• Title/Summary/Keyword: exponential

Search Result 3,764, Processing Time 0.028 seconds

Remark for Certain Elliptic PDE with Exponential Nonlinearity in a Bounded Domain

  • Kim, Namkwon
    • Journal of Integrative Natural Science
    • /
    • v.6 no.3
    • /
    • pp.181-182
    • /
    • 2013
  • In this note, we are concerned with a class of semi-linear elliptic pdes with exponential nonlinearity in a bounded domain. Here, the nonlinearity is more or less growing exponentially with power p. We consider the problem under two types of Dirichlet boundary condition. We give existence and non-existence of solutions for those problems and some asymptotics.

Inference on P(Y

  • Kim, Joong-Dae;Moon, Yeung-Gil;Kang, Jun-Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.989-995
    • /
    • 2003
  • Inference for probability P(Y

  • PDF

Unified Estimates for Parameter Changes in a Pareto Model with an Exponential Outlier

  • Ryu, Se-Gi;Lee, Chang-Soo;Chang, Chu-Seock
    • Journal of the Korean Data and Information Science Society
    • /
    • v.18 no.2
    • /
    • pp.507-514
    • /
    • 2007
  • We shall propose several estimators for the scale parameter in the Pareto distribution with an unidentified exponential outlier when the scale parameter is functions of a known exposure level, and obtain expectations and variances for their proposed estimators. And we shall compare numerically efficiencies for proposed estimators of the scale and shape parameters in the small sample sizes.

  • PDF

Estimation for a bivariate survival model based on exponential distributions with a location parameter

  • Hong, Yeon Woong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.25 no.4
    • /
    • pp.921-929
    • /
    • 2014
  • A bivariate exponential distribution with a location parameter is proposed as a model for a two-component shared load system with a guarantee time. Some statistical properties of the proposed model are investigated. The maximum likelihood estimators and uniformly minimum variance unbiased estimators of the parameters, mean time to failure, and the reliability function of system are obtained with unknown guarantee time. Simulation studies are given to illustrate the results.

ON A GENERALIZED UPPER BOUND FOR THE EXPONENTIAL FUNCTION

  • Kim, Seon-Hong
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.22 no.1
    • /
    • pp.7-10
    • /
    • 2009
  • With the introduction of a new parameter $n{\geq}1$, Kim generalized an upper bound for the exponential function that implies the inequality between the arithmetic and geometric means. By a change of variable, this generalization is equivalent to exp $(\frac{n(x-1)}{n+x-1})\;\leq\;\frac{n-1+x^n}{n}$ for real ${n}\;{\geq}\;1$ and x > 0. In this paper, we show that this inequality is true for real x > 1 - n provided that n is an even integer.

  • PDF

CHARACTERIZATIONS OF THE LOMAX, EXPONENTIAL AND PARETO DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young;Lim, Eun-Hyuk
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.22 no.2
    • /
    • pp.149-153
    • /
    • 2009
  • Let {$X_{n},\;n\;\geq\;1$} be a sequence of independent and identically distributed random variables with absolutely continuous cumulative distribution function (cdf) F(x) and probability density function (pdf) f(x). Suppose $X_{U(m)},\;m = 1,\;2,\;{\cdots}$ be the upper record values of {$X_{n},\;n\;\geq\;1$}. It is shown that the linearity of the conditional expectation of $X_{U(n+2)}$ given $X_{U(n)}$ characterizes the lomax, exponential and pareto distributions.

  • PDF

Uniform Ergodicity of an Exponential Continuous Time GARCH(p,q) Model

  • Lee, Oe-Sook
    • Communications for Statistical Applications and Methods
    • /
    • v.19 no.5
    • /
    • pp.639-646
    • /
    • 2012
  • The exponential continuous time GARCH(p,q) model for financial assets suggested by Haug and Czado (2007) is considered, where the log volatility process is driven by a general L$\acute{e}$vy process and the price process is then obtained by using the same L$\acute{e}$vy process as driving noise. Uniform ergodicity and ${\beta}$-mixing property of the log volatility process is obtained by adopting an extended generator and drift condition.

Bayesian Approach for Independence Test in Bivariate Exponential Model

  • Cho, Jang-Sik
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2006.04a
    • /
    • pp.327-333
    • /
    • 2006
  • In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

  • PDF

Estimation for the Skewed Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Han, Jun-Tae;Park, Sun-Mi
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2004.10a
    • /
    • pp.125-133
    • /
    • 2004
  • In this paper, we derive the approximate maximum likelihood estimators of the scale and location parameters of the skewed exponential distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

  • PDF

Bayesian Test for the Difference of Exponential Guarantee Time Parameters

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2004.04a
    • /
    • pp.15-23
    • /
    • 2004
  • When X and Y have independent two parameter exponential distributions, we develop a Bayesian testing procedures for the equality of two location parameters. Under the noninformative prior, we propose a Bayesian test procedures for the equality of two location parameters using fractional Bayes factor and intrinsic Bayes factor. Simulation study and some real data examples are provided.

  • PDF