• Title/Summary/Keyword: Second Order Statistics

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MEASURES FOR STABILITY OF SLOPE ESTIMATION ON THE SECOND ORDER RESPONSE SURFACE AND EQUALLY-STABLE SLOPE ROTATABILITY

  • Park, Sung H.;Kang, Ho-Seog;Kang, Kee-Hoon
    • Journal of the Korean Statistical Society
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    • v.32 no.4
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    • pp.337-357
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    • 2003
  • This paper introduces new measures for the stability of slope estimation on the second order response surface at a point and on a sphere. As a measure of point stability of slope estimation, we suggest a point dispersion measure of slope variances over all directions at a point. A spherical dispersion measure is also proposed as a measure of spherical stability of slope estimation on each sphere. Some designs are studied to explore the usefulness of the proposed measures. Using the point dispersion measure, another concept of slope rotatability called equally-stable slope rotatability is proposed as a useful property of response surface designs. We provide a set of conditions for a design to have equally-stable slope rotatability.

A class of accelerated sequential procedures with applications to estimation problems for some distributions useful in reliability theory

  • Joshi, Neeraj;Bapat, Sudeep R.;Shukla, Ashish Kumar
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.563-582
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    • 2021
  • This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

ALMOST PERIODIC SOLUTIONS OF PERIODIC SECOND ORDER LINEAR EVOLUTION EQUATIONS

  • Nguyen, Huu Tri;Bui, Xuan Dieu;Vu, Trong Luong;Nguyen, Van Minh
    • Korean Journal of Mathematics
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    • v.28 no.2
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    • pp.223-240
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    • 2020
  • The paper is concerned with periodic linear evolution equations of the form x"(t) = A(t)x(t)+f(t), where A(t) is a family of (unbounded) linear operators in a Banach space X, strongly and periodically depending on t, f is an almost (or asymptotic) almost periodic function. We study conditions for this equation to have almost periodic solutions on ℝ as well as to have asymptotic almost periodic solutions on ℝ+. We convert the second order equation under consideration into a first order equation to use the spectral theory of functions as well as recent methods of study. We obtain new conditions that are stated in terms of the spectrum of the monodromy operator associated with the first order equation and the frequencies of the forcing term f.

MODIFIED NUMEROV METHOD FOR SOLVING SYSTEM OF SECOND-ORDER BOUNDARY-VALUE PROBLEMS

  • Al-Said, Eisa A.;Noor, Muhammad Aslam
    • Journal of applied mathematics & informatics
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    • v.8 no.1
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    • pp.129-136
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    • 2001
  • We introduce and discuss a new numerical method for solving system of second order boundary value problems, where the solution is required to satisfy some extra continuity conditions on the subintervals in addition to the usual boundary conditions. We show that the present method gives approximations which are better than that produced by other collocation, finite difference and spline methods. Numerical example is presented to illustrate the applicability of the new method. AMS Mathematics Subject Classification : 65L12, 49J40.

NONHOMOGENEOUS DIRICHLET PROBLEM FOR ANISOTROPIC DEGENERATE PARABOLIC-HYPERBOLIC EQUATIONS WITH SPATIALLY DEPENDENT SECOND ORDER OPERATOR

  • Wang, Qin
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.6
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    • pp.1597-1612
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    • 2016
  • There are fruitful results on degenerate parabolic-hyperbolic equations recently following the idea of $Kru{\check{z}}kov^{\prime}s$ doubling variables device. This paper is devoted to the well-posedness of nonhomogeneous boundary problem for degenerate parabolic-hyperbolic equations with spatially dependent second order operator, which has not caused much attention. The novelty is that we use the boundary flux triple instead of boundary layer to treat this problem.

MODIFIED SLOPE ROTATABLE CENTRAL COMPOSITE DESIGNS

  • VICTOR BABU B. RE.
    • Journal of the Korean Statistical Society
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    • v.34 no.2
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    • pp.153-160
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    • 2005
  • In this paper, modified second order slope rotatable designs are introduced and modified slope rotatable central composite designs (SRCCD) are constructed for $2 {\le} v {\le} 17$ (v: the number of factors). Further, it can be shown for certain values of 'v', the modified SRCCD can be viewed as SRCCD constructed as with the technique of augmentation of second order rotatable design (SORD) using central composite design to SRCCD. These designs are useful in parts to estimate responses and slopes with spherical variance functions.

MULTIPLE PERIODIC SOLUTIONS OF SECOND-ORDER ORDINARY DIFFERENTIAL EQUATIONS ACROSS RESONANCE

  • Cai, Hua;Chang, Xiaojun;Zhao, Xin
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.5
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    • pp.1433-1451
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    • 2014
  • In this paper we study the existence of multiple periodic solutions of second-order ordinary differential equations. New results of multiplicity of periodic solutions are obtained when the nonlinearity may cross multiple consecutive eigenvalues. The arguments are proceeded by a combination of variational and degree theoretic methods.

Sobolev orthogonal polynomials and second order differential equation II

  • Kwon, K.H.;Lee, D.W.;Littlejohn, L.L.
    • Bulletin of the Korean Mathematical Society
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    • v.33 no.1
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    • pp.135-170
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    • 1996
  • Recently many people have studied the Sobolev orthogonal polynomials, that is, polynomials which are orthogonal relative to a symmetric bilinear form $\phi(\cdot,\cdot)$ defined by $$ (1.1) $\phi(p,q) := (p,q)_N = \sum_{k=0}^{N} \int_{R}p^(k) (x)q^(k) (x) d\mu_k, $$ where each $d\mu_k$ is a signed Borel measure on the real line $R$ with finite moments of all orders. For the brief history on this subject, we refer to the survey article Ronveaux [13] and Marcellan and et al [10].

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Minimum Mean Squared Error Invariant Designs for Polynomial Approximation

  • Joong-Yang Park
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.376-386
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    • 1995
  • Designs for polynomial approximation to the unknown response function are considered. Optimality criteria are monotone functions of the mean squared error matrix of the least squares estimator. They correspond to the classical A-, D-, G- and Q-optimalities. Optimal first order designs are chosen from the invariant designs and then compared with optimal second order designs.

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A Study on Small Composite Designs for Fitting Second Order Response Surface Models (2차 반응표면분석 모델 적합을 위한 부분합성계획에 관한 연구)

  • Park Sung-Hyun;Seo Hyeok;Park Jun-Oh
    • Proceedings of the Korean Society for Quality Management Conference
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    • 1998.11a
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    • pp.580-593
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    • 1998
  • The small composite design for second order response surface might be appropriate when experimentation is expensive, difficult, or time-consuming, especially when an independent estimate of experimental error is available. It is important that the small composite designs for response surface analysis would be rotatable and slope-rotatable. Therefore the small composite designs are studied from the viewpoint of rotatability and slope-rotatability, and the optimal values of a(the distance of axial points from the center) are investigated as k(the number of independent variables) and $n_0$(the number of center points) are changed.

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