• 전자공학회논문지A
• /
• 제32A권5호
• /
• 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.

• 한국통신학회논문지
• /
• 제25권4A호
• /
• 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
• /
• 제20권1호
• /
• 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
• /
• 제8권1호
• /
• 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.

• 대한안전경영과학회지
• /
• 제11권3호
• /
• 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.

• 대한토목학회논문집
• /
• 제28권5D호
• /
• pp.665-675
• /
• 2008

본 연구는 터널공사를 대상으로 사업 초기단계에서 터널공사의 설계 대안에 대한 공사비를 신속히 추정하고, 사업이 진행되면서 상황변화에 따른 사업비 측면에서의 영향을 파악할 수 있도록 함으로써, 적정한 의사결정을 지원하기 위한 개략적 터널공사비 추정모델 제시를 목적으로 한다. 이를 위해 터널공사의 수행에 있어 공사비에 영향을 미치는 요인을 분석하고, 공사비 영향요인별 공사비 변화의 정도를 분석하였다. 공사비 영향요인은 천공방식, 굴착방법, 기폭장치, 적재장비 용량, 버력의 단위중량 및 토량환산계수, 터널 연장을 포함하는 7개의 요인을 대상으로 하여 각 영향요인의 변화에 따른 공사비 변동 크기를 분석하였다. 분석결과는 기획단계에서 사업의 기본적인 조건을 바탕으로 사업비를 추정하고, 설계 및 시공단계에서 설계 대안에 대한 공사비의 영향을 효율적으로 평가하는데 필요한 공사비 추정모델의 구축을 위한 기초정보를 제공할 것으로 기대된다.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• 제20권2호
• /
• 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
• /
• 제3권1호
• /
• 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.

• 충청수학회지
• /
• 제33권2호
• /
• 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
• /
• 제17권2호
• /
• 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).