• Title/Summary/Keyword: Sum of Random Variables

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A NEW KIND OF THE LAW OF THE ITERATED LOGARITHM FOR PRODUCT OF A CERTAIN PARTIAL SUMS

  • Zang, Qing-Pei
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.5
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    • pp.1041-1046
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    • 2011
  • Let {X, $X_{i};\;i{\geq}1$} be a sequence of independent and identically distributed positive random variables. Denote $S_n= \sum\array\\_{i=1}^nX_i$ and $S\array\\_n^{(k)}=S_n-X_k$ for n ${\geq}$1, $1{\leq}k{\leq}n$. Under the assumption of the finiteness of the second moments, we derive a type of the law of the iterated logarithm for $S\array\\_n^{(k)}$ and the limit point set for its certain normalization.

Preliminary Research on the Uncertainty Estimation in the Probabilistic Designs

  • Youn Byung D.;Lee Jae-Hwan
    • Journal of Ship and Ocean Technology
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    • v.9 no.1
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    • pp.64-71
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    • 2005
  • In probabilistic design, the challenge is to estimate the uncertainty propagation, since outputs of subsystems at lower levels could constitute inputs of other systems or at higher levels of the multilevel systems. Three uncertainty propagation estimation techniques are compared in this paper in terms of numerical efficiency and accuracy: root sum square (linearization), distribution-based moment approximation, and Taguchi-based integration. When applied to reliability-based design optimization (RBDO) under uncertainty, it is investigated which type of applications each method is best suitable for. Two nonlinear analytical examples and one vehicle crashworthiness for side-impact simulation example are employed to investigate the unique features of the presented techniques for uncertainty propagation. This study aims at helping potential users to identify appropriate techniques for their applications in the multilevel design.

THE SEQUENTIAL UNIFORM LAW OF LARGE NUMBERS

  • Bae, Jong-Sig;Kim, Sung-Yeun
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.3
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    • pp.479-486
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    • 2006
  • Let $Z_n(s,\;f)=n^{-1}\;{\sum}^{ns}_{i=1}(f(X_i)-Pf)$ be the sequential empirical process based on the independent and identically distributed random variables. We prove that convergence problems of $sup_{(s,\;f)}|Z_n(s,\;f)|$ to zero boil down to those of $sup_f|Z_n(1,\;f)|$. We employ Ottaviani's inequality and the complete convergence to establish, under bracketing entropy with the second moment, the almost sure convergence of $sup_{(s,\;f)}|Z_n(s,\;f)|$ to zero.

A SUPPLEMENT TO PRECISE ASYMPTOTICS IN THE LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED SUMS

  • Hwang, Kyo-Shin
    • Journal of the Korean Mathematical Society
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    • v.45 no.6
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    • pp.1601-1611
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    • 2008
  • Let X, $X_1$, $X_2$, ... be i.i.d. random variables with zero means, variance one, and set $S_n\;=\;{\sum}^n_{i=1}\;X_i$, $n\;{\geq}\;1$. Gut and $Sp{\check{a}}taru$ [3] established the precise asymptotics in the law of the iterated logarithm and Li, Nguyen and Rosalsky [7] generalized their result under minimal conditions. If P($|S_n|\;{\geq}\;{\varepsilon}{\sqrt{2n\;{\log}\;{\log}\;n}}$) is replaced by E{$|S_n|/{\sqrt{n}}-{\varepsilon}{\sqrt{2\;{\log}\;{\log}\;n}$}+ in their results, the new one is called the moment version of precise asymptotics in the law of the iterated logarithm. We establish such a result for self-normalized sums, when X belongs to the domain of attraction of the normal law.

Modelling Stem Diameter Variability in Pinus caribaea (Morelet) Plantations in South West Nigeria

  • Adesoye, Peter Oluremi
    • Journal of Forest and Environmental Science
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    • v.32 no.3
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    • pp.280-290
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    • 2016
  • Stem diameter variability is an essential inventory result that provides useful information in forest management decisions. Little has been done to explore the modelling potentials of standard deviation (SDD) and coefficient of variation (CVD) of diameter at breast height (dbh). This study, therefore, was aimed at developing and testing models for predicting SDD and CVD in stands of Pinus caribaea Morelet (pine) in south west Nigeria. Sixty temporary sample plots of size $20m{\times}20m$, ranging between 15 and 37 years were sampled, covering the entire range of pine in south west Nigeria. The dbh (cm), total and merchantable heights (m), number of stems and age of trees were measured within each plot. Basal area ($m^2$), site index (m), relative spacing and percentile positions of dbh at $24^{th}$, $63^{rd}$, $76^{th}$ and $93^{rd}$ (i.e. $P_{24}$, $P_{63}$, $P_{76}$ and $P_{93}$) were computed from measured variables for each plot. Linear mixed model (LMM) was used to test the effects of locations (fixed) and plots (random). Six candidate models (3 for SDD and 3 for CVD), using three categories of explanatory variables (i.e. (i) only stand size measures, (ii) distribution measures, and (iii) combination of i and ii). The best model was chosen based on smaller relative standard error (RSE), prediction residual sum of squares (PRESS), corrected Akaike Information Criterion ($AIC_c$) and larger coefficient of determination ($R^2$). The results of the LMM indicated that location and plot effects were not significant. The CVD and SDD models having only measures of percentiles (i.e. $P_{24}$ and $P_{93}$) as predictors produced better predictions than others. However, CVD model produced the overall best predictions, because of the lower RSE and stability in measuring variability across different stand developments. The results demonstrate the potentials of CVD in modelling stem diameter variability in relationship with percentiles variables.

The NHPP Bayesian Software Reliability Model Using Latent Variables (잠재변수를 이용한 NHPP 베이지안 소프트웨어 신뢰성 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.6 no.3
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    • pp.117-126
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    • 2006
  • Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, could avoid multiple integration using Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference for general order statistics models in software reliability with diffuse prior information and model selection method are studied. For model determination and selection, explored goodness of fit (the error sum of squares), trend tests. The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution(shape 2 & scale 5) of Minitab (version 14) statistical package.

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Estimation of lightweight aggregate concrete characteristics using a novel stacking ensemble approach

  • Kaloop, Mosbeh R.;Bardhan, Abidhan;Hu, Jong Wan;Abd-Elrahman, Mohamed
    • Advances in nano research
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    • v.13 no.5
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    • pp.499-512
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    • 2022
  • This study investigates the efficiency of ensemble machine learning for predicting the lightweight-aggregate concrete (LWC) characteristics. A stacking ensemble (STEN) approach was proposed to estimate the dry density (DD) and 28 days compressive strength (Fc-28) of LWC using two meta-models called random forest regressor (RFR) and extra tree regressor (ETR), and two novel ensemble models called STEN-RFR and STEN-ETR, were constructed. Four standalone machine learning models including artificial neural network, gradient boosting regression, K neighbor regression, and support vector regression were used to compare the performance of the proposed models. For this purpose, a sum of 140 LWC mixtures with 21 influencing parameters for producing LWC with a density less than 1000 kg/m3, were used. Based on the experimental results with multiple performance criteria, it can be concluded that the proposed STEN-ETR model can be used to estimate the DD and Fc-28 of LWC. Moreover, the STEN-ETR approach was found to be a significant technique in prediction DD and Fc-28 of LWC with minimal prediction error. In the validation phase, the accuracy of the proposed STEN-ETR model in predicting DD and Fc-28 was found to be 96.79% and 81.50%, respectively. In addition, the significance of cement, water-cement ratio, silica fume, and aggregate with expanded glass variables is efficient in modeling DD and Fc-28 of LWC.

Meta-analysis on the Effect of Information Literacy Instruction (정보활용교육의 효과에 대한 메타분석)

  • Kim, Seunghee;Hong, Sehee
    • Journal of the Korean BIBLIA Society for library and Information Science
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    • v.27 no.1
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    • pp.59-85
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    • 2016
  • The purpose of this study was to synthesize the effects of the information literacy instruction using meta-analysis. Results using random-effect models were as follows. First, the overall average effect size (ES) of information literacy instruction (Hedges'g) was 0.72, which could be interpreted based on Cohen's guidelines as moderate to large. Second, the two types of information literacy instruction, demonstrating more than medium ESs, did not show significant differences in their ESs. Third, the ESs of information literacy instruction differed depending on the measuring variables. Fourth, grade, study design and the form of the measurement tool were moderator variables that explain the differences in ESs. In sum, the effects of information literacy instruction, having more than medium effect size, seem quite stable across instruction types and study designs.

A Study on Developing an Integrated Model of Facility Location Problems and Safety Stock Optimization Problems in Supply Chain Management (공급사슬관리에서 생산입지선정 문제와 안전재고 최적화 문제의 통합모형 개발에 관한 연구)

  • Cho Geon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.31 no.1
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    • pp.91-103
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    • 2006
  • Given a bill of materials (BOM) tree T labeled by the breadth first search (BFS) order from node 0 to node n and a general network ${\Im}=(V,A)$, where V={1,2,...,m} is the set of production facilities and A is the set of arcs representing transportation links between any of two facilities, we assume that each node of T stands for not only a component. but also a production stage which is a possible stocking point and operates under a periodic review base-stock policy, We also assume that the random demand which can be achieved by a suitable service level only occurs at the root node 0 of T and has a normal distribution $N({\mu},{\sigma}^2)$. Then our integrated model of facility location problems and safety stock optimization problem (FLP&SSOP) is to identify both the facility locations at which partitioned subtrees of T are produced and the optimal assignment of safety stocks so that the sum of production cost, inventory holding cost, and transportation cost is minimized while meeting the pre-specified service level for the final product. In this paper, we first formulate (FLP&SSOP) as a nonlinear integer programming model and show that it can be reformulated as a 0-1 linear integer programming model with an exponential number of decision variables. We then show that the linear programming relaxation of the reformulated model has an integrality property which guarantees that it can be optimally solved by a column generation method.

Robust Design Method for Complex Stochastic Inventory Model

  • Hwang, In-Keuk;Park, Dong-Jin
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1999.04a
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    • pp.426-426
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    • 1999
  • ;There are many sources of uncertainty in a typical production and inventory system. There is uncertainty as to how many items customers will demand during the next day, week, month, or year. There is uncertainty about delivery times of the product. Uncertainty exacts a toll from management in a variety of ways. A spurt in a demand or a delay in production may lead to stockouts, with the potential for lost revenue and customer dissatisfaction. Firms typically hold inventory to provide protection against uncertainty. A cushion of inventory on hand allows management to face unexpected demands or delays in delivery with a reduced chance of incurring a stockout. The proposed strategies are used for the design of a probabilistic inventory system. In the traditional approach to the design of an inventory system, the goal is to find the best setting of various inventory control policy parameters such as the re-order level, review period, order quantity, etc. which would minimize the total inventory cost. The goals of the analysis need to be defined, so that robustness becomes an important design criterion. Moreover, one has to conceptualize and identify appropriate noise variables. There are two main goals for the inventory policy design. One is to minimize the average inventory cost and the stockouts. The other is to the variability for the average inventory cost and the stockouts The total average inventory cost is the sum of three components: the ordering cost, the holding cost, and the shortage costs. The shortage costs include the cost of the lost sales, cost of loss of goodwill, cost of customer dissatisfaction, etc. The noise factors for this design problem are identified to be: the mean demand rate and the mean lead time. Both the demand and the lead time are assumed to be normal random variables. Thus robustness for this inventory system is interpreted as insensitivity of the average inventory cost and the stockout to uncontrollable fluctuations in the mean demand rate and mean lead time. To make this inventory system for robustness, the concept of utility theory will be used. Utility theory is an analytical method for making a decision concerning an action to take, given a set of multiple criteria upon which the decision is to be based. Utility theory is appropriate for design having different scale such as demand rate and lead time since utility theory represents different scale across decision making attributes with zero to one ranks, higher preference modeled with a higher rank. Using utility theory, three design strategies, such as distance strategy, response strategy, and priority-based strategy. for the robust inventory system will be developed.loped.

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