• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.79-88
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• 2003

In this paper, we study the efficiency of the stratified estimator in related with the variance lower bound of Horvitz-Thompson estimator subject to the superpopulation model. Especially, we compare the variance lower bound of optimum allocation with that of power allocation subject to Dalenius-Hedges stratification.

• Journal of the Korean Statistical Society
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• v.21 no.1
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• pp.27-34
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• 1992

This paper provides a method of obtaining a lower bound on the probability of correct selection for a two-stage selection procedure. The resulting lower bound sharpens that by Tamhane and Bechhofer (1979) for the normal means problem with a common known variance. The design constants associated with the lower bound are computed and the results of the performance comparisons are given.

• Journal of the Korean Statistical Society
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• v.18 no.1
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• pp.26-37
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• 1989

When we select the t best out of k populations in the indifference zone formulation, a lower confidence bound on the probability of a correct selection is derived for families with monotone likelihood ratio. The result is applied to the normal means problem when the variance is common, and to the normal variances problem. Tables to implement the confidence bound for the normal variances problem are provided.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.14 no.2
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• pp.277-286
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• 2010

In this paper amplitude and phase distortion of the received signal through a fading channel results in a severe performance degradation of the communication system, Therefore we consider the variance of the maximum a posteriori phase estimate of sinusoidal signal by the Cramer-Rao bound in wireless fading channel. To find the Cramer-Rao lower bound for the variance of the phase, We use the derived probability density function(pdf) of the phase in Nakagami fading channel. We analyze the error performance of modulation signals using order statistics on generalized combining reception and find adequate diversity branch number.

• Journal of Communications and Networks
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• v.14 no.5
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• pp.533-539
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• 2012

The performance analysis of wireless geolocation in a non-line-of-sight (NLOS) environment is a very important issue. Since Cramer-Rao lower bound (CRLB) determines the physical impossibility of the variance of an unbiased estimator being less than the bound, many studies presented the performance analysis in terms of CRLB. Several CRLBs for time-of-arrival (TOA), pseudo-range TOA, angle-of-arrival (AOA), and signal strength (SS) based positioning methods have been derived for NLOS environment. However, the performance analysis of time difference of arrival (TDOA) and TDOA/SS based geolocation techniques in a NLOS environment is still an opening issue. This paper derives the CRLBs of TDOA and TDOA/SS based positioning methods for NLOS environment. In addition, theoretical analysis proves that the derived CRLB for TDOA is the same as that of pseudo-range TOA and the TDOA/SS scheme has a lower CRLB than the TDOA (or SS) scheme.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.443-456
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• 1999

The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure are examined when the distribution s of lifetimes are exponential. it is assumed that due to physical restrictions and/or economic constraints the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. Comparisons of mixed replacement designs are made with those with and without replacement The maximum likelihood estimator is found in an implicit form. The Cramer-Rao lower bound which is the asymptotic variance of the estimator is derived. The test conditions for minimizing the Cramer-Rao lower bound and minimizing the test costs within a desired width of the Cramer-Rao bound have been studied.

• Communications for Statistical Applications and Methods
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• v.12 no.3
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• pp.653-657
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• 2005

Eigenstructure of a spatial design matrix of Matheron's variogram estimator in $R^1$ is derived. It is shown that the spatial design matrix in $R^1$ with n/2$\le$h < n has a nice spectral decomposition. The mean, variance, and covariance of this estimator are obtained using the eigenvalues of a spatial design matrix. We also found that the lower bound and the upper bound of the normalized Matheron's variogram estimator.

• Journal of the Korean Operations Research and Management Science Society
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• v.27 no.4
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• pp.185-205
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• 2002

In this study, we consider infinite supply of raw materials and backlogged demands as given two boundary conditions. And we need not make any specific assumptions about the inter-arrival of external demand and service time distributions. Under these situations, the ultimate objective of this study is to prove the variability propagation principle in a pull serial line and is to measure it in terms of the first two moments of the inter-departure process subject to number of cards in each cell. Two preparations are required to achieve this objective : The one is to derive a true lower bound of variance of the inter-departure process. The other is to establish a constrained discrete minimax problem for the no backorder (backlogging) probabilities in each cell. We may get some fundamental results necessary to a completion for the proof through the necessary and sufficient conditions for existence of optimal solution of a constrained discrete minimax problem and the implicit function theorem. finally, we propose a numeric model to measure the variability propagation principle. Numeric examples show the validity and applicability of our study.

• International Journal of Reliability and Applications
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• v.2 no.3
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• pp.189-197
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• 2001

The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure is examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. The maximum likelihood estimator is found in an implicit form. The Cramor-Rao lower bound, which is the asymptotic variance of the estimator, is derived. The estimation of mean lifetimes for competing failures model has been expanded.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.60 no.3
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• pp.648-653
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• 2011

We propose a new frequency offset estimation technique for multiband orthogonal frequency modulation (MB-OFDM) based ultra wideband (UWB) systems. The proposed frequency offset estimation technique is related to the scheme of Schmidl for channel model 1 (4-1Om NLOS, rms. delay =14.3ns.) using more than two symbols and with alternate symbols. Variance of frequency offset estimate obtained from the proposed frequency offset estimation technique approaches very nearing to Cramer Rao Lower Bound (CRLB) in an AWGN channel. BER performance of the proposed technique is also presented.