• 제목/요약/키워드: asymptotic properties

검색결과 295건 처리시간 0.021초

설명변수를 고려한 불완전 사용현장데이터 분석 (Analysis of Incomplete Field Data with Covariates)

  • 오영석;최인수;배도선
    • 대한산업공학회지
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    • 제25권4호
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    • pp.510-516
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    • 1999
  • This paper proposes methods of estimating lifetime distribution from incomplete field data under parametric regression models. Failure-record data-failure times and covariates-reported to the manufacturer can be seriously incomplete for satisfactory inference since only reported failures are recorded. This paper assumes that within-warranty data are reported with probability $P_1$ ($\leq1$) and after-warranty data are reported with Methods of obtaining pseudo and after-warranty data are reported with $P_2$ (< $P_1$). Methods of obtaining pseudo maximum likelihood estimators(PMLEs) are outlined, their asymptotic properties are studied, and specific formulas for Weibull distribution are obtained. Simulation studies are perfumed to investigate the effects of follow-up percentage on the PMLEs.

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Nonparametric Test Procedures for Change Point Problems in Scale Parameter

  • Cho, Wan-Hyun;Lee, Jae-Chang
    • Journal of the Korean Statistical Society
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    • 제19권2호
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    • pp.128-138
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    • 1990
  • In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.

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Efficient Use of Auxiliary Variables in Estimating Finite Population Variance in Two-Phase Sampling

  • Singh, Housila P.;Singh, Sarjinder;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • 제17권2호
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    • pp.165-181
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    • 2010
  • This paper presents some chain ratio-type estimators for estimating finite population variance using two auxiliary variables in two phase sampling set up. The expressions for biases and mean squared errors of the suggested c1asses of estimators are given. Asymptotic optimum estimators(AOE's) in each class are identified with their approximate mean squared error formulae. The theoretical and empirical properties of the suggested classes of estimators are investigated. In the simulation study, we took a real dataset related to pulmonary disease available on the CD with the book by Rosner, (2005).

A TUTORIAL ON LINEAR QUADRATIC OPTIMAL GUIDANCE FOR MISSILE APPLICATIONS

  • TAHK, MIN-JEA
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제19권3호
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    • pp.217-234
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    • 2015
  • In this tutorial the theoretical background of LQ optimal guidance is reviewed, starting from calculus of variations. LQ optimal control is then introduced and applied to missile guidance to obtain the basic form of LQ optimal guidance laws. Extension of LQ optimal guidance methodology for handling weighted cost function, dynamic lag associated with the missile dynamics and the autopilot, constrained impact angle, and constrained impact time is also described with a brief discussion on the asymptotic properties of the optimal guidance laws. Furthermore, an introduction to polynomial guidance and generalized impactangle-control guidance, which are closed related with LQ optimal guidance, is provided to demonstrate the current status of missile guidance techniques.

직접 외란 추정을 통한 역구동성 유압 구동 시스템의 임피던스 제어 (Impedance Control of Backdrivable Hydraulic Actuation Systems with Explicit Disturbance Estimation)

  • 유선겸;정완균
    • 로봇학회논문지
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    • 제14권4호
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    • pp.348-356
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    • 2019
  • The backdrivable servovalve is a desirable component for force and interaction control of hydraulic actuation systems because it provides direct force generation mechanical impedance reduction by its own inherent backdrivability. However, high parametric uncertainty and friction effects inside the hydraulic actuation system significantly degrade its advantage. To solve this problem, this letter presents a disturbance-adaptive robust internal-loop compensator (DA-RIC) to generate ideal interactive control performance from the backdrivable-servovalve-based system. The proposed control combines a robust internal-loop compensator structure (RIC) with an explicit disturbance estimator designed for asymptotic disturbance tracking, such that the controlled system provide stable and ideal dynamic behavior for impedance control, while completely compensating the disturbance effects. With the aid of a backdrivable servovalve, we show that the proposed control structure can be implemented based on a simplified nominal model, and the controller enables implementation without accurate knowledge of the target system parameters and disturbances. The performance and properties of the proposed controller are verified by simulation and experiments.

TUBULAR SURFACES WITH MODIFIED ORTHOGONAL FRAME IN EUCLIDEAN 3-SPACE

  • Akyigit, Mahmut;Eren, Kemal;Kosal, Hidayet Huda
    • 호남수학학술지
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    • 제43권3호
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    • pp.453-463
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    • 2021
  • In this study, tubular surfaces that play an important role in technological designs in various branches are examined for the case of the base curve is not satisfying the fundamental theorem of the differential geometry. In order to give an alternative perspective to the researches on tubular surfaces, the modified orthogonal frame is used in this study. Firstly, the relationships between the Serret-Frenet frame and the modified orthogonal frame are summarized. Then the definitions of the tubular surfaces, some theorems, and results are given. Moreover, the fundamental forms, the mean curvature, and the Gaussian curvature of the tubular surface are calculated according to the modified orthogonal frame. Finally, the properties of parameter curves of the tubular surface with modified orthogonal frame are expressed and the tubular surface is drawn according to the Frenet frame and the modified orthogonal frame.

A Study on a New Approach to Robust Control and Torque Control Response Analysis of Manufacturing robot Based on Monitoring Simulator for Smart Factory

  • Kim, Hee-Jin;Kim, Dong-Ho;Jang, Gi-Won;Gu, Byeong-Hwa;Han, Sung-Hyun
    • 한국산업융합학회 논문집
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    • 제24권4_1호
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    • pp.397-409
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    • 2021
  • This study proposes a new approach to implimentation of robust control and torque control response analysis based on monitoring simulator for smart factory. According to the physical properties of a flexible manipulator, a two time-scale approach, namely, singular perturbation ap proach, is further utilized for thorough analysis and general controller design. It is shown that asymptotic motional tracking can be effectively achieved, whereas the force regulation errors can be made arbitrarily small. For demonstration of the proposed technology performance, experiments of a eight joint flexible manipulator are performed for the proposed control method, and the reliability of proposed control results are illustrated based on monitoring simulator.

Modified information criterion for testing changes in generalized lambda distribution model based on confidence distribution

  • Ratnasingam, Suthakaran;Buzaianu, Elena;Ning, Wei
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.301-317
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    • 2022
  • In this paper, we propose a change point detection procedure based on the modified information criterion in a generalized lambda distribution (GLD) model. Simulations are conducted to obtain empirical critical values of the proposed test statistic. We have also conducted simulations to evaluate the performance of the proposed methods comparing to the log-likelihood method in terms of power, coverage probability, and confidence sets. Our results indicate that, under various conditions, the proposed method modified information criterion (MIC) approach shows good finite sample properties. Furthermore, we propose a new goodness-of-fit testing procedure based on the energy distance to evaluate the asymptotic null distribution of our test statistic. Two real data applications are provided to illustrate the use of the proposed method.

RETARDED NONLINEAR INTEGRAL INEQUALITIES OF GRONWALL-BELLMAN-PACHPATTE TYPE AND THEIR APPLICATIONS

  • Abdul Shakoor;Mahvish Samar;Samad Wali;Muzammil Saleem
    • 호남수학학술지
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    • 제45권1호
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    • pp.54-70
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    • 2023
  • In this article, we state and prove several new retarded nonlinear integral and integro-differential inequalities of Gronwall-Bellman-Pachpatte type. These inequalities generalize some former famous inequalities and can be used in examining the existence, uniqueness, boundedness, stability, asymptotic behaviour, quantitative and qualitative properties of solutions of nonlinear differential and integral equations. Applications are provided to demonstrate the strength of our inequalities in estimating the boundedness and global existence of the solution to initial value problem for nonlinear integro-differential equation and Volterra type retarded nonlinear equation. This research work will ensure to open the new opportunities for studying of nonlinear dynamic inequalities on time scale structure of varying nature.

Maximum product of spacings under a generalized Type-II progressive hybrid censoring scheme

  • Young Eun, Jeon;Suk-Bok, Kang;Jung-In, Seo
    • Communications for Statistical Applications and Methods
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    • 제29권6호
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    • pp.665-677
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    • 2022
  • This paper proposes a new estimation method based on the maximum product of spacings for estimating unknown parameters of the three-parameter Weibull distribution under a generalized Type-II progressive hybrid censoring scheme which guarantees a constant number of observations and an appropriate experiment duration. The proposed approach is appropriate for a situation where the maximum likelihood estimation is invalid, especially, when the shape parameter is less than unity. Furthermore, it presents the enhanced performance in terms of the bias through the Monte Carlo simulation. In particular, the superiority of this approach is revealed even under the condition where the maximum likelihood estimation satisfies the classical asymptotic properties. Finally, to illustrate the practical application of the proposed approach, the real data analysis is conducted, and the superiority of the proposed method is demonstrated through a simple goodness-of-fit test.