• 제목/요약/키워드: Absolutely continuous

검색결과 64건 처리시간 0.029초

CHARACTERIZATIONS OF THE EXPONENTIAL DISTRIBUTION BY ORDER STATISTICS AND CONDITIONAL

  • Lee, Min-Young;Chang, Se-Kyung;Jung, Kap-Hun
    • 대한수학회논문집
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    • 제17권3호
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    • pp.535-540
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    • 2002
  • Let X$_1$, X$_2$‥‥,X$\_$n/ be n independent and identically distributed random variables with continuous cumulative distribution function F(x). Let us rearrange the X's in the increasing order X$\_$1:n/ $\leq$ X$\_$2:n/ $\leq$ ‥‥ $\leq$ X$\_$n:n/. We call X$\_$k:n/ the k-th order statistic. Then X$\_$n:n/ - X$\_$n-1:n/ and X$\_$n-1:n/ are independent if and only if f(x) = 1-e(equation omitted) with some c > 0. And X$\_$j/ is an upper record value of this sequence lf X$\_$j/ > max(X$_1$, X$_2$,¨¨ ,X$\_$j-1/). We define u(n) = min(j|j > u(n-1),X$\_$j/ > X$\_$u(n-1)/, n $\geq$ 2) with u(1) = 1. Then F(x) = 1 - e(equation omitted), x > 0 if and only if E[X$\_$u(n+3)/ - X$\_$u(n)/ | X$\_$u(m)/ = y] = 3c, or E[X$\_$u(n+4)/ - X$\_$u(n)/|X$\_$u(m)/ = y] = 4c, n m+1.

MOD M NORMALITY OF ${\beta}-EXPANSIONS$

  • Ahn, Young-Ho
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제9권2호
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    • pp.91-97
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    • 2005
  • If ${\beta}\;>\;1$, then every non-negative number x has a ${\beta}-expansion$, i.e., $$x\;=\;{\epsilon}_0(x)\;+\;{\frac{\epsilon_1(x)}{\beta}}\;+\;{\frac{\epsilon_2(x)}{\beta}}\;+\;{\cdots}$$ where ${\epsilon}_0(x)\;=\;[x],\;{\epsilon}_1(x)\;=\;[\beta(x)],\;{\epsilon}_2(x)\;=\;[\beta(({\beta}x))]$, and so on ([x] denotes the integral part and (x) the fractional part of the real number x). Let T be a transformation on [0,1) defined by $x\;{\rightarrow}\;({\beta}x)$. It is well known that the relative frequency of $k\;{\in}\;\{0,\;1,\;{\cdots},\;[\beta]\}$ in ${\beta}-expansion$ of x is described by the T-invariant absolutely continuous measure ${\mu}_{\beta}$. In this paper, we show the mod M normality of the sequence $\{{\in}_n(x)\}$.

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CHARACTERIZATIONS OF THE GAMMA DISTRIBUTION BY INDEPENDENCE PROPERTY OF RANDOM VARIABLES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
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    • 제27권2호
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    • pp.157-163
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    • 2014
  • Let {$X_i$, $1{\leq}i{\leq}n$} be a sequence of i.i.d. sequence of positive random variables with common absolutely continuous cumulative distribution function F(x) and probability density function f(x) and $E(X^2)$ < ${\infty}$. The random variables X + Y and $\frac{(X-Y)^2}{(X+Y)^2}$ are independent if and only if X and Y have gamma distributions. In addition, the random variables $S_n$ and $\frac{\sum_{i=1}^{m}(X_i)^2}{(S_n)^2}$ with $S_n=\sum_{i=1}^{n}X_i$ are independent for $1{\leq}m$ < n if and only if $X_i$ has gamma distribution for $i=1,{\cdots},n$.

The Proportional Likelihood Ratio Order for Lindley Distribution

  • Jarrahiferiz, J.;Mohtashami Borzadaran, G.R.;Rezaei Roknabadi, A.H.
    • Communications for Statistical Applications and Methods
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    • 제18권4호
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    • pp.485-493
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    • 2011
  • The proportional likelihood ratio order is an extension of the likelihood ratio order for the non-negative absolutely continuous random variables. In addition, the Lindley distribution has been over looked as a mixture of two exponential distributions due to the popularity of the exponential distribution. In this paper, we first recalled the above concepts and then obtained various properties of the Lindley distribution due to the proportional likelihood ratio order. These results are more general than the likelihood ratio ordering aspects related to this distribution. Finally, we discussed the proportional likelihood ratio ordering in view of the weighted version of the Lindley distribution.

Power Comparison of Independence Test for the Farlie-Gumbel-Morgenstern Family

  • Amini, M.;Jabbari, H.;Mohtashami Borzadaran, G.R.;Azadbakhsh, M.
    • Communications for Statistical Applications and Methods
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    • 제17권4호
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    • pp.493-505
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    • 2010
  • Developing a test for independence of random variables X and Y against the alternative has an important role in statistical inference. Kochar and Gupta (1987) proposed a class of tests in view of Block and Basu (1974) model and compared the powers for sample sizes n = 8, 12. In this paper, we evaluate Kochar and Gupta (1987) class of tests for testing independence against quadrant dependence in absolutely continuous bivariate Farlie-Gambel-Morgenstern distribution, via a simulation study for sample sizes n = 6, 8, 10, 12, 16 and 20. Furthermore, we compare the power of the tests with that proposed by G$\ddot{u}$uven and Kotz (2008) based on the asymptotic distribution of the test statistics.

CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS

  • Dindiene, Lina;Leipus, Remigijus;Siaulys, Jonas
    • 대한수학회지
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    • 제54권6호
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    • pp.1879-1903
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    • 2017
  • In this paper we study the closure property and probability tail asymptotics for randomly weighted sums $S^{\Theta}_n={\Theta}_1X_1+{\cdots}+{\Theta}_nX_n$ for long-tailed random variables $X_1,{\ldots},X_n$ and positive bounded random weights ${\Theta}_1,{\ldots},{\Theta}_n$ under similar dependence structure as in [26]. In particular, we study the case where the distribution of random vector ($X_1,{\ldots},X_n$) is generated by an absolutely continuous copula.

Modified Phonetic Decision Tree For Continuous Speech Recognition

  • Kim, Sung-Ill;Kitazoe, Tetsuro;Chung, Hyun-Yeol
    • The Journal of the Acoustical Society of Korea
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    • 제17권4E호
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    • pp.11-16
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    • 1998
  • For large vocabulary speech recognition using HMMs, context-dependent subword units have been often employed. However, when context-dependent phone models are used, they result in a system which has too may parameters to train. The problem of too many parameters and too little training data is absolutely crucial in the design of a statistical speech recognizer. Furthermore, when building large vocabulary speech recognition systems, unseen triphone problem is unavoidable. In this paper, we propose the modified phonetic decision tree algorithm for the automatic prediction of unseen triphones which has advantages solving these problems through following two experiments in Japanese contexts. The baseline experimental results show that the modified tree based clustering algorithm is effective for clustering and reducing the number of states without any degradation in performance. The task experimental results show that our proposed algorithm also has the advantage of providing a automatic prediction of unseen triphones.

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ON CHARACTERIZATIONS OF THE PARETO DISTRIBUTION BY THE INDEPENDENT PROPERTY OF UPPER RECORD VALUES

  • Lee, Min-Young;Lim, Eun-Hyuk
    • 충청수학회지
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    • 제24권1호
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    • pp.85-89
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    • 2011
  • We present characterizations of the Pareto distribution by the independent property of upper record values in such a way that F(x) has a Pareto distribution if and only if $\frac{X_{U(n)}}{X_{U(m)}}$ and $X_{U(m)}$ are independent for $1{\leq}m. Futhermore, the characterizations should find that F(x) has a Pareto distribution if and only if $\frac{X_{U(n)}}{X_{U(n)}{\pm}X_{U(m)}}$ and $X_{U(m)}$ are independent for $1{\leq}m.

공공도서관 수단효율성관련 경영평가기준의 개선방향에 관한 연구 (A Study on the Improvement of the Criteria for the Management Evaluation Related to the Means-Efficiency of Public Library)

  • 정원주;홍현진
    • 한국비블리아학회지
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    • 제28권4호
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    • pp.203-221
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    • 2017
  • 이 연구는 공공도서관의 지속적 발전과 공공성이라는 가치달성을 위해 공공도서관의 수단효율성과 관련하여 경영평가기준의 개선방향을 제시하고자 한다. 이를 위해 민간기업의 경영분석에 대한 이론검토와 그로부터 도출한 분석틀을 이용하여 수단효율성 평가기준을 분석하였다. 그 결과 개선방향은 첫째, 성과의 개념에 충실한 효율성측정의 지표가 다양하고 충분히 개발되어야 한다. 둘째, 일정기간의 투입 대비 성과를 나타내는 동태자료가 부족하여 동태자료로 구성된 평가지표를 보다 많이 개발하여야 한다. 셋째, 장기정태자료는 고정자산 등의 장기적으로 사용 수익되어지는 비용으로서 일정기간의 비용에는 포함 되지 않지만 투입자료로서 유용하다. 이는 완전한 회계를 통해서 반영될 수 있다.

A New Method to Detect Inner/Outer Race Bearing Fault Using Discrete Wavelet Transform in Frequency-Domain

  • Ghods, Amirhossein;Lee, Hong-Hee
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2013년도 추계학술대회 논문집
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    • pp.63-64
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    • 2013
  • Induction motors' faults detection is almost a popular topic among researchers. Monitoring the output of motors is a key factor in detecting these faults. (Short-time) Fourier, (continuous, discrete) wavelet, and extended Park vector transformations are among the methods for fault detection. One major deficiency of these methods is not being able to detect the severity of faults that carry low energy information, e.g. in ball bearing system failure, there is absolutely no way to detect the severity of fault using Fourier or wavelet transformations. In this paper, the authors have applied the Discrete Wavelet Transform (DWT) frequency-domain analysis to detect bearing faults in an induction motor. In other words, in discrete transform which the output signal is decomposed in several steps and frequency resolution increases considerably, the frequency-band analysis is performed and it will be verified that first of all, fault sidebands become more recognizable for detection in higher levels of decomposition, and secondly, the inner race bearing faults turn out easier in these levels; and all these matter because of eliminating the not-required high energy components in lower levels of decomposing.

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