• Title/Summary/Keyword: U-Statistics

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Test for Trend Change in NBUE-ness Using Randomly Censored Data

  • Dae-Kyung Kim;Dong-Ho Park;June-Kyun Yum
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.1-12
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    • 1995
  • Let F be a life distribution with finite mean $\mu$ Then F is said to be in new better then worse than used in expectation (NBWUE(p)) class if $\varphi(u) {\geq} u$ for $0 {\leq}u{\leq}t_0$ and ${\varphi}(u) {\leq} u$ for $t_0< u {\leq} 1$ where ${\varphi}(u)$ is the scaled total-time-on-test transform and $p=F(t_0)$. We propose a testing procedure for $H_0$ : F is exponential against $H_1$ : NBWUE(p), and is not expontial, (or $H_1\;'$ : F is NWBUE (p), and is not exponential) using randomly censored data. Our procedure assumes kmowledge of the proportion p of the population that fail at or before the change-point $\t_0$. Know ledge of $\t_0$ itself is not assumed. The asymptotic normality of the test statistic is established and a Monte Carlo experiment is performed to investigate the speed of convergence of the test statistic to normality. The power of our test is also studied.

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THE NEUMANN PROBLEM FOR A CLASS OF COMPLEX HESSIAN QUOTIENT EQUATIONS

  • Yuying Qian;Qiang Tu;Chenyue Xue
    • Bulletin of the Korean Mathematical Society
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    • v.61 no.4
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    • pp.999-1017
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    • 2024
  • In this paper, we study the Neumann problem for the complex Hessian quotient equation ${\frac{{\sigma}_k({\tau}{\Delta}uI+{\partial}{\bar{\partial}u)}}{{\sigma}_l({\tau}{\Delta}uI+{\partial}{\bar{\partial}u)}}}={\psi}$ with 0 ≤ 𝑙 < k ≤ n. We prove a priori estimate and global C1 estimates, in particular, we use the double normal second derivatives on the boundary to establish the global C2 estimates and prove the existence and the uniqueness for the Neumann problem of the above complex Hessian quotient equation.

On a functional central limit theorem for the multivariate linear process generated by positively dependent random vectors

  • KIM TAE-SUNG;BAEK JONG IL
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.119-121
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    • 2000
  • A functional central limit theorem is obtained for a stationary multivariate linear process of the form $X_t=\sum\limits_{u=0}^\infty{A}_{u}Z_{t-u}$, where {$Z_t$} is a sequence of strictly stationary m-dimensional linearly positive quadrant dependent random vectors with $E Z_t = 0$ and $E{\parallel}Z_t{\parallel}^2 <{\infty}$ and {$A_u$} is a sequence of coefficient matrices with $\sum\limits_{u=0}^\infty{\parallel}A_u{\parallel}<{\infty}$ and $\sum\limits_{u=0}^\infty{A}_u{\neq}0_{m{\times}m}$. AMS 2000 subject classifications : 60F17, 60G10.

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MULTIPLICITY OF SOLUTIONS FOR BIHARMONIC ELLIPTIC SYSTEMS INVOLVING CRITICAL NONLINEARITY

  • Lu, Dengfeng;Xiao, Jianhai
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.5
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    • pp.1693-1710
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    • 2013
  • In this paper, we consider the biharmonic elliptic systems of the form $$\{{\Delta}^2u=F_u(u,v)+{\lambda}{\mid}u{\mid}^{q-2}u,\;x{\in}{\Omega},\\{\Delta}^2v=F_v(u,v)+{\delta}{\mid}v{\mid}^{q-2}v,\;x{\in}{\Omega},\\u=\frac{{\partial}u}{{\partial}n}=0,\; v=\frac{{\partial}v}{{\partial}n}=0,\;x{\in}{\partial}{\Omega},$$, where ${\Omega}{\subset}\mathbb{R}^N$ is a bounded domain with smooth boundary ${\partial}{\Omega}$, ${\Delta}^2$ is the biharmonic operator, $N{\geq}5$, $2{\leq}q$ < $2^*$, $2^*=\frac{2N}{N-4}$ denotes the critical Sobolev exponent, $F{\in}C^1(\mathbb{R}^2,\mathbb{R}^+)$ is homogeneous function of degree $2^*$. By using the variational methods and the Ljusternik-Schnirelmann theory, we obtain multiplicity result of nontrivial solutions under certain hypotheses on ${\lambda}$ and ${\delta}$.

Leading Edge Statistics of a Turbulent Premixed Flame (난류 예혼합 화염 선단부의 통계적 특성에 관한 수치적 연구)

  • Kwon, Jaesung;Huh, Kang Y.
    • Journal of the Korean Society of Combustion
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    • v.18 no.1
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    • pp.13-20
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    • 2013
  • Leading edge statistics are obtained by direct numerical simulation(DNS) of freely propagating incompressible and stagnating compressible turbulent premixed flames. Conditional averages of velocities in terms of reaction progress variable, c, and local flame surface density, ${\sum}^{\prime}_f$, are defined and compared through the flame brush. It holds asymptotically that $<u>_f=<S_d>_f$ and $<u>_u-<u>_b=D_t/L_w$ with the characteristic length scale of $\bar{c}$ variation, $L_w$. It also holds that $<u>_b=<u>_f$ for a freely propagating flame under no mean strain rate. The turbulent burning velocity, $S_T$, is determined by the conditional statistics at the leading edge under large activation energy.

The Ruin Probability in a Risk Model with Injections (재충전이 있는 연속시간 리스크 모형에서 파산확률 연구)

  • Go, Han-Na;Choi, Seung-Kyoung;Lee, Eui-Yong
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.81-87
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    • 2012
  • A continuous time risk model is considered, where the premium rate is constant and the claims form a compound Poisson process. We assume that an injection is made, which is an immediate increase of the surplus up to level u > 0 (initial level), when the level of the surplus goes below ${\tau}$(0 < ${\tau}$ < u). We derive the formula of the ruin probability of the surplus by establishing an integro-differential equation and show that an explicit formula for the ruin probability can be obtained when the amounts of claims independently follow an exponential distribution.

Suggestions of Partial Credibilities for Proper Non-Life Insurance Premium (적정 손해보험료 산정을 위한 부분신뢰도 제안)

  • Kim, Myung Joon;Choi, Jung-Ah;Kim, Yeong-Hwa
    • The Korean Journal of Applied Statistics
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    • v.26 no.2
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    • pp.321-333
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    • 2013
  • Credibility theory is one of important theories in actuarial science to produce proper insurance premium. In this paper, new partial credibilities are proposed and introduced with widely accepted credibility theories such as rule of relative exposure volume, square root rule, B$\ddot{u}$hlmann credibility and B$\ddot{u}$hlmann-Straub credibility. Also, with credibilities estimated by current and newly suggested, the performance of the accuracy for estimating the risk is compared through real data analysis and we show that the newly suggested methods are improving the performance by reducing the error.

INFINITELY MANY SOLUTIONS FOR A CLASS OF MODIFIED NONLINEAR FOURTH-ORDER ELLIPTIC EQUATIONS ON ℝN

  • Che, Guofeng;Chen, Haibo
    • Bulletin of the Korean Mathematical Society
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    • v.54 no.3
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    • pp.895-909
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    • 2017
  • This paper is concerned with the following fourth-order elliptic equations $${\Delta}^2u-{\Delta}u+V(x)u-{\frac{k}{2}}{\Delta}(u^2)u=f(x,u),\text{ in }{\mathbb{R}}^N$$, where $N{\leq}6$, ${\kappa}{\geq}0$. Under some appropriate assumptions on V(x) and f(x, u), we prove the existence of infinitely many negative-energy solutions for the above system via the genus properties in critical point theory. Some recent results from the literature are extended.

EIGENVALUE PROBLEMS FOR p-LAPLACIAN DYNAMIC EQUATIONS ON TIME SCALES

  • Guo, Mingzhou;Sun, Hong-Rui
    • Bulletin of the Korean Mathematical Society
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    • v.46 no.5
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    • pp.999-1011
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    • 2009
  • In this paper, we are concerned with the following eigenvalue problems of m-point boundary value problem for p-Laplacian dynamic equation on time scales $(\varphi_p(u^{\Delta}(t)))^\nabla+{\lambda}h(t)f(u(t))=0,\;t\in(0,T)$, $u(0)=0,\varphi_p(u^{\Delta}(T))=\sum\limits_{i=1}^{m-2}a_i\varphi_p(u^{\Delta}(\xi_i))$, where $\varphi_p(u)=|u|^{p-2}$u, p > 1 and $\lambda$ > 0 is a real parameter. Under certain assumptions, some new results on existence of one or two positive solution and nonexistence are obtained for $\lambda$ evaluated in different intervals. Our work develop and improve many known results in the literature even for the continual case. In doing so the usual restriction that $f_0=lim_{u{\rightarrow}0}+f(u)/\varphi_p(u)$ and $f_\infty = lim_{u{\rightarrow}{\infty}}f(u)/\varphi_p({u})$ exist is removed. As an applications, an example is given to illustrate the main results obtained.