• 제목/요약/키워드: identically distributed

검색결과 193건 처리시간 0.029초

ON CHARACTERIZATIONS OF THE CONTINUOUS DISTRIBUTIONS BY INDEPENDENCE PROPERTY OF RECORD VALUES

  • JIN, HYUN-WOO;LEE, MIN-YOUNG
    • Journal of applied mathematics & informatics
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    • 제35권5_6호
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    • pp.651-657
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    • 2017
  • A sequence {$X_n,\;n{\geq}1$} of independent and identically distributed random variables with absolutely continuous (with respect to Lebesque measure) cumulative distribution function F(x) is considered. We obtain two characterizations of a family of continuous probability distribution by independence property of record values.

On the Estimation of Reliability Functions for the Freund Model

  • Hong, Yeon-Woong;Lee, Jae-Man;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.79-83
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    • 1997
  • This paper considers the problem of estimating the model parameters and reliability functions for Freund bivariate exponential distribution. Uniformly minimum variance unbiased estimators for model parameters, joint reliability and marginal reliability functions are obtained in the both case of non-identically distributed marginals and identically distributed marginals.

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A CHARACTERIZATION OF GAMMA DISTRIBUTION BY INDEPENDENT PROPERTY

  • Lee, Min-Young;Lim, Eun-Hyuk
    • 충청수학회지
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    • 제22권1호
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    • pp.1-5
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    • 2009
  • Let {$X_n,\;n{\geq}1}$ be a sequence of independent identically distributed(i.i.d.) sequence of positive random variables with common absolutely continuous distribution function(cdf) F(x) and probability density function(pdf) f(x) and $E(X^2)<{\infty}$. The random variables $\frac{X_i{\cdot}X_j}{(\Sigma^n_{k=1}X_k)^{2}}$ and $\Sigma^n_{k=1}X_k$ are independent for $1{\leq}i if and only if {$X_n,\;n{\geq}1}$ have gamma distribution.

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A NOTE ON THE CHARACTERIZATIONS OF THE GUMBEL DISTRIBUTION BASED ON LOWER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • 충청수학회지
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    • 제30권3호
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    • pp.285-289
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    • 2017
  • Let $\{X_n,\;n{\geq}1\}$ be a sequence of independent and identically distributed random variables with cdf F(x) which is absolutely continuous with pdf f(x) and F(x) < 1 for all x in ($-{\infty},\;{\infty}$). In this paper, we obtain the characterizations of the Gumbel distribution by lower record values.

ON CHARACTERIZATIONS OF THE NORMAL DISTRIBUTION BY INDEPENDENCE PROPERTY

  • LEE, MIN-YOUNG
    • Journal of applied mathematics & informatics
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    • 제35권3_4호
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    • pp.261-265
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    • 2017
  • Let X and Y be independent identically distributed nondegenerate random variables with common absolutely continuous probability distribution function F(x) and the corresponding probability density function f(x) and $E(X^2)$<${\infty}$. Put Z = max(X, Y) and W = min(X, Y). In this paper, it is proved that Z - W and Z + W or$(X-Y)^2$ and X + Y are independent if and only if X and Y have normal distribution.

ON THE ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF NA RANDOM VARIABLES

  • Kim, T.S.;Ko, M.H.;Lee, Y.M.;Lin, Z.
    • Journal of the Korean Statistical Society
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    • 제33권1호
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    • pp.99-106
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    • 2004
  • Let {X, $X_{n}, n\;{\geq}\;1$} be a sequence of identically distributed, negatively associated (NA) random variables and assume that $│X│^{r}$, r > 0, has a finite moment generating function. A strong law of large numbers is established for weighted sums of these variables.

CONVERGENCE RATES FOR SEQUENCES OF CONDITIONALLY INDEPENDENT AND CONDITIONALLY IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Yuan, De-Mei
    • 대한수학회지
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    • 제53권6호
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    • pp.1275-1292
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    • 2016
  • The Marcinkiewicz-Zygmund strong law of large numbers for conditionally independent and conditionally identically distributed random variables is an existing, but merely qualitative result. In this paper, for the more general cases where the conditional order of moment belongs to (0, ${\infty}$) instead of (0, 2), we derive results on convergence rates which are quantitative ones in the sense that they tell us how fast convergence is obtained. Furthermore, some conditional probability inequalities are of independent interest.

Local Asymptotic Normality for Independent Not Identically Distributed Observations in Semiparametric Models

  • Park, Byeong U.;Jeon, Jong W.;Song, Moon S.;Kim, Woo C.
    • Journal of the Korean Statistical Society
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    • 제20권1호
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    • pp.85-92
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    • 1991
  • A set of conditions ensuring local asymptotic normality for independent but not necessarily identically distributed observations in semiparametric models is presented here. The conditions are turned out to be more direct and easier to verify than those of Oosterhoff and van Zwet(1979) in semiparametric models. Examples considered include the simple linear regression model and Cox's proportional hazards model without censoring where the covariates are not random.

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레일리 페이딩 채널에서 차등 변조기법을 이용한 선택적 복호 후 재전송 중계 네트워크의 성능 분석 (Performance Analysis for Selection Decode-and-Forward Relay Networks with Differential Modulation over Rayleigh Fading Channels)

  • 공형윤;보 뉘엔 �o 바오
    • 한국통신학회논문지
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    • 제35권1A호
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    • pp.1-9
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    • 2010
  • 본 논문을 통해 i.n.d 레일리 패이딩 체널에서 서로 다른 변조/복조 기법을 사용하는 중계기들로 구성된 선택적 복호 후 재전송 네트워크의 성능평가를 보여준다. 본 논문은 i.i.d와 i.n.d 레일리 패이딩 채널 모두에서 선택적 복호 후 전송 프로토콜이 최대 다이버시티를 얻을 수 있다는 것을 보여준다. 또한 SC(selection combining)기법을 사용하는 시스템과 MRC(maximal ratio combining)기법을 사용하는 시스템의 성능을 비교하여 결합기술의 효과를 연구하였다. 높은 SNR에서 시뮬레이션 결과와 수식적 분석 결과가 정확하게 일치하는 것을 보여준다.

GENERALIZED CONVOLUTION OF UNIFORM DISTRIBUTIONS

  • Kang, Jong-Seong;Kim, Sung-Lai;Kim, Yang-Hee;Jang, Yu-Seon
    • Journal of applied mathematics & informatics
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    • 제28권5_6호
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    • pp.1573-1581
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    • 2010
  • we investigate the n-fold convolution of the uniform distributions. First, we are concerned with the explicit distribution function of the partial sum ${\zeta}_n$ when the random variables are independent and has identically uniform distribution, next, we determine the n-fold convolution distribution of ${\zeta}_n$ when the identically distributed condition is not satisfied.