• Title/Summary/Keyword: Basic Statistics

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SOME SEQUENCES OF IMPROVEMENT OVER LINDLEY TYPE ESTIMATOR

  • BAEK, HOH-YOO;HAN, KYOU-HWAN
    • Honam Mathematical Journal
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    • v.26 no.2
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    • pp.219-236
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    • 2004
  • In this paper, the problem of estimating a p-variate ($p{\geq}4$) normal mean vector is considered in a decision-theoretic setup. Using a simple property of the noncentral chi-square distribution, a sequence of smooth estimators dominating the Lindley type estimator has been produced and each improved estimator is better than previous one.

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ON THE LIMIT BEHAVIOR OF EXTENDED NEGATIVE QUADRANT DEPENDENCE

  • Baek, Jong-Il;Lee, Gil-Hwan
    • Honam Mathematical Journal
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    • v.32 no.4
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    • pp.689-699
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    • 2010
  • We discuss in this paper the notions of extended negative quadrant dependence and its properties. We study a class of bivariate uniform distributions having extended negative quadrant dependence, which is derived by generalizing the uniform representation of a well-known Farlie-Gumbel-Morgenstern distribution. Finally, we also study the limit behavior on the extended negative quadrant dependence.

EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES

  • Choi, Jeong-Yeol;Baek, Jong-Il
    • Journal of applied mathematics & informatics
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    • v.31 no.3_4
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    • pp.417-424
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    • 2013
  • Giuliano Antonini et al.(2008) have introduced the concept of extended acceptability and the results show that the extended acceptability structure has no effect on the exponential inequality except replacing a constant M = 1 with a constant M > 0. We discuss the complete convergence for extended acceptable random variables by using the exponential inequality.

t-INTUITIONISTIC FUZZY SUBGROUPOIDS

  • Kang, Hee-Won;Hur, Kul;Ryou, Jang-Hyun
    • The Pure and Applied Mathematics
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    • v.10 no.4
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    • pp.233-244
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    • 2003
  • In this paper, we introduce the concepts of t-intuitionistic fuzzy products and t-intuitionistic fuzzy subgroupoids. And we study some properties of t-products and t-subgroupoids.

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Understanding Black-Scholes Option Pricing Model

  • Lee, Eun-Kyung;Lee, Yoon-Dong
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.459-479
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    • 2007
  • Theories related to financial market has received big attention from the statistics community. However, not many courses on the topic are provided in statistics departments. Because the financial theories are entangled with many complicated mathematical and physical theories as well as ambiguously stated financial terminologies. Based on our experience on the topic, we try to explain the rather complicated terminologies and theories with easy-to-understand words. This paper will briefly cover the topics of basic terminologies of derivatives, Black-Scholes pricing idea, and related basic mathematical terminologies.

INTUITIONISTIC FUZZY TOPOLOGICAL SPACES

  • Hur, Kul;Kim, Jun-Hui;Ryou, Jang-Hyun
    • The Pure and Applied Mathematics
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    • v.11 no.3
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    • pp.243-265
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    • 2004
  • In this paper, we introduce the fundamental concepts of intuitionistic fuzzy Q-neighborhood, intuitionistic Q-first axiom of countability, intuitionistic first axiom of countability, intuitionistic fuzzy closure operator, intuitionistic fuzzy boundary point and intuitionistic fuzzy accumulation point and investigate some of their properties.

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On the Negative Quadrant Dependence in Three Dimensions

  • Ko, Mi-Hwa;Kim, Tae-Sung
    • Honam Mathematical Journal
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    • v.25 no.1
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    • pp.117-127
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    • 2003
  • In this note we perform an extreme point analysis on two natural definitions of negative quadrant dependence of three random variables and examine how different these two notions of dependence. We also characterize some special distributions which are both negatively lower orthant dependent and negatively upper orthant dependent.

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GEOMETRICAL PROPERTIES OF t-DISTRIBUTION

  • CHO, BONG SIK;BAEK, HOH YOO
    • Honam Mathematical Journal
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    • v.28 no.3
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    • pp.433-438
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    • 2006
  • The Fisher information matrix plays a significant role in statistical inference in connection with estimation and properties of variance of estimators. In this paper, the parameter space of the t-distribution using its Fisher's matrix is defined. The Riemannian and scalar curvatures to parameter space are calculated.

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INTUITIONISTIC FUZZY IDEALS OF A RING

  • Hur, Kul;Jang, Su-Youn;Kang, Hee-Won
    • The Pure and Applied Mathematics
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    • v.12 no.3 s.29
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    • pp.193-209
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    • 2005
  • We introduce the notions of intuitionistic fuzzy prime ideals, intuitionistic fuzzy completely prime ideals and intuitionistic fuzzy weakly completely prime ideals. And we give a characterization of intuitionistic fuzzy ideals and establish relationships between intuitionistic fuzzy completely prime ideals and intuitionistic fuzzy weakly completely prime ideals.

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