• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1455-1464
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• 2013

This paper develops maximum likelihood estimators (MLEs) of unknown parameters in an exponentiated half-logistic distribution based on a progressively type-II censored sample. We obtain approximate confidence intervals for the MLEs by using asymptotic variance and covariance matrices. Using importance sampling, we obtain Bayes estimators and corresponding credible intervals with the highest posterior density and Bayes predictive intervals for unknown parameters based on progressively type-II censored data from an exponentiated half logistic distribution. For illustration purposes, we examine the validity of the proposed estimation method by using real and simulated data.

• Solar Energy
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• v.8 no.1
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• pp.82-94
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• 1988

The hydrodynamic stability equations for natural convection flows adjacent to a vertical isothermal surface in cold or warm water (Boussinesq or non-Boussinesq situation for density relation), constitute a two-point-boundary-value (eigenvalue) problem, which was solved numerically using the simple shooting and the orthogonal collocation method. This is the first instance in which these stability equations have been solved using a computer code COLSYS, that is based on the orthogonal collocation method, designed to solve accurately two-point-boundary-value problem. Use of the orthogonal collocation method significantly reduces the error propagation which occurs in solving the initial value problem and avoids the inaccuracy of superposition of asymptotic solutions using the conventional technique of simple shooting.

• Kyungpook Mathematical Journal
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• v.57 no.3
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• pp.493-502
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• 2017

We propose an accurate approximation method via discrete Krawtchouk orthogonal polynomials to the distribution of a sum of independent but non-identically distributed binomial random variables. This approximation is a weighted binomial distribution with no need for continuity correction unlike commonly used density approximation methods such as saddlepoint, Gram-Charlier A type(GC), and Gaussian approximation methods. The accuracy obtained from the proposed approximation is compared with saddlepoint approximations applied by Eisinga et al. [4], which are the most accurate method among higher order asymptotic approximation methods. The numerical results show that the proposed approximation in general provide more accurate estimates over the entire range for the target probability mass function including the right-tail probabilities. In addition, the method is mathematically tractable and computationally easy to program.

• The Pure and Applied Mathematics
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• v.15 no.3
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• pp.329-342
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• 2008

There have been many experimental and observational evidences which indicate the predator response to prey density needs not always monotone increasing as in the classical predator-prey models in population dynamics. Holling type functional response depicts situations in which sufficiently large number of the prey species increases their ability to defend or disguise themselves from the predator. In this paper we investigated the stability and instability property for a Holling type predator-prey system of a generalized form. Hopf type bifurcation properties of the non-diffusive system and the diffusion effects on instability and bifurcation values are studied.

• Steel and Composite Structures
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• v.38 no.3
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• pp.293-304
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• 2021

The aim of this paper is to analyze the nonlinear bending of functionally graded (FG) curved nanobeams reinforced by carbon nanotubes (CNTs) in thermal environment. Chen-Yao's surface elastic theory and geometric nonlinearity are also considered. The nanobeams are subjected to uniform loadings and placed on three-parameter substrates. The Euler-Lagrange equations are employed to deduce the equations of equilibrium. Then, the asymptotic solutions and boundary value problems are analytically determined by utilizing the two-step perturbation technique. Finally, the effects of the surface parameters, geometric factors, foundation stiffness, volume fraction, thermal effects and layout type of CNTs on the nonlinear bending of the nanobeams are discussed.

• Bulletin of the Korean Mathematical Society
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• v.60 no.1
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• pp.93-111
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• 2023

In this paper we study a nudging continuous data assimilation algorithm for the three-dimensional Leray-α model, where measurement errors are represented by stochastic noise. First, we show that the stochastic data assimilation equations are well-posed. Then we provide explicit conditions on the observation density (resolution) and the relaxation (nudging) parameter which guarantee explicit asymptotic bounds, as the time tends to infinity, on the error between the approximate solution and the actual solution which is corresponding to these measurements, in terms of the variance of the noise in the measurements.

• The Bulletin of The Korean Astronomical Society
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• v.45 no.1
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• pp.48.1-48.1
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• 2020

The cosmological constant is accountable for the accelerated expansion of our Universe. Observational data have provided a tight constraint on the cosmic star formation history from z = 8 to the present. What happens to the star formation rate beyond z=0? I will discuss the star formation rates, along with the properties of the intergalactic mediumfrom our suite of simulations into the future. Since Lambda becomes dominant in the future of our universe, I further simulate counter-factual universes to assign anthropic weights to each universe within the multiverse setting. I will argue that using the asymptotic star formation efficiency as weights, we almost double previous estimates of observers living in universes similar to ours. The expected value of the energy density of Lambda is also closer to the observed value. I will also discuss potential future works to improve the applicability of the anthropic reasoning of the cosmological constant.

• Communications for Statistical Applications and Methods
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• v.31 no.4
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• pp.427-440
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• 2024

The problem addressed is that of sequentially estimating the difference between the means of two populations with respect to the squared error loss, where each population distribution is a member of the one-parameter exponential family. A Bayesian approach is adopted in which the population means are estimated by the posterior means at each stage of the sampling process and the prior distributions are not specified but have twice continuously differentiable density functions. The main result determines an asymptotic second-order lower bound, as t → ∞, for the Bayes risk of a sequential procedure that takes M observations from the first population and t - M from the second population, where M is determined according to a sequential design, and t denotes the total number of observations sampled from both populations.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.181-192
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• 2016

We consider several methods to approximate option prices with correction terms to the Black-Scholes option price. These methods are able to compute option prices from various risk-neutral distributions using relatively small data and simple computation. In this paper, we compare the performance of Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method of using Normal inverse gaussian distribution, and an asymptotic method of using nonlinear regression through simulation experiments and real KOSPI200 option data. We assume the variance gamma model in the simulation experiment, which has a closed-form solution for the option price among the pure jump $L{\acute{e}}vy$ processes. As a result, we found that methods to approximate an option price directly from the approximate price formula are better than methods to approximate option prices through the approximate risk-neutral density function. The method to approximate option prices by nonlinear regression showed relatively better performance among those compared.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.45 no.12
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• pp.34-41
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• 2008

In this paper, we present an asymptotical analysis of channel capacity of Bell labs layered space-time (BLAST) architectures based on a zero-forcing (ZF) criterion in the sense of signal-to-noise ratio (SNR). We begin by introducing a new relationship related to multi-input multi-output (MIMO) channel capacity. We prove that Diagonal Bell Labs Space-Time (DBLAST) attains the lower bound for MIMO channels when interference nulling is carried out based on the ZF-criterion. An exact closed-form expression for the probability density function of the channel capacity is analyzed. Based on the asymptotic behavior of the channel capacity of each layer, closed-form expressions for the asymptotic ergodic capacity are derived for BLAST. Based on the analysis presented in this paper, we gain an insight on the channel capacity behavior for a MIMO channel. Computer simulation results have verified the validity and accuracy of the proposed analysis for a wide range of antenna array sizes.