• 제목/요약/키워드: approximation function

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Tail Probability Approximations for the Ratio of two Independent Sequences of Random Variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • 제10권2호
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    • pp.415-428
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    • 1999
  • In this paper, we study the saddlepoint approximations for the ratio of two independent sequences of random variables. In Section 2, we review the saddlepoint approximation to the probability density function. In section 3, we derive an saddlepoint approximation formular for the tail probability by following Daniels'(1987) method. In Section 4, we represent a numerical example which shows that the errors are small even for small sample size.

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준정근사계산법을 이용한 탄성표면파 변환기의 특성 해석 (The Analysis of SAW IDT Characteristics Using Quasi-Static Approximation)

  • 이동도;정영지;이재경;황금찬
    • 전자공학회논문지A
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    • 제30A권11호
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    • pp.88-98
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    • 1993
  • In this paper, the effective permittivity in the piezoelectric material is numerically obtained and greens function is derived from that. It is shown that the admittance and the transfer function of an interdigital transducer is represented by electrostatic charge distribution using Quasi-static approximation. To prove the validity of the quasi-static approximation, numerical results for the uniform IDT of a filter mounted on 128 $^{\circ}$ rotated Y-cut X-propagating Lithium Niobate are compared with the measured ones.

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Fourier Series Approximation for the Generalized Baumgartner Statistic

  • Ha, Hyung-Tae
    • Communications for Statistical Applications and Methods
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    • 제19권3호
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    • pp.451-457
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    • 2012
  • Baumgartner et al. (1998) proposed a novel statistical test for the null hypothesis that two independently drawn samples of data originate from the same population, and Murakami (2006) generalized the test statistic for more than two samples. Whereas the expressions of the exact density and distribution functions of the generalized Baumgartner statistic are not yet found, the characteristic function of its limiting distribution has been obtained. Due to the development of computational power, the Fourier series approximation can be readily utilized to accurately and efficiently approximate its density function based on its Laplace transform. Numerical examples show that the Fourier series method provides an accurate approximation for statistical quantities of the generalized Baumgartner statistic.

The Use of Generalized Gamma-Polynomial Approximation for Hazard Functions

  • Ha, Hyung-Tae
    • 응용통계연구
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    • 제22권6호
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    • pp.1345-1353
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    • 2009
  • We introduce a simple methodology, so-called generalized gamma-polynomial approximation, based on moment-matching technique to approximate survival and hazard functions in the context of parametric survival analysis. We use the generalized gamma-polynomial approximation to approximate the density and distribution functions of convolutions and finite mixtures of random variables, from which the approximated survival and hazard functions are obtained. This technique provides very accurate approximation to the target functions, in addition to their being computationally efficient and easy to implement. In addition, the generalized gamma-polynomial approximations are very stable in middle range of the target distributions, whereas saddlepoint approximations are often unstable in a neighborhood of the mean.

A New Approach for the Derivation of a Discrete Approximation Formula on Uniform Grid for Harmonic Functions

  • Kim, Philsu;Choi, Hyun Jung;Ahn, Soyoung
    • Kyungpook Mathematical Journal
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    • 제47권4호
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    • pp.529-548
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    • 2007
  • The purpose of this article is to find a relation between the finite difference method and the boundary element method, and propose a new approach deriving a discrete approximation formula as like that of the finite difference method for harmonic functions. We develop a discrete approximation formula on a uniform grid based on the boundary integral formulations. We consider three different boundary integral formulations and derive one discrete approximation formula on the uniform grid for the harmonic function. We show that the proposed discrete approximation formula has the same computational molecules with that of the finite difference formula for the Laplace operator ${\nabla}^2$.

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시간-주파수 분석을 이용한 방사 기준 함수 구조의 최적화 (Optimization of the Radial Basis Function Network Using Time-Frequency Localization)

  • 김성주;김용택;조현찬;전홍태
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2000년도 추계학술대회 학술발표 논문집
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    • pp.459-462
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    • 2000
  • In this paper, we propose the initial optimized structure of the Radial Basis Function Network which is more simple in the part of the structure and converges more faster than Neural Network with the analysis method using Time-Frequency Localization. When we construct the hidden node with the Radial Basis Function whose localization is similar with an approximation target function in the plane of the Time and Frequency, we make a good decision of the initial structure having an ability of approximation.

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SMOOTHING APPROXIMATION TO l1 EXACT PENALTY FUNCTION FOR CONSTRAINED OPTIMIZATION PROBLEMS

  • BINH, NGUYEN THANH
    • Journal of applied mathematics & informatics
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    • 제33권3_4호
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    • pp.387-399
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    • 2015
  • In this paper, a new smoothing approximation to the l1 exact penalty function for constrained optimization problems (COP) is presented. It is shown that an optimal solution to the smoothing penalty optimization problem is an approximate optimal solution to the original optimization problem. Based on the smoothing penalty function, an algorithm is presented to solve COP, with its convergence under some conditions proved. Numerical examples illustrate that this algorithm is efficient in solving COP.

$iSight^{(R)}$를 이용한 툴 홀더 스핀들의 변형 및 응력해석 (Stress and Deformation Analysis of a Tool Holder Spindle using $iSight^{(R)}$)

  • 권구홍;정원지
    • 한국정밀공학회지
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    • 제27권9호
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    • pp.103-110
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    • 2010
  • This paper presents the optimized approximation of finite element modeling for a complex tool holder spindle using both DOE (Design of Experiment) with Optimal Latin Hypercube (OLH) method and approximation modeling method with Radial Basis Function (RBF) neural network structure. The complex tool holder is used for holding a (milling/drilling) tool of a machine tool. The engineering problem of complex tool holder results from the twisting of spindle of tool holder. For this purpose, we present the optimized approximation of finite element modeling for a complex tool holder spindle using both DOE (Design of Experiment) with Optimal Latin Hypercube (OLH) method (specifically a module of $iSight^{(R)}$ FD-3.1) and approximation modeling method with Radial Basis Function (RBF) (another module of $iSight^{(R)}$ FD-3.1) neural network structure

FDTD 방법과 분수 함수 근사법을 이용한 다층 구조에서의 Green 함수 근사화 (Approximate Method of Multi-Layer Green's Function Using FDTD Scheme and Rational Function Approximation)

  • 김용준;고일석;이용식
    • 한국전자파학회논문지
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    • 제22권2호
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    • pp.191-198
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    • 2011
  • 본 논문에서는 1차원 모드 방정식의 FDTD 해석 결과와 분수 함수 근사법을 이용하여 다층 구조의 Green 함수를 근사화 하는 방법을 제안한다. 파수 값에 따른 FDTD 해석 결과를 Fourier 변환 과정을 거쳐 spectral domain 상에서 Green 함수를 계산한다. FDTD 수치 해석 결과로 얻은 Green 함수에 분수 함수 근사법을 적용하여 pole과 residue를 계산하여 Green 함수를 분수 함수로 근사화 한다. 제안된 방법은 path-loss 계산 방법 중 하나인 정상 모드(normal mode)에 사용할 수 있다. 단일 주파수 해석에 유효한 기존의 정상 모드 방법과는 달리 본 논문에서 제안하는 FDTD 기반 방법은 광대역 해석을 할 수 있다. 제안된 방법의 유용성을 입증하기 위해 정상 모드 해석기반의 Kraken 시뮬레이터 결과와 공진 모드의 pole 값을 비교한다. 또 알려진 해석해를 갖는 문제에 제안된방법을 적용하여 정확도를 검증하였다.

Saddlepoint approximations for the ratio of two independent sequences of random variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.255-262
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    • 1998
  • In this paper, we study the saddlepoint approximations for the ratio of independent random variables. In Section 2, we derive the saddlepoint approximation to the probability density function. In Section 3, we represent a numerical example which shows that the errors are small even for small sample size.

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