• 제목/요약/키워드: dependent random variables

검색결과 175건 처리시간 0.027초

A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUM OF LNQD RANDOM VARIABLES AND ITS APPLICATION

  • KIM, HYUN-CHULL;KIM, TAE-SUNG
    • 대한수학회논문집
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    • 제20권3호
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    • pp.531-538
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    • 2005
  • In this paper we derive the central limit theorem for ${\sum}_{i=1}^n\;a_{ni}\xi_i$, where ${a_{ni},\;1\;{\leq}\;i\;{\leq}\;n}$ is a triangular array of nonnegative numbers such that $sup_n{\sum}_{i=1}^n\;a_{ni}^2\;<\;{\infty},\;max_{1{\leq}i{\leq}n}a_{ni}{\rightarrow}0\;as\;n\;{\rightarrow}\;{\infty}\;and\;\xi'_i\;s$ are a linearly negative quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process $X_n\;=\;\sum_{j=-\infty}^\infty\;a_k+_j{\xi}_j$.

A weakly dependence concepts of bivariate stochastic processes

  • Choi, Jeong-Yeol;Baek, Jong-Il;Youn, Eun-Ho
    • 대한수학회논문집
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    • 제11권3호
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    • pp.831-839
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    • 1996
  • In the last years there has been growing interest in concepts of positive (negative) dependence of stochastic processes such that concepts are considerable us in deriving inequalities in probability and statistics. Lehmann [7] introduced various concepts of positive(negative) dependence in the bivariate case. Stronger notions of bivariate positive(negative) dependence were later developed by Esary and Proschan [6]. Ahmed et al.[2], and Ebrahimi and Ghosh[5] obtained multivariate versions of various positive(negative) dependence as described by Lehmann[7] and Esary and Proschan[6]. Concepts of positive(negative) dependence for random variables have subsequently been extended to stochastic processes in different directions by many authors.

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A CENTRAL LIMIT THEOREM FOR LINEAR PROCESSES UNDER LINEAR NEGATIVELY QUADRANT DEPENDENCE

  • Kim, Hyun-Chull
    • 충청수학회지
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    • 제26권3호
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    • pp.615-623
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    • 2013
  • In this paper we establish a central limit theorem for weighted sums of $Y_n={\sum_{i=1}^{n}}a_n,_iX_i$, where $\{a_{n,i},\;n{\in}N,\;1{\leq}i{\leq}n\}$ is an array of nonnegative numbers such that ${\sup}_{n{\geq}1}{\sum_{i=1}^{n}}a_{n,i}^2$ < ${\infty}$, ${\max}_{1{\leq}i{\leq}n}a_{n,i}{\rightarrow}0$ and $\{X_i,\;i{\in}N\}$ is a sequence of linear negatively quadrant dependent random variables with $EX_i=0$ and $EX_i^2$ < ${\infty}$. Using this result we will obtain a central limit theorem for partial sums of linear processes.

종속 품질 생산 공정에서 시뮬레이션과 근사적 방법을 통한 합격 확률의 비교에 관한 연구 (A Study on the Comparison of the Probability of Acceptance through Simulation and Approximation Methods for a Statistically Dependent Production Process)

  • 유정상;황의철
    • 산업경영시스템학회지
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    • 제15권26호
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    • pp.189-199
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    • 1992
  • Standard acceptance sampling plans models the production process as a sequence of independent identically distributed Beruoulli random variables. However, the quality of items sampled sequentially from an ongoing production process often exhibits statistical dependency that is not accounted for in standard acceptance sampling plans. In this paper, a dependent production process is modelled as an ARMA process and as a two-state Markov chain. A simulation study of each is performed. A comparison of the probability of acceptance is done for the simulation method and for the approximation method.

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A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUMS OF LPQD RANDOM VARIABLES AND ITS APPLICATION

  • Ko, Mi-Hwa;Kim, Hyun-Chull;Kim, Tae-Sung
    • 대한수학회지
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    • 제43권3호
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    • pp.529-538
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    • 2006
  • In this paper we derive the central limit theorem for ${\sum}^n_{i=l}\;a_{ni}{\xi}_{i},\;where\;\{a_{ni},\;1\;{\le}\;i\;{\le}n\}$ is a triangular array of non-negative numbers such that $sup_n{\sum}^n_{i=l}\;a^2_{ni}\;<\;{\infty},\;max_{1{\le}i{\le}n\;a_{ni}{\to}\;0\;as\;n{\to}{\infty}\;and\;{\xi}'_{i}s$ are a linearly positive quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process of the form $X_n\;=\;{\sum}^{\infty}_{j=-{\infty}}a_{k+j}{\xi}_{j}$.

Merging of Two Artificial Neural Networks

  • Kim, Mun-Hyuk;Park, Jin-Young
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 ITC-CSCC -1
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    • pp.258-261
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    • 2002
  • This paper addresses the problem of merging two feedforward neural networks into one network. Merging is accomplished at the level of hidden layer. A new network selects its hidden layer's units from the two networks to be merged We uses information theoretic criterion (quadratic mutual information) in the selection process. The hidden unit's output and the target patterns are considers as random variables and the mutual information between them is calculated. The mutual information between hidden units are also considered to prevent the statistically dependent units from being selected. Because mutual information is invariant under linear transformation of the variables, it shows the property of the robust estimation.

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다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구 (A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis)

  • 김태철;정하우
    • 한국농공학회지
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    • 제22권3호
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    • pp.75-87
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    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

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The Effects of Coding Education Using the Unplugged Robot Education System on the Perceived Useful and Easy

  • Song, JeongBeom
    • 한국컴퓨터정보학회논문지
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    • 제20권8호
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    • pp.121-128
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    • 2015
  • This study aimed to investigate the effects of an unplugged robot education system capable of computerless coding education. Specifically, this study compared this education system with PicoCricket, an educational robot that can also be used with elementary students in lower grades, using assessment tools on perceived usefulness and ease. Using random sampling and randomized assignment for more objective validation, 30 participants were assigned to the unplugged robot education system group (experimental group) and 30 participants were assigned to the PicoCricket group (control group), for a total of 60 study participants. The research procedure included verification of the equivalence of the two groups by conducting a pretest after a 2-hour basic training session on algorithms and programming. The experimental and control groups learned the same content using different educational tools in accordance with software training guidelines for a total of 12 hours. Then, the difference in perceived usefulness and ease between the two groups was examined using a post-treatment test. The study results showed that scores on both dependent variables, perceived usefulness and perceived ease, were significantly higher in the experimental group than the control group. Moreover, scores on all sub-variables of the dependent variables were significantly higher in the experimental group than the control group. These results suggest that learners using the unplugged robot education system found it more useful and easier to use than learners using the existing educational robot, PicoCricket. This study's findings are significant, as according to the technology acceptance model, the perceived usefulness and ease of an educational tool are important variables that determine the acceptance of the tool (i.e., persistence of learning).

사서의 직무만족도에 관한 메타분석 연구 (A Meta-Analysis of Librarians' Job Satisfaction Studies)

  • 노정순
    • 정보관리학회지
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    • 제25권3호
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    • pp.273-296
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    • 2008
  • 본 연구는 선행연구의 연구결과를 데이터로 간주하여 통계분석하는 메타분석방법을 사용하여 사서의 직무만족에 영향을 미치는 요인을 연구하였다. 선행연구 27편으로부터 집단변수로는 남녀성별과 결혼유무, 종속변수로는 전체직무만족도와 7개 하위변수(직무자체, 급여, 승진, 감독, 근무환경, 사회적 인식, 자아실현)가 선정되어 분석되었다. 분석결과 남녀간 사회적 인식과, 승진, 감독, 근무환경의 효과크기는 유의한 차이를 보였으나, 감독과 근무환경의 효과크기만 동질적인 것으로 분석되었다. 이질적으로 분석된 사회적 인식과 승진에 대해서는 랜덤효과분석을 추가로 수행한 결과 승진의 효과크기만 유의한 차이를 보였다. 결혼여부에서는 직무자체와 급여, 자아실현의 효과크기가 유의한 차이를 보였으나, 이질적으로 판명된 직무자체의 효과크기는 랜덤효과분석에서 유의한 차이를 보이지 못하였다. 연구시기 (2000년전후)는 중재변수가 되지 못한 것으로 분석되었다.

A performance-based design method for chloride-induced cover cracking of RC structures

  • Yang, Dong-Hui;Yi, Ting-Hua;Li, Hong-Nan
    • Computers and Concrete
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    • 제20권5호
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    • pp.573-582
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    • 2017
  • Chloride-induced cover cracking will aggravate the performance deterioration for RC structures under the chlorideladen environment, which may endanger the safety of structures and occupants. Traditional design method cannot ensure that a definite performance is satisfied. To overcome the defects, a study on the performance-based design method was carried out in this paper. Firstly, the limit state functions were established for the corrosion initiation and cover cracking. Thereafter, the uncertainty analysis was performed to study the effects of random factors on the time-dependent performances. Partial factor formulae were deduced through the first-order reliability method for performance verification. Finally, an illustrative example was presented and the sensitivity of cover depth to other parameters was carried out. It is found that the uncertainties of the random variables have great effects on the required cover depth. It is demonstrated that the performance-based design method can ensure that the target performance can be satisfied and support to formulate a rational maintenance and repair strategy for RC structures under the chloride environment.