• Kyungpook Mathematical Journal
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• v.58 no.3
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• pp.495-505
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• 2018

The purpose of the present paper is to investigate Confluent hypergeometric distribution. We obtain some basic properties of this distribution. It is worthy to note that the Poisson distribution is a particular case of this distribution. Finally, we give a nice application of this distribution on certain classes of univalent functions of the conic regions.

• Journal of Korean Society for Quality Management
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• v.19 no.2
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• pp.133-137
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• 1991

In this paper, the queueing system in series is studied. The system is a tandem queueing system which has three stations. In system, one service station has a general distributions and two service stations have exponential distribution. Each station has a single server. The customer arrives with Poisson process and is serviced sequentially. It is assumed that the order of stations does not affect the quality of services. Using the light traffic approximations, the optimal order of the system which has the three stations is decided.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.17 no.11
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• pp.2621-2626
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• 2013

This paper has presented the potential distribution for asymmetric double gate(DG) MOSFET, and sloved Poisson equation to obtain the analytical solution of potential distribution. The symmetric DGMOSFET where both the front and the back gates are tied together is three terminal device and has the same current controllability for front and back gates. Meanwhile the asymmetric DGMOSFET is four terminal device and can separately determine current controllability for front and back gates. To approximate with experimental values, we have used the Gaussian function as doping distribution in Poisson equation. The potential distribution has been observed for gate bias voltage and gate oxide thickness and channel doping concentration of the asymmetric DGMOSFET. As a results, we know potential distribution is greatly changed for gate bias voltage and gate oxide thickness, especially for gate to increase gate oxide thickness. Also the potential distribution for source is changed greater than one of drain with increasing of channel doping concentration.

• Nuclear Engineering and Technology
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• v.43 no.3
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• pp.287-300
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• 2011

Counting statistics modified by introducing two dead times in series under a Poisson input distribution are discussed. A previous study examined the two cases of series combinations of nonextended-extended (NE-E) and extended-extended (EE) dead times. The present study investigated the remaining two cases of extended-nonextended (E-NE) and nonextended-nonextended (NE-NE) dead times. For the three time origins of the counting processes - ordinary, equilibrium, and shifted processes - a set of formulae was newly developed from a general formulation and presented for the event time interval densities, total densities, and exact mean and variance of the counts in a given counting duration. The asymptotic expressions for the mean and variance of the counts, which are most convenient for applications, were fully listed. The equilibrium mean count rates distorted by the three dead times in series were newly derived from the information obtained in these studies. An application of the derived formulae is briefly discussed.

• Communications for Statistical Applications and Methods
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• v.16 no.5
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• pp.803-812
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• 2009

The application of extreme value theory to financial data is a fairly recent innovation. The classical annual maximum method is to fit the generalized extreme value distribution to the annual maxima of a data series. An alterative modern method, the so-called threshold method, is to fit the generalized Pareto distribution to the excesses over a high threshold from the data series. A more substantial variant is to take the point-process viewpoint of high-level exceedances. That is, the exceedance times and excess values of a high threshold are viewed as a two-dimensional point process whose limiting form is a non-homogeneous Poisson process. In this paper, we apply the two-dimensional non-homogeneous Poisson process model to daily losses, daily negative log-returns, in the data series of KBW/USD exchange rate, collected from January 4th, 1982 until December 31 st, 2008. The main question is how to estimate extreme quantiles of losses such as the 10-year or 50-year return level.

• Communications for Statistical Applications and Methods
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• v.30 no.3
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• pp.273-289
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• 2023

In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

• Magazine of the Korean Society of Agricultural Engineers
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• v.28 no.3
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• pp.69-78
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• 1986

This studies were established to find out the characteristics of frequency distributiom for the number of occurrence and magnitude, probable flood flows according to the return periods, design floods, and design frequency factors for the studying basins in relation to the risk levels which can be correlated with design return period and the life of structure in the non-annual exceedance series. Eight watersheds along Han, Geum, Nak Dong and Seom Jin river basin were selected as studying basins. The results were analyzed and summarized as follows. 1. Poisson distribution and Exponential distribution were tested as a good fitted distributions for the number of occurrence and magnitude for exceedance event, respectively,at selected watersheds along Han, Geum, Nak Dong and Seom Jin river basin. 2.Formulas for the probable flood flows and probable flood flows according to the return periods were derivated for the exponential distribution at the selected watersheds along Han, Geum, Nak Dong, and Seom Jin river basin. 3.Analysis for the risk of failure was connected return period with design life of structure in the non-annual exceedance series. 4.Empirical formulas for the design frequency factors were derivated from under the condition of the return periods identify with the life of structure in relation to the different risk levels in the non-annual exceedance series. 5.Design freguency factors were appeared to be increased in proportion to the return periods while those are in inverse proportion to the levels of the risk of failure. Numerical values for the design frequency factors for the non-annual exceedance series ware appeared generally higher than those of annual maximum series already published by the first report. 6. Design floods according to the different risk levels could be derivated by using of formulas of the design frequency factors for all studying watersheds in the nor-annual exceedance series.

• The Korean Journal of Applied Statistics
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• v.33 no.2
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• pp.203-213
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• 2020

The self-controlled case series (SCCS) study measures the relative risk of exposure to exposure period by setting the non-exposure period of the patient as the control period without a separate control group. This method minimizes the bias that occurs when selecting a control group and is often used to measure the risk of adverse events after taking a drug. This study used SCCS to examine the increased risk of side effects when two or more drugs are used in combination. A conditional Poisson model is assumed and analyzed for drug interaction between the narcotic analgesic, tramadol and multi-frequency combination drugs. Bayesian inference is used to solve the overfitting problem of MLE and the normal or Laplace prior distributions are used to measure the sensitivity of the prior distribution.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.19 no.4
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• pp.903-908
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• 2015

This paper has analyzed threshold voltage shift for doping profile of asymmetric double gate(DG) MOSFET. Ion implantation is usually used in process of doping for semiconductor device and doping profile becomes Gaussian distribution. Gaussian distribution function is changed for projected range and standard projected deviation, and influenced on transport characteristics. Therefore, doping profile in channel of asymmetric DGMOSFET is affected in threshold voltage. Threshold voltage is minimum gate voltage to operate transistor, and defined as top gate voltage when drain current is $0.1{\mu}A$ per unit width. The analytical potential distribution of series form is derived from Poisson's equation to obtain threshold voltage. As a result, threshold voltage is greatly changed by doping profile in high doping range, and the shift of threshold voltage due to projected range and standard projected deviation significantly appears for bottom gate voltage in the region of high doping concentration.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.14 no.24
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• pp.149-154
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• 1991

The one of the important problems in the design of queueing systems is the decision of the order of service stations. The object of this problem is the decision of the order that minimizes the expected sojourn time per customer in the given arrival process and service time distributions. In this paper, the tandem queueing system in series is studied with the emphasis on the optimal order of the tandem queueing system which has three stations with single servers. In one system, customers arrive at the first station with Poisson process. This system is composed of service stations with a constant, a general distribution and a Exponential distribution is studied. To select the optimal order after the orders of each pair of two stations is decided, it is compared the two orders of system. With this results, total expected delay of the systems which has three stations is compared. The result is the best that service station with constant time is on the first place, then the service station with general distribution and the service station with Exponential distribution is followed. And the other system is consist of service stations with a constant and two probabilistic distributions. In this case, two probabilistic distributions has a non-overlapping feature. It is the optimal order that the service station with constant time is on the first place then the service station with longer service time and the service station with shorter service time is followed.