• Journal of applied mathematics & informatics
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• 제28권3_4호
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• pp.863-875
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• 2010

In this paper we apply the martingale approach, which has been widely used in mathematical finance, to investigate the optimal investment problem for an insurer under the criterion of mean-variance. When the risk and security assets are described by the L$\acute{e}$vy processes, the closed form solutions to the maximization problem are obtained. The mean-variance efficient strategies and frontier are also given.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 하계종합학술대회 논문집 I
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• pp.178-181
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• 2003

In this paper, it proposes the efficient iterative decoding stop criterion using the variance value of LLR. It is verifying that the proposal iterative decoding stop criterion can be reduced the average iterative decoding number compared to conventional schemes with a negligible degradation of the error performance.

• Communications for Statistical Applications and Methods
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• 제8권1호
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• pp.29-37
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• 2001

In this paper, we consider the second order probability matching criterion for the ratio of the variance components under the one-way random effect model. It turns out that among all of the reference priors given in Ye(1994), the only one reference prior satisfies the second order matching criterion. Similar results are also obtained for the intraclass correlation as well.

• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.317-328
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• 2002

We first derive group ordering reference priors in a two-way mixed-effects analysis of variance (ANOVA) model. We show that posterior distributions are proper and provide marginal posterior distributions under reference priors. We also examine whether the reference priors satisfy the probability matching criterion. Finally, the reference prior satisfying the probability matching criterion is shown to be good in the sense of frequentist coverage probability of the posterior quantile.

• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.559-568
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• 2006

In this paper, we develop the noninformative priors for the linear mixed models when the parameter of interest is the ratio of variance components. We developed the first and second order matching priors. We reveal that the one-at-a-time reference prior satisfies the second order matching criterion. It turns out that the two group reference prior satisfies a first order matching criterion, but Jeffreys' prior is not first order matching prior. Some simulation study is performed.

• 응용통계연구
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• 제25권3호
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• pp.485-501
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• 2012

This research is to find a design D that minimizes forecast variance in d dimensions over the candidate space ${\chi}$. We want a robust design since we may not know the specific covariance structure. We seek a design that minimizes a coverage criterion and hope that this design will provide a small forecast variance even if the covariance structure is unobservable. The details of an exchange or swapping algorithm and several properties of the parameters of coverage criterion with the unknown correlation structures are discussed.

• 품질경영학회지
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• 제11권1호
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• pp.24-29
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• 1983

A criterion is developed from the integrated sum of weighted squared bias and variance for use in selecting regressors. Some properties of this criterion are discussed and an example illustrating its use is included.

• International Journal of Quality Innovation
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• 제1권1호
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• pp.32-37
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• 2000

In an industrial process, the proper objective is to find the optimal operating conditions with minimum process variability around the target. Vining and Myers(1990) suggest to use the separate model for the mean response and the process varian linear predictor ${\tau}_i={\log}\;{\sigma}^2_i$ is unknown and should be estimated. Noting that the variance of $\hat{{\tau}_i}$ is heterogeneous, another appropriate D-optimality criterion $D_3$ based on the method of generalized least squares is proposed in this paper.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 통신소사이어티 추계학술대회논문집
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• pp.28-31
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• 2003

In this paper, it proposes the efficient iterative decoding stop criterion using the variance value of LLR. It is verifying that the proposal iterative de-coding stop criterion can be reduced the average iterative decoding number. The proposal algorithm md hardware synthesize to use the Synopsys Tool, performance validations perform through the ModelSim.

• 대한전자공학회논문지TC
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• 제43권3호
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• pp.103-110
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• 2006

터보부호는 디지털 이동통신 시스템에서 사용되는 오류정정 부호화 기법의 일종으로서 반복복호가 진행됨에 따라 AWGN 채널 환경에서 우수한 BER 성능을 나타낸다. 그러나 다양한 채널 환경에서 반복 횟수가 증가하면 복호하는데 필요한 지연시간과 계산량이 증가하는 단점을 가진다. 이를 해결하기 위해서는 적절한 반복 후에 반복복호를 효율적으로 중단시킬 수 있는 중단조건이 필요하게 된다. 본 논문에서는 터보 복호기의 LLR 평균값으로부터 유도되는 잡음 분산값을 중단조건으로 이용하여 BER 성능의 손실없이 계산량과 평균 반복복호 횟수를 크게 감소시킬 수 있는 효율적인 반복중단 알고리즘을 제안한다. 모의실험 결과, 제안된 알고리즘의 계산량은 기존 알고리즘과 비교하여 약 $66%{\sim}80%$ 정도 줄일 수 있었으며 평균 반복복호 횟수는 CE 알고리즘과 비교하여 약 $13.99%{\sim}15.74%$ 정도의 감소효과를 나타냈으며 SCR 알고리즘과 비교하여 약 $17.88%{\sim}18.59%$ 정도의 감소효과를 나타내었다.