• Journal of the Korean Statistical Society
• /
• 제24권1호
• /
• pp.91-109
• /
• 1995

The rate of convergence to a random variable S for an almost certainly convergent series $S_n = \sum^n_{j=1} X_j$ of independent random variables is studied in this paper. More specifically, when $S_n$ converges to S almost certainly, the tail series $T_n = \sum^{\infty}_{j=n} X_j$ is a well-defined sequence of random variable with $T_n \to 0$ a.c. Various sets of conditions are provided so that for a given numerical sequence $0 < b_n = o(1)$, the tail series strong law of large numbers $b^{-1}_n T_n \to 0$ a.c. holds. Moreover, these results are specialized to the case of the weighted i.i.d. random varialbes. Finally, example are provided and an open problem is posed.

• Kyungpook Mathematical Journal
• /
• 제56권3호
• /
• pp.877-897
• /
• 2016

In the present article, we study some approximation properties of the Kantorovich type generalization of $Sz{\acute{a}}sz$ type operators involving Charlier polynomials introduced by S. Varma and F. Taşdelen (Math. Comput. Modelling, 56 (5-6) (2012) 108-112). First, we establish approximation in a Lipschitz type space, weighted approximation theorems and A-statistical convergence properties for these operators. Then, we obtain the rate of approximation of functions having derivatives of bounded variation.

• Journal of the Korean Statistical Society
• /
• 제19권2호
• /
• pp.105-112
• /
• 1990

Let (X, Y) be a pair random variables and let f denote the regression function of the response Y on the measurement variable X. Let K(f) denote a derivative of f. The least squares method is used to obtain a tensor spline estimator $\hat{f}$ of f based on a random sample of size n from the distribution of (X, Y). Under some mild conditions, it is shown that $K(\hat{f})$ achieves the optimal rate of convergence for the estimation of K(f) in $L_2$ and $L_{\infty}$ norms.

• Journal of the Korean Statistical Society
• /
• 제34권4호
• /
• pp.281-295
• /
• 2005

We investigate the rate of convergence of the distribution of the maximum likelihood estimator (MLE) of an unknown parameter in the drift coefficient of a stochastic process described by a linear stochastic differential equation driven by a fractional Brownian motion (fBm). As a special case, we obtain the rate of convergence for the case of the fractional Ornstein- Uhlenbeck type process studied recently by Kleptsyna and Le Breton (2002).

• 충청수학회지
• /
• 제22권3호
• /
• pp.597-606
• /
• 2009

In this paper, we introduce the notion of the statistically complete fuzzy norm on a linear space. And we consider some relations between the fuzzy statistical completeness and ordinary completeness on a linear space.

• Communications for Statistical Applications and Methods
• /
• 제2권2호
• /
• pp.135-145
• /
• 1995

A new algorithm was given to successively fit the multiexponential function/nonlinear function to data by a weighted least squares method, using Gauss-Newton, Marquardt, gradient and DUD methods for convergence. This study also considers the problem of linear-nonlimear weighted least squares estimation which is based upon the usual Taylor's formula process.

• Journal of the Korean Statistical Society
• /
• 제33권1호
• /
• pp.59-78
• /
• 2004

A regression function in generalized linear model may have a discontinuity/change point at unknown location. In order to estimate the location of the discontinuity point and its jump size, the strategy is to use a nonparametric approach based on one-sided kernel weighted local-likelihood functions. Weak convergences of the proposed estimators are established. The finite-sample performances of the proposed estimators with practical aspects are illustrated by simulated examples.

• Journal of the Korean Statistical Society
• /
• 제12권1호
• /
• pp.10-17
• /
• 1983

Let $X^{(n)}_j, j=1,2,\cdots,n, n=1,2,\cdots$ be a triangular array of random variables which arise naturally in a study of ferromagnetism in statistical mechanics. This paper presents weak convergence of random function $W_n(t)$, an appropriately normalized partial sum process based on $S^{(n)}_n = X^{(n)}_i+\cdot+X^{(n)}_n$. The limiting process W(t) is shown to be Gaussian when weak dependence exists. At the critical point where the change form weak to strong dependence takes place, W(t) turns out to be non-Gaussian. Our results are direct extensions of work by Ellis and Newmam (1978). An example is considered and the relation of these results to critical phenomena is briefly explained.

• 한국소음진동공학회:학술대회논문집
• /
• 한국소음진동공학회 2014년도 추계학술대회 논문집
• /
• pp.830-832
• /
• 2014

In this study, friction stick-slip vibration're interpretation of the phenomenon, we used a statistical model of friction. In a previous study using a definite friction factor, but to a dynamic simulation using a constantly changing during the integration time by a Monte Carlo simulation method, not the average coefficient of friction and the dynamic friction coefficient and a constant value in this study.

• Journal of applied mathematics & informatics
• /
• 제40권1_2호
• /
• pp.215-231
• /
• 2022

In this paper, for double set sequences, as a new approach to the notion of Wijsman asymptotical lacunary statistical equivalence of order 𝜂, we introduce new concepts which are called Wijsman asymptotical ${\mathcal{I}}_2$-lacunary statistical equivalence of order 𝜂 and Wijsman asymptotical strong ${\mathcal{I}}_2$-lacunary equivalence of order 𝜂 where 0 < 𝜂 ≤ 1. Also, some properties of these new concepts are investigated, and the existence of some relations between these and some previously studied asymptotical equivalence concepts for double set sequences is examined.