• 제목/요약/키워드: Random variables

검색결과 1,675건 처리시간 0.026초

SOME CONVERGENCE THEOREM FOR AND RANDOM VARIABLES IN A HILBERT SPACE WITH APPLICATION

  • Han, Kwang-Hee
    • 호남수학학술지
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    • 제36권3호
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    • pp.679-688
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    • 2014
  • The notion of asymptotically negative dependence for collection of random variables is generalized to a Hilbert space and the almost sure convergence for these H-valued random variables is obtained. The result is also applied to a linear process generated by H-valued asymptotically negatively dependent random variables.

수준 연속인 퍼지 랜덤 변수의 가중 합에 대한 약 수렴성 (Weak convergence for weighted sums of level-continuous fuzzy random variables)

  • 김윤경
    • 한국지능시스템학회논문지
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    • 제14권7호
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    • pp.852-856
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    • 2004
  • 이 논문에서는 퍼지 랜덤 변수의 합에 대한 약한 대수의 법칙을 일반화로서, 컴팩트 일양 적분 가능한 수준 연속 퍼지 랜덤 변수의 가중 합이 약 수렴하기 위한 동치 조건을 구하였다.

ON THE CONVERGENCE OF SERIES FOR ROWWISE SUMS OF NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES

  • Huang, Haiwu;Zhang, Qingxia
    • 대한수학회보
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    • 제57권3호
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    • pp.607-622
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    • 2020
  • In the paper, some probability convergence properties of series for rowwise sums of negatively superadditive dependent (NSD) random variables are discussed. We establish some sharp results on these convergence for NSD random variables under some general settings, which generalize and improve the corresponding ones of some known literatures.

선형 음의 사분 종속확률변수에서 가중합에 대한 수렴성 연구 (Convergence of weighted sums of linearly negative quadrant dependent random variables)

  • 이승우;백종일
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제12권4호
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    • pp.265-274
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    • 2012
  • We in this paper discuss the strong law of large numbers for weighted sums of arrays of rowwise LNQD random variables by using a new exponential inequality of LNQD r.v.'s under suitable conditions and we obtain one of corollary.

Convergence in Probability for Weighted Sums of Fuzzy Random Variables

  • Joo, Sang-Yeol;Hyun, Young-Nam
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.275-283
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    • 2005
  • In this paper, we give a sufficient condition for convergence in probability of weighted sums of convex-compactly uniformly integrable fuzzy random variables. As a result, we obtain weak law of large numbers for weighted sums of convexly tight fuzzy random variables.

Sharp Expectation Bounds on Extreme Order Statistics from Possibly Dependent Random Variables

  • Yun, Seokhoon
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.455-463
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    • 2004
  • In this paper, we derive sharp upper and lower expectation bounds on the extreme order statistics from possibly dependent random variables whose marginal distributions are only known. The marginal distributions of the considered random variables may not be the same and the expectation bounds are completely determined by the marginal distributions only.

COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS

  • Shen, Aiting;Zhang, Yajing
    • 대한수학회지
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    • 제58권2호
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    • pp.327-349
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    • 2021
  • In this paper, we main study the strong law of large numbers and complete convergence for weighted sums of asymptotically almost negatively associated (AANA, in short) random variables, by using the Marcinkiewicz-Zygmund type moment inequality and Roenthal type moment inequality for AANA random variables. As an application, the complete consistency for the weighted linear estimator of nonparametric regression models based on AANA errors is obtained. Finally, some numerical simulations are carried out to verify the validity of our theoretical result.

On the Almost Certain Rate of Convergence of Series of Independent Random Variables

  • Nam, Eun-Woo;Andrew Rosalsky
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.91-109
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    • 1995
  • The rate of convergence to a random variable S for an almost certainly convergent series $S_n = \sum^n_{j=1} X_j$ of independent random variables is studied in this paper. More specifically, when $S_n$ converges to S almost certainly, the tail series $T_n = \sum^{\infty}_{j=n} X_j$ is a well-defined sequence of random variable with $T_n \to 0$ a.c. Various sets of conditions are provided so that for a given numerical sequence $0 < b_n = o(1)$, the tail series strong law of large numbers $b^{-1}_n T_n \to 0$ a.c. holds. Moreover, these results are specialized to the case of the weighted i.i.d. random varialbes. Finally, example are provided and an open problem is posed.

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퍼지 랜덤 집합에 대한 중심극한정리 (Central limit theorems for fuzzy random sets)

  • 권중성;김윤경;주상열;최경숙
    • 한국지능시스템학회논문지
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    • 제15권3호
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    • pp.337-342
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    • 2005
  • 이 논문에서는 서로 독립이고 동일한 분포를 갖는 집합치 랜덤 변수의 합에 대한 중심극한정리의 일반화로서, 수준연속인 퍼지 집합치 랜덤 변수의 합에 대한 중심극한정리를 연구하였다.