• Communications for Statistical Applications and Methods
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• v.6 no.3
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• pp.821-830
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• 1999

In This paper we calculate the probabilities of binomial and Poisson distributions when n or${\mu}$ is large. Based on this calculation we consider the normal approximation to the binomial and binomial approximation to Poisson. We implement this approximation via CGI and dynamic graphs. These implementation are made available through the internet.

• Journal of Korean Institute of Industrial Engineers
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• v.1 no.1
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• pp.87-92
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• 1975

Three approximation methods for generating outcomes on Poisson random variables are discussed. A comparison is made to determine which method requires the least computer execution time and to determine which is the most robust approximation. Results of the comparison study suggest the method to choose for the generating procedure depends on the mean value of Poisson random variable which is being generated.

• Journal of applied mathematics & informatics
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• v.23 no.1_2
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• pp.25-42
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• 2007

A direct solver for the Legendre tau approximation for the two-dimensional Poisson problem is proposed. Using the factorization of symmetric eigenvalue problem, the algorithm overcomes the weak points of the Schur decomposition and the conventional diagonalization techniques for the Legendre tau approximation. The convergence of the method is proved and numerical results are presented.

• Journal of the Korean Operations Research and Management Science Society
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• v.23 no.3
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• pp.153-168
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• 1998

In this study we consider a CONWIP system in which the processing times at each station follow an exponential distribution and the demands for the finished Products arrive according to a compound Poisson process. The demands that are not satisfied instantaneously are assumed to be backordered. For this system we develop an approximation method to obtain the performance measures such as steady state probabilities of the number of parts at each station, the proportion of backordered demands, the average number of backordered demands and the mean waiting time of a backordered demand. For the analysis of the proposed CONWIP system, we model the CONWIP system as a closed queueing network with a synchronization station and analyze the closed queueing network using a product form approximation method. A matrix geometric method is used to solve the subnetwork in the application of the product-form approximation method. To test the accuracy of the approximation method, the results obtained from the approximation method were compared with those obtained by simulation. Comparisons with simulation have shown that the approximate method provides fairly good results.

• Journal of applied mathematics & informatics
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• v.8 no.1
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• pp.27-44
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• 2001

A fast Poisson solver on irregular domains, based on bound-ary methods, is presented. The harmonic polynomial approximation of the solution of the associated homogeneous problem provides a good practical boundary method which allows a trivial parallel processing for solution evaluation or straightfoward computations of the interface values for domain decomposition/embedding. AMS Mathematics Subject Classification : 65N35, 65N55, 65Y05.

• Communications for Statistical Applications and Methods
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• v.16 no.6
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• pp.971-978
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• 2009

Poisson generalized linear mixed models(GLMMs) have been widely used for the analysis of clustered or correlated count data. For the inference marginal likelihood, which is obtained by integrating out random effects is often used. It gives maximum likelihood(ML) estimator, but the integration is usually intractable. In this paper, we propose how to obtain the ML estimator via Laplace approximation based on hierarchical-likelihood (h-likelihood) approach under the Poisson GLMMs. In particular, the h-likelihood avoids the integration itself and gives a statistically efficient procedure for various random-effect models including GLMMs. The proposed method is illustrated using two practical examples and simulation studies.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.937-942
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• 2009

In this paper, a continuous-time risk process in an insurance business is considered, where the premium rate is constant and the claim process forms a compound Poisson process. We say that a ruin occurs if the surplus of the risk process becomes negative. It is practically impossible to calculate analytically the ruin probability because the theoretical formula of the ruin probability contains the recursive convolutions and infinite sum. Hence, many authors have suggested approximation formulas of the ruin probability. We introduce a new approximation formula of the ruin probability which extends the well-known De Vylder's and exponential approximation formulas. We compare our approximation formula with the existing ones and show numerically that our approximation formula gives closer values to the true ruin probability in most cases.

• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1389-1397
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• 2016

Semi-parametric frailty model with nonparametric baseline hazards has been widely used for the analyses of clustered survival-time data. The frailty models can be fitted via an auxiliary Poisson hierarchical generalized linear model (HGLM). For the inferences of the frailty model marginal likelihood, which gives MLE, is often used. The marginal likelihood is usually obtained by integrating out random effects, but it often requires an intractable integration. In this paper, we propose to obtain the MLE via Laplace approximation using a Poisson HGLM approach for semi-parametric frailty model. The proposed HGLM approach uses hierarchical-likelihood (h-likelihood), which avoids integration itself. The proposed method is illustrated using a numerical study.

• Journal of the Korean Operations Research and Management Science Society
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• v.31 no.3
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• pp.63-79
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• 2006

In this study we consider a CONWIP system in which the processing times at each station follow a Coxian distribution and the demands for the finished products arrive according to a compound Poisson process. The demands that are not satisfied immediately are either backordered or lost according to the number of demands that exist at their arrival Instants. For this system we develop an approximation method to calculate performance measures such as steady state probabilities of the number of parts at each station, proportion of lost demands and the mean number of backordered demands. For the analysis of the proposed CONWIP system, we model the CONWIP system as a closed queueing network with a synchronization station and analyze the closed queueing network using a product-form approximation method. A recursive technique is used to solve the subnetwork in the application of the product-form approximation method. To test the accuracy of the approximation method, the results obtained from the approximation method are compared with those obtained by simulation. Comparisons with simulation show that the approximation method provides fairly good results.

• Journal of the Korean Mathematical Society
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• v.40 no.6
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• pp.1075-1083
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• 2003

The purpose of this paper is to investigate the piecewise wise polynomial approximation for the curved boundary. We analyze the error of an approximated solution due to this approximation and then compare the approximation errors for the cases of polygonal and piecewise polynomial approximations for the curved boundary. Based on the results of analysis, p-version numerical methods for solving Dirichlet's problems are applied to any smooth curved domain.