• 제목/요약/키워드: identically distributed

검색결과 193건 처리시간 0.023초

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

  • Sungho Lee;Dug Hun Hong
    • Communications for Statistical Applications and Methods
    • /
    • 제2권2호
    • /
    • pp.347-349
    • /
    • 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 $L^P(R)$.

  • PDF

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
    • /
    • 제7권1호
    • /
    • pp.291-296
    • /
    • 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).

  • PDF

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

  • ALI M. MASOOM;NADARAJAH SARALEES;WOO JUNGSOO
    • Journal of the Korean Statistical Society
    • /
    • 제34권1호
    • /
    • pp.11-20
    • /
    • 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
    • /
    • 제27권3호
    • /
    • pp.349-358
    • /
    • 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.

  • PDF

BER Analysis for Decode-and-Forward Relaying in Rayleigh Fading Channel

  • 이인호;이재훈;김동우
    • 대한전자공학회:학술대회논문집
    • /
    • 대한전자공학회 2007년도 하계종합학술대회 논문집
    • /
    • pp.65-66
    • /
    • 2007
  • In this paper, a bit error rate (BER) study is presented for decode-and-forward (DF) relaying for user cooperation in independent and identically distributed Rayleigh fading channels.

  • PDF

THE MINIMUM VARIANCE UNBIASED ESTIMATION OF SYSTEM RELIABILITY

  • Park, C.J.;Kim, Jae-Joo
    • 대한산업공학회지
    • /
    • 제4권1호
    • /
    • pp.29-32
    • /
    • 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.

  • PDF

A NOTE ON LATTICE DISTRIBUTIONS ON THE TORUS

  • Park, Chong-Jin;Lee, Kyu-Seok
    • Journal of the Korean Statistical Society
    • /
    • 제32권1호
    • /
    • pp.21-24
    • /
    • 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
    • /
    • 제32권3호
    • /
    • pp.289-298
    • /
    • 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.

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

  • 유정상;황의철
    • 산업경영시스템학회지
    • /
    • 제15권25호
    • /
    • pp.75-82
    • /
    • 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.

  • PDF