• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• 제15권2호
• /
• pp.83-96
• /
• 2011

This work proposes a binomial method for pricing the cliquet options, which provide a guaranteed minimum annual return. The proposed binomial tree algorithm simplifies the standard binomial approach, which is problematic for cliquet options in the computational point of view, or other recent methods, which may be of intricate algorithm or require pre- or post-processing computations. Our method is simple, efficient and reliable in a Black-Scholes framework with constant interest rates and volatilities.

• 한국지능시스템학회:학술대회논문집
• /
• 한국지능시스템학회 2008년도 춘계학술대회 학술발표회 논문집
• /
• pp.33-36
• /
• 2008

We introduce some properties for fuzzy binomial distributions with fuzzy valued probability. First we define fuzzy type I error and type II error for fuzzy relative frequency and agreement index. And we show that an fuzzy power function and fuzzy binomial frequency function for binomial proportion test.

• Communications for Statistical Applications and Methods
• /
• 제14권1호
• /
• pp.23-32
• /
• 2007

We consider penalized likelihood regression with data from the negative binomial distribution with unknown shape parameter. Smoothing parameter selection and asymptotically efficient low dimensional approximations are employed for negative binomial data along with shape parameter estimation through several different algorithms.

• Journal of the Korean Data and Information Science Society
• /
• 제17권4호
• /
• pp.1405-1412
• /
• 2006

We shall derive the UMVUE of the tail probability in Poisson, Binomial, and negative Binomial distributions, and compare means squared errors of the UMVUE and the MLE of the tail probability in each case.

• 호남수학학술지
• /
• 제42권1호
• /
• pp.49-62
• /
• 2020

In this paper, we consider interesting binomial and alternating binomial triple sums evaluated in multiplication forms in terms of the Fibonacci and Lucas numbers.

• Communications for Statistical Applications and Methods
• /
• 제6권3호
• /
• pp.821-830
• /
• 1999

In This paper we calculate the probabilities of binomial and Poisson distributions when n or${\mu}$ is large. Based on this calculation we consider the normal approximation to the binomial and binomial approximation to Poisson. We implement this approximation via CGI and dynamic graphs. These implementation are made available through the internet.

• International Journal of Contents
• /
• 제2권2호
• /
• pp.17-24
• /
• 2006

The work presented in this paper is divided into two parts. The first part presents finite urn problems which generate truncated negative binomial random variables. Some combinatorial identities that arose from the negative binomial sampling and truncated negative binomial sampling are established. These identities are constructed and serve important roles when we deal with these distributions and their characteristics. Other important results including cumulants and moments of the distributions are given in somewhat simple forms. Second, the distributions of the maximum of two chi-square variables and the distributions of the maximum correlated F-variables are then derived within the negative binomial sampling scheme. Although multinomial theory applied to order statistics and standard transformation techniques can be used to derive these distributions, the negative binomial sampling approach provides more information and deeper insight regarding the nature of the relationship between the sampling vehicle and the probability distributions of these functions of chi-square variables. We also provide an algorithm to compute the percentage points of these distributions. We supplement our findings with exact simple computational methods where no interpolations are involved.

• 한국도로학회논문집
• /
• 제14권5호
• /
• pp.133-143
• /
• 2012

PURPOSES: Using the collected data for crash, traffic volume, and design elements on ramps between 2007 and 2009, this research effort was initiated to develop traffic crash prediction models for expressway ramps. METHODS: Three negative binomial regression models and three zero-inflated negative binomial regression models were developed for individual ramp types, including direct, semi-direct and loop, respectively. For validating the developed models, authors compared the estimated crash frequencies with actual crash frequencies of twelve randomly selected interchanges, the ramps of which have not been used for model developing. RESULTS: The results show that the negative binomial regression models for direct, semi-direct and loop ramps showed 60.3%, 63.8% and 48.7% error rates on average whereas the zero-inflated negative binomial regression models showed 82.1%, 120.4% and 57.3%, respectively. CONCLUSIONS: Conclusively, the negative binomial regression models worked better in traffic crash prediction than the zero-inflated negative binomial regression models for estimating the frequency of traffic accidents on expressway ramps.

• 한국통신학회논문지
• /
• 제39C권11호
• /
• pp.1132-1138
• /
• 2014

본 논문에서는 인지 무선통신에서 스펙트럼 센싱을 위해 사용할 수 있는 세 가지 형태의 이항 필터를 제안하였다. 세 가지 필터는 이항 필터 및 부적 이항필터, 복합 이항 필터이며 이들 전달함수의 주파수 응답을 각각 분석하였으며 필터에 요구되는 감쇠를 위해 필요한 단계 수를 도출하였다. 또한 각 필터에 대해 요구되는 감쇠에 필요한 단계수를 성능으로 하여 분석한 결과 부적 이항 필터 및 복합 이항 필터가 기본 이항 필터에 비해 성능이 더 우수한 것으로 나타났다. 제안된 세 가지 필터는 통합된 직렬 구조를 가지고 있고 곱셈기가 필요 없어 구현에 용이하므로 광범위한 응용이 가능하다.

• International Journal of Contents
• /
• 제3권1호
• /
• pp.1-8
• /
• 2007

The distributions of the minimum correlated F-variable arises in many applied statistical problems including simultaneous analysis of variance (SANOVA), equality of variance, selection and ranking populations, and reliability analysis. In this paper, negative binomial sampling technique is employed to derive the distributions of the minimum of chi-square variables and hence the distributions of the minimum correlated F-variables. The work presented in this paper is divided in two parts. The first part is devoted to develop some combinatorial identities arised from the negative binomial sampling. These identities are constructed and justified to serve important purpose, when we deal with these distributions or their characteristics. Other important results including cumulants and moments of these distributions are also given in somewhat simple forms. Second, the distributions of minimum, chisquare variable and hence the distribution of the minimum correlated F-variables are then derived within the negative binomial sampling framework. Although, multinomial theory applied to order statistics and standard transformation techniques can be used to derive these distributions, the negative binomial sampling approach provides more information regarding the nature of the relationship between the sampling vehicle and the probability distributions of these functions of chi-square variables. We also provide an algorithm to compute the percentage points of the distributions. The computation methods we adopted are exact and no interpolations are involved.