• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.95-108
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• 2000

Consider the oblique factor model X=Af＋$\varepsilon$, with defining relation $\Sigma$=Λ$\Phi$Λ'＋Ψ. This paper is concerned with suggesting an optimal Bayes criterion for determining the number of factors in the model, i.e. dimension of the vector f. The use of marginal likelihood as a method for calculating posterior probability of each model with given dimension is developed under a generalized conjugate prior. Then based on an appropriate loss function, a Bayes rule is developed by use of the posterior probabilities. It is shown that the approach is straightforward to specify distributionally and to imploement computationally, with output readily adopted for constructing required cirterion.

• Journal of applied mathematics & informatics
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• 제8권1호
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• pp.81-95
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• 2001

This paper models and evaluates the AAL multiplexer to analyze AAL protocol in ATM networks. We consider an AAL multiplexer in which a single periodically determinsitic CBR traffic stream and several variable size bursty background traffic streams are multiplexed and one ATM cell stream goes out. We model the AAL multiplexer as a B/sup X/ + D/D/1/K queue and analyze this queueing system. We represent various performance measures such as loss probability and waiting time in the basis of cell and packet.

• Journal of applied mathematics & informatics
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• 제8권1호
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• pp.285-295
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• 2001

We consider a queueing system under overload control to support bursty traffic. The queueing system under overload control is modelled by MMBP/D1/K queue with two thresholds on buffer. Arrival of customer is assumed to be a Markov-modulated Bernoulli process (MMBP) by considering burstiness of traffic. Analysis is done in discrete-time case. Using the generating function method, we obtain the stationary queue length distribution. Finally, the loss probability and the waiting time distribution of a customer are given.

• 대한수학회논문집
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• 제14권3호
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• pp.611-625
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• 1999

We consider ΜΑΡ/G/ 1 finite capacity queue with mul-tiple thresholds on buffer. The arrival of customers follows a Markov-ian arrival process(MAP). The service time of a customer depends on the queue length at service initiation of the customer. By using the embeded Markov chain method and the supplementary variable method, we obtain the queue length distribution ar departure epochs and at arbitrary epochs. This gives the loss probability and the mean waiting time by Little's law. We also give a simple numerical examples to apply the overload control in packetized networks.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1988년도 추계학술대회 논문집 학회본부
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• pp.131-134
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• 1988

This Paper describes a algorithm for evaluating the loss of load probability of a generating system using Fast Hartley Transform. The Fast Hartley Transform(FHT) Is as fast as or faster than the Fast Fourier Transform(FHT) and serves for all the uses such as spectral, digital processing and convolution to which the FFT is at present applied. The method has been tested by applying to IEEE reliability test system and the effectiveness is demonstrated.

• Journal of the Korean Data and Information Science Society
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• 제20권5호
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• pp.887-894
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• 2009

The two-stage minimum risk point estimation of mean, the probability of success in a sequence of Bernoulli trials, is considered for the case where loss is taken to be symmetrized relative squared error of estimation, plus a fixed cost per observation. First order asymptotic expansions are obtained for large sample properties of two-stage procedure. Monte Carlo simulation is carried out to obtain the expected sample size that minimizes the risk and to examine its finite sample behavior.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2001년도 하계종합학술대회 논문집(1)
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• pp.249-252
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• 2001

This paper focuses on the consideration of not only QoS parameters in wired network, but also QoS parameters in wireless network that supported for the Efficient QoS in the Al1 Service Levels. So, We supposed the "Efficient QoS Model" that guaranteed the QoS parameters "Loss Profile" , "Service Degradation" , "Latency and Jittering" , "Mobility of Mobile User" , "Probability of seamless communication" in wired-wireless networks. And the Method of Efficient QoS support that we supposed consists of "Multicast Routing-RSVP Protocol architecture based on Mobile IP" and "Protocols internetworking model ".

• 대한전기학회:학술대회논문집
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• 대한전기학회 1995년도 추계학술대회 논문집 학회본부
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• pp.146-148
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• 1995

A CFAR algorithm for weibull clutter is discussed. The Maximum a posteriori(MAP) estimator for two parameters(skewness and scale) of the weibull clutter is proposed, assuming the probability density function of skewness parameter is known. And proposed MAP estimator is compared with the Maximum likelihood(ML) estimator. Using this MAP estimator, we can design CFAR detector which is shown to have smaller CFAR loss than ML CFAR detector by the statistical simulation method.

• Journal of Electrical Engineering and information Science
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• 제3권2호
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• pp.274-279
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• 1998

We investigate a Leaky Bucket(LB) scheme with a threshold in the data buffer, where leaky rate changes depending on the contents of data buffer. We use the fluid flow model for the analysis of the LB scheme with a threshold. We model the bursty input source as markov modulated fluid flow(MMFF) As performance measures we obtain loss probability and mean delay. We present some numerical results to show the effects of the level of a threshold, the rate of token generation, the size of token pool, and the size the data buffer on the performances of the LB scheme with a threshold.

• 대한산업공학회지
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• 제26권3호
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• pp.206-212
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• 2000

We consider the M/M/1/1 retrial queue where the maximum number of retrials is fixed by a constant. We present an efficient approximate procedure for mean performance measures and the loss probability. The approximate results are satisfactory when compared with simulation results.