• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.647-654
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• 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
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• v.27 no.3_4
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• pp.591-601
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• 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
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• v.25 no.3
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• pp.313-336
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• 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
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• v.2 no.2
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• pp.166-175
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• 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.

• Journal of the Chungcheong Mathematical Society
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• v.14 no.2
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• pp.47-54
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• 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.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2004.04a
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• pp.161-168
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• 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
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• v.19 no.1
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• pp.13-25
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• 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
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• v.16 no.4
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• pp.587-594
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• 2009

In this paper the change point problem of the error terms in linear regression models is considered. Since fixed or stochastic independent variables and weakly dependent errors are assumed, usual multiple regression models and time series models including ARMA are covered. We use the estimates of probability density function based on residuals in order to test the distribution change of the unobserved errors. Under some mild conditions, the test using the residuals is proved to have the same limiting distribution as the test based on true errors.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.23 no.4
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• pp.1113-1120
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• 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.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.1A
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• pp.58-64
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• 2009

In this paper, we propose an dynamic random channel allocation scheme increasing probability of channel acquisition and reducing delay by limiting the number of minimum RCHs(Random CHannels) as an optimal factor $\beta$. The MAC protocol of HIPERLAN/2 is based on TDMA/TDD and MT(Mobile Terminal) can obtain chance of traffic transmission through channel competition in RCH period. And AP(Access Point) can dynamically schedule the number of RCHs based on the number of the collision in each RCH of the previous frame. Therefore, the proposed scheme increases a probability of channel acquisition and reduces delay by means of guaranteeing the number of minimum RCHs. With a practical Internet traffic, it is concluded that by the proposed scheme the delay reduction of the order of 19% and slightly better throughput are obtained compared to the conventional algorithm.