• Title/Summary/Keyword: Error distribution

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Asymptotics for realized covariance under market microstructure noise and sampling frequency determination

  • Shin, Dong Wan;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • v.23 no.5
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    • pp.411-421
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    • 2016
  • Large frequency limiting distributions of two errors in realized covariance are investigated under noisy and non-synchronous high frequency sampling situations. The first distribution characterizes increased variance of the realized covariance due to noise for large frequency and the second distribution characterizes decreased variance of the realized covariance due to discretization for large frequency. The distribution of the combined error enables us to determine the sampling frequency which depends on a nuisance parameter. A consistent estimator of the nuisance parameter is proposed.

Uniaxial Tension Behavior According to the Distribution of Fiber Orientation (섬유 분포에 따른 ECC 1축 인장 거동)

  • Lee, Bang-Yeon;Kim, Yun-Yong;Kim, Jin-Keun;Nam, Kwan-Woo
    • Proceedings of the Korea Concrete Institute Conference
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    • 2009.05a
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    • pp.531-532
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    • 2009
  • This paper presents crack spacing which quantitatively considers the fiber distribution and prediction of uniaxial tensile behavior of ECC on the basis of crack spacing and fiber distribution. The predictions exhibit similar tensile stess-strain curves to the test results within 10% error.

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Estimation in an Exponentiated Half Logistic Distribution under Progressively Type-II Censoring

  • Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.657-666
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    • 2011
  • In this paper, we derive the maximum likelihood estimator(MLE) and some approximate maximum likelihood estimators(AMLEs) of the scale parameter in an exponentiated half logistic distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error(MSE) through a Monte Carlo simulation for various censoring schemes. We also obtain the AMLEs of the reliability function.

Estimation for the scale parameter of Weibull Distribution Based on Multiply Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok;Lee, Hwa-Jung
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.83-90
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    • 2004
  • We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censord samples. We propose some estimators by using the approximate maximum likelihood estimation method. The proposed estimators are compared in the sense of the mean squared error.

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Estimation for the Skewed Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae;Park, Sun-Mi
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.10a
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    • pp.125-133
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    • 2004
  • In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.203-210
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    • 2004
  • When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

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Sectorization Algorithms of Adaptive Sector Antennas for CDMA Mobile Communication Systems (CDMA 이동통신 시스템을 위한 적응형 섹터 안테나의 섹터형성 알고리즘)

  • 이주형;오창헌;조성준
    • Proceedings of the IEEK Conference
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    • 2001.06a
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    • pp.41-44
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    • 2001
  • In this paper, we have investigated the adaptive sector antenna which can control the size and direction angle of sectors, and proposed the three sectorization algorithms which are based on distribution of users, distribution of codes and distribution of signal power, respectively. The BERs of each sectorization algorithms are compared through computer simulation. As results of the simulation, the sectorization algorithm based on signal power are better than the other in terms nf BER. We have simulated error performance the DS-CDMA/BPSK system with the antenna in AWGN, frequency non-selective Rayleigh fading and MAI channels.

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DISTRIBUTIONS AND MOMENTS FOR ESTIMATORS OF GINI INDEX IN AN EXPONENTIAL DISTRIBUTION

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of applied mathematics & informatics
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    • v.5 no.1
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    • pp.213-222
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    • 1998
  • In this paper we propose several estimators of Gini index of the two-parameter exponential distribution and obtain dis-tributions and moments of the proposed estimators. The proposed estimators are shown to cosistency and will be compares in terms of the proposed estimators. The proposed estimators are shown to cosistency and will be compared in terms of the mean squared error (MSE) through Monte Carlo method.

Estimation of the Scale Parameter in the Weibull Distribution Based on the Quasi-range

  • Woo, Jung-Soo;Lee, Kgoang-Ho
    • Journal of the Korean Statistical Society
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    • v.12 no.2
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    • pp.69-80
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    • 1983
  • The purpose of this paper is to obtain representation of the mathematical special functions and the numerical values of the mean square errors for the quasi-ranges in random small smaples ($n \leq 30$) from the Weibull distribution with a shape and a scale parameters, and to estimate the scale parameter by use of unbiased estimator based on the quasi-range. It will be shown that the jackknife estimator of the range is worse than the range of random samples from the given distribution in the sense of the mean square error.

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Seasonal cointegration for daily data

  • Song, Dae-Gun;Cho, Sin-Sup;Park, Suk-Kyung
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.13-15
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    • 2005
  • In this paper, we propose an extension of the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. We presented the finite sample distribution of the associated rank test statistics for daily data.

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