• Title/Summary/Keyword: 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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    • v.9 no.1
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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
    • Journal of Korean Society for Quality Management
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    • v.23 no.4
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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
    • Journal of the Korean Mathematical Society
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    • v.48 no.2
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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

  • Kwun, Young-Chel;Park, Dong-Gun;Lee, Bu-Young;Hwang, Jin-Soo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.20 no.6
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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 $E^1_N$.

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

  • 박병선;이충훈;조중재
    • Journal of Korean Society for Quality Management
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    • v.30 no.4
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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>)

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

  • Cho, Joong-Jae;Park, Hyo-Il
    • The Korean Journal of Applied Statistics
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    • v.29 no.2
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    • pp.301-308
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    • 2016
  • The process capability index is used to determine whether a production process is capable of producing items within a specified tolerance. Some process capability indices $C_p$, $C_{pk}$ and $C_{pm}$ have been of particular interest as useful management tools for tracking process performance. Most evaluations on process capability indices focus on statistical estimation and test of hypothesis. It is necessary to investigate their asymptotic correlationship among basic estimators ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ of process capability indices $C_p$, $C_{pk}$ and $C_{pm}$. In this paper, we study their asymptotic correlationship for three process capability indices ${\hat{C}}_p$, ${\hat{C}}_{pk}$ and ${\hat{C}}_{pm}$ under bivariate normal distribution BN(${\mu}_x,{\mu}_y,{\sigma}^2_x,{\sigma}^2_y,{\rho}$). With some nonnormal processes, the asymptotic correlation coefficient of any two respective process capability index estimators could be established.

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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    • v.9 no.2
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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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Normal Mode Vibrations of a Beam with a Nonlinear Boundary Condition (비선형 경계조건을 가진 보의 정규모드진동)

  • 김현기;이원경
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 1998.04a
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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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    • v.33 no.3
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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
    • Journal of the Korean Mathematical Society
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    • v.46 no.6
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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.