• 제목/요약/키워드: Central limit theorem

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퍼지 랜덤 집합에 대한 중심극한정리 (Central limit theorems for fuzzy random sets)

  • 권중성;김윤경;주상열
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2004년도 춘계학술대회 학술발표 논문집 제14권 제1호
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    • pp.385-388
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    • 2004
  • The present paper establish the improved version of central limit theorem for sums of level-continuous fuzzy random variables as a generalization of central limit theorem for sums of independent and identically distributed random sets.

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THE LIMIT THEOREMS UNDER LOGARITHMIC AVERAGES FOR MIXING RANDOM VARIABLES

  • Zhang, Yong
    • 대한수학회논문집
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    • 제29권2호
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    • pp.351-358
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    • 2014
  • In this paper, under some suitable integrability and smoothness conditions on f, we establish the central limit theorems for $$\sum_{k{\leq}N}k^{-1}f(S_k/{\sigma}\sqrt{k})$$, where $S_k$ is the partial sums of strictly stationary mixing random variables with $EX_1=0$ and ${\sigma}^2=EX^2_1+2\sum_{k=1}^{\infty}EX_1X_{1+k}$. We also establish an almost sure limit behaviors of the above sums.

CONDITIONAL CENTRAL LIMIT THEOREMS FOR A SEQUENCE OF CONDITIONAL INDEPENDENT RANDOM VARIABLES

  • Yuan, De-Mei;Wei, Li-Ran;Lei, Lan
    • 대한수학회지
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    • 제51권1호
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    • pp.1-15
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    • 2014
  • A conditional version of the classical central limit theorem is derived rigorously by using conditional characteristic functions, and a more general version of conditional central limit theorem for the case of conditionally independent but not necessarily conditionally identically distributed random variables is established. These are done anticipating that the field of conditional limit theory will prove to be of significant applicability.

An Empirical Central Limit Theorem for the Kaplan-Meier Integral Process on [0,$\infty$)

  • Bae, Jong-Sig
    • Journal of the Korean Statistical Society
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    • 제26권2호
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    • pp.231-243
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    • 1997
  • In this paper we investigate weak convergence of the intergral processes whose index set is the non-compact infinite time interval. Our first goal is to develop the empirical central limit theorem as random elements of [0, .infty.) for an integral process which is constructed from iid variables. In developing the weak convergence as random elements of D[0, .infty.), we will use a result of Ossiander(4) whose proof heavily depends on the total boundedness of the index set. Our next goal is to establish the empirical central limit theorem for the Kaplan-Meier integral process as random elements of D[0, .infty.). In achieving the the goal, we will use the above iid result, a representation of State(6) on the Kaplan-Meier integral, and a lemma on the uniform order of convergence. The first result, in some sense, generalizes the result of empirical central limit therem of Pollard(5) where the process is regarded as random elements of D[-.infty., .infty.] and the sample paths of limiting Gaussian process may jump. The second result generalizes the first result to random censorship model. The later also generalizes one dimensional central limit theorem of Stute(6) to a process version. These results may be used in the nonparametric statistical inference.

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A Note on Central Limit Theorem on $L^P(R)$

  • Sungho Lee;Dug Hun Hong
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.347-349
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    • 1995
  • In this paper a central limit theorem on $L^P(R)$ for $1{\leq}p<{\infty}$ is obtained with an example when ${X_n}$ is a sequence of independent, identically distributed random variables on $L^P(R)$.

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FUNCTIONAL CENTRAL LIMIT THEOREMS FOR THE GIBBS SAMPLER

  • Lee, Oe-Sook
    • 대한수학회논문집
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    • 제14권3호
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    • pp.627-633
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    • 1999
  • Let the given distribution $\pi$ have a log-concave density which is proportional to exp(-V(x)) on $R^d$. We consider a Markov chain induced by the method Gibbs sampling having $\pi$ as its in-variant distribution and prove geometric ergodicity and the functional central limit theorem for the process.

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CENTRAL LIMIT THEOREM ON HYPERGROUPS

  • Lee, Jae Won;Park, Sung Wook
    • Korean Journal of Mathematics
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    • 제6권2호
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    • pp.231-242
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    • 1998
  • On the basis of Heyer and Zeuner's results we will treat the central limit theorem for probability measures on hypergroup.

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