• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.515-520
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• 2006

We shall consider an estimation of the reliability P(Y

• Journal of applied mathematics & informatics
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• 제33권5_6호
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• pp.607-625
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• 2015

Recently, Wang et al. [Computers and Mathematics with Ap-plications 57 (2009) 1232-1248.] and Wang and Watada [Information Sci-ences 179 (2009) 4057-4069.] studied the renewal process and renewal reward process with fuzzy random inter-arrival times and rewards under the T-independence associated with any continuous Archimedean t-norm. But, their main results do not cover the classical theory of the random elementary renewal theorem and random renewal reward theorem when fuzzy random variables degenerate to random variables, and some given assumptions relate to the membership function of the fuzzy variable and the Archimedean t-norm of the results are restrictive. This paper improves the results of Wang and Watada and Wang et al. from a mathematical per-spective. We release some assumptions of the results of Wang and Watada and Wang et al. and completely generalize the classical stochastic renewal theorem and renewal rewards theorem.

• Journal of the Korean Data and Information Science Society
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• 제18권4호
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• pp.1171-1177
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• 2007

We consider estimation of the right-tail probability in a log-Laplace random variable, As we derive the density of ratio of two independent log-Laplace random variables, the k-th moment of the ratio is represented by a special mathematical function. and hence variance of the ratio can be represented by a psi-function.

• 한국경영과학회지
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• 제26권4호
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• pp.39-45
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• 2001

Maximum and minimum of rendom variables are frequently encountered in the stochastic modelling for various OR problems. We summarize and extend characteristics of maximum and minimum, emphasizing the case in which random variables are independent and all of them except one are distributed exponential. As an application, we derive a transform-free expression for the M/G/1 queue length distribution.

• 한국해양공학회지
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• 제33권3호
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• pp.222-228
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• 2019

An extreme value analysis (EVA) is essential to obtain a design value for highly nonlinear variables such as long-term environmental data for wind and waves, and slamming or sloshing impact pressures. According to the extreme value theory (EVT), the extreme value distribution is derived by multiplying the initial cumulative distribution functions for independent and identically distributed (IID) random variables. However, in the position mooring of DNVGL, the sampled global maxima of the mooring line tension are assumed to be IID stochastic variables without checking their independence. The ITTC Recommended Procedures and Guidelines for Sloshing Model Tests never deal with the independence of the sampling data. Hence, a design value estimated without the IID check would be under- or over-estimated because of considering observations far away from a Weibull or generalized Pareto distribution (GPD) as outliers. In this study, the IID sampling data are first checked in an EVA. With no IID random variables, an automatic resampling scheme is recommended using the block maxima approach for a generalized extreme value (GEV) distribution and peaks-over-threshold (POT) approach for a GPD. A partial autocorrelation function (PACF) is used to check the IID variables. In this study, only one 5 h sample of sloshing test results was used for a feasibility study of the resampling IID variables approach. Based on this study, the resampling IID variables may reduce the number of outliers, and the statistically more appropriate design value could be achieved with independent samples.

• 대한수학회보
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• 제36권2호
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• pp.305-314
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• 1999

The Hsu-Robbins-erd s theorem states that if {$X_m,n\geq1$} is a sequence of independent and identically distributed random variables, then ${EX_1}^2<\infty$ and $EX_1$=0 if and only if ${\sum_{n=1}}^\infty\;P($\mid${\sum_{k=1}}^nX_k$\mid$\geqn\in)<\infty$ for every $\in$ > 0. Under some auxiliary conditions, Sp taru (1994) extended this to the case where the $X_n$ are independent, but their distributions come from a finite set. Pruss (1996) proved Sp taru's result under weaker conditions, The purpose of this paper is to improve Pruss conditions.

• International Journal of Aeronautical and Space Sciences
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• 제5권2호
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• pp.1-8
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• 2004

Real-Time Kinematic GPS positioning is widely used for many applications.Resolving ambiguities is the key to precise positioning. Integer ambiguity resolution isthe process of resolving the unknown cycle ambiguities of double difference carrierphase data as integers. Two important issues of resolving are efficiency andreliability. In the conventional search techniques, we generally used chi-squarerandom variables for decision variables. Mathematically, a chi-square random variableis the sum of mutually independent, squared zero-mean unit-variance normal(Gaussian) random variables. With this base knowledge, we can separate decisionvariables to several normal random variables. We showed it with related equationsand conceptual diagrams. With this separation, we can improve the computationalefficiency of the process without losing the needed performance. If we averageseparated normal random variables sequentially, averaged values are also normalrandom variables. So we can use them as decision variables, which prevent from asudden increase of some decision variable. With the method using averaged decisionvalues, we can get the solution more quicklv and more reliably.To verify the performance of our proposed algorithm, we conducted simulations.We used some visual diagrams that are useful for intuitional approach. We analyzedthe performance of the proposed algorithm and compared it to the conventionalmethods.

• Journal of the Korean Statistical Society
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• 제25권1호
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• pp.153-159
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• 1996

Sums of independent random variables $S_n = X_1 + X_ + cdots + X_n$ are considered, where the X$_{n}$ are chosen according to a stationary process of distributions. Given the time t .geq. O, let N (t) be the number of indices n for which O < $S_n$ $\geq$ t. In this set up we prove that N (t)/t converges almost surely and in $L^1$ as t longrightarrow $\infty$, which generalizes classical renewal theorem.m.

• Communications for Statistical Applications and Methods
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• 제23권5호
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• pp.385-397
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• 2016

The stress-strength models have been intensively investigated in the literature in regards of estimating the reliability ${\theta}$ = P(X > Y) using parametric and nonparametric approaches under different sampling schemes when X and Y are independent random variables. In this paper, we consider the problem of estimating ${\theta}$ when (X, Y) are dependent random variables with a bivariate underlying distribution. The empirical and kernel estimates of ${\theta}$ = P(X > Y), based on bivariate ranked set sampling (BVRSS) are considered, when (X, Y) are paired dependent continuous random variables. The estimators obtained are compared to their counterpart, bivariate simple random sampling (BVSRS), via the bias and mean square error (MSE). We demonstrate that the suggested estimators based on BVRSS are more efficient than those based on BVSRS. A simulation study is conducted to gain insight into the performance of the proposed estimators. A real data example is provided to illustrate the process.

• 대한수학회보
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• 제34권2호
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• pp.295-303
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• 1997

Let ${X_k : k = 1, 2, \cdots}$ be a sequence of independent, identically distributed integer-valued random variables with common distribution function F.