• Journal of applied mathematics & informatics
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• v.16 no.1_2
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• pp.419-427
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• 2004

In this paper we establish the Hajeck-Renyi type inequality and derive the strong law of large numbers for asymptotically quadrant sub-independent random variables.

• Communications of the Korean Mathematical Society
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• v.19 no.4
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• pp.765-773
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• 2004

In this paper we define the notion of asymptotically quadrant independent random field and derive the strong laws of large numbers for this random field.

• Journal of the Korean Statistical Society
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• v.34 no.1
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• pp.1-9
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• 2005

In this paper we establish the Hajeck-Renyi type inequality for asymptotically quadrant sub-independent random variables and derive the strong law of large numbers by this inequality.

• Journal of the Korean Statistical Society
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• v.25 no.4
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• pp.603-611
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• 1996

In this article we consider a sequential procedure for the fixed width interval estimation of the means of two mutually independent linear processes. It is shown that the proposed stopping rule is asymptotically efficient as in iid samples (cf. Robbins, Simons and Starr(l967)).

• Journal of Korean Society for Quality Management
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• v.14 no.2
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• pp.15-20
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• 1986

Using Fisher's method of combining two independent test statistics, we suggest a test for comparing two exponential populations with location and scale parameters and prove that it is asymptotically optimal in the sense of Bahadur efficiency.

• Journal of the Chungcheong Mathematical Society
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• v.23 no.4
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• pp.835-844
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• 2010

In this paper we study the $H{\grave{a}}jeck-R{\grave{e}}nyi$ type inequality and strong law of large numbers for asymptotically quadrant sub-independent(AQSI) sequences. We also prove the integrability of supremum for AQSI sequences.

• Bulletin of the Korean Mathematical Society
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• v.50 no.2
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• pp.611-626
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• 2013

In the paper we study the finite-time ruin probability in a general risk model with constant interest force, in which the claim sizes are pairwise quasi-asymptotically independent and arrive according to an arbitrary counting process, and the premium process is a general stochastic process. For the case that the claim-size distribution belongs to the consistent variation class, we obtain an asymptotic formula for the finite-time ruin probability, which holds uniformly for all time horizons varying in a relevant infinite interval. The obtained result also includes an asymptotic formula for the infinite-time ruin probability.

• Bulletin of the Korean Mathematical Society
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• v.50 no.3
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• pp.1007-1020
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• 2013

Approximate fixed point property problem for Mann iteration sequence of a nonexpansive mapping has been resolved on a Banach space independent of uniform (strict) convexity by Ishikawa [Fixed points and iteration of a nonexpansive mapping in a Banach space, Proc. Amer. Math. Soc. 59 (1976), 65-71]. In this paper, we solve this problem for a class of mappings wider than the class of asymptotically nonexpansive mappings on an arbitrary normed space. Our results generalize and extend several known results.

• Journal of the Korea Society of Computer and Information
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• v.27 no.6
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• pp.167-174
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• 2022

In this paper we investigate the permutation test for the equality of correlation coefficients in several independent populations. Permutation test is a non-parametric testing methodology based upon the exchangeability of observations. Exchangeability is a generalization of the concept of independent, identically distributed random variables. Using permutation method, we may construct asymptotically exact test. This method is asymptotically as powerful as standard parametric tests and is a valuable tool when the sample sizes are small and normality assumption cannot be met. We first review existing parametric approaches to test the equality of correlation coefficients and compare them with the permutation test. At the end, all the approaches are illustrated using Iris data example.

• Journal of applied mathematics & informatics
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• v.8 no.2
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• pp.669-682
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• 2001

In this paper a nonparametric test for the parallelism of k regression lines against ordered alternatives, when the independent variables are positive and all regression lines have a common intercept is proposed. The proposed test is based on a Jonckheere-type statistic applied to residuals. Under some conditions the proposed test statistic is asymptotically distribution-free. The small-sample powers of our test are compared with other tests by a Monte Carlo study. The simulation results show that the proposed test has significantly higher empirical powers than the other tests considered in this paper.