• Title/Summary/Keyword: asymptotic efficiency

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Comparative Study of Confidence Intervals for Relative Ratio

  • Park, Sang-Gue;Oh, You-Jin
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.621-634
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    • 1999
  • Consider the several methods of constructing interval for relative ration from two independent binomial samples. The special interests are gives in the cases of low rates and small samples. bias-corrected and accelerated bootstrap method is proposed to overcome are the non-efficiency of current methods based on asymptotic resuts. Simulation studies are presented to demonstrate the performance of the proposed method.

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ON A GENERAL CLASS OF OPTIMAL FOURTH-ORDER MULTIPLE-ROOT FINDERS

  • Kim, Young Ik
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.3
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    • pp.657-669
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    • 2013
  • A general class of two-point optimal fourth-order methods is proposed for locating multiple roots of a nonlinear equation. We investigate convergence analysis and computational properties for the family. Special and simple cases are considered for real-life applications. Numerical experiments strongly verify the convergence behavior and the developed theory.

A Test For Trend Change in Failure Rate Using Censored Data

  • Kim, Jae-Joo;Jeong, Hai-Sung;Na, Myung-Hwan
    • Proceedings of the Korean Reliability Society Conference
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    • 2000.11a
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    • pp.365-371
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    • 2000
  • The problem of trend change in the failure rate is great interest in the reliability and survival analysis. In this paper we develop a test statistic for testing whether or not the failure rate changes its trend using random censored data. The asymptotic normality of the test statistic is established. We discuss the efficiency values of loss due to censoring.

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A Test For Trend Change in Failure Rate Using Censored Data

  • Kim, Jae Joo;Jeong, Hai Sung;Na, Myung Hwan
    • International Journal of Quality Innovation
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    • v.1 no.1
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    • pp.58-63
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    • 2000
  • The problem of trend change in the failure rate is great interest in the reliability and survival analysis. In this paper we develop a test statistic for testing whether or not the failure rate changes its trend using random censored data. The asymptotic normality of the test statistic is established. The efficiency values of loss due to censoring are discussed.

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EFFICIENT ESTIMATION OF THE COINTEGRATING VECTOR IN ERROR CORRECTION MODELS WITH STATIONARY COVARIATES

  • Seo, Byeong-Seon
    • Journal of the Korean Statistical Society
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    • v.34 no.4
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    • pp.345-366
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    • 2005
  • This paper considers the cointegrating vector estimator in the error correction model with stationary covariates, which combines the stationary vector autoregressive model and the nonstationary error correction model. The cointegrating vector estimator is shown to follow the locally asymptotically mixed normal distribution. The variance of the estimator depends on the co­variate effect of stationary regressors, and the asymptotic efficiency improves as the magnitude of the covariate effect increases. An economic application of the money demand equation is provided.

Negative Exponential Disparity Based Deviance and Goodness-of-fit Tests for Continuous Models: Distributions, Efficiency and Robustness

  • Jeong, Dong-Bin;Sahadeb Sarkar
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.41-61
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    • 2001
  • The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

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A Simple $N^{th}$ Best-Relay Selection Criterion for Opportunistic Two-Way Relay Networks under Outdated Channel State Information

  • Ou, Jinglan;Wu, Haowei;Wang, Qi;Zou, Yutao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.8 no.10
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    • pp.3409-3422
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    • 2014
  • The frequency spectrum available for the wireless communication is extremely crowded. In order to improve the spectral efficiency, the two-way relay networks have aroused great attention. A simple $N^{th}$ best-relay selection criterion for the opportunistic two-way relay networks is proposed, which can be implemented easily by extending the distributed timer technique in practice, since the proposed criterion is mainly based on the channel gains. The outage performance of the proposed relay selection scheme is analyzed under the outdated channel state information (CSI), and a tight closed-form lower bound and asymptotic value of the outage probability over Rayleigh fading channels are obtained. Simulation results demonstrate that the tight closed-form lower bound of the outage probability very closely matches with simulated ones in the whole SNR region, and the asymptotic results provide good tight approximations to the simulation ones, especially in the high SNR region.

On the distribution-free tests for umbrella alternatives in a randomized block design (화률화 블록 계획법에서 우산형 대립가설에 대한 분포부관 검정법의 연구)

  • 김동희;김영철
    • The Korean Journal of Applied Statistics
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    • v.5 no.1
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    • pp.41-57
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    • 1992
  • Distribution-free test for umbrella alternatives in a randomized block design is proposed and asymptotic properties test statistics and the asymptotic relatives efficiency (ARE) of the proposed test statistics with respect to the Puri's parametric method are investigated. For given peak points 2,3,4, with 4 blocks and 5 treatments, and with 3 blocks and 5 treatments : for given peak point 3, with 2 blocks and 4 treatments : from the small sample Monte Carlo Study, the empirical powers between the proposed test and Puri's test are compared. Throughout the simulation results, the proposed test statistic is efficient for the heavy tailed distributions.

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NUMERICAL STUDIES OF COSMIC RAY ACCELERATION AT COSMIC SHOCKS

  • KANG HYESUNG
    • Journal of The Korean Astronomical Society
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    • v.37 no.4
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    • pp.225-232
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    • 2004
  • Shocks are ubiquitous in astrophysical environments and cosmic-rays (CRs) are known to be accelerated at collisionless shocks via diffusive shock acceleration. It is believed that the CR pressure is important in the evolution of the interstellar medium of our galaxy and most of galactic CRs with energies up to ${\~}\;10^{15}$ eV are accelerated by supernova remnant shocks. In this contribution we have studied the CR acceleration at shocks through numerical simulation of 1D, quasi-parallel shocks for a wide range of shock Mach numbers and shock speeds. We show that CR modified shocks evolve to time-asymptotic states by the time injected particles are accelerated to moderately relativistic energies, and that two shocks with the same Mach number, but with different shock speeds, evolve qualitatively similarly when the results are presented in terms of a characteristic diffusion length and diffusion time. We find that $10^{-4} - 10^{-3}$ of the particles passed through the shock are accelerated to form the CR population, and the injection rate is higher for shocks with higher Mach number. The time asymptotic value for the CR acceleration efficiency is controlled mainly by shock Mach number, and high Mach number shocks all evolve towards efficiencies ${\~}50\%$, regardless of the injection rate and upstream CR pressure. We conclude that the injection rates in strong quasi-parallel shocks are sufficient to lead to significant nonlinear modifications to the shock structures, implying the importance of the CR acceleration at astrophysical shocks.

Micro-Mechanical Approach for Spanwise Periodically and Heterogeneously Beam-like Structures

  • Lee, Chang-Yong
    • Journal of the Korean Solar Energy Society
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    • v.36 no.3
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    • pp.9-16
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    • 2016
  • This paper discusses a refined model for investigating the micro-mechanical behavior of beam-like structures, which are composed of various elastic moduli and complex geometries varying through the cross-section directions and are also periodically-repeated and heterogeneous along the axial direction. Following the previous work (Lee and Yu, 2011), the original three-dimensional static problem is first formulated in a unified and compact form using the concept of decomposition of the rotation tensor. Taking advantage of the smallness of the cross-sectional dimension-to-length parameter and the micro-to-macro heterogeneity, while also performing homogenization along the dimensional reduction simultaneously, the variational asymptotic method is rigorously used to construct a total energy function, which is asymptotically correct up to the second order. Furthermore, through the transformation procedure based on the pure kinematic relations and the linearized equilibrium equations, a generalized Timoshenko model is systematically established. For the purpose of dealing with realistic and complex geometries and constituent materials at the microscopic level, this present approach is incorporated into a commercial analysis package. A few examples available in literature are used to demonstrate the consistency and efficiency of this proposed model, especially for the structures, in which the effects of transverse shear deformations are significant.