• Title/Summary/Keyword: Asymptotically independent

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Estimation of Odds Ratio in Proportional Odds Model

  • Seo, Min-Ja;Kim, Ju-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1067-1076
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    • 2006
  • Although the proportional hazards model is the most common approach used for studying the relationship of event times and covariates, alternative models are needed for occasions when it does not fit data. In the two-sample case, proportional odds models are useful for fitting data whose hazard rates converge asymptotically. In this thesis, we propose a new estimator of the relative odds ratio of the proportional odds model when two independent random samples are observed under uncensorship. We prove the asymptotic normality and consistency of the estimator by using martingale-representation. The efficiency of the proposed is assessed through a simulation study.

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A Sufficient Condition for the Independence of Non-Stationary Demand Process and Inventory Position Process under < Q, r > Systems

  • Sung, C.S.
    • Journal of Korean Institute of Industrial Engineers
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    • v.8 no.1
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    • pp.22-28
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    • 1982
  • Under a continuous-review inventory system, the inventory position process was proved to be asymptotically independent of the general renewal demand processes, when the two processes form an asymptotic unimodel joint distribution. The analytical technique implemented through this work seems to be more like general, and so the periodic-review system can be similarly investigated. In conclusion, the results may be evaluated to direct to the analytical analyses of some inventory systems which have been treated under some restrictions on demand processes.

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Lagged Unstable Regressor Models and Asymptotic Efficiency of the Ordinary Least Squares Estimator

  • Shin, Dong-Wan;Oh, Man-Suk
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.251-259
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    • 2002
  • Lagged regressor models with general stationary errors independent of the regressors are considered. The regressor process is unstable having characteristic roots on the unit circle. If the order of the lag matches the number of roots on the unit circle, the ordinary least squares estimator (OLSE) is asymptotically efficient in that it has the same limiting distribution as the generalized least squares estimator (GLSE) under the same normalization. This result extends the well-known result of Grenander and Rosenblatt (1957) for asymptotic efficiency of the OLSE in deterministic polynomial and/or trigonometric regressor models to a class of models with stochastic regressors.

ASYMPTOTIC RUIN PROBABILITIES IN A GENERALIZED JUMP-DIFFUSION RISK MODEL WITH CONSTANT FORCE OF INTEREST

  • Gao, Qingwu;Bao, Di
    • Journal of the Korean Mathematical Society
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    • v.51 no.4
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    • pp.735-749
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    • 2014
  • This paper studies the asymptotic behavior of the finite-time ruin probability in a jump-diffusion risk model with constant force of interest, upper tail asymptotically independent claims and a general counting arrival process. Particularly, if the claim inter-arrival times follow a certain dependence structure, the obtained result also covers the case of the infinite-time ruin probability.

Independence Condition in the Repeated Randomized Response Models (반복시행된 확률화 응답(RRD) 모형의 독립조건)

  • Lee Kwan J.;Kook Sejeong
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.33-38
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    • 2000
  • Krishnamoorphy and Raghavarao(1993) invented exact binomial and asymptotically normal test procedures for truthful answering in the repeated randomized response models under the assumption that two repeated response measures are independent. Under the same assumption, Lakshmi and Raghavarao(1992) suggested asymptotic chi-square test for respondents' truthful answering in the same models. In this article we detect the factors and the conditions with which two response variables might be independent, and find the condition for independence in the repeated randomized response models with considering untruthful answer. But, the condition of independence make the randomized model no meaning. Under the assumption of conditional independence between two response variables, we can apply the same logical statements on deriving the tests for truthful answering in the repeated randomized response models as in Krishnamoorphy and Raghavarao(1993).

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Generalized Stability Condition for Descriptor Systems (특이시스템의 일반적 안정화)

  • Oh, Do-Chang;Lee, Dong-Gi;Kim, Jong-Hae
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.6
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    • pp.513-518
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    • 2012
  • In this paper, we propose a generalized index independent stability condition for a descriptor systemwithout any transformations of system matrices. First, the generalized Lyapunov equation with a specific right-handed matrix form is considered. Furthermore, the existence theorem and the necessary and sufficient conditions for asymptotically stable descriptor systems are presented. Finally, some suitable examples are used to show the validity of the proposed method.

Delay-dependent Stabilization of Singular Systems with Multiple Internal and External Incommensurate Constant Point Delays

  • Xie, Yong-Fang;Gui, Wei-Hua;Jiang, Zhao-Hui
    • International Journal of Control, Automation, and Systems
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    • v.6 no.4
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    • pp.515-525
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    • 2008
  • In this paper, the problem of delay-dependent stabilization for singular systems with multiple internal and external incommensurate constant point delays is investigated. The condition when a singular system subject to point delays is regular independent of time delays is given and it can be easily test with numerical or algebraic methods. Based on Lyapunov-Krasovskii functional approach and the descriptor integral-inequality lemma, a sufficient condition for delay-dependent stability is obtained. The main idea is to design multiple memoryless state feedback control laws such that the resulting closed-loop system is regular independent of time delays, impulse free, and asymptotically stable via solving a strict linear matrix inequality (LMI) problem. An explicit expression for the desired memoryless state feedback control laws is also given. Finally, a numerical example illustrates the effectiveness and the availability for the proposed method.

Gradual Reduction of Drug Dosage on an HIV Infection Model with Helper-independent CTL (보조세포 비의존형 CTL 반응이 고려된 HIV 감염 모형에 대한 점진적 약물 감소 기법의 적용)

  • Chang Hyeygjeon;Jo Nam Hoon;Shim Hyungbo
    • Journal of Institute of Control, Robotics and Systems
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    • v.10 no.12
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    • pp.1148-1154
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    • 2004
  • The goal of this paper is to verity that the gradual reduction of drug dose (GRDD), which has already been shown by authors to be effective for a simplified HIV infection model, still works for a more realistic model. While the simplified HIV infection model does not take into account an helper-independent CTL, the five state nonlinear model proposed by Wodarz describes the dynamics of both helper-dependent and helper-independent CTL in HIV infection. In this paper, it is shown that, by applying GRDD to Wodarz's five state HIV infection model, the state of HIV infected patient converges to that of non-progressor whose immune response is excited so that his symptom would not be developed into AIDS. Roughly speaking, GRDD is 'slow reduction of dose after the maximum dose for a certain period.' It turns out that an equilibrium representing non-progressor is locally asymptotically stable for the most values of drug dosage, which is required to hold in order to apply GRDD. Simulation results establish that GRDD is still considerably effective both for an AIDS patient and a patient who has been on HAART for a long time.

Empirical Bayes Problem With Random Sample Size Components

  • Jung, Inha
    • Journal of the Korean Statistical Society
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    • v.20 no.1
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    • pp.67-76
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    • 1991
  • The empirical Bayes version involves ″independent″ repetitions(a sequence) of the component decision problem. With the varying sample size possible, these are not identical components. However, we impose the usual assumption that the parameters sequence $\theta$=($\theta$$_1$, $\theta$$_2$, …) consists of independent G-distributed parameters where G is unknown. We assume that G $\in$ g, a known family of distributions. The sample size $N_i$ and the decisin rule $d_i$ for component i of the sequence are determined in an evolutionary way. The sample size $N_1$ and the decision rule $d_1$$\in$ $D_{N1}$ used in the first component are fixed and chosen in advance. The sample size $N_2$and the decision rule $d_2$ are functions of *see full text($\underline{X}^1$equation omitted), the observations in the first component. In general, $N_i$ is an integer-valued function of *see full text(equation omitted) and, given $N_i$, $d_i$ is a $D_{Ni}$/-valued function of *see full text(equation omitted). The action chosen in the i-th component is *(equation omitted) which hides the display of dependence on *(equation omitted). We construct an empirical Bayes decision rule for estimating normal mean and show that it is asymptotically optimal.

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A Numerical Study on the Effect of Fin-array of Heat-sink on the Cooling Performance of CPU (CPU 히트싱크에서 핀의 배열이 냉각성능에 미치는 영향에 대한 수치해석)

  • Kim, Seong Chan;Kim, Keon Kuk;Jeon, Byoung Jin;Choi, Hyoung Gwon
    • Journal of the Semiconductor & Display Technology
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    • v.15 no.3
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    • pp.12-17
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    • 2016
  • In this study, numerical simulations for the conjugate heat transfer of air with a heat-sink of CPU were conducted. The heat-sink consisted of many fins of cylinder shape and the effect of the number of fins on the cooling performance of the heat sink was investigated. Grid independent solutions were obtained to compare the maximum temperature of the heat-sink for various conditions. It was found that maximum temperature of the heat-sink asymptotically approached 310K as the number of fins went to infinity. The energy exchange of air with the heat-sink was found to be nearly independent on the number of fins.