• Journal of the Korean Institute of Telematics and Electronics A
• /
• v.32A no.5
• /
• pp.42-53
• /
• 1995

Token bus protocols have been sidely accepted for Medium Access Control (MAC) in real-time networks such as those used in factory automation, distributed process control, nuclear power plant, aircraft and spacecraft. Token bus protocols provide timer-controlled priority mechanism, which offers multiple level of privilege of medium access to different type of traffic. This paper presents and approximate analytical model for the evaluation of variance of waiting time in the time-controlled proiority scheme of token bus protocols. Token bus system is assumed to be operated with singe-service discipline which is the practical case of real-time networks such as those used in distributed process control and factory automations. The approximate analytical model is validated by comparison with the simulation resuls.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.25 no.4A
• /
• pp.489-495
• /
• 2000

In this paper we propose an approximate method to estimate the cell loss probability(CLP) due to buffer overflow in ATM networks. The main idea is to relate the buffer capacity with the CLP target in explicit formula by using the approximate upper bound for the tail distribution of a queue. The significance of the proposition lies in the fact that we can obtain the expected CLP by using only the source traffic data represented by mean rate and its variance. To that purpose we consider the problem of estimating the cell loss measures form the statistical viewpoint such that the probability of cell loss due to buffer overflow does not exceed a target value. In obtaining the exact solution we use a typical matrix analytic method for GI/D/1B queue where B is the queue size. Finally, in order to investigate the accuracy of the result, we present both the approximate and exact results of the numerical computation and give some discussion.

• Communications for Statistical Applications and Methods
• /
• v.20 no.1
• /
• pp.63-75
• /
• 2013

In this paper, we derive maximum likelihood estimators (MLEs) and approximate maximum likelihood estimators (AMLEs) of unknown parameters in a generalized half logistic distribution under Type-II hybrid censoring. We also obtain approximate confidence intervals using asymptotic variance and covariance matrices based on the MLEs and the AMLEs. As an illustration, we examine the validity of the proposed estimation using real data. Finally, we compare the proposed estimators in the sense of the mean squared error (MSE), bias, and length of the approximate confidence interval through a Monte Carlo simulation for various censoring schemes.

• International Journal of Reliability and Applications
• /
• v.8 no.1
• /
• pp.1-16
• /
• 2007

In this paper, we derive exact explicit expressions for the triple and quadruple moments of the lower record values from inverse the Weibull (IW) distribution. Next, we present and calculate the coefficients of the best linear unbiased estimates of the location and scale parameters of IW distribution (BLUEs) for different choices of the shape parameter and records size. We then use the higher order moments and the calculated BLUEs to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of lower record values. By using the coefficients of the skewness and kurtosis, we develop approximate confidence intervals for the location and scale parameters of the IW distribution using Edgeworth approximate values and then compare them with the corresponding intervals constructed through Monte Carlo simulations. Finally, we apply the findings of the paper to some simulated data.

• Journal of the Korea Safety Management & Science
• /
• v.11 no.3
• /
• pp.209-216
• /
• 2009

A development in method of evaluating the measurement precisions using approximate F tests and variance components from expected mean square (EMS) is investigated. The research proposes three-factor mixed measurement models with the fixed and random factors. Unrestricted and unconstrained design work was rarely studied, while restricted and constrained designs have been significantly discussed. The unrestricted and unconstrained designs assume to be an independence of interaction. The proposed evaluation method about the measurement precisions can be extended to four-factor random measurement model or mixed measurement model. The study also presents the three evaluation indexes of precisions such as R&RTR (Reproducibility & Repeatability-To-Total Precision Ratio), PTR (Precision-To-Tolerance Ratio), and SNR (Signal-To-Noise Ratio). Numerical examples are proposed to evaluate the approximate F tests with Satterthwaite degrees of freedom and three indexes using the measurement precisions from EMS.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.28 no.5D
• /
• pp.665-675
• /
• 2008

The objective of this paper is to provide an approximate cost estimating model for tunnel that can be utilized both in quick construction cost estimating for design alternatives, and in evaluating efficiently the cost effects according to the environmental changes during design and construction stage. To meet this requirement, this study analyzes critical cost factors influencing tunnel construction costs. The cost factors include 7 elements such as rock drilling method, advancing method, type of detonator, loader capacity, unit weight and soil volume change factor, length of tunnel. This paper investigates the cost variance according to the change of the cost factors. The result is expected to be used in formulating approximate tunnel cost estimating model.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.20 no.2
• /
• pp.123-135
• /
• 2016

This article deals with the pricing of Asian options under a constant elasticity of variance (CEV) model as well as a stochastic elasticity of variance (SEV) model. The CEV and SEV models are underlying asset price models proposed to overcome shortcomings of the constant volatility model. In particular, the SEV model is attractive because it can characterize the feature of volatility in risky situation such as the global financial crisis both quantitatively and qualitatively. We use an asymptotic expansion method to approximate the no-arbitrage price of an arithmetic average Asian option under both CEV and SEV models. Subsequently, the zero and non-zero constant leverage effects as well as stochastic leverage effects are compared with each other. Lastly, we investigate the SEV correction effects to the CEV model for the price of Asian options.

• Communications for Statistical Applications and Methods
• /
• v.3 no.1
• /
• pp.257-265
• /
• 1996

We consider nonstationary autoregressive autoregressive process with infinite variance of error. In the case of infinite cariance, the limiting distribution of the estimated coefficient is different from that under the finite cariance assumption. In this paper we show that the bootstrap method can be used to approximate the distribution of ordinary least squares estimator of the coefficient in the first order random walk process with infinite variance through some empirical studies and we suggest a test procedure based on bootstrap method for the unit root test.

• Journal of the Chungcheong Mathematical Society
• /
• v.33 no.2
• /
• pp.181-195
• /
• 2020

This paper suggests the price of vulnerable European option under a constant elasticity of variance model by using asymptotic analysis technique and obtains the approximated solution of the option price. Finally, we illustrate an accuracy of the vulnerable option price so that the approximate solution is well-defined.

• Communications for Statistical Applications and Methods
• /
• v.17 no.2
• /
• pp.165-181
• /
• 2010

This paper presents some chain ratio-type estimators for estimating finite population variance using two auxiliary variables in two phase sampling set up. The expressions for biases and mean squared errors of the suggested c1asses of estimators are given. Asymptotic optimum estimators(AOE's) in each class are identified with their approximate mean squared error formulae. The theoretical and empirical properties of the suggested classes of estimators are investigated. In the simulation study, we took a real dataset related to pulmonary disease available on the CD with the book by Rosner, (2005).