• Communications for Statistical Applications and Methods
• /
• 제10권3호
• /
• pp.647-654
• /
• 2003

Bayesian probability models for finite populations are considered assuming so-called the super-population. We find the posterior distribution of population mean by a new approach, using the concept of pivotal quantity for the small sample case. A large sample theory is also treated throught the concept of asymptotically pivotal quantity.

• Journal of applied mathematics & informatics
• /
• 제27권3_4호
• /
• pp.591-601
• /
• 2009

In the present paper, one new generalized 'useful' information generating function and two new relative 'useful' information generating functions have been defined with their particular and limiting cases. It is interesting to note that differentiations of these information generating functions at t=0 or t=1 give some known and unknown generalized measures of useful information and 'useful' relative information. The information generating functions facilitates to compute various measures and that has been illustrated by applying these information generating functions for Uniform, Geometric and Exponential probability distributions.

• Journal of the Korean Statistical Society
• /
• 제25권3호
• /
• pp.313-336
• /
• 1996

In this paper we consider weak convergence of some rescaled transi-tion probabilities of a real-valued, k-th order (k $\geq$ 1) stationary Markov chain. Under the assumption that the joint distribution of K + 1 consecutive variables belongs to the domain of attraction of a multivariate extreme value distribution, the paper gives a sufficient condition for the weak convergence and characterizes the limiting distribution via the multivariate extreme value distribution.

• Communications for Statistical Applications and Methods
• /
• 제2권2호
• /
• pp.166-175
• /
• 1995

When a neutral particle beam(NPB) aimed at the object and receive a small number of neutron signals at the detector without any errors, it obeys Poisson law. Under the two assumptions that neutral particle scattering distribution and aiming errors have a circular Gaussian distributions that neutral particle scattering distribution and aiming errors have a circular Gaussian distribution respectively, an exact probability distribution of neutral particles vecomes a Poisson-power function distribution. We study and prove some properties, such as limiting distribution, unimodality, stochastical ordering, computational recursion fornula, of this distribution. We also prove monotone likelihood ratio(MLR) property of this distribution. Its MLR property can be used to find a criteria for the hypothesis testing problem.

• 충청수학회지
• /
• 제14권2호
• /
• pp.47-54
• /
• 2001

Let {Xn, n = 1,2,${\cdots}$} be i.i.d. random variables with the only unknown parameters mean ${\mu}$ and variance a ${\sigma}^2$. We consider a sequential confidence interval C1 for the mean with coverage probability 1-${\alpha}$ and expected length of confidence interval $E_{\theta}$(Length of CI)/${\mid}{\mu}{\mid}{\leq}k$ (k : constant) and give some asymptotic properties of the stopping time in various limiting situations.

• 한국전산구조공학회:학술대회논문집
• /
• 한국전산구조공학회 2004년도 봄 학술발표회 논문집
• /
• pp.161-168
• /
• 2004

This study describes the behavior and failure probability of basic structural member in case of fire for the research of safety assessment on onshore structure. Fire safety assessment can be done by comparing fire resistance of members with fire severity of heat load For more Practical applications, the commercial structural analysis program is linked with the in-house code and gets the limiting temperature by analyzing structural strength of member with elasto-plastic analysis and large deflection analysis. AFOSM method is utilized to obtain the failure probability against the fire. The examples of rather simple structures such as beams and plates are applied to explain and verify the procedure of fire safety assessment.

• ETRI Journal
• /
• 제19권1호
• /
• pp.13-25
• /
• 1997

In this paper, we propose a new queuing model, MMDP/MMDP/1/K, for an asynchronous transfer mode(ATM) multiplexer with multiple quality of service(QoS) variable bit rate (VBR) traffic in broadband-integrated services digital network (B-ISDN). We use the Markov Modulated Deterministic Process(MMDP) to approximate the actual arrival process and another MMDP for service process Using queuing analysis, we derive a formula for the cell loss probability of the ATM multiplexer in terms of the limiting probabilities of a Markov chain. The cell loss probability can be used for connection admission control in ATM multiplexer and the calculation of equivalent bandwidth for arrival traffic, The major advantages of this approach are simplicity in analysis, accuracy of analysis by comparison of simulation, and numerical stability.

• Communications for Statistical Applications and Methods
• /
• 제16권4호
• /
• pp.587-594
• /
• 2009

이 논문에서는 선형회귀모형의 오차항에 대한 변화점 검정 문제를 다룬다. 고정 혹은 변동 모형의 독립 변수와 약한 종속성을 가지는 오차항을 가정하는 관계로 통상적인 중회귀모형뿐만 아니라 ARMA 등의 시계열 모형까지 본 논문에서 포괄한다고 하겠다. 오차항의 분포 변화를 검정하기 위하여 회귀모형의 잔차에 기초한 확률밀도함수 추정값을 이용한다. 적절한 가정하에서 잔차를 이용한 검정이 실제 오차를 이용한 경우와 동일한 극한 분포를 가짐을 보였다.

• 한국통신학회논문지
• /
• 제23권4호
• /
• pp.1113-1120
• /
• 1998

This paper introduces a channel model that is a combination of Rice and log-normal statistics, with independent shadowing affectingeach direct and diffuse component, repectively. This model extends the channel model of a combined Rice and Log-normal, proposed by Corazza, to include the independent shadowing. The validity of model is confirmed by comparisons with the data collectedin the literature, the analytical model, and the computer model in terms of probability distribution of the evvelope of each model. The model turns out to be one of many well-known narrowband models in limiting cases, e.g. Rayleigh, Rice, log-normal, Suzuki, Loo, and Corazza. Finally, the examples of bit error probability evaluations for several values of the elevation angle in the channel are provided.

• 한국통신학회논문지
• /
• 제34권1A호
• /
• pp.58-64
• /
• 2009

본 논문에서는 최적화된 $\beta$개로 최소 랜덤 채널 RCH(Random CHannels) 개수를 제한함으로써, 단말이 채널 경쟁 구간에서 채널을 획득할 확률을 높이고 지연시간을 줄이는 알고리즘을 제안한다. HIPERLAN/2의 MAC 프로토콜은 TDMA/TDD 기반으로 동작하며, 단말은 RCH 구간을 통해 채널 경쟁에서 성공함으로써 트래픽 전송기회를 획득한다. 그러므로 AP는 각 RCH에서의 단말들의 채널 요청 메시지의 충돌 여부에 따라, 다음 프레임에서 최적의 RCH 개수를 동적으로 할당할 수 있다. 따라서 본 논문에서는 최소 RCH 개수를 $\beta$개로 제한하는 동적 랜덤채널할당 기법을 통해 채널 경쟁에서의 최소 성공률을 보장함으로써 HIPERLAN/2의 시스템 성능을 향상시킨다. 또한 실제 인터넷 트래픽에 기반한 이더넷 분포와 배치 도착을 적용한 시뮬레이션을 통해 최적의 $\beta$ 값을 찾아내며, 제안하는 알고리즘이 기존 알고리즘과 비교하여 처리율이 향상되고 최대 19%의 지연시간이 감소됨을 보여준다.