• Communications for Statistical Applications and Methods
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• v.21 no.5
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• pp.461-469
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• 2014

Characteristic functions play an important role in probability and statistics; however, a rigorous derivation of these functions requires contour integration, which is unfamiliar to most statistics students. Without resorting to contour integration, Datta and Ghosh (2007) derived the characteristic functions of normal, Cauchy, and double exponential distributions. Here, we derive the characteristic functions of t, truncated normal, skew-normal, and skew-t distributions. The characteristic functions of normal, cauchy distributions are obtained as a byproduct. The derivations are straightforward and can be presented in statistics masters theory classes.

• Communications for Statistical Applications and Methods
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• v.5 no.2
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• pp.503-515
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• 1998

When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector, it follows approximately Poisson distribution. Under the four assumptions in the presence of errors and uncertainties for the Poisson parameters, an exact probability distribution of neutral particles have been derived. The probability distribution for the neutron signals received by a detector averaged over the three sources of errors is expressed as a four-dimensional integral of certain data. Two of the four integrals can be evaluated analytically and thereby the integral is reduced to a two-dimensional integral. The monotone likelihood ratio(MLR) property of the distribution is proved by using the Cauchy mean value theorem for the univariate distribution and multivariate distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem related to the distribution.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1397-1403
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• 2006

This paper considers the testing problem for scale changes in autoregressive processes with heavy-tailed innovations. For a test, we propose the CUSUM test statistic based on the trimmed residuals. We perform a simulation study for the mixture normal and Cauchy innovations.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.479-486
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• 1999

In this paper we propose the test statistic for ordered alternatives on multiple ranked set samples. Since the proposed test statistic is Page type its asymptotic properties are easily obtained. From the simulation works we calculate the power of test statistic($P_{RSS}$) under the underlying distributions such as uniform normal double exponential logistic and Cauchy distribution.

• Communications for Statistical Applications and Methods
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• v.30 no.3
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• pp.227-244
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• 2023

In this paper, a depth-based nonparametric test for a multivariate two-sample scale problem is proposed. The proposed test statistic is based on the depth-induced ranks and is thus distribution-free. In this article, the depth values of data points of one sample are calculated with respect to the other sample or distribution and vice versa. A comprehensive simulation study is used to examine the performance of the proposed test for symmetric as well as skewed distributions. Comparison of the proposed test with the existing depth-based nonparametric tests is accomplished through empirical powers over different depth functions. The simulation study admits that the proposed test outperforms existing nonparametric depth-based tests for symmetric and skewed distributions. Finally, an actual life data set is used to demonstrate the applicability of the proposed test.

• Economic and Environmental Geology
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• v.28 no.4
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• pp.433-438
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• 1995

The most popular minimization method is based on the least-squares criterion, which uses the $L_2$ norm to quantify the misfit between observed and synthetic data. The solution of the least-squares problem is the maximum likelihood point of a probability density containing data with Gaussian uncertainties. The distribution of errors in the geophysical data is, however, seldom Gaussian. Using the $L_2$ norm, large and sparsely distributed errors adversely affect the solution, and the estimated model parameters may even be completely unphysical. On the other hand, the least-absolute-deviation optimization, which is based on the $L_1$ norm, has much more robust statistical properties in the presence of noise. The solution of the $L_1$ problem is the maximum likelihood point of a probability density containing data with longer-tailed errors than the Gaussian distribution. Thus, the $L_1$ norm gives more reliable estimates when a small number of large errors contaminate the data. The effect of outliers is further reduced by M-fitting method with Cauchy error criterion, which can be performed by iteratively reweighted least-squares method.

• Honam Mathematical Journal
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• v.33 no.4
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• pp.467-485
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• 2011

We consider the Hyers-Ulam-Rassias stability problem $${\parallel}u{\circ}A-{\upsilon}{\circ}P_1-w{\circ}P_2{\parallel}{\leq}{\varepsilon}({\mid}x{\mid}^p+{\mid}y{\mid}^p)$$ for the Schwartz distributions u, ${\upsilon}$, w, which is a distributional version of the Pexider generalization of the Hyers-Ulam-Rassias stability problem ${\mid}(x+y)-g(x)-h(y){\mid}{\leq}{\varepsilon}({\mid}x{\mid}^p+{\mid}y{\mid}^p)$, x, $y{\in}\mathbb{R}^n$, for the functions f, g, h : $\mathbb{R}^n{\rightarrow}\mathbb{C}$.

• Journal of the Korean Mathematical Society
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• v.35 no.3
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• pp.559-574
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• 1998

Let the Gel'fand triple (E)$_{\beta}$/ ⊂ ( $L^2$) ⊂ (E)＊$_{\beta}$/ be the framework of white noise distribution theory constructed by Kon-dratiev and Streit. A new class of continuous multiplicative products on (E)$_{\beta}$/ is introduced and associated continuous derivations on (E)$_{\beta}$/ are discussed. Algebraic characterizations of first order differential operators on (E)$_{\beta}$/ are proved. Some applications are also discussed. $\beta$/ are proved. Some applications are also discussed.

• Journal of the Chungcheong Mathematical Society
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• v.26 no.1
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• pp.231-242
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• 2013

In this work, we deal with $q$-Genocchi numbers and polynomials. We derive not only new but also interesting properties of the $q$-Genocchi numbers and polynomials. Also, we give Cauchy-type integral formula of the $q$-Genocchi polynomials and derive distribution formula for the $q$-Genocchi polynomials. In the final part, we introduce a definition of $q$-Zeta-type function which is interpolation function of the $q$-Genocchi polynomials at negative integers which we express in the present paper.

• Computers and Concrete
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• v.23 no.5
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• pp.303-309
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• 2019

This study investigates axisymmetric fractional vibration of an isotropic hyperelastic semi-linear thin disc with a view to examine effects of finite deformation associated with the material of the disc and effects of fractional vibration associated with the motion of the disc. The generalized three-dimensional equation of motion is reduced to an equivalent time fraction one-dimensional vibration equation. Using the method of variable separable, the resulting equation is further decomposed into second-order ordinary differential equation in spatial variable and fractional differential equation in temporal variable. The obtained solution of the fractional vibration problem under consideration is described by product of one-parameter Mittag-Leffler and Bessel functions in temporal and spatial variables respectively. The obtained solution reduces to the solution of the free vibration problem in literature. Finally, and amongst other things, the Cauchy's stress distribution in thin disc under finite deformation exhibits nonlinearity with respect to the displacement fields whereas in infinitesimal deformation hypothesis, these stresses exhibit linear relation with the displacement field.