• Journal of the Korean Data and Information Science Society
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• v.20 no.5
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• pp.955-960
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• 2009

As we shall dene an exponentiated complementary power function distribution, we shall consider moments, hazard rate, and inference for parameter in the distribution. And we shall consider an inference of the reliability and distributions for the quotient and the ratio in two independent exponentiated complementary power function random variables.

• Communications for Statistical Applications and Methods
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• v.21 no.2
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• pp.183-191
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• 2014

We define a multivariate Cauchy distribution using a probability density function; subsequently, a Ferguson's definition of a multivariate Cauchy distribution can be viewed as a characterization theorem using the characteristic function approach. To clarify this characterization theorem, we construct two dependent Cauchy random variables, but their sum is not Cauchy distributed. In doing so the proofs depend on the characteristic function, but we use the cumulative distribution function to obtain the exact density of their sum. The derivation methods are relatively straightforward and appropriate for graduate level statistics theory courses.

• Journal of Magnetics
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• v.2 no.3
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• pp.105-109
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• 1997

The Preisach model neds a density function or Everett function for the hysterisis operator to simulate the hysteresis phenomena. To obtain the function, many experimental data for the first order transition curves are required. However, it needs so much efforts to measure the curves, especially for the hard magnetic materials. By the way, it is well known that the density function has the Gaussian distribution for the interaction axis on the Preisach plane. In this paper, we propose a simple technique to determine the distribution function or Everett function analytically. The initial magnetization curve is used for the distribution of the Everett function for the coercivity axis. A major, minor loop and the initial curve are used to get the Everett function for the interaction axis using the Gaussian distribution function and acceptable results were obtained.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.1091-1100
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• 2016

This paper considers the noninformative priors for the linear function of parameters in the lognormal distribution. The lognormal distribution is applied in the various areas, such as occupational health research, environmental science, monetary units, etc. The linear function of parameters in the lognormal distribution includes the expectation, median and mode of the lognormal distribution. Thus we derive the probability matching priors and the reference priors for the linear function of parameters. Then we reveal that the derived reference priors do not satisfy a first order matching criterion. Under the general priors including the derived noninformative priors, we check the proper condition of the posterior distribution. Some numerical study under the developed priors is performed and real examples are illustrated.

• 한국정보통신설비학회:학술대회논문집
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• 2009.08a
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• pp.382-386
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• 2009

Online or sequential learning is one of the most basic and powerful method to train neuron network, and it has been widely used in disease detection, weather prediction and other realistic classification problem. At present, there are many algorithms in this area, such as MRAN, GAP-RBFN, OS-ELM, SVM and SMC-RBF. Among them, SMC-RBF has the best performance; it has less number of hidden neurons, and best efficiency. However, all the existing algorithms use signal normal distribution as kernel function, which means the output of the kernel function is same at the different direction. In this paper, we use multi-variable normal distribution as kernel function, and derive EKF learning formulas for multi-variable normal distribution kernel function. From the result of the experience, we can deduct that the proposed method has better efficiency performance, and not sensitive to the data sequence.

• KIEE International Transaction on Electrical Machinery and Energy Conversion Systems
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• v.2B no.4
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• pp.168-173
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• 2002

A new identification algorithm for the Preisach model is presented. The algorithm treats the identification procedure of the Preisach model as an inverse problem where the independent variables are parameters of the distribution function and the objective function is constructed using only the initial magnetization curve or only tile major loop of the hysteresis curve as well as the whole reversal curves. To parameterize the distribution function, the Bezier spline and Gaussian function are used for the coercive and interaction fields axes, respectively. The presented algorithm is applied to the ferrite permanent magnets, and the distribution functions are correctly found from the major loop of the hysteresis curve or the initial magnetization curve.

• Communications for Statistical Applications and Methods
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• v.15 no.3
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• pp.325-332
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• 2008

We consider estimation of reliability P(Y < X) and distribution of the ratio when X and Y are independent uniform random variable and power function random variable, respectively and also consider the estimation problem when X and Y are independent uniform random variable and a half-normal random variable, respectively.

• Kyungpook Mathematical Journal
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• v.55 no.2
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• pp.335-344
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• 2015

In the paper we discuss the value distribution of the product of the derivative of a transcendental meromorphic function and a power of the function.

• International Journal of High-Rise Buildings
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• v.5 no.2
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• pp.95-103
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• 2016

One of the key problems in the design of high-rise commercial complex is how to guide reasonable pedestrian distribution in commercial space. In this study, pedestrian distribution in three high-rise commercial complexes in Shanghai and Hong Kong was studied using spatial configuration analysis software Space Syntax and quantification of physical elements in commercial spaces, such as functional attractiveness, entrances, escalators, level variations and passage width. Additionally, in an attempt to integrate functions with spatial integration and spatial depth, two combination variables, the spatial coefficient of function (IF) and spatial depth coefficient of function (F/D), were proposed. The results of the correlation analysis and multiple regression analyses reflected the following: (1) Regarding the influence on pedestrian distribution, there was a synergistic and complementary relationship between function and space; (2) The comprehensive flow distribution analytic model could successfully interpret flow distribution in high-rise commercial complexes and its R Square ranged up to about 70% in the three cases; (3) The spatial coefficient of function (IF) and spatial depth coefficient (F/D) could effectively integrate functions and spatial configuration, which could help close the gap between over-emphasis on function in commercial research and the lack of consideration of function in space-syntax analysis.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.1007-1015
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• 2003

In this paper we introduced a new score generating function for the rank dispersion function in a general linear model. Based on the new score function, we derived the null asymptotic theory of the rank-based hypothesis testing in a linear model. In essence we showed that several rank test statistics, which are primarily focused on our new score generating function and new dispersion function, are mainly distribution free and asymptotically converges to a chi-square distribution.