• 대한산업공학회지
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• 제4권1호
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• pp.29-32
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• 1978

We obtain the minimum variance unbiased estimate of system reliability when a system consists of n components whose life times are assumed to be independent and identically distributed either negative exponential or geometric random variables. For the case of a negative exponential life time, we obtain the minimum variance unbiased estimate of the probability density function of the i-th order statistic.

• 충청수학회지
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• 제24권3호
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• pp.401-407
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• 2011

The paper deals with characterization of standard Gumbel distribution and standard $Fr{\acute{e}}chet$ distribution and was motivated by [4], where the Weibull distribution is characterized. We present criterions using the independence of some suitable functions of lower records in a sequence of independent identically distributed random variables $\{X_n,\;n{\geq}1\}$.

• Journal of the Korean Statistical Society
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• 제13권2호
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• pp.87-106
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• 1984

It ${X_t}$ is a sequence of independent identically distributed normal random variables, then the conditional probability density of $X_1, X_2, \cdots, X_n$ given the first p+1 sample autocovariances converges to the maximum entropy probability density satisfying the corresponding covariance constraints as the length of the sample sequence tends to infinity. This establishes that the maximum entropy probability density and the associated Gaussian autoregressive process arise naturally as the answers of conditional limit problems.

• 한국국방경영분석학회지
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• 제10권1호
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• pp.23-39
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• 1984

Consider a failure model for a stochastic system. A shock is any perturbation to the system which causes a random amount of damage to the system. Any of the shocks can cause the system to fail at shock times. The amount of damage at each shock is a function of the sum of the magnitudes of damage caused from all previous shocks. The times between shocks form a sequence of independent and identically distributed random variables. The system must be replaced upon failure at some cost but it also can be replaced before failure at a lower cost. The long term expected cost per unit time criterion is used. Structural relationships of the optimal replacement policy under the appropriate regularity conditions will be developed. And these relationships will provide theoretical background for the algorithm development.

• Communications for Statistical Applications and Methods
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• 제6권2호
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• pp.585-594
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• 1999

Let {$X_{nj}$, 1$\leq$j$\leq$n,j$\geq$1} be a triangular array of random variables which are neither independent nor identically distributed. The almost sure convergences of randomly weighted partial sums of the form $$\sum_n^{j=1}$$ $W_{nj}$$X_{nj} are studied where {Wnj 1$\leq$j$\leq$n, j$\geq$1} is a triangular array of random weights. Application regarding the Efron bootstrap is also introduced.

• Kyungpook Mathematical Journal
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• 제57권3호
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• pp.493-502
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• 2017

We propose an accurate approximation method via discrete Krawtchouk orthogonal polynomials to the distribution of a sum of independent but non-identically distributed binomial random variables. This approximation is a weighted binomial distribution with no need for continuity correction unlike commonly used density approximation methods such as saddlepoint, Gram-Charlier A type(GC), and Gaussian approximation methods. The accuracy obtained from the proposed approximation is compared with saddlepoint approximations applied by Eisinga et al. [4], which are the most accurate method among higher order asymptotic approximation methods. The numerical results show that the proposed approximation in general provide more accurate estimates over the entire range for the target probability mass function including the right-tail probabilities. In addition, the method is mathematically tractable and computationally easy to program.

• 대한수학회지
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• 제36권6호
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• pp.1133-1143
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• 1999

Chaterji strengthened version of a theorem for martin-gales which is a generalization of a theorem of Marcinkiewicz proving that if $X_n$ is a sequence of independent, identically distributed random variables with $E{\mid}X_n{\mid}^p\;<\;{\infty}$, 0 < P < 2 and $EX_1\;=\;1{\leq}\;p\;<\;2$ then $n^{-1/p}{\sum^n}_{i=1}X_i\;\rightarrow\;0$ a,s, and in $L^p$. In this paper, we probe a version of law of large numbers for double arrays. If ${X_{ij}}$ is a double sequence of random variables with $E{\mid}X_{11}\mid^log^+\mid X_{11}\mid^p\;<\infty$, 0 < P <2, then $lim_{m{\vee}n{\rightarrow}\infty}\frac{{\sum^m}_{i=1}{\sum^n}_{j=1}(X_{ij-a_{ij}}}{(mn)^\frac{1}{p}}\;=0$ a.s. and in $L^p$, where $a_{ij}$ = 0 if 0 < p < 1, and $a_{ij}\;=\;E[X_{ij}\midF_[ij}]$ if $1{\leq}p{\leq}2$, which is a generalization of Etemadi's marcinkiewicz-type SLLN for double arrays. this also generalize earlier results of Smythe, and Gut for double arrays of i.i.d. r.v's.

• East Asian mathematical journal
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• 제36권1호
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• pp.25-34
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• 2020

The classical limit theorems like strong law of large numbers, central limit theorems and law of iterated logarithms are fundamental theories in probability and statistics. These limit theorems are proved under additivity of probabilities and expectations. In this paper, we investigate strong law of large numbers under sub-linear expectation which generalize the classical ones. We give strong law of large numbers under sub-linear expectation with respect to the partial sums and some conditions similar to Petrov's. It is an extension of the classical Chung type strong law of large numbers of Jardas et al.'s result. As an application, we obtain Chung's strong law of large number and Marcinkiewicz's strong law of large number for independent and identically distributed random variables under the sub-linear expectation. Here the sub-linear expectation and its related capacity are not additive.

• 한국전산응용수학회:학술대회논문집
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• 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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• pp.14-14
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• 2003

Given a sequence ｛ $X_{n}$｝ of independent and identically distributed random variables with F, a sequential procedure for the p-th quantile ξ$_{P}$= $F^{-1}$ (P), 0$\beta$-protection. Some asymptotic properties for the proposed procedure and of an involved stopping time are proved: asymptotic consistency, asymptotic efficiency and asymptotic normality. From one of the results an effect of smoothing based on kernel functions is discussed. The results are also extended to the contaminated case.e.e.

• Communications for Statistical Applications and Methods
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• 제12권1호
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• pp.19-27
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• 2005

The present paper obtains Bayes estimators for the probability p(Y