• 제목/요약/키워드: identically distributed

검색결과 193건 처리시간 0.032초

SEQUENTIAL INTERVAL ESTIMATION FOR THE EXPONENTIAL HAZARD RATE WHEN THE LOSS FUNCTION IS STRICTLY CONVEX

  • Jang, Yu Seon
    • Korean Journal of Mathematics
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    • 제21권4호
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    • pp.429-437
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    • 2013
  • Let $X_1$, $X_2$, ${\cdots}$, $X_n$ be independent and identically distributed random variables having common exponential density with unknown mean ${\mu}$. In the sequential confidence interval estimation for the exponential hazard rate ${\theta}=1/{\mu}$, when the loss function is strictly convex, the following stopping rule is proposed with the half length d of prescribed confidence interval $I_n$ for the parameter ${\theta}$; ${\tau}$ = smallest integer n such that $n{\geq}z^2_{{\alpha}/2}\hat{\theta}^2/d^2+2$, where $\hat{\theta}=(n-1)\bar{X}{_n}^{-1}/n$ is the minimum risk estimator for ${\theta}$ and $z_{{\alpha}/2}$ is defined by $P({\mid}Z{\mid}{\leq}{\alpha}/2)=1-{\alpha}({\alpha}{\in}(0,1))$ Z ~ N(0, 1). For the confidence intervals $I_n$ which is required to satisfy $P({\theta}{\in}I_n){\geq}1-{\alpha}$. These estimated intervals $I_{\tau}$ have the asymptotic consistency of the sequential procedure; $$\lim_{d{\rightarrow}0}P({\theta}{\in}I_{\tau})=1-{\alpha}$$, where ${\alpha}{\in}(0,1)$ is given.

CHARACTERIZATIONS OF THE PARETO DISTRIBUTION BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young
    • 대한수학회논문집
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    • 제18권1호
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    • pp.127-131
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    • 2003
  • Let X$_1$, X$_2$,... be a sequence of independent and identically distributed random variables with continuous cumulative distribution function F(x). X$_j$ is an upper record value of this sequence if X$_j$ > max {X$_1$,X$_2$,...,X$_{j-1}$}. We define u(n)=min{j$\mid$j> u(n-1), X$_j$ > X$_{u(n-1)}$, n $\geq$ 2} with u(1)=1. Then F(x) = 1-x$^{\theta}$, x > 1, ${\theta}$ < -1 if and only if (${\theta}$+1)E[X$_{u(n+1)}$$\mid$X$_{u(m)}$=y] = ${\theta}E[X_{u(n)}$\mid$X_{u(m)}=y], (\theta+1)^2E[X_{u(n+2)}$\mid$X_{u(m)}=y] = \theta^2E[X_{u(n)}$\mid$X_{u(m)}=y], or (\theta+1)^3E[X_{u(n+3)}$\mid$X_{u(m)}=y] = \theta^3E[X_{u(n)}$\mid$X_{u(m)}=y], n $\geq$ M+1$.

CHARACTERIZATIONS OF THE EXPONENTIAL DISTRIBUTION BY ORDER STATISTICS AND CONDITIONAL

  • Lee, Min-Young;Chang, Se-Kyung;Jung, Kap-Hun
    • 대한수학회논문집
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    • 제17권3호
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    • pp.535-540
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    • 2002
  • Let X$_1$, X$_2$‥‥,X$\_$n/ be n independent and identically distributed random variables with continuous cumulative distribution function F(x). Let us rearrange the X's in the increasing order X$\_$1:n/ $\leq$ X$\_$2:n/ $\leq$ ‥‥ $\leq$ X$\_$n:n/. We call X$\_$k:n/ the k-th order statistic. Then X$\_$n:n/ - X$\_$n-1:n/ and X$\_$n-1:n/ are independent if and only if f(x) = 1-e(equation omitted) with some c > 0. And X$\_$j/ is an upper record value of this sequence lf X$\_$j/ > max(X$_1$, X$_2$,¨¨ ,X$\_$j-1/). We define u(n) = min(j|j > u(n-1),X$\_$j/ > X$\_$u(n-1)/, n $\geq$ 2) with u(1) = 1. Then F(x) = 1 - e(equation omitted), x > 0 if and only if E[X$\_$u(n+3)/ - X$\_$u(n)/ | X$\_$u(m)/ = y] = 3c, or E[X$\_$u(n+4)/ - X$\_$u(n)/|X$\_$u(m)/ = y] = 4c, n m+1.

CHARACTERIZATIONS BASED ON THE INDEPENDENCE OF THE EXPONENTIAL AND PARETO DISTRIBUTIONS BY RECORD VALUES

  • LEE MIN-YOUNG;CHANG SE-KYUNG
    • Journal of applied mathematics & informatics
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    • 제18권1_2호
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    • pp.497-503
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    • 2005
  • This paper presents characterizations on the independence of the exponential and Pareto distributions by record values. Let ${X_{n},\;n {\ge1}$ be a sequence of independent and identically distributed(i.i.d) random variables with a continuous cumulative distribution function(cdf) F(x) and probability density function(pdf) f(x). $Let{\;}Y_{n} = max{X_1, X_2, \ldots, X_n}$ for n \ge 1. We say $X_{j}$ is an upper record value of ${X_{n},{\;}n\ge 1}, if Y_{j} > Y_{j-1}, j > 1$. The indices at which the upper record values occur are given by the record times {u(n)}, n \ge 1, where u(n) = $min{j|j > u(n-1), X_{j} > X_{u(n-1)}, n \ge 2}$ and u(l) = 1. Then F(x) = $1 - e^{-\frac{x}{a}}$, x > 0, ${\sigma} > 0$ if and only if $\frac {X_u(_n)}{X_u(_{n+1})} and X_u(_{n+1}), n \ge 1$, are independent. Also F(x) = $1 - x^{-\theta}, x > 1, {\theta} > 0$ if and only if $\frac {X_u(_{n+1})}{X_u(_n)}{\;}and{\;} X_{u(n)},{\;} n {\ge} 1$, are independent.

Multicasting Multiple Description Coding Using p-cycle Network Coding

  • Farzamnia, Ali;Syed-Yusof, Sharifah K.;Fisal, Norsheila
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제7권12호
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    • pp.3118-3134
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    • 2013
  • This paper deliberates for a multimedia transmission scheme combining multiple description coding (MDC) and network coding (NC). Our goal is to take advantage from the property of MDC to provide quantized and compressed independent and identically distributed (iid) descriptions and also from the benefit of network coding, which uses network resources efficiently to recover lost data in the network. Recently, p-cycle NC has been introduced to recover and protect any lost or distorted descriptions at the receiver part exactly without need of retransmission. So far, MDC have not been explored using this type of NC. Compressed and coded descriptions are transmitted through the network where p-cycle NC is applied. P-cycle based algorithm is proposed for single and multiple descriptions lost. Results show that in the fixed bit rate, the PSNR (Peak Signal to Noise Ratio) of our reconstructed image and also subjective evaluation is improved significantly compared to previous work which is averaging method joint with MDC in order to conceal lost descriptions.

Outage Probability for Cooperative Nano Communication in the THz Gap Frequency Range

  • Samarasekera, A. Chaminda J.;Shin, Hyundong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권1호
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    • pp.102-122
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    • 2017
  • Nanotechnology has provided a set of tools that the engineers can use to design and manufacture integrated nano devices, which are capable of performing sensing, computing, data storing and actuation. One of the main hurdles for nano devices has been the amount of power that it can generate for transmission of data. In this paper, we proposed cooperative nano communication in the Terahertz (THz) Gap frequency band to increase the range of transmission. Outage probability (OP) performances for the proposed cooperative nano communication networks in the THz band (0.1 - 10THz) have been evaluated for the following scenarios; A) A single decode-and-forward (DF) relay over independent identically distributed (i.i.d.) Rayleigh fading channels, B) DF multi-relay network with best relay selection (BRS) over i.i.d. Rayleigh fading channels, and C) DF multi-relay network with multiple hops with BRS over i.i.d. Rayleigh fading channels. The results show that the transmission distance can be improved significantly by employing DF relays. Also, it is shown that by increasing the number of hops in a relay the OP performance is marginally degraded. The analytical results have been verified by Monte-Carlo simulation.

Cooperative Nano Communication in the THz Gap Frequency Range using Wireless Power Transfer

  • Samarasekera, A. Chaminda J.;Shin, Hyundong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권10호
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    • pp.5035-5057
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    • 2019
  • Advancements in nanotechnology and novel nano materials in the past decade have provided a set of tools that can be used to design and manufacture integrated nano devices, which are capable of performing sensing, computing, data storing and actuation. In this paper, we have proposed cooperative nano communication using Power Switching Relay (PSR) Wireless Power Transfer (WPT) protocol and Time Switching Relay (TSR) WPT protocol over independent identically distributed (i.i.d.) Rayleigh fading channels in the Terahertz (THz) Gap frequency band to increase the range of transmission. Outage Probability (OP) performances for the proposed cooperative nano communication networks have been evaluated for the following scenarios: A) A single decode-and-forward (DF) relay for PSR protocol and TSR protocol, B) DF multi-relay network with best relay selection (BRS) for PSR protocol and TSR protocol, and C) DF multi-relay network with multiple DF hops with BRS for PSR protocol and TSR protocol. The results have shown that the transmission distance can be improved significantly by employing DF relays with WPT. They have also shown that by increasing the number of hops in a relay the OP performance is only marginally degraded. The analytical results have been verified by Monte-Carlo simulations.

레일레이 페이딩 채널에서 디코팅 후 전달 중계방식에 대한 비트 오차율 분석 (Exact BER Expressions for Decode-and-Forward Relaying in Rayleigh Fading Channels)

  • 이인호;김동우
    • 한국통신학회논문지
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    • 제32권12A호
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    • pp.1244-1250
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    • 2007
  • 무선 통신 시스템에서 사용자간 협력방식은 중계노드들이 송신노드로부터 수신한 정보를 전달해 주어 최종 수신신호의 신뢰도를 향상시킨다. 본 논문에서는, 독립적이고 동일하게 분포된 레일레이 페이딩 채널을 고려하여 사용자간 협력을 위한 디코딩 후 전달 중계방식에 대한 비트 오차율의 분석을 수행한다. 변조방식으로는 M-ary PAM (Pulse Amplitude Modulation), QAM (Quadrature Amplitude Modulation), PSK (Phase Shift Keying) 방식을 이용한다. 따라서, 주어진 중계노드의 수에 대하여 각 변조방식에 대한 비트 오차율 식을 유도한다. 최종적으로, 유도된 비트 오차율 식의 수치적 결과와 시뮬레이션 결과를 비교하여 유도된 식을 검증하고, 중계노드의 수에 따른 비트 오차율 성능 변화를 관찰한다.

Run related probability function and their application to start-up demonstration tests

  • Bi, Yi-Ming;Oh, Jung-Taek;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • 제27권4호
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    • pp.1067-1074
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    • 2016
  • A start-up demonstration test is a mechanism that is usually used to determine the reliability of equipment, for example water pumps, car batteries and power generators. The simplest and oldest start-up demonstration tests are called CS (consecutive successes) which have been studied by Hahn and Gage (1983), Viveros and Balakrishnan (1993).At first Hahn and Gage (1983) discussed the start-up demonstration test. I was based on i.i.d (independently and identically distributed) binary outcomes with the specified number of consecutive successful start-ups. Oh (2016) studied CSNCF (consecutive successful, but not consecutive failures). In this paper, we investigated the CS and CSNCF models, also their applications to start-up demonstration tests. The numerical results showed that the expectations and variances of the total number of attempted start-ups until the acceptance of the unit are gradually increasing in all of the specified number of successes as the p (probability of a successful start-up in an single trial) decreases from 0.99 to 0.90. The difference between means of the CS mode and CSNCF model is small, but variances of the CS and CSNCF are big.

충격성 잡음의 이동 평균 모형에서 약신호 검파 (Weak Signal Detection in a Moving Average Model of Impulsive Noise)

  • 김인종;이주미;최상원;박소령;송익호
    • 한국통신학회논문지
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    • 제30권6C호
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    • pp.523-531
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    • 2005
  • 덧셈꼴 일차 이동 평균 잡음이 충격성일 때, 가장 비슷함 검파기와 준최적 가장 비슷함 검파기의 결정영역을 얻는다. 가장 비슷함 검파기와 준최적 가장 비슷함 검파기를 쌍극 신호 시스템에 적용하여 비트 오류율 성능을 견준다. 준최적 가장 비슷함 검파기는 가장 비슷함 검파기보다 덜 복잡하고 얼개도 간단하지만 성능은 거의 같다는 것을 보인다. 한편, 잡음 충격성이 심해질수록 일차 이동 평균 잡음에 알맞게 설계한 검파기와 독립이고 분포가 같은 잡음에 알맞게 설계한 검파기의 성능 차이가 커진다는 것도 보인다.