• Title/Summary/Keyword: Function approximation

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Tail Probability Approximations for the Ratio of two Independent Sequences of Random Variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.415-428
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    • 1999
  • In this paper, we study the saddlepoint approximations for the ratio of two independent sequences of random variables. In Section 2, we review the saddlepoint approximation to the probability density function. In section 3, we derive an saddlepoint approximation formular for the tail probability by following Daniels'(1987) method. In Section 4, we represent a numerical example which shows that the errors are small even for small sample size.

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The Analysis of SAW IDT Characteristics Using Quasi-Static Approximation (준정근사계산법을 이용한 탄성표면파 변환기의 특성 해석)

  • 이동도;정영지;이재경;황금찬
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.30A no.11
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    • pp.88-98
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    • 1993
  • In this paper, the effective permittivity in the piezoelectric material is numerically obtained and greens function is derived from that. It is shown that the admittance and the transfer function of an interdigital transducer is represented by electrostatic charge distribution using Quasi-static approximation. To prove the validity of the quasi-static approximation, numerical results for the uniform IDT of a filter mounted on 128 $^{\circ}$ rotated Y-cut X-propagating Lithium Niobate are compared with the measured ones.

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Fourier Series Approximation for the Generalized Baumgartner Statistic

  • Ha, Hyung-Tae
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.451-457
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    • 2012
  • Baumgartner et al. (1998) proposed a novel statistical test for the null hypothesis that two independently drawn samples of data originate from the same population, and Murakami (2006) generalized the test statistic for more than two samples. Whereas the expressions of the exact density and distribution functions of the generalized Baumgartner statistic are not yet found, the characteristic function of its limiting distribution has been obtained. Due to the development of computational power, the Fourier series approximation can be readily utilized to accurately and efficiently approximate its density function based on its Laplace transform. Numerical examples show that the Fourier series method provides an accurate approximation for statistical quantities of the generalized Baumgartner statistic.

The Use of Generalized Gamma-Polynomial Approximation for Hazard Functions

  • Ha, Hyung-Tae
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1345-1353
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    • 2009
  • We introduce a simple methodology, so-called generalized gamma-polynomial approximation, based on moment-matching technique to approximate survival and hazard functions in the context of parametric survival analysis. We use the generalized gamma-polynomial approximation to approximate the density and distribution functions of convolutions and finite mixtures of random variables, from which the approximated survival and hazard functions are obtained. This technique provides very accurate approximation to the target functions, in addition to their being computationally efficient and easy to implement. In addition, the generalized gamma-polynomial approximations are very stable in middle range of the target distributions, whereas saddlepoint approximations are often unstable in a neighborhood of the mean.

A New Approach for the Derivation of a Discrete Approximation Formula on Uniform Grid for Harmonic Functions

  • Kim, Philsu;Choi, Hyun Jung;Ahn, Soyoung
    • Kyungpook Mathematical Journal
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    • v.47 no.4
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    • pp.529-548
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    • 2007
  • The purpose of this article is to find a relation between the finite difference method and the boundary element method, and propose a new approach deriving a discrete approximation formula as like that of the finite difference method for harmonic functions. We develop a discrete approximation formula on a uniform grid based on the boundary integral formulations. We consider three different boundary integral formulations and derive one discrete approximation formula on the uniform grid for the harmonic function. We show that the proposed discrete approximation formula has the same computational molecules with that of the finite difference formula for the Laplace operator ${\nabla}^2$.

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Optimization of the Radial Basis Function Network Using Time-Frequency Localization (시간-주파수 분석을 이용한 방사 기준 함수 구조의 최적화)

  • 김성주;김용택;조현찬;전홍태
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.11a
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    • pp.459-462
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    • 2000
  • In this paper, we propose the initial optimized structure of the Radial Basis Function Network which is more simple in the part of the structure and converges more faster than Neural Network with the analysis method using Time-Frequency Localization. When we construct the hidden node with the Radial Basis Function whose localization is similar with an approximation target function in the plane of the Time and Frequency, we make a good decision of the initial structure having an ability of approximation.

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SMOOTHING APPROXIMATION TO l1 EXACT PENALTY FUNCTION FOR CONSTRAINED OPTIMIZATION PROBLEMS

  • BINH, NGUYEN THANH
    • Journal of applied mathematics & informatics
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    • v.33 no.3_4
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    • pp.387-399
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    • 2015
  • In this paper, a new smoothing approximation to the l1 exact penalty function for constrained optimization problems (COP) is presented. It is shown that an optimal solution to the smoothing penalty optimization problem is an approximate optimal solution to the original optimization problem. Based on the smoothing penalty function, an algorithm is presented to solve COP, with its convergence under some conditions proved. Numerical examples illustrate that this algorithm is efficient in solving COP.

Stress and Deformation Analysis of a Tool Holder Spindle using $iSight^{(R)}$ ($iSight^{(R)}$를 이용한 툴 홀더 스핀들의 변형 및 응력해석)

  • Kwon, Koo-Hong;Chung, Won-Jee
    • Journal of the Korean Society for Precision Engineering
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    • v.27 no.9
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    • pp.103-110
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    • 2010
  • This paper presents the optimized approximation of finite element modeling for a complex tool holder spindle using both DOE (Design of Experiment) with Optimal Latin Hypercube (OLH) method and approximation modeling method with Radial Basis Function (RBF) neural network structure. The complex tool holder is used for holding a (milling/drilling) tool of a machine tool. The engineering problem of complex tool holder results from the twisting of spindle of tool holder. For this purpose, we present the optimized approximation of finite element modeling for a complex tool holder spindle using both DOE (Design of Experiment) with Optimal Latin Hypercube (OLH) method (specifically a module of $iSight^{(R)}$ FD-3.1) and approximation modeling method with Radial Basis Function (RBF) (another module of $iSight^{(R)}$ FD-3.1) neural network structure

Approximate Method of Multi-Layer Green's Function Using FDTD Scheme and Rational Function Approximation (FDTD 방법과 분수 함수 근사법을 이용한 다층 구조에서의 Green 함수 근사화)

  • Kim, Yong-June;Koh, Il-Suek;Lee, Yong-Shik
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.22 no.2
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    • pp.191-198
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    • 2011
  • In this paper, a method to approximate a multi-layer Green's function is proposed based on a FDTD scheme and a rational function approximation. For a given horizontal propagation wavenumber, time domain response is calculated and then Fourier transformed to the spectral domain Green's function. Using the rational function approximation, the pole and residue of the Green's function can be estimated, which are crucial for a calculation of a path loss. The proposed method can provide a wideband Green's function, while the conventional normal mode method can be applied to a single frequency problem. To validate the proposed method, We consider two problems, one of which has a analytical solution. The other is about multi-layer case, for which the proposed method is compared with the known normal mode solution, Kraken.

Saddlepoint approximations for the ratio of two independent sequences of random variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.255-262
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    • 1998
  • In this paper, we study the saddlepoint approximations for the ratio of independent random variables. In Section 2, we derive the saddlepoint approximation to the probability density function. In Section 3, we represent a numerical example which shows that the errors are small even for small sample size.

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