• Title/Summary/Keyword: Stochastic order

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Oculomotor system characteristic by using MIMIC program (MIMIC 프로그램에 의한 동안계의 특성)

  • 변윤식;박상희
    • 전기의세계
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    • v.30 no.5
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    • pp.291-296
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    • 1981
  • In the paper, in order to get the characteristics of the saccadic and the smooth pursuit movements of the oculomotor systems, a revised stochastic sampled data model suggested by Young et. al. was simulated and analyzed by using the MIMIC language. The results are summerized as follows; (1) The predictability to the sinusoidal inputs increased as the input frequency increased, but at the frequency of 1.0[Hz] the prediction started to decrease. (2) The responses of the system drifted when the system was open-looped. (3) The responses showed the transient state during the first period of the input waves, and then moved into the steady state.

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Test of Local Restriction on a Multinomial Parameter

  • Oh, Myongsik
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.525-534
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    • 2003
  • If a restriction is imposed only to a (proper) subset of parameters of interest, we call it a local restriction. Statistical inference under a local restriction in multinomial setting is studied. The maximum likelihood estimation under a local restriction and likelihood ratio tests for and against a local restriction are discussed. A real data is analyzed for illustrative purpose.

추계적 작업환경에서 컨테이너 셔틀운송 차량 대수 추정

  • 고창성;김홍배;양성민;박성찬;손경호
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2000.10a
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    • pp.171-174
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    • 2000
  • This paper presents an approach to determine the vehicle fleet size for container shuttle service in a stochastic working environment. The shuttle service can be defined as the repetitive travel between the designated places during working period. The initial number of vehicles is temporarily calculated using the transportation model. Simulation is carried out in order to investigate dynamic behavior of container shuttle. Finally, the equation for estimating the vehicle fleet size is obtained through the multiple regression model based on simulation results.

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Test of Symmetry against Near Type III Positive Biasedness

  • Oh, Myong-Sik
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.63-68
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    • 2003
  • One of the widely accepted assumptions in many statistical problem is that the underlying distribution is symmetric. Though a large number of nonparametric test are available in the literature for this problem, very few procedures focuses on the distributional structure when the symmetry assumption is rejected. Yanagimoto and Sibuya (1972) provided the various types of asymmetric distributional structure, positive biasedness, namely. In this paper we consider the test of symmetry against several new positive biasedness restrictions which are stronger than Yanagimoto and Sibuya's type II bias but weaker than type IV (III) bias.

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Models for the Empty Container Repositioning and Leasing (공컨테이너 운영 관리를 위한 모형 개발)

  • 하원익;남기찬
    • Journal of the Korean Institute of Navigation
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    • v.23 no.2
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    • pp.11-22
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    • 1999
  • This paper is concerned with the development of a tractable model to assist liner shipping companies in the decision-making of empty container repositioning and leasing. A hybrid methodology is presented which properly accounts for the specific characteristics of empty container management. For this mathematical models are developed based on dynamic network models, covering both land and marine segment. Then a stochastic method is presented to deal with the uncertainty of the future demand and supply. Especially, the concept of opportunity cost has been introduced in order to explain interactions between the variation of the future demand and supply and the stock level at each depot.

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Statistical Inference for Peakedness Ordering Between Two Distributions

  • Oh, Myong-Sik
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.109-114
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    • 2003
  • The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter, which is peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose nonparametric maximum likelihood estimator of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

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INFERENCE FOR PEAKEDNESS ORDERING BETWEEN TWO DISTRIBUTIONS

  • Oh, Myong-Sik
    • Journal of the Korean Statistical Society
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    • v.33 no.3
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    • pp.303-312
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    • 2004
  • The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter. This is the peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose non parametric maximum likelihood estimators of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

(s, S ) Inventory Models with Ordering Quantity Dependent Stochastic Lead Times (제품인도기간이 주문량에 의존하여 변화하는 (s, S) 재고모형)

  • 김홍배;양성민
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.11 no.17
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    • pp.9-14
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    • 1988
  • A (s, S) inventory policy is studied for a continuous inventory model in which lead times are dependent on the ordering quantity. The model assumes that at most one order is outstanding and demands occur in a compound poison process. The steady-state probability distributions of the inventory levels are derived so as to determine the long-run expected average cost. And the computational procedure is presented.

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MULTI-DIMENSIONAL LIU PROCESS, INTEGRAL AND DIFFERENTIAL

  • You, Cuilian;Huo, Huae;Wang, Weiqing
    • East Asian mathematical journal
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    • v.29 no.1
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    • pp.13-22
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    • 2013
  • As a fuzzy counterpart of stochastic calculus, fuzzy calculus including Liu integral and Liu formula were introduced. In order to deal with the problems with several fuzzy dynamic factors, Liu process, Liu integral and Liu formula are extended to the case of multi-dimensional in this paper.

A Stochastic Investigation of a Dynamical System Exhibiting the Second-Order Phase Transition

  • Kim, Kyung-Hee;Shin, Kook-Joe;Lee, Dong-Jae;Ko, Seok-Beom
    • Bulletin of the Korean Chemical Society
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    • v.6 no.5
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    • pp.295-299
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    • 1985
  • An approximate solution of the Fokker-Planck equation with the nonlinear drift term due to a Schlogl model is obtained and the result is compared with the methods proposed by Suzuki. Also the effect of nonlinearity on the correlation length at the stable steady state is studied.