• Title/Summary/Keyword: Regular variation

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On the second order property of elliptical multivariate regular variation

  • Moosup Kim
    • Communications for Statistical Applications and Methods
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    • v.31 no.4
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    • pp.459-466
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    • 2024
  • Multivariate regular variation is a popular framework of multivariate extreme value analysis. However, a suitable parametric model needs to be introduced for efficient estimation of its spectral measure. In such a view, elliptical distributions have been employed for deriving such models. On the other hand, the second order behavior of multivariate regular variation has to be specified for investigating the property of the estimator. This paper derives such a behavior by imposing a widely adopted second order regular variation condition on the representation of elliptical distributions. As result, the second order variation for the convergence to spectral measure is characterized by a signed measure with a regular varying index. Moreover, it leads to the asymptotic bias of the estimator. For demonstration, multivariate t-distribution is considered.

SECOND ORDER REGULAR VARIATION AND ITS APPLICATIONS TO RATES OF CONVERGENCE IN EXTREME-VALUE DISTRIBUTION

  • Lin, Fuming;Peng, Zuoxiang;Nadarajah, Saralees
    • Bulletin of the Korean Mathematical Society
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    • v.45 no.1
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    • pp.75-93
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    • 2008
  • The rate of convergence of the distribution of order statistics to the corresponding extreme-value distribution may be characterized by the uniform and total variation metrics. de Haan and Resnick [4] derived the convergence rate when the second order generalized regularly varying function has second order derivatives. In this paper, based on the properties of the generalized regular variation and the second order generalized variation and characterized by uniform and total variation metrics, the convergence rates of the distribution of the largest order statistic are obtained under weaker conditions.

REGULAR VARIATION AND STABILITY OF RANDOM MEASURES

  • Quang, Nam Bui;Dang, Phuc Ho
    • Journal of the Korean Mathematical Society
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    • v.54 no.3
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    • pp.1049-1061
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    • 2017
  • The paper presents a characterization of stable random measures, giving a canonical form of their Laplace transform. Domain of attraction of stable random measures is concerned in a theorem showing that a random measure belongs to domain of attraction of any stable random measures if and only if it varies regularly at infinity.

Weavability Limit of Yarns with Thickness Variation in Shuttleless Weaving

  • Seyam, Abdelfattah M.
    • Fibers and Polymers
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    • v.4 no.4
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    • pp.176-181
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    • 2003
  • Theoretical weavability limit relationships of fabrics from regular warp yarns and fancy filling yams with thickness variation in shuttleless weaving are reviewed. The relationships correlate maximum warp and filling cover factors, warp and filling yarn characteristics, the distribution of thick and thin places of filling yarn over the fabric surface, and the warp and filling weave factor. The research considers single filling feeder and multiple feeders cases. Additionally, comparisons between the weavability limit of regular yarns and fancy yams in shuttle and shuttleless weaving are given.

Numerical study on supercavitating flow in free stream with regular waves

  • Li, Da;Lyu, Xujian
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.12 no.1
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    • pp.799-809
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    • 2020
  • In this study, the supercavitating flow of a high-velocity moving body near air-water surface is calculated and analyzed based on a commercial CFD software ANSYS Fluent. The effect of regular wave parameters including both wave height and wavelength on the cavitating flow and force characteristics of a body at different velocities is investigated. It is found that the cavity shape, lift coefficient and drag coefficient of the body vary periodically with wave fluctuation, and the variation period is basically consistent with wave period. When the wavelength is much greater than the cavity length, the effect of wave on supercavitation is the alternating effect of axial compression and radial compression. However, when the wavelength varies around the cavity length, the cavity often crosses two adjacent troughs and is compressed periodically by the two wave troughs. With the variation of wavelength, the average area of cavity shows a different trend with the change of wave height.

Comparative study on the prediction of speed-power-rpm of the KVLCC2 in regular head waves using model tests

  • Yu, Jin-Won;Lee, Cheol-Min;Seo, Jin-Hyeok;Chun, Ho Hwan;Choi, Jung-Eun;Lee, Inwon
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.13 no.1
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    • pp.24-34
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    • 2021
  • This paper predicts the speed-power-rpm relationship in regular head waves using various indirect methods: load variation, direct powering, resistance and thrust identity, torque and revolution, thrust and revolution, and Taylor expansion methods. The subject ship is KVLCC2. The wave conditions are the regular head waves of λ/LPP = 0.6 and 1.0 with three wave steepness ratios at three ship speeds of 13.5, 14.5 and 15.5 knots (design speed). In the case of λ/LPP = 0.6 at design speed, two more wave steepness ratios have been taken into consideration. The indirect methods have been evaluated through comparing the speed-power-rpm relationships with those obtained from the resistance and self-propulsion tests in calm water and in waves. The load variation method has been applied to predict propulsive performances in waves, and to derive overload factors (ITTC, 2018). The overload factors have been applied to obtain propulsive efficiency and propeller revolution. The thrust and revolution method (ITTC, 2014) has been modified.

Pattern Making of the Flared Skirt According to the Lower Body Somatotype of the 20's Women (20대 여성의 하반신 체형 유형에 따른 플레어스커트의 패턴 설계)

  • Lee, Youn-Soon;Ryu, Ji-Hyun;Kim, Kyung-A
    • Fashion & Textile Research Journal
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    • v.10 no.5
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    • pp.660-667
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    • 2008
  • The purpose of this study was to modify a Flared Skirt for women according to the somatotype of lower body. The subjects for the wear test were 3 students, who were in $mean{\pm}1{\sigma}$ each somatotype. The results of this study are as follows: First, the Flared Skirt pattern was modified according to each type. The front waist line rising measurement proposed for type 1 and type 2 were 0.5cm, because of lower front silhouette with waist shape. The back waist line rising measurement proposed for type 2 was 1cm and type 3 was 0.5cm, because of lower back shape with hip. Second, the wave-height of nodes were regular at front and back in type 1. Also, the wave-height of nodes were evenly distributed side and center. The variation ratio of wave-height of back nodes were lower than existing pattern in type 2 and type 3. It means the variation ratio of wave-height of back nodes were regular in modification pattern. Altogether, modification patterns were more regular and lower than existing pattern in the number of nodes, the distribution ratio of nodes, the wave-height of node, the variation ratio of wave height of nodes.

Improvement of prediction methods of power increase in regular head waves using calm-water and resistance tests in waves

  • Chun, Ho-Hwan;Lee, Cheol-Min;Lee, Inwon;Choi, Jung-Eun
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.13 no.1
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    • pp.278-291
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    • 2021
  • This paper applies load variation method to predict speed-power-rpm relationship along with propulsive performances in regular head waves, and to derive overload factors (ITTC, 2018). 'Calm-water tests' and 'resistance test in waves' are used. The modified overload factors are proposed taking non-linearity into consideration, and applied to the direct powering, and resistance and thrust identity method. These indirect methods are evaluated through comparing the speed-power-rpm relationships with those obtained from the resistance and self-propulsion tests in calm water and in waves. The objective ship is KVLCC2. The load variation method predicts well the speed-power-rpm relationship and propulsion performances in waves. The direct powering method with modified overload factors also predicts well. The resistance and thrust identity method with modified overload factor predicts with a little difference. The direct powering method with overload factors predicts with a relatively larger difference.

A COMPARATIVE EVALUATION OF THE ESTIMATORS OF THE 2-PARAMETER GENERALIZED PARETO DISTRIBUTION

  • Singh, V.P.;Ahmad, M.;Sherif, M.M.
    • Water Engineering Research
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    • v.4 no.3
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    • pp.155-173
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    • 2003
  • Parameters and quantiles of the 2-parameter generalized Pareto distribution were estimated using the methods of regular moments, modified moments, probability weighted moments, linear moments, maximum likelihood, and entropy for Monte Carlo-generated samples. The performance of these seven estimators was statistically compared, with the objective of identifying the most robust estimator. It was found that in general the methods of probability-weighted moments and L-moments performed better than the methods of maximum likelihood estimation, moments and entropy, especially for smaller values of the coefficient of variation and probability of exceedance.

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