• 제목/요약/키워드: Asymptotic normal

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A Goodness of Fit Approach to Testing Exponential Better than Used (EBU) Life Distributions

  • Abu-Youssef, S.E.
    • International Journal of Reliability and Applications
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    • 제9권1호
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    • pp.71-78
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    • 2008
  • Based on the goodness of fit approach, a new test is presented for testing exponentiality versus exponential better (worse) than used (EBU (EWU)) class of life distributions. The new test is much simpler to compute, asymptotically normal, enjoys good power and performs better than previous tests in terms of power and Pitman asymptotic efficiencies for several alternatives.

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Comparison of the Kaplan-Meier and Nelson Estimators using Bootstrap Confidence Intervals

  • Cha, Young Joon;Lee, Jae Man
    • 품질경영학회지
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    • 제23권4호
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    • pp.42-51
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    • 1995
  • The bootstrap confidence intervals are a computer-based method for assigning measures of accuracy to statistical estimators. In this paper we examine the small sample behavior of the Kaplan-Meier and Nelson-type estimators for the survival function using the bootstrap and asymptotic normal-theory confidence intervals. The Nelson-type estimator is nearly always better than the Kaplan-Meier estimator in the sense of achieved error rates. From the point of confidence length, the reverse is true. Also, we show that the bootstrap confidence intervals are better than the asymptotic normal-theory confidence intervals in terms of achieved error rates and confidence length.

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ASYMPTOTIC BEHAVIOR OF POSITIVE SOLUTIONS TO SEMILINEAR ELLIPTIC EQUATIONS IN ℝn

  • Lai, Baishun;Luo, Qing;Zhou, Shuqing
    • 대한수학회지
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    • 제48권2호
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    • pp.431-447
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    • 2011
  • We investigate the asymptotic behavior of positive solutions to the elliptic equation (0.1) ${\Delta}u+|x|^{l_1}u^p+|x|^{l_2}u^q=0$ in $\mathbb{R}^n$. We obtain a conclusion that, for n $\geq$ 3, -2 < $l_2$ < $l_1$ $\leq$ 0 and q > p > 1, any positive radial solution to (0.1) has the following properties: $lim_{r{\rightarrow}{\infty}}r^{\frac{2+l_1}{p-1}}\;u$ and $lim_{r{\rightarrow}0}r^{\frac{2+l_2}{q-1}}\;u$ always exist if $\frac{n+1_1}{n-2}$ < p < q, $p\;{\neq}\;\frac{n+2+2l_1}{n-2}$, $q\;{\neq}\;\frac{n+2+2l_2}{n-2}$. In addition, we prove that the singular positive solution of (0.1) is unique under some conditions.

Asymptotic Behavior of Solutions for the Delay Semilinear Fuzzy Integrodifferential Systems

  • 권영철;박동근;이부영;황진수
    • 한국지능시스템학회논문지
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    • 제20권6호
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    • pp.858-863
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    • 2010
  • In this paper, we study the asymptotic behavior of solutions for the delay semilinear fuzzy integrodifferential systems on $E^1_N$ by using the concept of fuzzy number whose values are normal, convex, upper semicontinuous and compactly supported interval in $E^1_N$.

2차원 벡터 공정능력지수 $C_p$$C_pk$의 근사 신뢰영역 (On the Confidence Region of Vector-valued Process Capability Indices $C_p$& $C_pk$)

  • 박병선;이충훈;조중재
    • 품질경영학회지
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    • 제30권4호
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    • pp.44-57
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    • 2002
  • In this paper we study two vector-valued process capability indices $C_{p}$=($C_{px}$, $C_{py}$ ) and $C_{pk}$=( $C_{pkx}$, $C_{pky}$) considering process capability indices $C_{p}$ and $C_{pk}$. First, we derive two asymptotic distributions of plug-in estimators (equation omitted) and (equation omitted) under. some proper. conditions. Second, we examine the performance of asymptotic confidence regions of our process capability indices $C_{p}$=( $C_{px}$ , $C_{py}$ ) and $C_{pk}$=( $C_{pkx}$, $C_{pky}$) under BN($\mu$$_{x}$, $\mu$$_{y}$, $\sigma$$^2$$_{x}$, $\sigma$$^2$$_{y}$,$\rho$)$\rho$)EX>)EX>)EX>)

이변량 정규분포 하에서 공정능력지수에 대한 점근적 상관관계에 관한 연구 (On the asymptotic correlationship for some process capability indices Ĉp, Ĉpk and Ĉpm under bivariate normal distribution)

  • 조중재;박효일
    • 응용통계연구
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    • 제29권2호
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    • pp.301-308
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    • 2016
  • 공정이 특정 허용범위 내에서 생산을 할 수 있는 지 여부를 결정하는 데 공정능력지수가 사용된다. 공정능력지수 $C_p$, $C_{pk}$ 그리고 $C_{pm}$ 등은 공정의 현황을 추적할 수 있는 활용성이 높은 관리도구로서 특별한 관심을 가진다. 대부분 공정능력지수에 대한 계산결과는 통계적 추정과 가설검정에 초점을 맞춘다. 따라서 $C_p$, $C_{pk}$ 그리고 $C_{pm}$의 추정치 ${\hat{C}}_p$, ${\hat{C}}_{pk}$ 그리고 ${\hat{C}}_{pm}$ 사이의 점근적 성질을 조사하는 것이 의미가 있을 것이다. 이 논문에서는 BN(${\mu}_x,{\mu}_y,{\sigma}^2_x,{\sigma}^2_y,{\rho}$) 하에서 세 가지 추정치 ${\hat{C}}_p$, ${\hat{C}}_{pk}$ 그리고 ${\hat{C}}_{pm}$ 간의 점근적 상관관계를 연구한다. 비정규성을 가진 공정에서는 두 종류의 공정능력지수 간에 상관관계를 정립할 수 있을 것이다.

AMLE for Normal Distribution under Progressively Censored Samples

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.203-209
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    • 1998
  • By assuming a progressively censored sample, we propose the approximate maximum likelihood estimator (AMLE) of the location nd the scale parameters of the two-parameter normal distribution and obtain the asymptotic variances and covariance of the AMLEs. An example is given to illustrate the methods of estimation discussed in this paper.

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비선형 경계조건을 가진 보의 정규모드진동 (Normal Mode Vibrations of a Beam with a Nonlinear Boundary Condition)

  • 김현기;이원경
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 1998년도 춘계학술대회논문집; 용평리조트 타워콘도, 21-22 May 1998
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    • pp.392-398
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    • 1998
  • In order to check the validity of nonlinear normal modes of continuous, systems by means of the energy-based formulation, we consider a beam with a nonlinear boundary condition. The initial and boundary e c6nsl of a linear partial differential equation and a nonlinear boundary condition is reduced to a linear boundary value problem consisting of an 8th order ordinary differential equations and linear boundary conditions. After obtaining the asymptotic solution corresponding to each normal mode, we compare this with numerical results by the finite element method.

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GOODNESS-OF-FIT TEST USING LOCAL MAXIMUM LIKELIHOOD POLYNOMIAL ESTIMATOR FOR SPARSE MULTINOMIAL DATA

  • Baek, Jang-Sun
    • Journal of the Korean Statistical Society
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    • 제33권3호
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    • pp.313-321
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    • 2004
  • We consider the problem of testing cell probabilities in sparse multinomial data. Aerts et al. (2000) presented T=${{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2$ as a test statistic with the local least square polynomial estimator ${{p}_{i}}^{*}$, and derived its asymptotic distribution. The local least square estimator may produce negative estimates for cell probabilities. The local maximum likelihood polynomial estimator ${{\hat{p}}_{i}}$, however, guarantees positive estimates for cell probabilities and has the same asymptotic performance as the local least square estimator (Baek and Park, 2003). When there are cell probabilities with relatively much different sizes, the same contribution of the difference between the estimator and the hypothetical probability at each cell in their test statistic would not be proper to measure the total goodness-of-fit. We consider a Pearson type of goodness-of-fit test statistic, $T_1={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ instead, and show it follows an asymptotic normal distribution. Also we investigate the asymptotic normality of $T_2={{\Sigma}_{i=1}}^{k}{[{p_i}^{*}-E{(p_{i}}^{*})]^2/p_{i}$ where the minimum expected cell frequency is very small.

ON ENERGY ESTIMATES FOR A LANDAU-LIFSCHITZ TYPE FUNCTIONAL IN HIGHER DIMENSIONS

  • Qi, Longxing;Lei, Yutian
    • 대한수학회지
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    • 제46권6호
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    • pp.1207-1218
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    • 2009
  • The authors study the asymptotic behavior of radial minimizers of an energy functional associated with ferromagnets and antiferromagnets in higher dimensions. The location of the zeros of the radial minimizer is discussed. Moreover, several uniform estimates for the radial minimizer are presented. Based on these estimates, the authors establish global convergence of radial minimizers.