• Title/Summary/Keyword: asymptotic value

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Genetic association tests when a nuisance parameter is not identifiable under no association

  • Kim, Wonkuk;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.24 no.6
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    • pp.663-671
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    • 2017
  • Some genetic association tests include an unidentifiable nuisance parameter under the null hypothesis of no association. When the mode of inheritance (MOI) is not specified in a case-control design, the Cochran-Armitage (CA) trend test contains an unidentifiable nuisance parameter. The transmission disequilibrium test (TDT) in a family-based association study that includes the unaffected also contains an unidentifiable nuisance parameter. The hypothesis tests that include an unidentifiable nuisance parameter are typically performed by taking a supremum of the CA tests or TDT over reasonable values of the parameter. The p-values of the supremum test statistics cannot be obtained by a normal or chi-square distribution. A common method is to use a Davies's upper bound of the p-value instead of an exact asymptotic p-value. In this paper, we provide a unified sine-cosine process expression of the CA trend test that does not specify the MOI and the TDT that includes the unaffected. We also present a closed form expression of the exact asymptotic formulas to calculate the p-values of the supremum tests when the score function can be written as a linear form in an unidentifiable parameter. We illustrate how to use the derived formulas using a pharmacogenetics case-control dataset and an attention deficit hyperactivity disorder family-based example.

Analysis of Uncertainty of Rainfall Frequency Analysis Including Extreme Rainfall Events (극치강우사상을 포함한 강우빈도분석의 불확실성 분석)

  • Kim, Sang-Ug;Lee, Kil-Seong;Park, Young-Jin
    • Journal of Korea Water Resources Association
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    • v.43 no.4
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    • pp.337-351
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    • 2010
  • There is a growing dissatisfaction with use of conventional statistical methods for the prediction of extreme events. Conventional methodology for modeling extreme event consists of adopting an asymptotic model to describe stochastic variation. However asymptotically motivated models remain the centerpiece of our modeling strategy, since without such an asymptotic basis, models have no rational for extrapolation beyond the level of observed data. Also, this asymptotic models ignored or overestimate the uncertainty and finally decrease the reliability of uncertainty. Therefore this article provide the research example of the extreme rainfall event and the methodology to reduce the uncertainty. In this study, the Bayesian MCMC (Bayesian Markov Chain Monte Carlo) and the MLE (Maximum Likelihood Estimation) methods using a quadratic approximation are applied to perform the at-site rainfall frequency analysis. Especially, the GEV distribution and Gumbel distribution which frequently used distribution in the fields of rainfall frequency distribution are used and compared. Also, the results of two distribution are analyzed and compared in the aspect of uncertainty.

Validity of the Multiple Scale Solution for a Resonance Response of a Bar with a Nonlinear Boundary Condition (비선형 경계조건을 가진 봉의 공진응답을 위한 다중시간해의 타당성)

  • 이원경;여명환;배상수
    • Journal of KSNVE
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    • v.7 no.1
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    • pp.55-60
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    • 1997
  • In order to examine the validity of an asymptotic solution obtained from the method of multiple scales, we investigate a third-order subharmonic resonance response of a bar constrained by a nonlinear spring to a harmonic excitation. The motion of the bar is governed by a linear partial differential equation with a nonlinear boundary condition. The nonlinear boundary value problem is solved by using the finite difference method. The numerical solution is compared with the asymptotic solution.

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MAXIMUM PRINCIPLE, CONVERGENCE OF SEQUENCES AND ANGULAR LIMITS FOR HARMONIC BLOCH MAPPINGS

  • Qiao, Jinjing;Gao, Hongya
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.6
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    • pp.1591-1603
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    • 2014
  • In this paper, we investigate maximum principle, convergence of sequences and angular limits for harmonic Bloch mappings. First, we give the maximum principle of harmonic Bloch mappings, which is a generalization of the classical maximum principle for harmonic mappings. Second, by using the maximum principle of harmonic Bloch mappings, we investigate the convergence of sequences for harmonic Bloch mappings. Finally, we discuss the angular limits of harmonic Bloch mappings. We show that the asymptotic values and angular limits are identical for harmonic Bloch mappings, and we further prove a result that applies also if there is no asymptotic value. A sufficient condition for a harmonic Bloch mapping has a finite angular limit is also given.

Distribution of the Estimator for Peak of a Regression Function Using the Concomitants of Extreme Oder Statistics

  • Kim, S.H;Kim, T.S.
    • Communications for Statistical Applications and Methods
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    • v.5 no.3
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    • pp.855-868
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    • 1998
  • For a random sample of size n from general linear model, $Y_i= heta(X_i)+varepsilon_i,;let Y_{in}$ denote the ith oder statistics of the Y sample values. The X-value associated with $Y_{in}$ is denoted by $X_{[in]}$ and is called the concomitant of ith order statistics. The estimator of the location of a maximum of a regression function, $ heta$($\chi$), was proposed by (equation omitted) and was found the convergence rate of it under certain weak assumptions on $ heta$. We will discuss the asymptotic distributions of both $ heta(X_{〔n-r+1〕}$) and (equation omitted) when r is fixed as nolongrightarrow$\infty$(i.e. extreme case) on the basis of the theorem of the concomitants of order statistics. And the will investigate the asymptotic behavior of Max{$\theta$( $X_{〔n-r+1:n〕/}$ ), . , $\theta$( $X_{〔n:n〕}$)}as an estimator for the peak of a regression function.

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Numerical solution for nonlinear asymmetric vibrations of a circular plate (원판의 비선형 비대칭진동을 위한 수치해)

  • Lee, Won-K.;B.Samoylenko, Sergey
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2006.05a
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    • pp.73-80
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    • 2006
  • In order to examine the validity of an asymptotic solution for nonlinear interaction in asymmetric vibration modes of a perfect circular plate, we obtain the numerical solution. The motion of the plate is governed by nonlinear partial differential equation. The initial and boundary value problem is solved by using the finite difference method. The numerical solution is compared with the asymptotic solution. It is found that traveling waves relating clockwise and counterclockwise as well as standing wave are depicted by the numerical solution.

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An Experimental Study on the Dynamic Behavior of a Marine Riser (석유 시추보호관의 운동특성에 관한 실험적 고찰)

  • 김용철;이판묵;홍사영
    • Journal of Ocean Engineering and Technology
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    • v.2 no.1
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    • pp.46-58
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    • 1988
  • The experimental investigations on the motion characteristics of a marine riser both in air and water were performed. The static deflections and natural frequencies of the riser in air including the effect of static offset, were obtained from the experiment. These results were compared with those of theoretical prediction by using a simple asymptotic formula. In order to investigate the nonlinear motion characteristics of the riser subject to nonlinear viscous drag and large displacement, the forced oscillation tests both in air and water were performed. In the forced oscillation tests in air, it was found that the transverse motion due to geometrical nonlinearity grows when the amplitude of in-line oscillation exceeds a certain critical value, say, order of 1-2 diameters. The planar motions of the riser in water due to vortex shedding and the geometrical nonlinearity were described. Some of these results were also compared with those of theoretical analysis, which uses a numerical perturbation technique based on the derived linear asymptotic solutions, and found to be generally in good agreement.

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MEAN VALUES OF DERIVATIVES OF L-FUNCTIONS IN FUNCTION FIELDS: IV

  • Andrade, Julio;Jung, Hwanyup
    • Journal of the Korean Mathematical Society
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    • v.58 no.6
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    • pp.1529-1547
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    • 2021
  • In this series, we investigate the calculation of mean values of derivatives of Dirichlet L-functions in function fields using the analogue of the approximate functional equation and the Riemann Hypothesis for curves over finite fields. The present paper generalizes the results obtained in the first paper. For µ ≥ 1 an integer, we compute the mean value of the µ-th derivative of quadratic Dirichlet L-functions over the rational function field. We obtain the full polynomial in the asymptotic formulae for these mean values where we can see the arithmetic dependence of the lower order terms that appears in the asymptotic expansion.

Fixed-accuracy confidence interval estimation of P(X > c) for a two-parameter gamma population

  • Zhuang, Yan;Hu, Jun;Zou, Yixuan
    • Communications for Statistical Applications and Methods
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    • v.27 no.6
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    • pp.625-639
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    • 2020
  • The gamma distribution is a flexible right-skewed distribution widely used in many areas, and it is of great interest to estimate the probability of a random variable exceeding a specified value in survival and reliability analysis. Therefore, the study develops a fixed-accuracy confidence interval for P(X > c) when X follows a gamma distribution, Γ(α, β), and c is a preassigned positive constant through: 1) a purely sequential procedure with known shape parameter α and unknown rate parameter β; and 2) a nonparametric purely sequential procedure with both shape and rate parameters unknown. Both procedures enjoy appealing asymptotic first-order efficiency and asymptotic consistency properties. Extensive simulations validate the theoretical findings. Three real-life data examples from health studies and steel manufacturing study are discussed to illustrate the practical applicability of both procedures.