• Kyungpook Mathematical Journal
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• v.58 no.3
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• pp.495-505
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• 2018

The purpose of the present paper is to investigate Confluent hypergeometric distribution. We obtain some basic properties of this distribution. It is worthy to note that the Poisson distribution is a particular case of this distribution. Finally, we give a nice application of this distribution on certain classes of univalent functions of the conic regions.

• Communications of the Korean Mathematical Society
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• v.35 no.3
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• pp.867-877
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• 2020

The aim of this article is to make a connection between the Pascal distribution series and some subclasses of normalized analytic functions whose coefficients are probabilities of the Pascal distribution. To be more precise, we investigate such connections with the classes of analytic univalent functions with positive coefficients in the open unit disk 𝕌.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1449-1454
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• 2013

There are many methods for measuring the difference between two location parameters. In this paper, statistics are proposed in order to estimate the difference of two location parameters. The statistics are designed not using the means, variances, signs and ranks, but with the cumulative distribution functions. Hence these are measured as the differences in the area between two univariate cumulative distribution functions. It is found that the difference in the area between two empirical cumulative distribution functions is the difference of two sample means, and its integral is also the difference of two population means.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.237-244
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• 2014

It is known that the dierence in the length between two location parameters of two random variables is equivalent to the difference in the area between two cumulative distribution functions. In this paper, we suggest two applications by using the difference of distribution functions. The first is that the difference of expectations of a certain function of two continuous random variables such as the differences of two kth moments and two moment generating functions could be defined by using the difference between two univariate distribution functions. The other is that the difference in the volume between two empirical bivariate distribution functions is derived. If their covariance is estimated to be zero, the difference in the volume between two empirical bivariate distribution functions could be defined as the difference in two certain areas.

• Kyungpook Mathematical Journal
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• v.59 no.2
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• pp.301-314
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• 2019

The aim of this article is to make a connection between the Pascal distribution series and some subclasses of normalized analytic functions whose coefficients are probabilities of the Pascal distribution. For these functions, for linear combinations of these functions and their derivatives, for operators defined by convolution products, and for the Alexander-type integral operator, we find simple sufficient conditions such that these mapping belong to a general class of functions defined and studied by Goodman, Rønning, and Bharati et al.

• Honam Mathematical Journal
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• v.40 no.3
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• pp.529-538
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• 2018

The purpose of the present paper is to establish connections between various subclasses of analytic univalent functions by applying certain convolution operator involving Poisson distribution series. To be more precise,we investigate such connections with the classes of analytic univalent functions with positive coefficients in the open unit disk.

• Bulletin of the Korean Mathematical Society
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• v.38 no.1
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• pp.1-6
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• 2001

We discuss the value distribution of composite entire functions including those of infinite order and estimate the number of Q-points of such functions for an entire function Q or relatively slower growth.

• Proceedings of the KIEE Conference
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• 1992.07a
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• pp.183-186
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• 1992

The distribution automation functions include feeder automation, data acquisition and processing, remote meter reading and load management. This report explains the function of feeder automation and the accomplishment method of feeder automation using the switches of distribution system with multi functions.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.421-433
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• 2017

The CTE (conditional tail expectation) is a useful risk management measure for a diversified investment portfolio that can be generally estimated by using a transformed univariate distribution. Hong et al. (2016) proposed a multivariate CTE based on multivariate quantile vectors, and explored its characteristics for multivariate normal distributions. Since most real financial data is not distributed symmetrically, it is problematic to apply the CTE to normal distributions. In order to obtain a multivariate CTE for various kinds of joint distributions, distribution fitting methods using copula functions are proposed in this work. Among the many copula functions, the Clayton, Frank, and Gumbel functions are considered, and the multivariate CTEs are obtained by using their generator functions and parameters. These CTEs are compared with CTEs obtained using other distribution functions. The characteristics of the multivariate CTEs are discussed, as are the properties of the distribution functions and their corresponding accuracy. Finally, conclusions are derived and presented with illustrative examples.

• Proceedings of the KIEE Conference
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• 1998.11a
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• pp.211-213
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• 1998

This paper introduces the additional remote monitoring and remote setting functions needed to operate the distribution automation system effectively. we compare the additional functions with the old functions. The remote setting of minimum trip value of fault indicator is an example of additional function. It saves time and line-man's power. Also this paper describes the data transmission flow diagram for operation of distribution automation system using wireless communication method.