• Title/Summary/Keyword: asymptotic function

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Asymptotic Relative Efficiencies of the Nonparametric Relative Risk Estimators for the Two Sample Proportional Hazard Model

  • Cho, Kil-Ho;Lee, In-Suk;Choi, Jeen-Kap;Jeong, Seong-Hwa;Choi, Dal-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.103-110
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    • 1999
  • In this paper, we summarize some relative risk estimators under the two sample model with proportional hazard and examine the relative efficiencies of the nonparametric estimators relative to the maximum likelihood estimator of a parametric survival function under random censoring model by comparing their asymptotic variances.

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ERROR ANALYSIS OF k-FOLD PSEUDO-HALLEY'S METHOD FINDING A SIMPLE ZERO

  • Kim, Young Ik
    • Journal of the Chungcheong Mathematical Society
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    • v.20 no.1
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    • pp.11-21
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    • 2007
  • Given a nonlinear function f : $\mathbb{R}{\rightarrow}\mathbb{R}$ that has a simple real zero ${\alpha}$, a new numerical method to be called k-fold pseudo- Halley's method is proposed and it's error analysis is under investigation to confirm the convergence behavior near ${\alpha}$. Under the assumption that f is sufficiently smooth in a small neighborhood of ${\alpha}$, the order of convergence is found to be at least k+3. In addition, the corresponding asymptotic error constant is explicitly expressed in terms of k, ${\alpha}$ and f as well as the derivatives of f. A zero-finding algorithm is written and has been successfully implemented for numerous examples with Mathematica.

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Moment inequalities of $NBU_{mgf}$ with testing hypotheses application

  • Mahmoud, M.A.W.;Gadallah, A.M.
    • International Journal of Reliability and Applications
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    • v.13 no.2
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    • pp.57-69
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    • 2012
  • Our goal in this paper is to establish inequalities for the moments of new better than used in the moment generating function class ($NBU_{mgf}$). Using these inequalities we propose a new test for exponentiality versus $NBU_{mgf}$ class. Pitman's asymptotic relative efficiency, power and critical values of this test are calculated to assess the performance of the test. We proposed also a new test for exponentiality versus $NBU_{mgf}$ in the right censored data. Sets of real data are used as an example to elucidate the use of the proposed test for practical problems.

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Optimal three step stress accelerated life tests under periodic inspection and type I censoring

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.843-850
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    • 2012
  • The inferences of data obtained from periodic inspection and type I censoring for the three step stress accelerated life test are studied in this paper. The failure rate function that a log-quadratic relation of stress and the tampered failure rate model are considered under the exponential distribution. The optimal stress change times which minimize the asymptotic variance of maximum likelihood estimators of parameters is determined and the maximum likelihood estimators of the model parameters are estimated. A numerical example will be given to illustrate the proposed inferential procedures.

STABILITY OF POSITIVE STEADY-STATE SOLUTIONS IN A DELAYED LOTKA-VOLTERRA DIFFUSION SYSTEM

  • Yan, Xiang-Ping;Zhang, Cun-Hua
    • Journal of the Korean Mathematical Society
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    • v.49 no.4
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    • pp.715-731
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    • 2012
  • This paper considers the stability of positive steady-state solutions bifurcating from the trivial solution in a delayed Lotka-Volterra two-species predator-prey diffusion system with a discrete delay and subject to the homogeneous Dirichlet boundary conditions on a general bounded open spatial domain with smooth boundary. The existence, uniqueness and asymptotic expressions of small positive steady-sate solutions bifurcating from the trivial solution are given by using the implicit function theorem. By regarding the time delay as the bifurcation parameter and analyzing in detail the eigenvalue problems of system at the positive steady-state solutions, the asymptotic stability of bifurcating steady-state solutions is studied. It is demonstrated that the bifurcating steady-state solutions are asymptotically stable when the delay is less than a certain critical value and is unstable when the delay is greater than this critical value and the system under consideration can undergo a Hopf bifurcation at the bifurcating steady-state solutions when the delay crosses through a sequence of critical values.

An intelligent fuzzy theory for ocean structure system analysis

  • Chen, Tim;Cheng, C.Y.J.;Nisa, Sharaban Tahura;Olivera, Jonathan
    • Ocean Systems Engineering
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    • v.9 no.2
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    • pp.179-190
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    • 2019
  • This paper deals with the problem of the global stabilization for a class of ocean structure systems. It is well known that, in general, the global asymptotic stability of the ocean structure subsystems does not imply the global asymptotic stability of the composite closed-loop system. The classical fuzzy inference methods cannot work to their full potential in such circumstances because given knowledge does not cover the entire problem domain. However, requirements of fuzzy systems may change over time and therefore, the use of a static rule base may affect the effectiveness of fuzzy rule interpolation due to the absence of the most concurrent (dynamic) rules. Designing a dynamic rule base yet needs additional information. In this paper, we demonstrate this proposed methodology is a flexible and general approach, with no theoretical restriction over the employment of any particular interpolation in performing interpolation nor in the computational mechanisms to implement fitness evaluation and rule promotion.

Estimation of the frequency component and the orientational angle in texture image based on the QPS filter (QPS 필터에 의한 질감영상의 주파수성분과 방향각 평가)

  • 류재민;박종안
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.5
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    • pp.1123-1131
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    • 1996
  • Several improved quadrature polar separable (QPS) filters have been proposed and applied in texture processing since Knutsson proposed the QPS filter. They include a Knutsson's cosine function or oan exponential attenuation function, as the orientational function, and a Knutsson's exponential function or a finite prolate spheroidal sequence (FPSS) or an asymptotic FPSS, as the radial weighting functions. They represent different properties in terms of the generation of texture images, the orientational estimation, and the segmentation of synthetic texture image. In this paper, we have constructed several kernal functions for the 2-D QPS filter and analyzed their properties. A series of experiments have been carried out in order to estimate the frequency components and orientational angles of a local texture in Fourier domain. finally some problems encountered in applying QPS filters to feature description and segmentation are considered. Experimental results show that the improved Knutsson's filter and the asymptotic FPSS filter are useful in terms of the orientational estimation and the sementation of synthetic texture image.

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Estimation of the number of discontinuity points based on likelihood (가능도함수를 이용한 불연속점 수의 추정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.1
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    • pp.51-59
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    • 2010
  • In the case that the regression function has a discontinuity point in generalized linear model, Huh (2009) estimated the location and jump size using the log-likelihood weighted the one-sided kernel function. In this paper, we consider estimation of the unknown number of the discontinuity points in the regression function. The proposed algorithm is based on testing of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size described in Huh (2009). The finite sample performance is illustrated by simulated example.

Bootstrap confidence interval for survival function in the Koziol-Green model (KOZIOL-GREEN 모형에서 생존함수에 대한 붓스트랩 구간추정)

  • 조길호;정성화;최달우;최현숙
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.151-161
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    • 1998
  • We study the bootstrap interval estimation for survival function in the Koziol-Green model. We construct the approximate bootstrap confidence intervals for survival function and prove the strong consistency for the bootstrap estimator of survival function. Finally we show that the approximate bootstrap confidence intervals are better in terms of coverage probability than confidence intervals based on asymptotic normal distribution and transformations of survival function via Monte Carlo simulation study.

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ASYMPTOTIC BEHAVIOR OF THE INVERSE OF TAILS OF HURWITZ ZETA FUNCTION

  • Lee, Ho-Hyeong;Park, Jong-Do
    • Journal of the Korean Mathematical Society
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    • v.57 no.6
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    • pp.1535-1549
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    • 2020
  • This paper deals with the inverse of tails of Hurwitz zeta function. More precisely, for any positive integer s ≥ 2 and 0 ≤ a < 1, we give an algorithm for finding a simple form of fs,a(n) such that $$\lim_{n{\rightarrow}{\infty}}\{\({\sum\limits_{k=n}^{\infty}}{\frac{1}{(k+a)^s}}\)^{-1}-f_{s,a}(n)\}=0$$. We show that fs,a(n) is a polynomial in n-a of order s-1. All coefficients of fs,a(n) are represented in terms of Bernoulli numbers.