• Title/Summary/Keyword: exponential order

Search Result 589, Processing Time 0.027 seconds

Moments of Order Statistics from Doubly Truncated Linear-Exponential Distribution

  • Saran, Jagdish;Pushkarna, Narinder
    • Journal of the Korean Statistical Society
    • /
    • v.28 no.3
    • /
    • pp.279-296
    • /
    • 1999
  • In this paper we establish some recurrence relations for both single and product moments of order statistics from a doubly truncated linear- exponential distribution with increasing hazard rate. These recurrence relations would enable one to compute all the higher order moments of order statistics for all sample sizes from those of the lower order in a simple recursive way. In addition, percentage points of order statistics are also discussed. These generalize the corresponding results for the linear- exponential distribution with increasing hazard rate derived by Balakrishnan and Malik(1986)

  • PDF

An Extension of the Optimality of Exponential Smoothing to Integrated Moving Average Process (일반적인 IMA과정에 대한 지수평활 최적성의 확장)

  • Park, Hae-Chul;Park, Sung-Joo
    • Journal of the military operations research society of Korea
    • /
    • v.8 no.1
    • /
    • pp.99-107
    • /
    • 1982
  • This paper is concerned with the optimality of exponential smoothing applied to the general IMA process with different moving average and differencing orders. Numerical experiments were performed for IMA(m,n) process with various combinations of m and n, and the corresponding forecast errors were compared. Results show that the higher differencing order is more critical to the optimality of exponential smoothing, i.e., the IMA process with the higher moving average order, forecasted by exponential smoothing, has comparatively smaller forecast error. If the difference between the differencing order and the moving average order becomes larger, the accuracy of forecast by exponential smoothing declines gradually.

  • PDF

Recurrence Relations in the Transformed Exponential Distributions

  • Choi, Jeen-Kap;Mo, Kap-Jong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.1031-1044
    • /
    • 2003
  • In this paper, we establish some recurrence relations of the moments, product moments, percentage points, and modes of order statistics from the transformed exponential distribution.

  • PDF

GLOBAL EXPONENTIAL STABILITY OF ALMOST PERIODIC SOLUTIONS OF HIGH-ORDER HOPFIELD NEURAL NETWORKS WITH DISTRIBUTED DELAYS OF NEUTRAL TYPE

  • Zhao, Lili;Li, Yongkun
    • Journal of applied mathematics & informatics
    • /
    • v.31 no.3_4
    • /
    • pp.577-594
    • /
    • 2013
  • In this paper, we study the global stability and the existence of almost periodic solution of high-order Hopfield neural networks with distributed delays of neutral type. Some sufficient conditions are obtained for the existence, uniqueness and global exponential stability of almost periodic solution by employing fixed point theorem and differential inequality techniques. An example is given to show the effectiveness of the proposed method and results.

Generation and Characteristics of Exponential Pulse Shaping Functions using Chebychev Identity Equation and Bessel Coefficients (Chebychev 항등식과 Bessel 계수를 이용한 지수펄스모형함수 생성 및 특성)

  • Lee, Jeong-Jae;Park, Sun-Kwang
    • Journal of the Institute of Convergence Signal Processing
    • /
    • v.10 no.1
    • /
    • pp.60-65
    • /
    • 2009
  • In this paper, we propose a new exponential pulse shaping function based on Chebychev identity equation and Bessel coefficients. The proposed pulse shaping function can produce various pulses with the different characteristics in the time and frequency domain by changing its two parameters. By differentiating the exponential pulse shaping function, we obtain new different pulse functions, in which the even order derivatives of the exponential pulse shaping function are orthogonal to its odd order derivatives. To find the efficiency of the proposed exponential pulse shaping function we analyze its essential characteristics and compare them with those of the conventional Gaussian pulses. We can choose the most suitable exponential pulse waveform according to the design criteria of communication systems.

  • PDF

STOCHASTIC ACTIVITY NETWORKS WITH TRUNCATED EXPONENTIAL ACTIVITY TIMES

  • ABDELKADER YOUSRY H.
    • Journal of applied mathematics & informatics
    • /
    • v.20 no.1_2
    • /
    • pp.119-132
    • /
    • 2006
  • This paper presents an approach for using right-truncated exponentially distributed random variables to model activity times in stochastic activity networks. The advantages of using the right-truncated exponential distribution are discussed. The moments of a project completion time using the proposed distribution are derived and compared with other estimated moments in literature.

Error Analysis of the Exponential RLS Algorithms Applied to Speech Signal Processing

  • Yoo, Kyung-Yul
    • The Journal of the Acoustical Society of Korea
    • /
    • v.15 no.3E
    • /
    • pp.78-85
    • /
    • 1996
  • The set of admissible time-variations in the input signal can be separated into two categories : slow parameter changes and large parameter changes which occur infrequently. A common approach used in the tracking of slowly time-varying parameters is the exponential recursive least-squares(RLS) algorithm. There have been a variety of research works on the error analysis of the exponential RLS algorithm for the slowly time-varying parameters. In this paper, the focus has been given to the error analysis of exponential RLS algorithms for the input data with abrupt property changes. The voiced speech signal is chosen as the principal application. In order to analyze the error performance of the exponential RLS algorithm, deterministic properties of the exponential RLS algorithms is first analyzed for the case of abrupt parameter changes, the impulsive input(or error variance) synchronous to the abrupt change of parameter vectors actually enhances the convergence of the exponential RLS algorithm. The analysis has also been verified through simulations on the synthetic speech signal.

  • PDF

AN EXACT LOGARITHMIC-EXPONENTIAL MULTIPLIER PENALTY FUNCTION

  • Lian, Shu-jun
    • Journal of applied mathematics & informatics
    • /
    • v.28 no.5_6
    • /
    • pp.1477-1487
    • /
    • 2010
  • In this paper, we give a solving approach based on a logarithmic-exponential multiplier penalty function for the constrained minimization problem. It is proved exact in the sense that the local optimizers of a nonlinear problem are precisely the local optimizers of the logarithmic-exponential multiplier penalty problem.

Bayesian Analysis for the Difference of Exponential Means

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2005.04a
    • /
    • pp.135-144
    • /
    • 2005
  • In this paper, we develop the noninformative priors for the exponential models when the parameter of interest is the difference of two means. We develop the first and second order matching priors. We reveal that the second order matching priors do not exist. It turns out that Jeffreys' prior does not satisfy a first order matching criterion. The Bayesian credible intervals based on the first order matching meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior.

  • PDF

Noninformative Priors for the Difference of Two Quantiles in Exponential Models

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
    • /
    • v.14 no.2
    • /
    • pp.431-442
    • /
    • 2007
  • In this paper, we develop the noninformative priors when the parameter of interest is the difference between quantiles of two exponential distributions. We want to develop the first and second order probability matching priors. But we prove that the second order probability matching prior does not exist. It turns out that Jeffreys' prior does not satisfy the first order matching criterion. The Bayesian credible intervals based on the first order probability matching prior meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior. Some simulation and real example will be given.