• Communications for Statistical Applications and Methods
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• 제5권2호
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• pp.539-557
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• 1998

This article is concerned with the problem of estimating the mean of a one-parameter exponential family through sequential sampling in three stages under quadratic error loss. This more general framework differs from those considered by Hall (1981) and others. The differences are : (i) the estimator and the final stage sample size are dependent; and (ii) second order approximation of a continuously differentiable function of the final stage sample size permits evaluation of the asymptotic regret through higher order moments. In particular, the asymptotic regret can be expressed as a function of both the skewness $\rho$ and the kurtosis $\beta$ of the underlying distribution. The conditions on $\rho$ and $\beta$ for which negative regret is expected are discussed. Further results concerning the stopping variable N are also presented. We also supplement our theoretical findings wish simulation results to provide a feel for the triple sampling procedure presented in this study.

• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.543-557
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• 2006

This paper is concerned with the applicability of the chi-square approximation to the six disparity statistics: the Pearson chi-square, the generalized likelihood ratio, the power divergence, the blended weight chi-square, the blended weight Hellinger distance, and the negative exponential disparity statistic. Three dimensional contingency tables of small and moderate sample sizes are generated to be fitted to all possible hierarchical log-linear models: the completely independent model, the conditionally independent model, the partial association models, and the model with one variable independent of the other two. For models with direct solutions of expected cell counts, point estimates and confidence intervals of the 90 and 95 percentage points of six statistics are explored. For model without direct solutions, the empirical significant levels and the empirical powers of six statistics to test the significance of the three factor interaction are computed and compared.

• 설비공학논문집
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• 제7권4호
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• pp.667-680
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• 1995

튜브 내의 입구영역에서 난류 유동에 의한 대류와 비회복사(non-gray radiation)가 동시에 일어날 때의 열전달특성을 수치해석적으로 연구하였다. 작동유체는 이산화탄소, 수증기, 질소의 혼합가스라고 가정하였다. 지배방정식을 계산하기 위해 유한차분법이 이용되었고, 복사전달방정식을 이차편미분방정식으로 바꾸기 위해 P-1 근사법이 사용되었다. 그리고 혼합가스의 비회흡수계수(non-gray absorption coefficient)는 지수광폭밴드모형(exponential wide band model)을 이용해서 구하였다. 열전달특성에 대한 온도조건의 영향을 조사하기 위해 튜브의 축방향에 대한 평균 온도와 뉴셀트수(Nusselt number)의 변화를 몇 가지 다른 온도조건에 대해 나타내었다. 또한, 가스의 성분조성에 대한 영향을 조사하였으며, 이러한 결과에 기초해서 튜브 내에서 난류유동에 의한 대류와 비화복사가 동시에 일어날 때의 복사 뉴셀트수를 쉽게 예측할 수 있는 방법을 제시하였다.

• Bulletin of the Korean Chemical Society
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• 제30권11호
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• pp.2617-2620
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• 2009

Using Coulomb-Yukawa like correlated interaction potentials of integer and noninteger indices the series expansion formulae in terms of multicenter overlap integrals of three complete orthonormal sets of ${\psi}^{\alpha}$‒exponential type orbitals and linear combination coefficients of molecular orbitals are established for the potential of electrostatic field produced by the charges of molecule, where $\alpha$ = 1, 0, ‒1, ‒2,${\cdots}$. The formulae obtained can be useful for the study of interaction between atomic--molecular systems containing any number of closed and open shells when the ${\psi}^{\alpha}$‒exponential type basis functions and Coulomb-Yukawa like correlated interaction potentials are used in the Hartree-Fock-Roothaan and explicitly correlated approximations. The final results are valid for the arbitrary values of parameters of correlated interaction potentials and orbitals. As an example of application, the calculations have been performed for the potential energy of interaction between electron and molecule $H_2O$ using combined Hartree-Fock-Roothaan equations suggested by the author.

• 응용통계연구
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• 제10권2호
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• pp.385-401
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• 1997

연속적인 생산공정에서 꾸준하면서도 작은 품질의 변화를 신속하게 탐지하는 통계적 절차로서 누적합(CUSUM) 관리도를 많이 사용하고 있다. 본 논문에서는 누적합 관리도의 평균런길이를 근사하는 방법과 누적합관리도의 통계적 설계, 즉 관리상태에서의 평균런길이가 일정한 값으로 고정되었을 경우 이를 만족하는 결정구간을 설정하는 방법을 제시한다. 또한 이 방법을 관측값이 정규분포와 지수분포를 따르는 경우에 적용시켜 그 정확성을 비교하고 있다.

• 응용통계연구
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• 제20권2호
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• pp.333-343
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• 2007

고객의 도착간격시간과 서비스시간 중 어느 하나가 지수분포가 아닌 큐를 분석할 때 중요하게 등장하는 함수가 보조재생함수(auxiliar renewal function)이다. 재생함수와 마찬가지로 보조재생함수도 이론적으로는 정의할 수 있으나 함수값을 실제로 계산하기에는 어려움이 많아 근사값을 구하는 연구가 필요하다. 본 논문에서는 보조재생함수의 값을 근사적으로 계산하는 두 가지 방법을 보여주고 부분적으로 알려져 있는 보조재생 함수의 참값과의 비교를 통하여 두 방법을 서로 비교한다.

• 한국경영과학회지
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• 제19권1호
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• pp.85-98
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• 1994

The distribution of random sum of i. i. d. exponential random variables is called GHP (Generalized Phase-Type) distribution. The class of GPH distributions is large enough to include PH (Phase-Type) distributions and has several properties which can be applied conveniently for computational purposes. In this paper, we show that any distribution difined on R$^{+}$ can be app-roximated by the GPH distribution and demonstrate the accuracy of the approximation through various numerical examples. Also, we introduce an efficient way to compute the delay and waiting various numerical examples. Also, we introduce an efficient way to compute the delay and waiting time distributions of the GPH/GPH/1 queueing system which can be used as an approximation model for the GI/G/1 system, and validate its accuracy through numerical examples. The theoretical and experimental results of this paper help us accept the usefulness of the approximations based on GPH distribution.n.

• 대한수학회지
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• 제59권6호
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• pp.1153-1170
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• 2022

In this paper, we investigate the portfolio optimization problem under the SVCEV model, which is a hybrid model of constant elasticity of variance (CEV) and stochastic volatility, by taking into account of minimum-entropy robustness. The Hamilton-Jacobi-Bellman (HJB) equation is derived and the first two orders of optimal strategies are obtained by utilizing an asymptotic approximation approach. We also derive the first two orders of practical optimal strategies by knowing that the underlying Ornstein-Uhlenbeck process is not observable. Finally, we conduct numerical experiments and sensitivity analysis on the leading optimal strategy and the first correction term with respect to various values of the model parameters.

• 호남수학학술지
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• 제41권2호
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• pp.403-420
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• 2019

The Helmholtz equation represents acoustic or electromagnetic scattering phenomena. The Method of Lines are known to have many advantages in simulation of forward and inverse scattering problems due to the usage of angle rays and Bessel functions. However, the method does not account for the jump phenomena on obstacle boundary and the approximation includes many high order Bessel functions. The high order Bessel functions have extreme blow-up or die-out features in resonance region obstacle boundary. Therefore, in particular, when we consider shape reconstruction problems, the method is suffered from severe instabilities due to the logical confliction and the severe singularities of high order Bessel functions. In this paper, two approximation formulas for the Helmholtz equation are introduced. The formulas are new and powerful. The derivation is based on Method of Lines, Huygen's principle, boundary jump relations, Addition Formula, and the orthogonality of the trigonometric functions. The formulas reduce the approximation dimension significantly so that only lower order Bessel functions are required. They overcome the severe instability near the obstacle boundary and reduce the computational time significantly. The convergence is exponential. The formulas adopt the scattering jump phenomena on the boundary, and separate the boundary information from the measured scattered fields. Thus, the sensitivities of the scattered fields caused by the boundary changes can be analyzed easily. Several numerical experiments are performed. The results show the superiority of the proposed formulas in accuracy, efficiency, and stability.

• Journal of applied mathematics & informatics
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• 제2권2호
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• pp.13-20
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• 1995

The goal of this paper is to show that the linear approxi-mation in evaluation of functions may be effectively replaced by the ex-ponential approximation formulas obtained by numerical quadratures and in the instance the relative errors can be estimated without know-ing the true values.