• Title/Summary/Keyword: identically distributed

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A Note on Central Limit Theorem on $L^P(R)$

  • Sungho Lee;Dug Hun Hong
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.347-349
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    • 1995
  • In this paper a central limit theorem on $L^P(R)$ for $1{\leq}p<{\infty}$ is obtained with an example when ${X_n}$ is a sequence of independent, identically distributed random variables on $L^P(R)$.

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On the strong law of large numbers for pairwise negative quadrant dependent random variables

  • T. S.;J. I.;H. Y.
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.291-296
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    • 2000
  • Petrov(1996) examined the connection between general moment conditions and the applicability of the strong law lf large numbers to a sequence of pairwise independnt and identically distributed random variables. In this note wee generalize Theorem 1 of Petrov(1996) and also show that still holds under assumption of pairwise negative quadrant dependence(NQD).

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ON THE RATIO X/(X + Y) FOR WEIBULL AND LEVY DISTRIBUTIONS

  • ALI M. MASOOM;NADARAJAH SARALEES;WOO JUNGSOO
    • Journal of the Korean Statistical Society
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    • v.34 no.1
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    • pp.11-20
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    • 2005
  • The distributional properties of R = X/(X + Y) and related estimation procedures are derived when X and Y are independent and identically distributed according to the Weibull or Levy distribution. The work is of interest in biological and physical sciences, econometrics, engineering and ranking and selection.

Strong Representations for LAD Estimators in AR(1) Models

  • Kang, Hee-Jeong;Shin, Key-Il
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.349-358
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    • 1998
  • Consider the AR(1) model $X_{t}$=$\beta$ $X_{t-1}$+$\varepsilon$$_{t}$ where $\beta$ < 1 is an unknown parameter to be estimated and {$\varepsilon$$_{t}$} denotes the independent and identically distributed error terms with unknown common distribution function F. In this paper, a strong representation for the least absolute deviation (LAD) estimate of $\beta$ in AR(1) models is obtained under some mild conditions on F. on F.F.

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THE MINIMUM VARIANCE UNBIASED ESTIMATION OF SYSTEM RELIABILITY

  • Park, C.J.;Kim, Jae-Joo
    • Journal of Korean Institute of Industrial Engineers
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    • v.4 no.1
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    • pp.29-32
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    • 1978
  • We obtain the minimum variance unbiased estimate of system reliability when a system consists of n components whose life times are assumed to be independent and identically distributed either negative exponential or geometric random variables. For the case of a negative exponential life time, we obtain the minimum variance unbiased estimate of the probability density function of the i-th order statistic.

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A NOTE ON LATTICE DISTRIBUTIONS ON THE TORUS

  • Park, Chong-Jin;Lee, Kyu-Seok
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.21-24
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    • 2003
  • In the recent papers by Harris and Park (1994) and by Hui and Park (2000), a family of lattice distributions derived from a sum of independent identically distributed random variables is examined. In this paper we generalize a result of Hui and Park (2000) on lattice distributions on the torus using the Poisson summation formula.

ESTIMATION OF SCALE PARAMETER AND P(Y < X) FROM RAYLEIGH DISTRIBUTION

  • Kim, Chan-Soo;Chung, Youn-Shik
    • Journal of the Korean Statistical Society
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    • v.32 no.3
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    • pp.289-298
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    • 2003
  • We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R = P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

Machine Quality Assurance and TPM in FA System (FA 시스템에서의 품질보전과 TPM)

  • 유정상;황의철
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.15 no.25
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    • pp.75-82
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    • 1992
  • Standard acceptance sampling plans models the production pricess as a sequence of independent identically distributed Beruoulli random variables. However, the quality of items sampled sequentially from an ongoing production process of ten 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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