• 제목/요약/키워드: independent and identically distributed

검색결과 136건 처리시간 0.026초

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.

First-Passage Time Distribution of Discrete Time Stochastic Process with 0-state

  • Park, Young-Sool
    • Journal of the Korean Data and Information Science Society
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    • 제8권2호
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    • pp.119-125
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    • 1997
  • We handle the stochastic processes of independent and identically distributed random variables. But random variables are usually dependent among themselves in actual life. So in this paper, we find out a new process not satisfying Markov property. We investigate the probability mass functions and study on the probability of the first-passage time. Also we find out the average frequency of continuous successes in from 0 to n time.

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Closed Form Expression for Signal Transmission via AF Relaying over Nakagami-m Fading Channels

  • 무갈 모하메드 오자르;김선우
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2008년도 하계종합학술대회
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    • pp.213-214
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    • 2008
  • In this paper, we analyze the performance of a cooperative communication wireless network over independent and identically distributed (IID) Nakagami-m fading channels. A simple transmission scheme is considered where the relay is operating in amplify-forward (AF) mode. A closed-form expression for symbol error rate (SER) is obtained using the moment generating function (MGF) of the total signal to noise ratio (SNR) of the transmitted signal with binary phase shift keying (BPSK).

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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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CONVERGENCE RATE OF EXTREMES FOR THE GENERALIZED SHORT-TAILED SYMMETRIC DISTRIBUTION

  • Lin, Fuming;Peng, Zuoxiang;Yu, Kaizhi
    • 대한수학회보
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    • 제53권5호
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    • pp.1549-1566
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    • 2016
  • Denote $M_n$ the maximum of n independent and identically distributed variables from the generalized short-tailed symmetric distribution. This paper shows the pointwise convergence rate of the distribution of $M_n$ to exp($\exp(-e^{-x})$) and the supremum-metric-based convergence rate as well.

ESTIMATION OF SCALE PARAMETER AND P(Y < X) FROM RAYLEIGH DISTRIBUTION

  • Kim, Chan-Soo;Chung, Youn-Shik
    • Journal of the Korean Statistical Society
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    • 제32권3호
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    • pp.289-298
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    • 2003
  • We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R = P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

SOME PROPERTIES OF ONE-SIDED STOPPING TIMES

  • Kim, Sung-Kyun
    • 충청수학회지
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    • 제8권1호
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    • pp.11-17
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    • 1995
  • Let ${\tau}_a$ be the first time that a perturbed random walk with extended real-valued independent and identically distributed (i.i.d.) random variables crosses a constant boundary $a{\geq}0$. For the stopping times ${\tau}_a$ we investigate some basic properties and obtain its limiting distribution as $a{\rightarrow}{\infty}$ and an upper bound of the expected stopping times E(${\tau}_a$).

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A Note on a Result of Yu. V. Prokhorov in General Banach Spaces

  • Dug Hun Hong
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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    • pp.255-258
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    • 1997
  • We prove a conjecture of Yu. V. Prokhorov in general Banach Spaces ; let ($X_n$, n$\geq$1} be a sequence of independent identically and symmetrically distributed Banach valued random variables, then the relation $\mid$$\mid$$S_n$$\mid$$\mid$/$b_n$ -> 1 a.s. cannot hold for any choice of constants $b_n$.

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