• 제목/요약/키워드: Stochastic order

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Test of Local Restriction on a Multinomial Parameter

  • Oh, Myongsik
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.525-534
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    • 2003
  • If a restriction is imposed only to a (proper) subset of parameters of interest, we call it a local restriction. Statistical inference under a local restriction in multinomial setting is studied. The maximum likelihood estimation under a local restriction and likelihood ratio tests for and against a local restriction are discussed. A real data is analyzed for illustrative purpose.

추계적 작업환경에서 컨테이너 셔틀운송 차량 대수 추정

  • 고창성;김홍배;양성민;박성찬;손경호
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2000년도 추계학술대회 및 정기총회
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    • pp.171-174
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    • 2000
  • This paper presents an approach to determine the vehicle fleet size for container shuttle service in a stochastic working environment. The shuttle service can be defined as the repetitive travel between the designated places during working period. The initial number of vehicles is temporarily calculated using the transportation model. Simulation is carried out in order to investigate dynamic behavior of container shuttle. Finally, the equation for estimating the vehicle fleet size is obtained through the multiple regression model based on simulation results.

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Test of Symmetry against Near Type III Positive Biasedness

  • Oh, Myong-Sik
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.63-68
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    • 2003
  • One of the widely accepted assumptions in many statistical problem is that the underlying distribution is symmetric. Though a large number of nonparametric test are available in the literature for this problem, very few procedures focuses on the distributional structure when the symmetry assumption is rejected. Yanagimoto and Sibuya (1972) provided the various types of asymmetric distributional structure, positive biasedness, namely. In this paper we consider the test of symmetry against several new positive biasedness restrictions which are stronger than Yanagimoto and Sibuya's type II bias but weaker than type IV (III) bias.

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공컨테이너 운영 관리를 위한 모형 개발 (Models for the Empty Container Repositioning and Leasing)

  • 하원익;남기찬
    • 한국항해학회지
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    • 제23권2호
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    • pp.11-22
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    • 1999
  • This paper is concerned with the development of a tractable model to assist liner shipping companies in the decision-making of empty container repositioning and leasing. A hybrid methodology is presented which properly accounts for the specific characteristics of empty container management. For this mathematical models are developed based on dynamic network models, covering both land and marine segment. Then a stochastic method is presented to deal with the uncertainty of the future demand and supply. Especially, the concept of opportunity cost has been introduced in order to explain interactions between the variation of the future demand and supply and the stock level at each depot.

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Statistical Inference for Peakedness Ordering Between Two Distributions

  • Oh, Myong-Sik
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 춘계 학술발표회 논문집
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    • pp.109-114
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    • 2003
  • The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter, which is peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose nonparametric maximum likelihood estimator of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

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INFERENCE FOR PEAKEDNESS ORDERING BETWEEN TWO DISTRIBUTIONS

  • Oh, Myong-Sik
    • Journal of the Korean Statistical Society
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    • 제33권3호
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    • pp.303-312
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    • 2004
  • The concept of dispersion is intrinsic to the theory and practice of statistics. A formulation of the concept of dispersion can be obtained by comparing the probability of intervals centered about a location parameter. This is the peakedness ordering introduced first by Birnbaum (1948). We consider statistical inference concerning peakedness ordering between two arbitrary distributions. We propose non parametric maximum likelihood estimators of two distributions under peakedness ordering and a likelihood ratio test for equality of dispersion in the sense of peakedness ordering.

제품인도기간이 주문량에 의존하여 변화하는 (s, S) 재고모형 ((s, S ) Inventory Models with Ordering Quantity Dependent Stochastic Lead Times)

  • 김홍배;양성민
    • 산업경영시스템학회지
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    • 제11권17호
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    • pp.9-14
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    • 1988
  • A (s, S) inventory policy is studied for a continuous inventory model in which lead times are dependent on the ordering quantity. The model assumes that at most one order is outstanding and demands occur in a compound poison process. The steady-state probability distributions of the inventory levels are derived so as to determine the long-run expected average cost. And the computational procedure is presented.

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MULTI-DIMENSIONAL LIU PROCESS, INTEGRAL AND DIFFERENTIAL

  • You, Cuilian;Huo, Huae;Wang, Weiqing
    • East Asian mathematical journal
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    • 제29권1호
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    • pp.13-22
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    • 2013
  • As a fuzzy counterpart of stochastic calculus, fuzzy calculus including Liu integral and Liu formula were introduced. In order to deal with the problems with several fuzzy dynamic factors, Liu process, Liu integral and Liu formula are extended to the case of multi-dimensional in this paper.

A Stochastic Investigation of a Dynamical System Exhibiting the Second-Order Phase Transition

  • Kim, Kyung-Hee;Shin, Kook-Joe;Lee, Dong-Jae;Ko, Seok-Beom
    • Bulletin of the Korean Chemical Society
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    • 제6권5호
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    • pp.295-299
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    • 1985
  • An approximate solution of the Fokker-Planck equation with the nonlinear drift term due to a Schlogl model is obtained and the result is compared with the methods proposed by Suzuki. Also the effect of nonlinearity on the correlation length at the stable steady state is studied.

Picocell 시스템의 보행자 통화량 모델링 및 분석 (Traffic Modeling and Analysis for Pedestrians in Picocell Systems Using Random Walk Model)

  • 이기동;장근녕;김세헌
    • 대한산업공학회지
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    • 제29권2호
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    • pp.135-144
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    • 2003
  • Traffic performance in a microcellular system is much more affected by cell dwell time and channel holding time in each cell. Cell dwell time of a call is characterized by its mobility pattern, i.e., stochastic changes of moving speed and direction. Cell dwell time provides important information for other analyses on traffic performance such as channel holding time, handover rate, and the average number of handovers per call. In the next generation mobile communication system, the cell size is expected to be much smaller than that of current one to accommodate the increase of user demand and to achieve high bandwidth utilization. As the cell size gets small, traffic performance is much more affected by variable mobility of users, especially by that of pedestrians. In previous work, analytical models are based on simple probability models. They provide sufficient accuracy in a simple second-generation cellular system. However, the role of them is becoming invalid in a picocellular environment where there are rapid change of network traffic conditions and highly random mobility of pedestrians. Unlike in previous work, we propose an improved probability model evolved from so-called Random walk model in order to mathematically formulate variable mobility of pedestrians and analyze the traffic performance. With our model, we can figure out variable characteristics of pedestrian mobility with stochastic correlation. The above-mentioned traffic performance measures are analyzed using our model.