• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 1995.04a
• /
• pp.967-973
• /
• 1995

A neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector to estimate the mass of an object Since there is uncertainty about the location of the axis of the beam relative to the object, we could have aiming errors which may lead to incorrect information about the object. Under the two assumptions that neutral particle scattering distribution and aiming errors have a circular normal distribution respectively, we have derived an exact probability distribution of neutral particles. It becomes a Poison-power function distribution., We proved monotone likelihood ratio property of tlis distribution. This property can be used to find a criteria for the hypothesis testing problem.

• Communications for Statistical Applications and Methods
• /
• v.11 no.2
• /
• pp.413-418
• /
• 2004

Statistically illiterate people seem to believe that there are some strategies for choosing winning numbers in lottery. One seemingly plausible strategy is to select the hot numbers which most frequently appeared in the past. In this article we investigate the existence of hot numbers in the Korean national lottery called Lotto. A numerical method is proposed to estimate the exact sampling distribution of test statistic for checking the existence of hot numbers among 45 possible numbers of choice.

• Journal of the Korean Operations Research and Management Science Society
• /
• v.40 no.3
• /
• pp.39-48
• /
• 2015

Even though ruin probability is a fundamental value to determine the insurance premium and policy, the complexity involved in computing its exact value forced us resort to an approximate method. In this paper, we first present an exact method to compute ruin probability under the assumption that the claim size has a GPH distribution, Then, for the arbitrary claim size distribution, we provide a method computing ruin probability quite accurately by approximating the distribution as a GPH. The validity of the proposed method demonstrated by a numerical example. The GPH approach seems to be valid for heavy-tailed claims as well as usual light-tailed claims.

• Proceedings of the KIEE Conference
• /
• 1993.11a
• /
• pp.16-18
• /
• 1993

Recently, the scale of distribution system is being enlarged by increasing power demand. When system fault occurs, fault currents and damage power facilities increase, so system stability decreases. Effective prevention of system from fault extention becomes influential as a subject in distribution system operation. In this study, exact settings of relays are obtained from program for fault calculation and coordination of relays in distribution system. In order to make smooth coordination between relays even when power system conditions vary, operation time and sensitivity of relays are optimized. As a result, reliability of distribution system is increased with rapid and exact operation of relays when fault occurs.

• The Magazine of the Society of Air-Conditioning and Refrigerating Engineers of Korea
• /
• v.16 no.5
• /
• pp.504-515
• /
• 1987

This study conducts an analysis for the heat diffusion of an annular fin considering con-vection phenomena at the fin edge as well as along the fin perimeter. When the temperature of the fin base is given with an increasing exponential function, the exact series solutions of tem-perature distribution are obtained by laplace transformation in terms of dimensionless para-meters. From these solutions heat flux and fin efficiency can be obtained. These exact solu-tions converge rapidly for large values of dimensionless time, but slowly for small ones. To avoid this convergence difficulty, approximate solutions of the temperature distribution and heat flux for small values of dimensionless time are also presented. Substituting the variations of dimensionless parameters into the these exact solutions, the characteristics of these response are investigated.

• Proceedings of the Korean Association for Survey Research Conference
• /
• 2006.06a
• /
• pp.131-159
• /
• 2006

This paper consider multinomial group testing which is concerned with classification each of N given units into one of k disjoint categories. In this paper, we propose exact Bayesian, approximate Bayesian, bootstrap methods for estimating individual category proportions using the multinomial group testing model proposed by Bar-Lev et al (2005). By the comparison of Mcan Squre Error (MSE), it is shown that the exact Bayesian method has a bettor efficiency and consistency than maximum likelihood method. We suggest an approximate Bayesian approach using Markov Chain Monte Carlo (MCMC) for posterior computation. We derive exact credible intervals based on the exact Bayesian estimators and present confidence intervals using the bootstrap and MCMC. These intervals arc shown to often have better coverage properties and similar mean lengths to maximum likelihood method already available. Furthermore the proposed models are illustrated using data from a HIV blooding test study throughout California, 2000.

• Communications for Statistical Applications and Methods
• /
• v.2 no.2
• /
• pp.166-175
• /
• 1995

When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector without any errors, it obeys Poisson law. Under the two assumptions that neutral particle scattering distribution and aiming errors have a circular Gaussian distributions that neutral particle scattering distribution and aiming errors have a circular Gaussian distribution respectively, an exact probability distribution of neutral particles vecomes a Poisson-power function distribution. We study and prove some properties, such as limiting distribution, unimodality, stochastical ordering, computational recursion fornula, of this distribution. We also prove monotone likelihood ratio(MLR) property of this distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem.

• Journal of the Chungcheong Mathematical Society
• /
• v.27 no.3
• /
• pp.347-361
• /
• 2014

Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distribution includes exponential distribution, Pareto or Lomax distribution. In this paper, we established exact expressions and recurrence relations satised by the quotient moments of generalized order statistics for a generalized Pareto distribution. Further the results for quotient moments of order statistics and records are deduced from the relations obtained and a theorem for characterizing this distribution is presented.

• Bulletin of the Korean Mathematical Society
• /
• v.44 no.2
• /
• pp.265-270
• /
• 2007

The modern approach for wavelets imposes a Bayesian prior model on the wavelet coefficients to capture the sparseness of the wavelet expansion. The idea is to build flexible probability models for the marginal posterior densities of the wavelet coefficients. In this note, we derive exact expressions for a popular model for the marginal posterior density.

• Journal of applied mathematics & informatics
• /
• v.32 no.1_2
• /
• pp.7-16
• /
• 2014

Erlang-truncated exponential distribution is widely used in the field of queuing system and stochastic processes. This family of distribution include exponential distribution. In this paper we establish some exact expression and recurrence relations satisfied by the quotient moments and conditional quotient moments of the upper record values from the Erlang-truncated exponential distribution. Further a characterization of this distribution based on recurrence relations of quotient moments of record values is presented.