• Title/Summary/Keyword: Random variable

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DECOMPOSITION OF THE RANDOM VARIABLE WHOSE DISTRIBUTION IS THE RIESZ-NÁGY-TAKÁCS DISTRIBUTION

  • Baek, In Soo
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.2
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    • pp.421-426
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    • 2013
  • We give a series of discrete random variables which converges to a random variable whose distribution function is the Riesz-N$\acute{a}$gy-Tak$\acute{a}$cs (RNT) distribution. We show this using the correspondence theorem that if the moments coincide then their corresponding distribution functions also coincide.

Application of Control Variable with Routing Probability to Queueing Network Simulation (대기행렬 네트워크 시뮬레이션에서 분지확률 통제변수의 응용)

  • Kwon, Chi-Myung;Lim, Sang-Gyu
    • Journal of the Korea Society for Simulation
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    • v.21 no.3
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    • pp.71-78
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    • 2012
  • This research discusses the application of the control variables to achieve a more precise estimation for the target response in queueing network simulation. The efficiency of control variable method in estimating the response depends upon how we choose a set of control variables strongly correlated with the response and how we construct a function of selected control variables. For a class of queuing network simulations, the random variables that drive the simulation are basically the service-time and routing probability random variables. Most of applications of control variable method focus on utilization of the service time random variables for constructing a controlled estimator. This research attempts to suggest a controlled estimator which uses these two kinds of random variables and explore the efficiency of these estimators in estimating the reponses for computer network system. Simulation experiments on this model show the promising results for application of routing probability control variables. We consider the applications of the routing probability control variables to various simulation models and combined control variables using information of service time and routing probability together in constructing a control variable as future researches.

Asymptotic Test for Dimensionality in Probabilistic Principal Component Analysis with Missing Values

  • Park, Chong-sun
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.49-58
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    • 2004
  • In this talk we proposed an asymptotic test for dimensionality in the latent variable model for probabilistic principal component analysis with missing values at random. Proposed algorithm is a sequential likelihood ratio test for an appropriate Normal latent variable model for the principal component analysis. Modified EM-algorithm is used to find MLE for the model parameters. Results from simulations and real data sets give us promising evidences that the proposed method is useful in finding necessary number of components in the principal component analysis with missing values at random.

Piecewise Linear Fuzzy Random Variables and their Statistical Application

  • WATANABE, Norio;IMAIZUMI, Tadashi
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.696-700
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    • 1998
  • Fuzzy random variables with piecewise linear membership functions are introduced from a practical viewpoint. The estimation of the expected values of these fuzzy random variables is also discussed and statistical application is denonstratied by using a real data set.

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A NOTE ON RANDOM FUZZY RENEWAL PROCESS

  • Hong, Dug-Hun
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1459-1463
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    • 2009
  • Recently, Zhao et.al [European Journal of Operational Research 169 (2006) 189-201] discussed a random fuzzy renewal process based on random fuzzy theory. They considered the rate of the random fuzzy renewal process and presented a random fuzzy elementary renewal theorem. They also established Blackwell's theorem in random fuzzy sense. But all these results are invalid. We give a counter example in this note.

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Efficient Strategies to Verify VHDL Model (VHDL 모델의 효율적인 검증 방법)

  • 김강철
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2003.05a
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    • pp.526-529
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    • 2003
  • This paper presents two strategies to refute clock cycles when using stopping rule in VHDL model verification. The first method is that a semi-random variable is defined and the data that stay in the range of semi-random variable are skipped when stopping rule is running. The second one is to keep the old values of parameters when phases are changed. 12 VHDL models are examined to observe the effectiveness of strategies.

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ESTIMATING THE CORRELATION COEFFICIENT IN A BIVARIATE NORMAL DISTRIBUTION USING MOVING EXTREME RANKED SET SAMPLING WITH A CONCOMITANT VARIABLE

  • AL-SALEH MOHAMMAD FRAIWAN;AL-ANANBEH AHMAD MOHAMMAD
    • Journal of the Korean Statistical Society
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    • v.34 no.2
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    • pp.125-140
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    • 2005
  • In this paper, we consider the estimation of the correlation coefficient in the bivariate normal distribution, based on a sample obtained using a modification of the moving extreme ranked set sampling technique (MERSS) that was introduced by Al-Saleh and Al-Hadhrami (2003a). The modification involves using a concomitant random variable. Nonparametric-type methods as well as the maximum likelihood estimation are considered under different settings. The obtained estimators are compared to their counterparts that are obtained based simple random sampling (SRS). It appears that the suggested estimators are more efficient

A New Approach to Fingerprint Detection Using a Combination of Minutiae Points and Invariant Moments Parameters

  • Basak, Sarnali;Islam, Md. Imdadul;Amin, M.R.
    • Journal of Information Processing Systems
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    • v.8 no.3
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    • pp.421-436
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    • 2012
  • Different types of fingerprint detection algorithms that are based on extraction of minutiae points are prevalent in recent literature. In this paper, we propose a new algorithm to locate the virtual core point/centroid of an image. The Euclidean distance between the virtual core point and the minutiae points is taken as a random variable. The mean, variance, skewness, and kurtosis of the random variable are taken as the statistical parameters of the image to observe the similarities or dissimilarities among fingerprints from the same or different persons. Finally, we verified our observations with a moment parameter-based analysis of some previous works.

Choquet expected values of fuzzy number-valued random variables and their applications (퍼지수치 확률변수의 쇼케이 기댓값과 그 응용)

  • Lee, Chae-Jang;Kim, Tae-Kyun
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2004.04a
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    • pp.394-397
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    • 2004
  • In this paper, we consider interval number-valued random variables and fuzzy number-valued random variables and discuss Choquet integrals of them. Using these properties, we define the Choquet expected value of fuzzy number-valued random variables which is a natural generalization of the Lebesgue expected value of Lebesgue expected value of fuzzy random variables. Furthermore, we discuss some application of them.

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