• Title/Summary/Keyword: RAO

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ESTIMATION OF DRIFT PARAMETER AND CHANGE POINT VIA KALMAN-BUCY FILTER FOR LINEAR SYSTEMS WITH SIGNAL DRIVEN BY A FRACTIONAL BROWNIAN MOTION AND OBSERVATION DRIVEN BY A BROWNIAN MOTION

  • Mishra, Mahendra Nath;Rao, Bhagavatula Lakshmi Surya Prakasa
    • Journal of the Korean Mathematical Society
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    • v.55 no.5
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    • pp.1063-1073
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    • 2018
  • We study the estimation of the drift parameter and the change point obtained through a Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and the observation driven by a Brownian motion.

Plane Wave Scattering Induced Resonant Modes of Spherical Resonator (구형태 공진기에서의 평면파 산란 공진모드)

  • Yoo, Hyoungsuk
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.9
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    • pp.1260-1263
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    • 2013
  • Plane wave scattering from a spherical resonator is calculated by solving the combined field integral equation (CFIE) with Rao-Wilton-Glisson (RWG) basis functions and the moment method. The calculations show that magnetic and electric dipoles are found at resonant modes. These characteristics are confirmed by radiation patterns in the far field region. In addition, an analysis of a magnetodielectric sphere is discussed.

Target tracking accuracy and performance bound

  • 윤동훈;엄석원;윤동욱;고한석
    • Proceedings of the IEEK Conference
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    • 1998.06a
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    • pp.635-638
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    • 1998
  • This paper proposes a simple method to measure system's performance in target tracking problems. Essentially employing the Cramer-Rao lower bound (CRLB) on trakcing accuracy, an algorithm of predicting system's performance under various scenarios is developed. The input data is a collection of measurements over time fromsensors embedded in gaussian noise. The target of interest may not maneuver over the processing time interval while the own ship observing platform may maneuver in an arbitrary fashion. Th eproposed approach is demonstrated and discussed through simulation results.

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The Rao-Robson Chi-Squared Test for Multivariate Structure

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.1013-1021
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    • 2003
  • Huffer and Park (2002) proposed a chi-squared test for multivariate structure. Their test detects the deviation of data from mutual independence or multivariate normality. We will compute the Rao-Robson chi-squared version of the test, which is easy to apply in practice since it has a limiting chi-squared distribution. We will provide a self-contained argument that it has a limiting chi-squared distribution. We study the accuracy in finite samples of the limiting distribution. We finally compare the power of our test with those of other popular normality tests in an application to a real data.

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ON COMPARISON OF PERFORMANCES OF SYNTHETIC AND NON-SYNTHETIC GENERALIZED REGRESSION ESTIMATIONS FOR ESTIMATING LOCALIZED ELEMENTS

  • SARA AMITAVA
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.73-83
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    • 2005
  • Thompson's (1990) adaptive cluster sampling is a promising sampling technique to ensure effective representation of rare or localized population units in the sample. We consider the problem of simultaneous estimation of the numbers of earners through a number of rural unorganized industries of which some are concentrated in specific geographic locations and demonstrate how the performance of a conventional Rao-Hartley-Cochran (RHC, 1962) estimator can be improved upon by using auxiliary information in the form of generalized regression (greg) estimators and then how further improvements are also possible to achieve by adopting adaptive cluster sampling.

A Note on the Simple Chi-Squared Test of Multivariate Normality

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.423-430
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    • 2004
  • We provide the exact form of a Rao-Robson version of the chi-squared test of multivariate normality suggested by Park(2001). This test is easy to apply in practice since it is easily computed and has a limiting chi-squared distribution under multivariate normality. A self-contained formal argument is provided that it has the limiting chi-squared distribution. A simulation study is provided to study the accuracy, in finite samples, of the limiting distribution. Finally, a simulation study in a nonnormal distribution is conducted in order to compare the power of our test with those of other popular normality tests.

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Confidence Intervals for the Difference of Binomial Proportions in Two Doubly Sampled Data

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.309-318
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    • 2010
  • The construction of asymptotic confidence intervals is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The coverage behaviors of several likelihood based confidence intervals and a Bayesian confidence interval are examined. It is shown that a hierarchical Bayesian approach gives a confidence interval with good frequentist properties. Confidence interval based on the Rao score is also shown to have good performance in terms of coverage probability. However, the Wald confidence interval covers true value less often than nominal level.

Cracking in reinforced concrete flexural members - A reliability model

  • Rao, K. Balaji;Rao, T.V.S.R. Appa
    • Structural Engineering and Mechanics
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    • v.7 no.3
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    • pp.303-318
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    • 1999
  • Cracking of reinforced concrete flexural members is a highly random phenomenon. In this paper reliability models are presented to determine the probabilities of failure of flexural members against the limit states of first crack and maximum crackwidth. The models proposed take into account the mechanism of cracking. Based on the reliability models discussed, Eqs. (8) and (9) useful in the reliability-based design of flexural members are presented.

On The Derivation of a Certain Noncentral t Distribution

  • Gupta, A.K.;Kabe, D.G.
    • Journal of the Korean Statistical Society
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    • v.19 no.2
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    • pp.182-185
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    • 1990
  • Let a p-component vector y have a p-variate normal distribution $N(b\theta, \Sigma), \Sigma$ unknown, b specified, then for testing $\theta = 0$ against general $\theta$, Khatri and Rao (1987) derive a certain t test and obtain its power function. This paper presents a direct derivation of this power function in terms of the original variates unlike Khatri and Rao (1987) who resort to the canonical transformations of the original variates and the conditional distributions.

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