• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.483-497
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• 2001

When one fits a parametric density function to a data set, it is usually advisable to test the goodness of the postulated model. In this paper we study the nonparametric tests for testing the null hypothesis against general alternatives, when the null hypothesis specifies the density function up to unknown parameters. We modify the test statistic which was proposed by the first author and his colleagues. Asymptotic distribution of the modified statistic is derived and its performance is compared with some other tests through simulation.

• Journal of the Korean Statistical Society
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• 제23권1호
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• pp.89-102
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• 1994

A new method for approximating the average run length (ARL) of cumulative sum (CUSUM) chart is proposed. This method uses the conditional expectation for the test statistic before the stopping time and its asymptotic conditional density function. The values obtained by this method are compared with some other methods in normal and exponential case.

• 한국수학교육학회지시리즈B:순수및응용수학
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• 제18권3호
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• pp.231-244
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• 2011

We prove the Hyers-Ulam stability for trigonometric type functional inequalities in restricted domains with time variables. As consequences of the result we obtain asymptotic behaviors of the inequalities and stability of related functional inequalities in almost everywhere sense.

• 전자공학회논문지D
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• 제35D권7호
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• pp.9-16
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• 1998

The nput impedance of a patch-tupe dipole antenna for GPR is calculated by using the moment methods in case that the surrounding medium is modeled on a multi-layer structure consisting of lossy dielectircs. When the cone-type function equivalent to pulse basis function in employed, one of the double integration can be performed analytically. The remaining integration is excuted numerically in a finite rnage and analytically in asymptotic region. The current distributions and input impedances of those antennas are calculated numerically.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 16-17 Oct. 1987
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• pp.115-119
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• 1987

In this paper the observer design problem in bilinear systems is studied using the Walsh functions as approximating set of functions to find a finite series expansion of the state of bilinear system. A classical Liapnove method, to finding a class of observer feedback matrix, is applied to ensure uniform asymptotic stability of the observation error dynamics. An algorithm is derived for observer state eq. via Walsh function. The basic objective is to develop a computational algorithm for the determination of the coefficients in the expansion. This approach technique gives satisfactory result as well provides precise and effective method for the bilinear observer design problem.

• 품질경영학회지
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• 제18권1호
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• pp.9-20
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• 1990

The purpose of this paper is to propose the modified semiparametric estimators for survival function in the Cox's regression model with randomly censored data based on Tsiatis and Breslow estimators, and present their asymptotic variances estimates. The proposed estimators are compared to Tsiatis, Breslow, and Kaplan-Meier estimators through a small-sample Monte Carlo study. The simulation results show that the proposed estimators are preferred for small sample sizes.

• 한국수학교육학회지시리즈A:수학교육
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• 제31권2호
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• pp.133-140
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• 1992

The problem of estimating a smooth distribution function F at a point $\tau$ based on randomly right censored data is treated under certain smoothness conditions on F . The asymptotic performance of a certain class of kernel estimators is compared to that of the Kap lan-Meier estimator of F($\tau$). It is shown that the .elative deficiency of the Kaplan-Meier estimate. of F($\tau$) with respect to the appropriately chosen kernel type estimate. tends to infinity as the sample size n increases to infinity. Strong uniform consistency and the weak convergence of the normalized process are also proved.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.47-56
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• 1999

In this paper, for whole line ($0,\;{\infty}$), the estimation procedure of mean residual life function using product-limit estimator is studied with asymptotic properties. And also, the small sample properties of proposed estimator of MRLF are investigated through Monte Carlo study and compared with Kaplan-Meier type estimator.

• 충청수학회지
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• 제27권3호
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• pp.513-521
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• 2014

Via extension of the classical double-Newton method, we propose high-order family of two-point methods in this paper. Theoretical and computational properties of the proposed methods are fully investigated along with a main theorem describing methodology and convergence analysis. Typical numerical examples are thoroughly treated to verify the underlying theory.

• 대한전기학회논문지
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• 제40권12호
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• pp.1269-1272
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• 1991

New Sufficient conditions for linear time varying systems to be asymptotically stable are presented by using the Lyapunov function approach. One is the generalized version of the previous result, and the other is obtained using the Lyapunov function theorem and matrix properties. Also we compare the presented results with the previous results with the previous results and provide examples to show the usefulness of our results.