• 한국통신학회논문지
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• 제34권2A호
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• pp.91-98
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• 2009

This paper provides new exact-closed form expressions for average SER and average BER as well as outage probability for M-PSK signaling with selection combining over independent but non-identically distributed Rayleigh fading paths. The validity of these expressions is verified by the Monte-Carlo simulations. All of numerical results are in excellent agreement with simulation results.

• 대한수학회보
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• 제60권3호
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• pp.687-703
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• 2023

In this paper, under some suitable conditions, we study the Spitzer-type law of large numbers for the maximum of partial sums of independent and identically distributed random variables in upper expectation space. Some general results on necessary and sufficient conditions of the Spitzer-type law of large numbers for the maximum of partial sums of independent and identically distributed random variables under sublinear expectations are established, which extend the corresponding ones in classic probability space to the case of sub-linear expectation space.

• 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.

• 충청수학회지
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• 제22권1호
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• pp.1-5
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• 2009

Let {$X_n,\;n{\geq}1}$ be a sequence of independent identically distributed(i.i.d.) sequence of positive random variables with common absolutely continuous distribution function(cdf) F(x) and probability density function(pdf) f(x) and $E(X^2)<{\infty}$. The random variables $\frac{X_i{\cdot}X_j}{(\Sigma^n_{k=1}X_k)^{2}}$ and $\Sigma^n_{k=1}X_k$ are independent for $1{\leq}i if and only if {$X_n,\;n{\geq}1}$ have gamma distribution.

• Journal of applied mathematics & informatics
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• 제35권3_4호
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• pp.261-265
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• 2017

Let X and Y be independent identically distributed nondegenerate random variables with common absolutely continuous probability distribution function F(x) and the corresponding probability density function f(x) and $E(X^2)$<${\infty}$. Put Z = max(X, Y) and W = min(X, Y). In this paper, it is proved that Z - W and Z + W or$(X-Y)^2$ and X + Y are independent if and only if X and Y have normal distribution.

• 대한수학회논문집
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• 제33권2호
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• pp.605-618
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• 2018

The main goal of this paper is to study an extension of random summations of independent and identically distributed random variables when the number of summands in random summation is a partial sum of n independent, identically distributed, non-negative integer-valued random variables. Some characterizations of random summations are considered. The central limit theorems and weak law of large numbers for extended random summations are established. Some weak limit theorems related to geometric random sums, binomial random sums and negative-binomial random sums are also investigated as asymptotic behaviors of extended random summations.

• 충청수학회지
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• 제20권4호
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• pp.411-418
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• 2007

Let $X_1$, ${\cdots}$, $X_n$ be nondegenerate and positive independent identically distributed(i.i.d.) random variables with common absolutely continuous distribution function F(x) and $E(X^2)$ < ${\infty}$. The random variables $X_1+{\cdots}+X_n$ and $\frac{X_1+{\cdots}+X_m}{X_1+{\cdots}+X_n}$are independent for 1 $1{\leq}$ m < n if and only if $X_1$, ${\cdots}$, $X_n$ have gamma distribution.

• 대한수학회지
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• 제53권6호
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• pp.1275-1292
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• 2016

The Marcinkiewicz-Zygmund strong law of large numbers for conditionally independent and conditionally identically distributed random variables is an existing, but merely qualitative result. In this paper, for the more general cases where the conditional order of moment belongs to (0, ${\infty}$) instead of (0, 2), we derive results on convergence rates which are quantitative ones in the sense that they tell us how fast convergence is obtained. Furthermore, some conditional probability inequalities are of independent interest.

• Journal of applied mathematics & informatics
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• 제35권5_6호
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• pp.651-657
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• 2017

A sequence {$X_n,\;n{\geq}1$} of independent and identically distributed random variables with absolutely continuous (with respect to Lebesque measure) cumulative distribution function F(x) is considered. We obtain two characterizations of a family of continuous probability distribution by independence property of record values.

• Journal of the Korean Statistical Society
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• 제20권1호
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• pp.85-92
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• 1991

A set of conditions ensuring local asymptotic normality for independent but not necessarily identically distributed observations in semiparametric models is presented here. The conditions are turned out to be more direct and easier to verify than those of Oosterhoff and van Zwet(1979) in semiparametric models. Examples considered include the simple linear regression model and Cox's proportional hazards model without censoring where the covariates are not random.