• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.46 no.1
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• pp.78-85
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• 2018

As a numerical analysis technique to predict the radar cross section of an aircraft, a full wave method or an asymptotic method is mainly used. The full-wave method is expected to be relatively accurate compared with the asymptotic method. The asymptotic method is numerically efficient, and it is more widely used in the RCS analysis. However, the error that occurs when estimating the RCS using the asymptotic method is difficult to predict easily. In this paper, we analyze the allowable limits of physical optics by constructing a wedge-cylinder model and comparing the RCS prediction results between the method of moment and physical optics while changing the edge shape. Finally, this study proposes a criterion for allowable limit of physical optics in the RCS estimation.

• Proceedings of the Korean Society for Quality Management Conference
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• 2004.04a
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• pp.70-75
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• 2004

In actual manufacturing industries, process capability indices(PCI) are used to determine whether a production process is capable of producing items within a specified specification limits. We study some vector-valued PCIs $C_p=(C_{px},\;C_{py})$ and $C_{pk}=(C_{pkx},\; C_{pky})$ in this article. We propose some asymptotic confidence regions of PCIs with bootstrapping and examine the performance of those asymptotic confidence regions under the assumption of bivariate normal distribution.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.13 no.4
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• pp.141-150
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• 1993

For the three parameter Weibull distribution, the parameter estimation techniques are applied and the asymptotic variances of the quantile to obtain the confidence limits for a given return period are derived. Three estimation techniques are used for these purposes: the methods of moments, maximum likelihood and probability weighted moments. The three parameter Weibull distribution as a flood frequency model is applied to actual flood data.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.645-658
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• 1999

One of the most popular graphical techniques for goodness of fit problems is the quantile-quantile plot(Q-Q plot) Easton and McCulloch(1990) suggested a way of generalizing Q-Q plots to multivariate cases bases on finding a matching between the points of the data set whose shape is being examined and a reference sample. in this paper we investigated the asymptotic behavior of the generalized Q-Q plot for bivariate cases. As a result we concluded that the standard univariate Q-Q plot and the generalized Q-Q plot have the same limit if two variables are independent.

• Journal of the Korean Mathematical Society
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• v.46 no.1
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• pp.187-213
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• 2009

For a positive integer k and an arbitrary integer h, the classical Dedekind sums s(h,k) is defined by $$S(h,\;k)=\sum\limits_{j=1}^k\(\(\frac{j}{k}\)\)\(\(\frac{hj}{k}\)\),$$ where $$((x))=\{{x-[x]-\frac{1}{2},\;if\;x\;is\;not\;an\;integer; \atop \;0,\;\;\;\;\;\;\;\;\;\;if\;x\;is\;an\;integer.}\$$ J. B. Conrey et al proved that $$\sum\limits_{{h=1}\atop {(h,k)=1}}^k\;s^{2m}(h,\;k)=fm(k)\;\(\frac{k}{12}\)^{2m}+O\(\(k^{\frac{9}{5}}+k^{{2m-1}+\frac{1}{m+1}}\)\;\log^3k\).$$ For $m\;{\geq}\;2$, C. Jia reduced the error terms to $O(k^{2m-1})$. While for m = 1, W. Zhang showed $$\sum\limits_{{h=1}\atop {(h,k)=1}}^k\;s^2(h,\;k)=\frac{5}{144}k{\phi}(k)\prod_{p^{\alpha}{\parallel}k}\[\frac{\(1+\frac{1}{p}\)^2-\frac{1}{p^{3\alpha+1}}}{1+\frac{1}{p}+\frac{1}{p^2}}\]\;+\;O\(k\;{\exp}\;\(\frac{4{\log}k}{\log\log{k}}\)\).$$. In this paper we give some formulae on the mean value of the Dedekind sums and and Hardy sums, and generalize the above results.

• Journal of the Korean Mathematical Society
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• v.54 no.4
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• pp.1175-1187
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• 2017

The spectral problem $$-y^{{\prime}{\prime}}+q(x)y={\lambda}y,\;0 < x < 1, \atop y(0)cos{\beta}=y^{\prime}(0)sin{\beta},\;0{\leq}{\beta}<{\pi};\;{\frac{y^{\prime}(1)}{y(1)}}=h({\lambda})$$ is considered, where ${\lambda}$ is a spectral parameter, q(x) is real-valued continuous function on [0, 1] and $$h({\lambda})=a{\lambda}+b-\sum\limits_{k=1}^{N}{\frac{b_k}{{\lambda}-c_k}},$$ with the real coefficients and $a{\geq}0$, $b_k$ > 0, $c_1$ < $c_2$ < ${\cdots}$ < $c_N$, $N{\geq}0$. The sharpened asymptotic formulae for eigenvalues and eigenfunctions of above-mentioned spectral problem are obtained and the uniform convergence of the spectral expansions of the continuous functions in terms of eigenfunctions are presented.

• 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 f_s,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 f_s,a(n) is a polynomial in n-a of order s-1. All coefficients of f_s,a(n) are represented in terms of Bernoulli numbers.

• Bulletin of the Korean Mathematical Society
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• v.53 no.5
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• pp.1385-1394
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• 2016

Let (R, m) be a Noetherian local ring, I, J two ideals of R, and A an Artinian R-module. Let $k{\geq}0$ be an integer and $r=Width_{>k}(I,A)$ the supremum of lengths of A-cosequences in dimension > k in I defined by Nhan-Hoang [9]. It is first shown that for each $t{\leq}r$ and each sequence $x_1,{\cdots},x_t$ which is an A-cosequence in dimension > k, the set $$\Large(\bigcup^{t}_{i=0}Att_R(0:_A(x_1^{n_1},{\ldots},x_i^{n_i})))_{{\geq}k}$$ is independent of the choice of $n_1,{\ldots},n_t$. Let r be the eventual value of $Width_{>k}(0:_AJ^n)$. Then our second result says that for each $t{\leq}r$ the set $\large(\bigcup\limits_{i=0}^{t}Att_R(Tor_i^R(R/I,\;(0:_AJ^n))))_{{\geq}k}$ is stable for large n.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.159-165
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• 2005

Recently, as a result of the growing interest in modelling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of theses models is the integer-valued autoregressive(INAR) models. However, when modelling with integer-valued autoregressive processes, there is not yet distributional properties of forecasts, since INAR process contain an accrued level of complexity in using the Steutal and Van Harn(1979) thinning operator 'o'. In this study, a manageable expression for the asymptotic mean square error of predicting more than one-step ahead from an estimated poisson INAR(1) model is derived. And, we present a bootstrap methods developed for the calculation of forecast interval limits of INAR(p) model. Extensive finite sample Monte Carlo experiments are carried out to compare the performance of the several bootstrap procedures.

• International Journal of Reliability and Applications
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• v.9 no.1
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• pp.31-52
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• 2008

In this paper generalized version of the geometric distribution is introduced. This distribution can be considered as a two-parameter generalization of the discrete geometric distribution. The main statistical and reliability properties of this distribution are discussed. Two methods of estimation, namely maximum likelihood method and the method of moments are used to estimate the parameters of this distribution. Simulation is utilized to calculate these estimates and to study some of their properties. Also, asymptotic confidence limits are established for the maximum likelihood estimates. Finally, the appropriateness of this new distribution for a set of real data, compared with the geometric distribution, is shown by using the likelihood ratio test and the Kolmogorove-Smirnove test.