• 제목/요약/키워드: independent random variables

검색결과 299건 처리시간 0.014초

SLLN FOR INDEPENDENT FUZZY RANDOM VARIABLES

  • Hyun, Young Nam;Joo, Sang Yeol
    • Korean Journal of Mathematics
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    • 제16권4호
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    • pp.573-581
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    • 2008
  • We obtain an improvement of strong laws of large numbers for independent fuzzy random variables.

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ON COMPLETE CONVERGENCE FOR EXTENDED INDEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS

  • Deng, Xin;Wang, Xuejun
    • 대한수학회지
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    • 제57권3호
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    • pp.553-570
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    • 2020
  • In this paper, we establish complete convergence for sequences of extended independent random variables and arrays of rowwise extended independent random variables under sub-linear expectations in Peng's framework. The results obtained in this paper extend the corresponding ones of Baum and Katz [1] and Hu and Taylor [11] from classical probability space to sub-linear expectation space.

COMPLETE CONVERGENCE FOR ARRAYS OF ROWWISE INDEPENDENT RANDOM VARIABLES

  • Hu, Tien-Chung;Sung, Soo-Hak;Volodin, Andrei
    • 대한수학회논문집
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    • 제18권2호
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    • pp.375-383
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    • 2003
  • Under some conditions on an array of rowwise independent random variables, Hu et at. (1998) obtained a complete convergence result for law of large numbers with rate {a$\_$n/, n $\geq$ 1} which is bounded away from zero. We investigate the general situation for rate {a$\_$n/, n $\geq$ 1) under similar conditions.

AN EXTENSION OF RANDOM SUMMATIONS OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Giang, Le Truong;Hung, Tran Loc
    • 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.

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.

STRONG LAWS FOR ARRAYS OF RANDOM VARIABLES

  • Sung, Soo-Hak
    • 대한수학회보
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    • 제35권4호
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    • pp.769-775
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    • 1998
  • In this paper, we obtain an analogue of law of the iterated logarithm for an array of independent, but not necessarily idetically distributed, random variables under some moment conditions of the array.

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Interval prediction on the sum of binary random variables indexed by a graph

  • Park, Seongoh;Hahn, Kyu S.;Lim, Johan;Son, Won
    • Communications for Statistical Applications and Methods
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    • 제26권3호
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    • pp.261-272
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    • 2019
  • In this paper, we propose a procedure to build a prediction interval of the sum of dependent binary random variables over a graph to account for the dependence among binary variables. Our main interest is to find a prediction interval of the weighted sum of dependent binary random variables indexed by a graph. This problem is motivated by the prediction problem of various elections including Korean National Assembly and US presidential election. Traditional and popular approaches to construct the prediction interval of the seats won by major parties are normal approximation by the CLT and Monte Carlo method by generating many independent Bernoulli random variables assuming that those binary random variables are independent and the success probabilities are known constants. However, in practice, the survey results (also the exit polls) on the election are random and hardly independent to each other. They are more often spatially correlated random variables. To take this into account, we suggest a spatial auto-regressive (AR) model for the surveyed success probabilities, and propose a residual based bootstrap procedure to construct the prediction interval of the sum of the binary outcomes. Finally, we apply the procedure to building the prediction intervals of the number of legislative seats won by each party from the exit poll data in the $19^{th}$ and $20^{th}$ Korea National Assembly elections.