• Title/Summary/Keyword: Random type

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ON THE WEAK LAWS WITH RANDOM INDICES FOR PARTIAL SUMS FOR ARRAYS OF RANDOM ELEMENTS IN MARTINGALE TYPE p BANACH SPACES

  • Sung, Soo-Hak;Hu, Tien-Chung;Volodin, Andrei I.
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.3
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    • pp.543-549
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    • 2006
  • Sung et al. [13] obtained a WLLN (weak law of large numbers) for the array $\{X_{{ni},\;u_n{\leq}i{\leq}v_n,\;n{\leq}1\}$ of random variables under a Cesaro type condition, where $\{u_n{\geq}-{\infty},\;n{\geq}1\}$ and $\{v_n{\leq}+{\infty},\;n{\geq}1\}$ large two sequences of integers. In this paper, we extend the result of Sung et al. [13] to a martingale type p Banach space.

On the Hàjek-Rènyi-Type Inequality for Conditionally Associated Random Variables

  • Choi, Jeong-Yeol;Seo, Hye-Young;Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.799-808
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    • 2011
  • Let {${\Omega}$, $\mathcal{F}$, P} be a probability space and {$X_n{\mid}n{\geq}1$} be a sequence of random variables defined on it. A finite sequence of random variables {$X_i{\mid}1{\leq}i{\leq}n$} is a conditional associated given $\mathcal{F}$ if for any coordinate-wise nondecreasing functions f and g defined on $R^n$, $Cov^{\mathcal{F}}$ (f($X_1$, ${\ldots}$, $X_n$), g($X_1$, ${\ldots}$, $X_n$)) ${\geq}$ 0 a.s. whenever the conditional covariance exists. We obtain the H$\grave{a}$jek-R$\grave{e}$nyi-type inequality for conditional associated random variables. In addition, we establish the strong law of large numbers, the three series theorem, integrability of supremum, and a strong growth rate for $\mathcal{F}$-associated random variables.

Independence test of a continuous random variable and a discrete random variable

  • Yang, Jinyoung;Kim, Mijeong
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.285-299
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    • 2020
  • In many cases, we are interested in identifying independence between variables. For continuous random variables, correlation coefficients are often used to describe the relationship between variables; however, correlation does not imply independence. For finite discrete random variables, we can use the Pearson chi-square test to find independency. For the mixed type of continuous and discrete random variables, we do not have a general type of independent test. In this study, we develop a independence test of a continuous random variable and a discrete random variable without assuming a specific distribution using kernel density estimation. We provide some statistical criteria to test independence under some special settings and apply the proposed independence test to Pima Indian diabetes data. Through simulations, we calculate false positive rates and true positive rates to compare the proposed test and Kolmogorov-Smirnov test.

ON H$\grave{a}$JEK-R$\grave{e}$NYI-TYPE INEQUALITY FOR CONDITIONALLY NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATIONS

  • Seo, Hye-Young;Baek, Jong-Il
    • Journal of applied mathematics & informatics
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    • v.30 no.3_4
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    • pp.623-633
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    • 2012
  • Let {${\Omega}$, $\mathcal{F}$, P} be a probability space and {$X_n|n{\geq}1$} be a sequence of random variables defined on it. A finite sequence of random variables {$X_n|n{\geq}1$} is said to be conditionally negatively associated given $\mathcal{F}$ if for every pair of disjoint subsets A and B of {1, 2, ${\cdots}$, n}, $Cov^{\mathcal{F}}(f_1(X_i,i{\in}A),\;f_2(X_j,j{\in}B)){\leq}0$ a.s. whenever $f_1$ and $f_2$ are coordinatewise nondecreasing functions. We extend the H$\grave{a}$jek-R$\grave{e}$nyi-type inequality from negative association to conditional negative association of random variables. In addition, some corollaries are given.

Interleaver Design of Punctured RA-Type LDPC Codes

  • Piao, Yong-Chun;Shin, Dong-Joon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.12C
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    • pp.1129-1134
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    • 2006
  • In this paper, we analyze the cycle structure of punctured finite-length RA-type LDPC codes and design interleavers which have good memory efficiency and avoid short cycles. Furthermore, we introduce the check-node merging scheme for punctured finite-length RA-type LDPC codes and design simple interleavers. Simulation results show that punctured finite-length RA-type LDPC codes using the proposed simple interleavers have better performance than those with random and S-random interleavers.

Dynamic Response Analysis of Composite H-Type Cross-Section Beams to Random Loads (랜덤하중이 가해진 복합재료 H-형 보의 동적 응답 해석)

  • Kim, Sung-Kyun;Song, Pong-Gun;Song, Oh-Seop
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2011.10a
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    • pp.130-135
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    • 2011
  • A study of the bending-extension-transverse shear coupled random response of the composite beams with thin-walled open sections subjected to various types of concentrated and distributed random excitations is dealt with in this paper. First of all, equations of motion of thin-walled composite H-type cross-section beams incorporating a number of nonclassical effects of transverse shear and primary and secondary warping, and anisotropy of constituent materials are derived. On the basis of derived equations of motion, analytical expressions for the displacement response of the composite beams are derived by using normal mode method combined with frequency response function method.

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ON A SPITZER-TYPE LAW OF LARGE NUMBERS FOR PARTIAL SUMS OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS

  • Miaomiao Wang;Min Wang;Xuejun Wang
    • Bulletin of the Korean Mathematical Society
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    • v.60 no.3
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    • pp.687-703
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    • 2023
  • In this paper, under some suitable conditions, we study the Spitzer-type law of large numbers for the maximum of partial sums of independent and identically distributed random variables in upper expectation space. Some general results on necessary and sufficient conditions of the Spitzer-type law of large numbers for the maximum of partial sums of independent and identically distributed random variables under sublinear expectations are established, which extend the corresponding ones in classic probability space to the case of sub-linear expectation space.

LIMITING BEHAVIOR OF THE MAXIMUM OF THE PARTIAL SUM FOR NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES

  • KIM, HYUN-CHULL
    • Journal of the Chungcheong Mathematical Society
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    • v.28 no.3
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    • pp.409-417
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    • 2015
  • In this paper, some $L_p$-convergences and complete convergences of the maximum of the partial sum for negatively superadditive dependent random variables are obtained. The proofs of the results are based on a new Rosenthal type inequality concerning negatively superadditive dependent random variables.