• Journal of the Korean Data and Information Science Society
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• v.10 no.2
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• pp.299-311
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• 1999

In this paper the single and product moments of order statistics of the doubly truncated Rayleigh distribution are studied. Some recurrence relations of order statistics are derived. Using order statistics, also characterization of the Rayleigh distribution are derived.

• International Journal of Contents
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• v.2 no.2
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• pp.17-24
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• 2006

The work presented in this paper is divided into two parts. The first part presents finite urn problems which generate truncated negative binomial random variables. Some combinatorial identities that arose from the negative binomial sampling and truncated negative binomial sampling are established. These identities are constructed and serve important roles when we deal with these distributions and their characteristics. Other important results including cumulants and moments of the distributions are given in somewhat simple forms. Second, the distributions of the maximum of two chi-square variables and the distributions of the maximum correlated F-variables are then derived within the negative binomial sampling scheme. Although multinomial theory applied to order statistics and standard transformation techniques can be used to derive these distributions, the negative binomial sampling approach provides more information and deeper insight regarding the nature of the relationship between the sampling vehicle and the probability distributions of these functions of chi-square variables. We also provide an algorithm to compute the percentage points of these distributions. We supplement our findings with exact simple computational methods where no interpolations are involved.

• Journal of Ship and Ocean Technology
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• v.8 no.3
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• pp.26-39
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• 2004

A vessel/mooring/riser coupled dynamic analysis program in time domain is developed for the global motion simulation of a turret-moored, tanker based FPSO designed for 6000-ft water depth. The vessel global motions and mooring tension are simulated for the non-parallel wind-wave-current 100-year hurricane condition in the Gulf of Mexico. The wind and current forces and moments are estimated from the OCIMF empirical data base for the given loading condition. The numerical results are compared with the OTRC(Offshore Technology Research Center: Model Basin for Offshore Platforms in Texas A&M University) 1:60 model-testing results with truncated mooring system. The system's stiffness and line tension as well as natural periods and damping obtained from the OTRC measurement are checked through numerically simulated static-offset and free-decay tests. The global vessel motion simulations in the hurricane condition were conducted by varying lateral and longitudinal hull drag coefficients, different mooring and riser set up, and wind-exposed areas to better understand the sensitivity of the FPSO responses against empirical parameters. It is particularly stressed that the dynamic mooring tension can be greatly underestimated when truncated mooring system is used.

• Journal of the Korean Society for Precision Engineering
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• v.18 no.8
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• pp.79-86
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• 2001

A method for actively minimizing dynamic reaction forces in a flexible structure subject to persistent excitations is presented. One difficulty with the method, however, is that forces and moments do not converge as quickly as displacements in mathematical discretization of continuous systems, so a controller based on a truncated model of a continuous system can produce poor results. A technique using residual flexibility matrix is presented for correcting the truncated force representation. A controller designed for reaction force minimization, using the residual flexibility matrix, is applied to a model of a flexible structure, and the results are presented. Implications of various reaction force penalty combinations on the resulting control performance are also discussed.

• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.333-351
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• 2022

The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and Student's-t distributions as special cases. In this work, we propose an EM-type algorithm for computing the maximum likelihood estimates for skew-t linear regression models with censored response. In contrast with previous proposals, this algorithm uses analytical expressions at the E-step, as opposed to Monte Carlo simulations. These expressions rely on formulas for the mean and variance of a truncated skew-t distribution, and can be computed using the R library MomTrunc. The standard errors, the prediction of unobserved values of the response and the log-likelihood function are obtained as a by-product. The proposed methodology is illustrated through the analyses of simulated and a real data application on Letter-Name Fluency test in Peruvian students.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.12 no.3
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• pp.153-160
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• 2008

A size-biased Poisson distribution is defined. Its characterization by using a recurrence relation for first order negative moment of the distribution is obtained. Different estimation methods for the parameter of the model are also discussed. R-Software has been used for making a comparison among the three different estimation methods.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.21 no.4
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• pp.215-224
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• 2017

The moment closure method is an approximation method to compute the moments for stochastic models of chemical reaction systems. In this paper, we develop an analytic estimation of errors generated from the approximation of an infinite system of differential equations into a finite system truncated by the moment closure method. As an example, we apply the result to an essential bimolecular reaction system, the dimerization model.

• The Korean Journal of Applied Statistics
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• v.27 no.5
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• pp.819-831
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• 2014

The Exact-EM algorithm can conventionally fit a mixture of multivariate skew distribution. However, it suffers from highly expensive computational costs to calculate the moments of multivariate truncated t-distribution in E-step. This paper proposes a new SPU-EM method that adopts the AECM algorithm principle proposed by Meng and van Dyk (1997)'s to circumvent the multi-dimensionality of the moments. This method offers a shorter execution time than a conventional Exact-EM algorithm. Some experments are provided to show its effectiveness.

• 한국데이터정보과학회:학술대회논문집
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• 2003.10a
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• pp.19-30
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• 2003

In this paper we present a new family of distributions that allows a continuous variation not only from normality to non-normality but also from unimodality to bimodality. Its properties are especially useful in studying and making inferences about models involving the univariate truncated normal distribution. The properties of the family and its applications are given.

• Communications for Statistical Applications and Methods
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• v.18 no.3
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• pp.301-317
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• 2011

Statistical and probabilistic behaviors of fibers forming fiber webs of all kinds are of great significance in the determination of the uniformity and physical properties of the webs commonly found in many industrial products such as filters, membranes and non-woven fabrics. However, in studying the spatial geometry of the webs the observations must be theoretically as well as experimentally confined within a specified unit area. This paper provides a general theory and framework for computer simulation for quantifying the fiber segments bounded by the unit area in consideration of the "edge effects" resulting from the truncated length segments within the boundary. The probability density function and the first and second moments of the length segments found within the counting region were derived by properly defining the seeding region and counting region.