• 대한수학회보
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• 제45권4호
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• pp.763-780
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• 2008

An Ostrowski type inequality is developed for estimating the deviation of the integral mean of an absolutely continuous function, and the linear combination of its values at k + 1 partition points, on a segment of (real) linear spaces. Several particular cases are provided which recapture some earlier results, along with the results for trapezoidal type inequalities and the classical Ostrowski inequality. Some inequalities are obtained by applying these results for semi-inner products; and some of these inequalities are proven to be sharp.

• 충청수학회지
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• 제27권2호
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• pp.243-247
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• 2014

Let {$X_n$, $n{\geq}1$} be a sequence of i.i.d. random variables with absolutely continuous cumulative distribution function(cdf) F(x) and the corresponding probability density function(pdf) f(x). In this paper, we give characterizations of Pareto and Weibull distribution by considering conditional expectations of record values.

• 충청수학회지
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• 제22권2호
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• pp.149-153
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• 2009

Let {$X_{n},\;n\;\geq\;1$} be a sequence of independent and identically distributed random variables with absolutely continuous cumulative distribution function (cdf) F(x) and probability density function (pdf) f(x). Suppose $X_{U(m)},\;m = 1,\;2,\;{\cdots}$ be the upper record values of {$X_{n},\;n\;\geq\;1$}. It is shown that the linearity of the conditional expectation of $X_{U(n+2)}$ given $X_{U(n)}$ characterizes the lomax, exponential and pareto distributions.

• Journal of applied mathematics & informatics
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• 제35권5_6호
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• pp.651-657
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• 2017

A sequence {$X_n,\;n{\geq}1$} of independent and identically distributed random variables with absolutely continuous (with respect to Lebesque measure) cumulative distribution function F(x) is considered. We obtain two characterizations of a family of continuous probability distribution by independence property of record values.

• 대한수학회지
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• 제38권6호
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• pp.1191-1204
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• 2001

The paper is devoted to the study of fractional integration and differentiation on a finite interval [a, b] of the real axis in the frame of Hadamard setting. The constructions under consideration generalize the modified integration $\int_{a}^{x}(t/x)^{\mu}f(t)dt/t$ and the modified differentiation ${\delta}+{\mu}({\delta}=xD,D=d/dx)$ with real $\mu$, being taken n times. Conditions are given for such a Hadamard-type fractional integration operator to be bounded in the space $X^{p}_{c}$(a, b) of Lebesgue measurable functions f on $R_{+}=(0,{\infty})$ such that for c${\in}R=(-{\infty}{\infty})$, in particular in the space $L^{p}(0,{\infty})\;(1{\le}{\le}{\infty})$. The existence almost every where is established for the coorresponding Hadamard-type fractional derivative for a function g(x) such that $x^{p}$g(x) have $\delta$ derivatives up to order n-1 on [a, b] and ${\delta}^{n-1}[x^{\mu}$g(x)] is absolutely continuous on [a, b]. Semigroup and reciprocal properties for the above operators are proved.

• 충청수학회지
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• 제22권1호
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• pp.1-5
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• 2009

Let {$X_n,\;n{\geq}1}$ be a sequence of independent identically distributed(i.i.d.) sequence of positive random variables with common absolutely continuous distribution function(cdf) F(x) and probability density function(pdf) f(x) and $E(X^2)<{\infty}$. The random variables $\frac{X_i{\cdot}X_j}{(\Sigma^n_{k=1}X_k)^{2}}$ and $\Sigma^n_{k=1}X_k$ are independent for $1{\leq}i if and only if {$X_n,\;n{\geq}1}$ have gamma distribution.

• Journal of applied mathematics & informatics
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• 제35권3_4호
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• pp.261-265
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• 2017

Let X and Y be independent identically distributed nondegenerate random variables with common absolutely continuous probability distribution function F(x) and the corresponding probability density function f(x) and $E(X^2)$<${\infty}$. Put Z = max(X, Y) and W = min(X, Y). In this paper, it is proved that Z - W and Z + W or$(X-Y)^2$ and X + Y are independent if and only if X and Y have normal distribution.

• 충청수학회지
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• 제20권4호
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• pp.411-418
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• 2007

Let $X_1$, ${\cdots}$, $X_n$ be nondegenerate and positive independent identically distributed(i.i.d.) random variables with common absolutely continuous distribution function F(x) and $E(X^2)$ < ${\infty}$. The random variables $X_1+{\cdots}+X_n$ and $\frac{X_1+{\cdots}+X_m}{X_1+{\cdots}+X_n}$are independent for 1 $1{\leq}$ m < n if and only if $X_1$, ${\cdots}$, $X_n$ have gamma distribution.

• 한국식품영양학회지
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• 제4권1호
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• pp.99-107
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• 1991

Lignocellulose and lignolic compounds were absolutely given much weight In the biosphere, and their degradation was essential for continuous biological carbon circulation. Whereas aerobic cellulolytic microorganism dissolved the cellulose into their elements in the first stage, strict anaerobic cellulolytic microorganism's role was taken I increasing interest through the recent research. It was reviewed that anaerobic microbial degradation process of lignocellulose and its derivatives (cellulose, lignin, oligolignol and monoaromatic compound), and function of anaerobic microorganism on the. environmental ecology.

• Journal of applied mathematics & informatics
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• 제13권1_2호
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• pp.441-446
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• 2003

Let { $X_{n}$ , n $\geq$ 1} be a sequence of independent and identically distributed random variables with a common continuous distribution function F(x) and probability density function f(x). Let $Y_{n}$ = max{ $X_1$, $X_2$, …, $X_{n}$ } for n $\geq$ 1. We say $X_{j}$ is an upper record value of { $X_{n}$ , n$\geq$1} if $Y_{j}$ > $Y_{j-1}$, j > 1. The indices at which the upper record values occur are given by the record times {u(n)}, n$\geq$1, where u(n) = min{j｜j>u(n-1), $X_{j}$ > $X_{u}$ (n-1), n$\geq$2} and u(1) = 1. We call the random variable X $\in$ Beta (1, c) if the corresponding probability cumulative function F(x) of x is of the form F(x) = 1-(1-x)$^{c}$ , c>0, 0$\leq$x$\leq$1. In this paper, we will give a characterization of the beta distribution of the first kind by considering conditional expectations of record values.s.