• Title/Summary/Keyword: identically distributed

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Asymptotic Properties of the Stopping Times in a Certain Sequential Procedure

  • Kim, Sung-Lai
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.337-347
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    • 1995
  • In the problem of some sequential estimation, the stopping times may be written in the form $N(c) = inf{n \geq n_0; n \geq c^2 S^2_n/\delta^2 (\bar{X}_n)}$ where ${s^2_n}$ and ${\bar{X}_n}$ are the sequences of sample variance and sample mean of the independently and identically distributed (i.i.d.) random variables with distribution $F_{\theta}(x), \theta \in \Theta$, respectively, and $\delta$ is either constant or any given positive real valued function. We obtain some asymptotic normality and asymptotic expectation of the N(c) in various limiting situations. Specially, uniform asymptotic normality and uniform asymptotic expectation of the N(c) are given.

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A Sanov-Type Proof of the Joint Sufficiency of the Sample Mean and the Sample Variance

  • Kim, Chul-Eung;Park, Byoung-Seon
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.563-568
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    • 1995
  • It is well-known that the sample mean and the sample variance are jointly sufficient under normality assumption. In this paper a proof of the joint sufficiency is given without using the factorization criterion. It is related to a finite Sanov-type conditional theorem, i.e., the conditional probability density of $Y_1$ given sample mean $\mu$ and sample variance $\sigma^2$, where $Y_1, Y_2, \cdots, Y_n$ are independently and identically distributed (i.i.d.) normal random variables with mean m and variance $\delta^2$, equals that of $Y_1$ given sample mean $\mu$ and sample variance $\sigma^2$, where $Y_1, Y_2, \cdots, Y_n$ are i.i.d. normal random variables with mean $\mu$ and variance $\sigma^2$.

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Central limit theorems for fuzzy random sets (퍼지 랜덤 집합에 대한 중심극한정리)

  • Kwon Joong-Sung;Kim Yun-Kyong;Joo Sang-Yeol;Choi Gyeong-Suk
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.3
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    • pp.337-342
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    • 2005
  • The present paper establishes the improved version of central limit theorem for sums of level-continuous fuzzy set-valued random variables as a generalization of central limit theorem for sums of independent and identically distributed set-valued random variables.

Krawtchouk Polynomial Approximation for Binomial Convolutions

  • Ha, Hyung-Tae
    • Kyungpook Mathematical Journal
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    • v.57 no.3
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    • pp.493-502
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    • 2017
  • We propose an accurate approximation method via discrete Krawtchouk orthogonal polynomials to the distribution of a sum of independent but non-identically distributed binomial random variables. This approximation is a weighted binomial distribution with no need for continuity correction unlike commonly used density approximation methods such as saddlepoint, Gram-Charlier A type(GC), and Gaussian approximation methods. The accuracy obtained from the proposed approximation is compared with saddlepoint approximations applied by Eisinga et al. [4], which are the most accurate method among higher order asymptotic approximation methods. The numerical results show that the proposed approximation in general provide more accurate estimates over the entire range for the target probability mass function including the right-tail probabilities. In addition, the method is mathematically tractable and computationally easy to program.

ALMOST SURE CONVERGENCE FOR WEIGHTED SUMS OF NA RANDOM VARIABLES

  • BAEK J. I.;NIU S. L.;LIM P. K.;AHN Y. Y.;CHUNG S. M.
    • Journal of the Korean Statistical Society
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    • v.34 no.4
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    • pp.263-272
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    • 2005
  • Let {$X_n,\;n{\ge}1$} be a sequence of negatively associated random variables which are dominated randomly by another random variable. We discuss the limit properties of weighted sums ${\Sigma}^n_{i=1}a_{ni}X_i$ under some appropriate conditions, where {$a_{ni},\;1{\le}\;i\;{\le}\;n,\;n\;{\ge}\;1$} is an array of constants. As corollary, the results of Bai and Cheng (2000) and Sung (2001) are extended from the i.i.d. case to not necessarily identically distributed negatively associated setting. The corresponding results of Chow and Lai (1973) also are extended.

ON THE PRUSS EXTENSION OF THE HSU-ROBBINS-ERD S THEOREM

  • Sung, Soo-Hak
    • Bulletin of the Korean Mathematical Society
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    • v.36 no.2
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    • pp.305-314
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    • 1999
  • The Hsu-Robbins-erd s theorem states that if {$X_m,n\geq1$} is a sequence of independent and identically distributed random variables, then ${EX_1}^2<\infty$ and $EX_1$=0 if and only if ${\sum_{n=1}}^\infty\;P($\mid${\sum_{k=1}}^nX_k$\mid$\geqn\in)<\infty$ for every $\in$ > 0. Under some auxiliary conditions, Sp taru (1994) extended this to the case where the $X_n$ are independent, but their distributions come from a finite set. Pruss (1996) proved Sp taru's result under weaker conditions, The purpose of this paper is to improve Pruss conditions.

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ON CHARACTERIZATIONS OF THE PARETO DISTRIBUTION BY THE INDEPENDENT PROPERTY OF UPPER RECORD VALUES

  • Lee, Min-Young;Lim, Eun-Hyuk
    • Journal of the Chungcheong Mathematical Society
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    • v.24 no.1
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    • pp.85-89
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    • 2011
  • We present characterizations of the Pareto distribution by the independent property of upper record values in such a way that F(x) has a Pareto distribution if and only if $\frac{X_{U(n)}}{X_{U(m)}}$ and $X_{U(m)}$ are independent for $1{\leq}m. Futhermore, the characterizations should find that F(x) has a Pareto distribution if and only if $\frac{X_{U(n)}}{X_{U(n)}{\pm}X_{U(m)}}$ and $X_{U(m)}$ are independent for $1{\leq}m.

Performance Analysis of Hybrid SIMO-RF/FSO Communication System with Fixed Gain AF Relay

  • Shi, Wenxiao;Kang, Kai;Wang, Zhuo;Liu, Wei
    • Current Optics and Photonics
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    • v.3 no.5
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    • pp.365-373
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    • 2019
  • This paper investigates the performance of a hybrid single input multiple output radio frequency/free-space optics (SIMO-RF/FSO) communication system. Each SIMO-RF link is modeled as an independent and identically distributed (i.i.d.) Rayleigh distribution, while the FSO link follows a generalized $M{\acute{a}}laga$ (M) distribution. Considering the fixed gain amplify-and-forward (AF) relay and misalignment errors, novel expressions for the outage probability (OP), average bit error rate (ABER) and average capacity are derived. Numerical results show that atmospheric turbulence and misalignment errors can seriously impair the system performance, and the hybrid RF/FSO communication system using SIMO-RF links can greatly improve system performance. We also analyze system performance under different types of modulation schemes. Numerical results are verified by Monte Carlo simulations.

ON COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF COORDINATEWISE NEGATIVELY ASSOCIATED RANDOM VECTORS IN HILBERT SPACES

  • Anh, Vu Thi Ngoc;Hien, Nguyen Thi Thanh
    • Bulletin of the Korean Mathematical Society
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    • v.59 no.4
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    • pp.879-895
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    • 2022
  • This paper establishes the Baum-Katz type theorem and the Marcinkiewicz-Zymund type strong law of large numbers for sequences of coordinatewise negatively associated and identically distributed random vectors {X, Xn, n ≥ 1} taking values in a Hilbert space H with general normalizing constants $b_n=n^{\alpha}{\tilde{L}}(n^{\alpha})$, where ${\tilde{L}}({\cdot})$ is the de Bruijn conjugate of a slowly varying function L(·). The main result extends and unifies many results in the literature. The sharpness of the result is illustrated by two examples.

On Cyclic Delay Diversity with Single Carrier OFDM Based Communication Network

  • A. Sathi Babu;M. Muni Chandrika;P. Sravani;M. Sindhu sowjanyarani;M. Dimpu Krishna
    • International Journal of Computer Science & Network Security
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    • v.24 no.2
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    • pp.95-100
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    • 2024
  • Cyclic Delay Diversity (CDD) is a diversity scheme used in OFDM-based telecommunication systems, transforming spatial diversity into frequency diversity and thus avoiding intersymbol interference without entailing the receiver to be aware of the transmission strategy making the signal more reliable achieving full diversity gain in cooperative systems. Here the analyzation of the influence of CDD-SC scheme in Cognitive Radio Network (CRN) is done with the challenge of overcoming the complication called channel estimation along with overhead in CNR. More specifically, the closed-form expressions for outage probability and symbol error rate are divided under different frequencies among independent and identically distributed (i.i.d.) frequency selective fading channel model i.e., the signal is divided into different frequencies and transmitted among several narrow band channels of different characteristics. It is useful in the reduction of interference and crosstalk. The results reveal the diversity order of the proposed system to be mainly affected by the number of multipath components that are available in the CNR.