• 제목/요약/키워드: conditional distribution

검색결과 295건 처리시간 0.025초

EXTENSIONS OF SEVERAL CLASSICAL RESULTS FOR INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES TO CONDITIONAL CASES

  • Yuan, De-Mei;Li, Shun-Jing
    • 대한수학회지
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    • 제52권2호
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    • pp.431-445
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    • 2015
  • Extensions of the Kolmogorov convergence criterion and the Marcinkiewicz-Zygmund inequalities from independent random variables to conditional independent ones are derived. As their applications, a conditional version of the Marcinkiewicz-Zygmund strong law of large numbers and a result on convergence in $L^p$ for conditionally independent and conditionally identically distributed random variables are established, respectively.

ON CHARACTERIZATIONS OF CONTINUOUS DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
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    • 제25권3호
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    • pp.501-505
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    • 2012
  • In this paper, general classes of continuous distributions are characterized by considering the conditional expectations of functions of upper record statistics. The specific distribution considered as a particular case of the general class of distribution are Exponential, Exponential Power(EP), Inverse Weibull, Beta Gumbel, Modified Weibull(MW), Weibull, Pareto, Power, Singh-Maddala, Gumbel, Rayleigh, Gompertz, Extream value 1, Beta of the first kind, Beta of the second kind and Lomax.

ON CHARACTERIZATIONS OF PARETO AND WEIBULL DISTRIBUTIONS BY CONSIDERING CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
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    • 제27권2호
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    • pp.243-247
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    • 2014
  • Let {$X_n$, $n{\geq}1$} be a sequence of i.i.d. random variables with absolutely continuous cumulative distribution function(cdf) F(x) and the corresponding probability density function(pdf) f(x). In this paper, we give characterizations of Pareto and Weibull distribution by considering conditional expectations of record values.

CHARACTERIZATIONS OF THE LOMAX, EXPONENTIAL AND PARETO DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young;Lim, Eun-Hyuk
    • 충청수학회지
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    • 제22권2호
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    • pp.149-153
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    • 2009
  • Let {$X_{n},\;n\;\geq\;1$} be a sequence of independent and identically distributed random variables with absolutely continuous cumulative distribution function (cdf) F(x) and probability density function (pdf) f(x). Suppose $X_{U(m)},\;m = 1,\;2,\;{\cdots}$ be the upper record values of {$X_{n},\;n\;\geq\;1$}. It is shown that the linearity of the conditional expectation of $X_{U(n+2)}$ given $X_{U(n)}$ characterizes the lomax, exponential and pareto distributions.

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칩셋 페어링 접근제한시스템 환경에서 다중 셋톱박스를 지원하는 키 분배 기법 (Key Distribution Scheme for Supporting Multiple Set-Top Box in Chipset Pairing Conditional Access System)

  • 이훈정;손정갑;오희국
    • 정보처리학회논문지C
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    • 제19C권1호
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    • pp.39-46
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    • 2012
  • 본 논문에서는 유연한 칩셋 페어링 접근제한시스템을 위한 새로운 키 분배 기법을 제안하였다. 칩셋 페어링 접근제한시스템은 셋톱박스에 내장된 보안 칩과 스마트카드를 함께 사용해 CA(Conditional Access) 모듈을 구현한 것으로, 셋톱박스에 내장된 보안 칩은 스마트카드와 셋톱박스 사이에 보안 채널을 형성한다. 즉, 스마트카드는 암호화된 제어단어를 셋톱박스로 출력하고, 셋톱박스는 내장된 보안 칩을 이용해 암호화된 제어단어를 복호화하는 시스템이다. 이 방식은 셋톱박스와 스마트카드를 바인딩 하는 방식으로 하나의 스마트카드는 정해진 하나의 셋톱박스에서만 사용이 가능하다는 단점을 가진다. 제안하는 키 분배 기법은 중국인의 나머지 정리를 이용하여 기존의 칩셋 페어링 접근제한시스템이 가지는 문제를 해결하였다. 우리의 키 분배 기법은 하나의 스마트카드를 다수의 셋톱박스에서 사용하는 것이 가능하며, 큰 변경 없이 현재의 칩셋 페어링 접근제한시스템에 적용이 가능하다는 장점을 가진다.

CONDITIONAL CENTRAL LIMIT THEOREMS FOR A SEQUENCE OF CONDITIONAL INDEPENDENT RANDOM VARIABLES

  • Yuan, De-Mei;Wei, Li-Ran;Lei, Lan
    • 대한수학회지
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    • 제51권1호
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    • pp.1-15
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    • 2014
  • A conditional version of the classical central limit theorem is derived rigorously by using conditional characteristic functions, and a more general version of conditional central limit theorem for the case of conditionally independent but not necessarily conditionally identically distributed random variables is established. These are done anticipating that the field of conditional limit theory will prove to be of significant applicability.

Sequential Estimation in Exponential Distribution

  • Park, Sang-Un
    • Communications for Statistical Applications and Methods
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    • 제14권2호
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    • pp.309-316
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    • 2007
  • In this paper, we decompose the whole likelihood based on grouped data into conditional likelihoods and study the approximate contribution of additional inspection to the efficiency. We also combine the conditional maximum likelihood estimators to construct an approximate maximum likelihood estimator. For an exponential distribution, we see that a large inspection size does not increase the efficiency much if the failure rate is small, and the maximum likelihood estimator can be approximated with a linear function of inspection times.

The Bahadur Efficiency of the Power-Divergence Statistics Conditional on Margins for Testing homogeneity with Equal Sample Size

  • Kang, Seung-Ho
    • Journal of the Korean Statistical Society
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    • 제26권4호
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    • pp.453-465
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    • 1997
  • The family of power-divergence statistics conditional on margins is considered for testing homogeneity of .tau. multinomial populations with equal sample size and the exact Bahadur slope is obtained. It is shown that the likelihood ratio test conditional on margins is the most Bahadur efficient among the family of power-divergence statistics.

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On Characterizing Distributions by Some Properties of the Distribution Truncated at the rth order Statistic

  • Sangun Park
    • Communications for Statistical Applications and Methods
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    • 제1권1호
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    • pp.52-56
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    • 1994
  • When we have an i.i.d. sample of size n from a continuous distribution, the distribution truncated on the left at the rth order statistic plays an important role in the theoretical analysis of the Type 2 censored data. The charaterization of distributions by the average of the conditional expectation and the average of the conditional information concerning the truncated distribution is studied here.

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