• Communications for Statistical Applications and Methods
• /
• 제9권3호
• /
• pp.825-834
• /
• 2002

Poisson processes are widely used in reliability and survival analysis. In particular, multiple event time data in survival analysis are routinely analyzed by use of Poisson processes. In this paper, we consider large sample properties of nonparametric Bayesian models for Poisson processes. We prove that the posterior distribution of the cumulative intensity function of Poisson processes is consistent under regularity conditions on priors which are Levy processes.

• Journal of the Korean Statistical Society
• /
• 제21권2호
• /
• pp.139-151
• /
• 1992

Simultaneous confidence intervals for the parameters in the logistic regression models with random regressors are considered. A method based on the bootstrap and its stochastic approximation will be developed. A key idea in using the bootstrap method to construct simultaneous confidence intervals is the concept of prepivoting which uses the transformation of a root by its estimated cumulative distribution function. Repeated use of prepivoting makes the overall coverage probability asymptotically correct and the coverage probabilities of the individual confidence statement asymptotically equal. This method is compared with ordinary asymptotic methods based on Scheffe's and Bonferroni's through Monte Carlo simulation.

• International journal of advanced smart convergence
• /
• 제10권4호
• /
• pp.45-51
• /
• 2021

Polar transmitter can support multi-band and multi-mode operation. The efficiency of frequency usage can be increased if polar transmitters can transmit multi-carrier signals. In this paper the configuration of polar transmitters is investigated to generate multi-carrier signals. Spectrum and CCDF Simulation results of two-carrier signals generated by the polar transmitter can be used to design of PM and AM path in a polar transmitter.

• 한국항해항만학회지
• /
• 제37권5호
• /
• pp.453-461
• /
• 2013

본 논문에서는 소형 해상 부유체의 위기 평가를 위한 확률기반 위기평가기법(PET)에서 표본 데이터에 최적인 누적분포함수(CDF) 추정에 관한 평가절차와 실험결과를 기술하였다. CDF는 PET에서 부유체의 위기수준을 평가하기 위한 위기허용기준의 참조 값을 제공하기 위한 것으로, 부유체 모델의 롤(Roll), 피치(pitch), 히브(Heave) 등의 운동응답함수에 대한 표본 데이터에서 추정할 수 있다. 본 연구에서는 여덟가지 정형화된 분포함수와 최대우도추정기법을 적용하여 표본 데이터에 대해서 최대우도를 갖는 CDF들을 평가하였다. 분포함수들의 적합도 검정 실험을 통해서, 베타 분포가 롤과 피치 표본 데이터에 대해서 평균 확률오차 $\bar{\delta}(0{\leq}\bar{\delta}{\leq}1.0)$가 가장 작은 0.024와 0.022로 최적임을 나타냈고, 히브 표본 데이터에 대해서는 감마 분포가 $\bar{\delta}$가 가장 작은 0.027로 최적임을 나타냈다. 본 연구에서 제안한 방법은 표본 데이터의 최적분포 추정을 위한 다양한 분야에 적용 가능할 것으로 기대된다.

• 품질경영학회지
• /
• 제32권4호
• /
• pp.208-219
• /
• 2004

This paper considers a nonparametric estimation of lifetime distribution for ramp stress tests with stress bound under intermittent inspection. The test items are inspected only at specified time points an⊂1 so the collected observations are grouped data. Under the cumulative exposure model, two nonparametric estimation methods of estimating the lifetime distribution at use condition stress are proposed for the situation which the time transformation function relating stress to lifetime is a type of the inverse power law. Each of items is initially put on test under ramp stress and then survivors are put on test under constant stress, where all failures in the Inspection interval are assumed to occur at the midi)oint or the endpoint of that interval. Two proposed estimators of quantile from grouped data consisting of the number of items failed in each inspection interval are numerically compared with the maximum likelihood estimator(MLE) based on Weibull distribution.

• 대한수학회논문집
• /
• 제16권2호
• /
• pp.287-290
• /
• 2001

Let X$_1$, X$_2$, … be a sequence of independent and identically distributed random variables with continuous cumulative distribution function F(x). X(sub)j is an upper record value of this sequence if X(sub)j > max {X$_1$, X$_2$, …, X(sub)j-1}. We define u(n) = min {j│j > u(n-1), X(sub)j > X(sub)u(n-1), n $\geq$ 2} with u(1) = 1. Then F(x) = 1 - e(sup)-x/c, x > 0 if and only if E[X(sub)n(n+1) - X(sub)u(n)│X(sub)u(m) = y] = c or E[X(sub)u(n+2) - X(sub)u(n)│X(sub)u(m) = y] = 2c, n $\geq$ m+1.

• 한국컴퓨터정보학회논문지
• /
• 제1권1호
• /
• pp.83-94
• /
• 1996

ANOVA 검정에서 검정통계량은 단일 또는 이중 비중심F분포를 따르며 비중심F분포는 일반적인 선형 가설 검정에서 검정함수 계산에 적용되고 있다. 본 논문에서는 단일 비중심F분포의 누적함수 계산에 신경망이론을 적용하였다. 신경망 구조는 다층 퍼셉트론이며 학습과정은 역전과 학습알고리즘이다. 신경망이론에 의하여 계산한 결과와 Patnaik 이 제시한 확률값을 비교하여 제시하였다.

• Communications for Statistical Applications and Methods
• /
• 제27권2호
• /
• pp.163-175
• /
• 2020

We consider a wide class of general weakly-dependent processes, called ψ-weak dependence, which unify almost all weak dependence structures of interest found in statistics under natural conditions on process parameters, such as mixing, association, Bernoulli shifts, and Markovian sequences. For detecting the tail behavior of the weakly dependent processes, change point tests are developed by means of cumulative sum (CUSUM) statistics with the empirical distribution functions of sample extremes. The null limiting distribution is established as a Brownian bridge. Its proof is based on the ψ-weak dependence structure and the existence of the phantom distribution function of stationary weakly-dependent processes. A Monte-Carlo study is conducted to see the performance of sizes and powers of the CUSUM tests in GARCH(1, 1) models; in addition, real data applications are given with log-returns of financial data such as the Korean stock price index.

• 한국항해학회지
• /
• 제11권1호
• /
• pp.67-91
• /
• 1987

In this paper, a synthetic method for evaluating the seakeeping performance of a ship in waves is studied. For the prediction and evaluation of irregular phenomena to be correlated each other, the multi-dimensional Rayleigh's joint probability density function and the cumulative distribution function are approximated. According to this approximated function, it is able to calculate easily the occurrence probability of the factors on seakeeping performance. We proposed an evaluation method and an index to be defined by the seakeeping performance reliability, that is considered as the dangerousness and the relative dangerousness of the factors on seakeeping performance in waves. The use of this method aid index will be effective to install the sensors which are necessary to evaluate the states of ships at sea. Some example of the calculations by this method for 175m length single screw container ship equipped with diesel engine are also presented.

• Journal of Communications and Networks
• /
• 제18권1호
• /
• pp.19-26
• /
• 2016

In this paper, the performance of dual-hop multi-relay maximum ratio transmission (MRT) over Rayleigh flat fading channels is studied with both conventional (all relays participate the transmission) and opportunistic (best relay is selected to maximize the received signal-to-noise ratio (SNR)) relaying. Performance analysis starts with the derivation of the probability density function, cumulative distribution function and moment generating function of the SNR. Then, both approximate and asymptotic expressions of symbol error rate (SER) and outage probability are derived for arbitrary numbers of antennas and relays. With the help of asymptotic SER and outage probability, diversity and array gains are obtained. In addition, impact of imperfect channel estimations is investigated and optimum power allocation factors for source and relay are calculated. Our analytical findings are validated by numerical examples which indicate that multi-relay MRT can be a low complexity and reliable option in cooperative networks.