• Title/Summary/Keyword: asymptotic value

Search Result 207, Processing Time 0.027 seconds

A Test for Spherical Symmetry

  • Park, Cheol-Yong
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2005.04a
    • /
    • pp.182-184
    • /
    • 2005
  • In this study, we propose a chi-squared test of spherical symmetry. The advantage of this test is that the test statistic and its asymptotic p-value are easy to compute. A simulation study is conducted to study the accuracy, in finite samples, of the limiting distribution of the test statistic under spherical symmetry. The power of our test is compared with those of other tests for spherical symmetry in various alternative distributions via simulation.

  • PDF

Extreme Value of Moving Average Processes with Negative Binomial Noise Distribution

  • Park, You-Sung
    • Journal of the Korean Statistical Society
    • /
    • v.21 no.2
    • /
    • pp.167-177
    • /
    • 1992
  • In this paper, we investigate the limiting distribution of $M_n = max (X_1, X-2, \cdots, X_n)$ in the infinite moving average process ${X_t = \sum c_i Z_{t-i}}$ generated from i.i.d. negative binomial variables $Z_i$'s. While no limit result is possible, nonetheless asymptotic bounds are derived. We also present the tail behavior of $X_t$, i.e., weighted sum of i.i.d. random variables. This continues a study made by Rootzen (1986) for discrete innovation sequences.

  • PDF

Reliable $H_\infty$ control for descriptor systems with actuator failures (구동기 고장을 가지는 특이시스템의 신뢰 $H_\infty$ 제어)

  • Kim, Jong-Hae
    • Proceedings of the KIEE Conference
    • /
    • 2003.11b
    • /
    • pp.135-138
    • /
    • 2003
  • In this paper, we provide a reliable few controller design method for descriptor systems satisfying asymptotic stability with $H_\infty$ norm bound and all actuator failures occurred within the pre-specified subset. The proper condition for the existence of a reliable $H_\infty$ controller and the controller design method are proposed by linear matrix inequality(LMI), Schur complements, and singular value decomposition. All solutions can be obtained simultaneously because the presented sufficient condition can be expressed as an LMI form.

  • PDF

GLOBAL EXISTENCE AND STABILITY FOR EULER-BERNOULLI BEAM EQUATION WITH MEMORY CONDITION AT THE BOUNDARY

  • Park, Jong-Yeoul;Kim, Joung-Ae
    • Journal of the Korean Mathematical Society
    • /
    • v.42 no.6
    • /
    • pp.1137-1152
    • /
    • 2005
  • In this article we prove the existence of the solution to the mixed problem for Euler-Bernoulli beam equation with memory condition at the boundary and we study the asymptotic behavior of the corresponding solutions. We proved that the energy decay with the same rate of decay of the relaxation function, that is, the energy decays exponentially when the relaxation function decay exponentially and polynomially when the relaxation function decay polynomially.

A SIMULATION STUDY OF BAYESIAN PROPORTIONAL HAZARDS MODELS WITH THE BETA PROCESS PRIOR

  • Lee, Jae-Yong
    • Journal of the Korean Statistical Society
    • /
    • v.34 no.3
    • /
    • pp.235-244
    • /
    • 2005
  • In recent years, theoretical properties of Bayesian nonparametric survival models have been studied and the conclusion is that although there are pathological cases the popular prior processes have the desired asymptotic properties, namely, the posterior consistency and the Bernstein-von Mises theorem. In this study, through a simulation experiment, we study the finite sample properties of the Bayes estimator and compare it with the frequentist estimators. To our surprise, we conclude that in most situations except that the prior is highly concentrated at the true parameter value, the Bayes estimator performs worse than the frequentist estimators.

Normal Mode Vibrations of a Beam with a Nonlinear Boundary Condition (비선형 경계조건을 가진 보의 정규모드진동)

  • 김현기;이원경
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
    • /
    • 1998.04a
    • /
    • pp.392-398
    • /
    • 1998
  • In order to check the validity of nonlinear normal modes of continuous, systems by means of the energy-based formulation, we consider a beam with a nonlinear boundary condition. The initial and boundary e c6nsl of a linear partial differential equation and a nonlinear boundary condition is reduced to a linear boundary value problem consisting of an 8th order ordinary differential equations and linear boundary conditions. After obtaining the asymptotic solution corresponding to each normal mode, we compare this with numerical results by the finite element method.

  • PDF

BOUNDARY VALUE PROBLEMS FOR THE STATIONARY NORDSTRÖM-VLASOV SYSTEM

  • Bostan, Mihai
    • Journal of the Korean Mathematical Society
    • /
    • v.47 no.4
    • /
    • pp.743-766
    • /
    • 2010
  • We study the existence of weak solution for the stationary Nordstr$\ddot{o}$m-Vlasov equations in a bounded domain. The proof follows by fixed point method. The asymptotic behavior for large light speed is analyzed as well. We justify the convergence towards the stationary Vlasov-Poisson model for stellar dynamics.

ASYMPTOTIC BEHAVIOR OF STRONG SOLUTIONS TO 2D g-NAVIER-STOKES EQUATIONS

  • Quyet, Dao Trong
    • Communications of the Korean Mathematical Society
    • /
    • v.29 no.4
    • /
    • pp.505-518
    • /
    • 2014
  • Considered here is the first initial boundary value problem for the two-dimensional g-Navier-Stokes equations in bounded domains. We first study the long-time behavior of strong solutions to the problem in term of the existence of a global attractor and global stability of a unique stationary solution. Then we study the long-time finite dimensional approximation of the strong solutions.

Bootstrapping Logit Model

  • Kim, Dae-hak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
    • /
    • v.9 no.1
    • /
    • pp.281-289
    • /
    • 2002
  • In this paper, we considered an application of the bootstrap method for logit model. Estimation of type I error probability, the bootstrap p-values and bootstrap confidence intervals of parameter were proposed. Small sample Monte Carlo simulation were conducted in order to compare proposed method with existing normal theory based asymptotic method.

NONPARAMETRIC ONE-SIDED TESTS FOR MULTIVARIATE AND RIGHT CENSORED DATA

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
    • /
    • v.32 no.4
    • /
    • pp.373-384
    • /
    • 2003
  • In this paper, we formulate multivariate one-sided alternatives and propose a class of nonparametric tests for possibly right censored data. We obtain the asymptotic tail probability (or p-value) by showing that our proposed test statistics have asymptotically multivariate normal distributions. Also, we illustrate our procedure with an example and compare it with other procedures in terms of empirical powers for the bivariate case. Finally, we discuss some properties of our test.