• 제목/요약/키워드: Asymptotic equivalence

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ASYMPTOTIC BEHAVIORS FOR LINEAR DIFFERENCE SYSTEMS

  • IM DONG MAN;GOO YOON HOE
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제12권2호
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    • pp.93-103
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    • 2005
  • We study some stability properties and asymptotic behavior for linear difference systems by using the results in [W. F. Trench: Linear asymptotic equilibrium and uniform, exponential, and strict stability of linear difference systems. Comput. Math. Appl. 36 (1998), no. 10-12, pp. 261-267].

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A study on the scores for right censored data

  • 박효일
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2000년도 추계학술대회
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    • pp.363-363
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    • 2000
  • We derive an asymptotic relation between the scores for the censored and uncensored observations for the untied value case among uncensored observations. With this relation, we show that two types of the linear rank statistics which are based on any consistent estimates of the distribution function, are asymptotically equivalent. Also, we discuss another asymptotic equivalence considered by Cuzick (1985).

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BOUNDEDNESS OF DISCRETE VOLTERRA SYSTEMS

  • Choi, Sung-Kyu;Goo, Yoon-Hoe;Koo, Nam-Jip
    • 대한수학회보
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    • 제44권4호
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    • pp.663-675
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    • 2007
  • We investigate the representation of the solution of discrete linear Volterra difference systems by means of the resolvent matrix and fundamental matrix, respectively, and then study the boundedness of the solutions of discrete Volterra systems by improving the assumptions and the proofs of Medina#s results in [6].

ESTIMATION OF RELIABILITY IN A MULTICOMPONENT STRESS-STRENGTH MODEL IN WEIBULL CASE

  • Kim, Jae J.;Kang, Eun M.
    • 품질경영학회지
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    • 제9권1호
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    • pp.3-11
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    • 1981
  • 동일한 부품 K개를 갖고 있으며, 그 중에서 S개 이상의 스트렝스(strength)가 스트레스(stress) 보다 크게 될 경우 신뢰성이 유지되는 시스템에서 스트레스와 스트렝스가 모두 와이블(weibull) 분포를 하고 있을 때의 시스템 신뢰성을 고찰하였다. 2 절에서는 시스템 신뢰성의 최소분산불편추정량(MVU estimator)을 구하였고, 3 절에서는 최소분산불편추정량의 점근분포(asymototic distribution)를 구하고 표본크기가 클때 시스템 신뢰성의 최소분산불편추정량과 최우추정량(MLE)과의 관계를 구하였으며, 4 절에서는 시스템 신뢰성의 일양최적불편신뢰구간(uniformly most accurate unbiased confidence interval) 을 구하였고, 5 절에서는 몬데 카를로 씨뮤레이션(Monte Carlo Simulation)을 사용하여 작은 표본에서의 최우추정량과 최소분산불편추정량의 편기(bias)와 평균자승오차(MSE)를 비교하였고 6 절에서는 결과를 간단히 요약하고 본 논문을 더 확장할 경우에 문제점을 제시하였다.

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Statistical Assessment of Biosimilarity based on the Relative Distance between Follow-on Biologics in the (k + 1)-Arm Parallel Design

  • Kang, Seung-Ho;Shin, Wooyoung
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.605-613
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    • 2015
  • A three-arm parallel design has been proposed to assess the biosimilarity between a biological product and a reference product using relative distance (Kang and Chow, 2013). The three-arm parallel design consists of two arms for the reference product and one arm for the biosimilar product. This paper extended the three-arm parallel design to a (k + 1)-arm parallel design composed of k (${\geq}3$) arms for the reference product and one arm for the biosimilar product. A new relative distance was defined based on Euclidean distance; consequently, a corresponding test procedure was developed based on asymptotic distribution. Type I error rates and powers were investigated both theoretically and empirically.

The Minimum Squared Distance Estimator and the Minimum Density Power Divergence Estimator

  • Pak, Ro-Jin
    • Communications for Statistical Applications and Methods
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    • 제16권6호
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    • pp.989-995
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    • 2009
  • Basu et al. (1998) proposed the minimum divergence estimating method which is free from using the painful kernel density estimator. Their proposed class of density power divergences is indexed by a single parameter $\alpha$ which controls the trade-off between robustness and efficiency. In this article, (1) we introduce a new large class the minimum squared distance which includes from the minimum Hellinger distance to the minimum $L_2$ distance. We also show that under certain conditions both the minimum density power divergence estimator(MDPDE) and the minimum squared distance estimator(MSDE) are asymptotically equivalent and (2) in finite samples the MDPDE performs better than the MSDE in general but there are some cases where the MSDE performs better than the MDPDE when estimating a location parameter or a proportion of mixed distributions.

Test Statistics for Volume under the ROC Surface and Hypervolume under the ROC Manifold

  • Hong, Chong Sun;Cho, Min Ho
    • Communications for Statistical Applications and Methods
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    • 제22권4호
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    • pp.377-387
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    • 2015
  • The area under the ROC curve can be represented by both Mann-Whitney and Wilcoxon rank sum statistics. Consider an ROC surface and manifold equal to three dimensions or more. This paper finds that the volume under the ROC surface (VUS) and the hypervolume under the ROC manifold (HUM) could be derived as functions of both conditional Mann-Whitney statistics and conditional Wilcoxon rank sum statistics. The nullhypothesis equal to three distribution functions or more are identical can be tested using VUS and HUM statistics based on the asymptotic large sample theory of Wilcoxon rank sum statistics. Illustrative examples with three and four random samples show that two approaches give the same VUS and $HUM^4$. The equivalence of several distribution functions is also tested with VUS and $HUM^4$ in terms of conditional Wilcoxon rank sum statistics.

OSCILLATORY BEHAVIOR AND COMPARISON FOR HIGHER ORDER NONLINEAR DYNAMIC EQUATIONS ON TIME SCALES

  • Sun, Taixiang;Yu, Weiyong;Xi, Hongjian
    • Journal of applied mathematics & informatics
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    • 제30권1_2호
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    • pp.289-304
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    • 2012
  • In this paper, we study asymptotic behaviour of solutions of the following higher order nonlinear dynamic equations $$S_n^{\Delta}(t,x)+{\delta}p(t)f(x(g(t)))=0$$ and $$S_n^{\Delta}(t,x)+{\delta}p(t)f(x(h(t)))=0$$ on an arbitrary time scale $\mathbb{T}$ with sup $\mathbb{T}={\infty}$, where n is a positive integer, ${\delta}=1$ or -1 and $$S_k(t,x)=\{\array x(t),\;if\;k=0,\\a_k(t)S_{{\kappa}-1}^{\Delta}(t),\;if\;1{\leq}k{\leq}n-1,\\a_n(t)[S_{{\kappa}-1}^{\Delta}(t)]^{\alpha},\;if\;k=n,$$ with ${\alpha}$ being a quotient of two odd positive integers and every $a_k$ ($1{\leq}k{\leq}n$) being positive rd-continuous function. We obtain some sufficient conditions for the equivalence of the oscillation of the above equations.

Photon-counting linear discriminant analysis for face recognition at a distance

  • Yeom, Seok-Won
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제12권3호
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    • pp.250-255
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    • 2012
  • Face recognition has wide applications in security and surveillance systems as well as in robot vision and machine interfaces. Conventional challenges in face recognition include pose, illumination, and expression, and face recognition at a distance involves additional challenges because long-distance images are often degraded due to poor focusing and motion blurring. This study investigates the effectiveness of applying photon-counting linear discriminant analysis (Pc-LDA) to face recognition in harsh environments. A related technique, Fisher linear discriminant analysis, has been found to be optimal, but it often suffers from the singularity problem because the number of available training images is generally much smaller than the number of pixels. Pc-LDA, on the other hand, realizes the Fisher criterion in high-dimensional space without any dimensionality reduction. Therefore, it provides more invariant solutions to image recognition under distortion and degradation. Two decision rules are employed: one is based on Euclidean distance; the other, on normalized correlation. In the experiments, the asymptotic equivalence of the photon-counting method to the Fisher method is verified with simulated data. Degraded facial images are employed to demonstrate the robustness of the photon-counting classifier in harsh environments. Four types of blurring point spread functions are applied to the test images in order to simulate long-distance acquisition. The results are compared with those of conventional Eigen face and Fisher face methods. The results indicate that Pc-LDA is better than conventional facial recognition techniques.