, which contain general weighted functions and boundary functions and also clearly show the relationship between the weighted functions and the boundary functions. As corollaries, we obtain Theorem 2 of Gut and Spataru [A. Gut and A. Sp$\check{a}$taru, Precise asymptotics in the law of the iterated logarithm, Ann. Probab. 28 (2000), no. 4, 1870-1883] and Theorem 3 of Gut and Sp$\check{a}$taru [A. Gut and A. Sp$\check{a}$taru, Precise asymptotics in the Baum-Katz and Davids laws of large numbers, J. Math. Anal. Appl. 248 (2000), 233-246].

Some Stochastic Properties of Imperfect Repair Model with Random Repair Time

  • Kim, Dae-Kyung;Lim, Jae-Hak
    • International Journal of Reliability and Applications
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    • 제4권1호
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    • pp.27-40
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    • 2003
  • Maintenance models involving minimal imperfect repair frequently appear in the literature of reliability and operations research. Most of the literatures concerning the stochastic behavior of repairable systems assume that it takes negligible time to repair a failed system and so the length of repair time does not affect the maintenance strategy. It is more realistic to consider the length of repair times in developing maintenance model, however. In this paper, we consider an imperfect repair model with random repair time and investigate some stochastic properties of the number of perfect repairs and the number of minimal repairs. Also we derive the expressions for evaluating the expected numbers of perfect and minimal repairs in general and apply these formulas for certain parametric life distributions.

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SIMULATION EFFICIENCY FOR MULTI-PRODUCTION MODEL

  • Kwon, Chi-Myung
    • Proceedings of the Korea Society for Simulation Conference
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    • 한국시뮬레이션학회 1992년도 제2회 정기총회 및 추계학술 발표회 발표논문 초록
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    • pp.8-8
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    • 1992
  • Through a simulation experiment, often an experimenter is concerned with estimating the system parameters of the linear model consisting of m design points from the outputs oft the simulation model. To improve the estimation of the system parameters and reliability of these estimators, appropriate simulation techniques have been developed. For the first order linear model, Schruben and Margolin (1978) exploited the random number assignment rules which uses a combination of common random numbers and antithetic streams in a simulation experiment designed to estimate the system parameters when the design matrix of simulation model admits orthogonal blocking into two blocks. Nozari, Arnold and Pegden (1984) developed a method for appliying the method of control variates to the situation of the linear model having multiple design points. This talk deals with a different way of utilizing controls under the correlation induction strategy of Schruben and Margolin's to improve the simulation efficiency, and presents a procedure for obtaining the estimators of the system parameters analytically. Simulation results on a selected simulation model indicate a promising evidence that a proposed method may yield better results than Schruben and Margolin's method.

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The influence of leukocyte-platelet-rich plasma on accelerated orthodontic tooth movement in rabbits

  • Nakornnoi, Theerasak;Leethanakul, Chidchanok;Samruajbenjakun, Bancha
    • The korean journal of orthodontics
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    • 제49권6호
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    • pp.372-380
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    • 2019
  • Objective: To determine the effects of a local injection of leukocyte-platelet-rich plasma (L-PRP) on orthodontic tooth movement in rabbits. Methods: Twenty-three male New Zealand white rabbits were included in a split-mouth design. Tooth movement with a 100-g nickel-titanium closed-coil spring was performed on the maxillary first premolars. L-PRP was injected submucosally at the buccal and lingual areas of the first premolar in one random side of the maxilla and the other side served as the control and received normal saline. The amount of tooth movement was assessed on three-dimensional digital models on days 0, 3, 7, 14, 21, and 28. Histological findings and osteoclast numbers were examined on day 0 as the baseline and on days 7, 14, and 28. Results: The L-PRP group showed significantly greater cumulative tooth movement at all observed periods. However, a significantly higher rate of tooth movement was observed only on days 0-7 and 7-14. The osteoclast numbers were significantly increased in the L-PRP group on days 7 and 14. Conclusions: Local injection of L-PRP resulted in a transient increase in the rate of tooth movement and higher osteoclast numbers.

RDD Sample versus Directory - Based Sample for Telephone Surveys: The Case of 2007 Presidential Election Forecasting in Korea (RDD 표본 대 전화번호부 표본: 2007년 대통령 선거 예측사례)

  • Huh, Myung-Hoe;Kim, Young-Won
    • Survey Research
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    • 제9권3호
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    • pp.55-69
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    • 2008
  • In most telephone surveys in Korea, telephone numbers are selected from the directories. Inevitably, such samples may lack representativeness due to poor coverage rate. To resolve the problem, Kang et al.(2008) implemented RDD(random digit dialing) method for nationwide sampling in Korea. The aim of this study is to compare an RDD sample with a traditional telephone quota sample that were collected independently by two survey institutes commissioned by the KBS-MBC consortium for the 2007 Presidential Election of Korea.

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A Study on the Peak Sidelobe of the Random Array Antenna (I) On the Estimator of Linear Array (임의 배열 안테나의 부로브 첨두치에 관한 연구 (I) 선형배열의 에스티메이터에 관하여)

  • Kim, Yeong-Ju;Sin, Cheol-Jae;Park, Han-Gyu
    • Journal of the Korean Institute of Telematics and Electronics
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    • 제19권5호
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    • pp.43-47
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    • 1982
  • In this paper, we derived to anlyze the correlation between the peak sidelobe of the linear isotropic random array and the design parameters, such as the element numbers, wavelength, scanning angle, confidence level and the length of aperture, with the statistical theory of random processes. The Peak sidelobe estimator was tested by the computer simulations using Honte Carlo method. Consequently, it was evident that the results of the peak lidelobe estimator were consistent with those of the computer simulations over confidence level 0.7.

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ON SIDON SETS IN A RANDOM SET OF VECTORS

  • Lee, Sang June
    • Journal of the Korean Mathematical Society
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    • 제53권3호
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    • pp.503-517
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    • 2016
  • For positive integers d and n, let $[n]^d$ be the set of all vectors ($a_1,a_2,{\cdots},a_d$), where ai is an integer with $0{\leq}a_i{\leq}n-1$. A subset S of $[n]^d$ is called a Sidon set if all sums of two (not necessarily distinct) vectors in S are distinct. In this paper, we estimate two numbers related to the maximum size of Sidon sets in $[n]^d$. First, let $\mathcal{Z}_{n,d}$ be the number of all Sidon sets in $[n]^d$. We show that ${\log}(\mathcal{Z}_{n,d})={\Theta}(n^{d/2})$, where the constants of ${\Theta}$ depend only on d. Next, we estimate the maximum size of Sidon sets contained in a random set $[n]^d_p$, where $[n]^d_p$ denotes a random set obtained from $[n]^d$ by choosing each element independently with probability p.