• 제목/요약/키워드: limiting distribution

검색결과 400건 처리시간 0.023초

Error Rate for the Limiting Poisson-power Function Distribution

  • Joo-Hwan Kim
    • Communications for Statistical Applications and Methods
    • /
    • 제3권1호
    • /
    • pp.243-255
    • /
    • 1996
  • The number of neutron signals from a neutral particle beam(NPB) at the detector, without any errors, obeys Poisson distribution, Under two assumptions that NPB scattering distribution and aiming errors have a circular Gaussian distribution respectively, an exact probability distribution of signals becomes a Poisson-power function distribution. In this paper, we show that the error rate in simple hypothesis testing for the limiting Poisson-power function distribution is not zero. That is, the limit of ${\alpha}+{\beta}$ is zero when Poisson parameter$\kappa\rightarro\infty$, but this limit is not zero (i.e., $\rho\ell$>0)for the Poisson-power function distribution. We also give optimal decision algorithms for a specified error rate.

  • PDF

A Note on the Chi-Square Test for Multivariate Normality Based on the Sample Mahalanobis Distances

  • Park, Cheolyong
    • Journal of the Korean Statistical Society
    • /
    • 제28권4호
    • /
    • pp.479-488
    • /
    • 1999
  • Moore and Stubblebine(1981) suggested a chi-square test for multivariate normality based on cell counts calculated from the sample Mahalanobis distances. They derived the limiting distribution of the test statistic only when equiprobable cells are employed. Using conditional limit theorems, we derive the limiting distribution of the statistic as well as the asymptotic normality of the cell counts. These distributions are valid even when equiprobable cells are not employed. We finally apply this method to a real data set.

  • PDF

A Test for Multivariate Normality Focused on Elliptical Symmetry Using Mahalanobis Distances

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권4호
    • /
    • pp.1191-1200
    • /
    • 2006
  • A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.

  • PDF

The Virtual Waiting Time of the M/G/1 Queue with Customers of n Types of Impatience

  • Bae Jongho
    • 한국통계학회:학술대회논문집
    • /
    • 한국통계학회 2004년도 학술발표논문집
    • /
    • pp.289-294
    • /
    • 2004
  • We consider M/G/1 queue in which the customers are classified into n+1 classes by their impatience time. First, we analyze the model of two types of customers; one is the customer with constant impatience duration k and the other is patient customer. The expected busy period of the server and the limiting distribution of the virtual waiting time process are obtained. Then, the model is generalized to the one in which there are classes of customers according to their impatience duration.

  • PDF

ON THE GOODNESS OF FIT TEST FOR DISCRETELY OBSERVED SAMPLE FROM DIFFUSION PROCESSES: DIVERGENCE MEASURE APPROACH

  • Lee, Sang-Yeol
    • 대한수학회지
    • /
    • 제47권6호
    • /
    • pp.1137-1146
    • /
    • 2010
  • In this paper, we study the divergence based goodness of fit test for partially observed sample from diffusion processes. In order to derive the limiting distribution of the test, we study the asymptotic behavior of the residual empirical process based on the observed sample. It is shown that the residual empirical process converges weakly to a Brownian bridge and the associated phi-divergence test has a chi-square limiting null distribution.

A Test for Multivariate Normality Focused on Elliptical Symmetry Using Mahalanobis Distances

  • 박철용
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 한국데이터정보과학회 2006년도 PROCEEDINGS OF JOINT CONFERENCEOF KDISS AND KDAS
    • /
    • pp.203-212
    • /
    • 2006
  • A chi-squared test of multivariate normality is suggested which is mainly focused on detecting deviations from elliptical symmetry. This test uses Mahalanobis distances of observations to have some power for deviations from multivariate normality. We derive the limiting distribution of the test statistic by a conditional limit theorem. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under two non-normal distributions.

  • PDF

A Simple Chi-squared Test of Multivariate Normality Based on the Spherical Data

  • Park, Cheolyong
    • Communications for Statistical Applications and Methods
    • /
    • 제8권1호
    • /
    • pp.117-126
    • /
    • 2001
  • We provide a simple chi-squared test of multivariate normality based on rectangular cells on the spherical data. This test is simple since it is a direct extension of the univariate chi-squared test to multivariate case and the expected cell counts are easily computed. We derive the limiting distribution of the chi-squared statistic via the conditional limit theorems. We study the accuracy in finite samples of the limiting distribution and then compare the poser of our test with those of other popular tests in an application to a real data.

  • PDF

ON THE LIMITING DISTRIBUTION FOR ESTIMATE OF PROCESS CAPABILITY INDEX

  • Park, Hyo-Il;Cho, Joong-Jae
    • Journal of the Korean Statistical Society
    • /
    • 제36권4호
    • /
    • pp.471-477
    • /
    • 2007
  • In this paper, we provide a new proof to correct the asymptotic normality for the estimate $\hat{C}_{pmk}\;of\;C_{pmk}$, which is one of the well-known definitions of the process capability index. Also we comment briefly on the correction of the limiting distribution for $\hat{C}_{pmk}$ and on the use of re-sampling methods for the inference of $C_{pmk}$. Finally we discuss the concept of asymptotic unbiasedness.

A Simultaneous Test for Multivariate Normality and Independence with Application to Univariate Residuals

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권1호
    • /
    • pp.115-122
    • /
    • 2006
  • A test is suggested for detecting deviations from both multivariate normality and independence. This test can be used for assessing the normality and independence of univariate time series residuals. We derive the limiting distribution of the test statistic and a simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we apply our method to a real data of time series.

  • PDF

배전계통 위치별 초전도전류제한기 적용효과 분석

  • 임성훈;황종선;한병성
    • 한국전기전자재료학회:학술대회논문집
    • /
    • 한국전기전자재료학회 2009년도 추계학술대회 논문집
    • /
    • pp.213-213
    • /
    • 2009
  • In this paper, we investigated the current limiting characteristics due to the application location of the superconducting fault current limiter (SFCL) such as the feeder, the bus, the secondary side of transformer in a power distribution system. In addition, the quench and the recovery characteristics of the SFCL installed in each location of the power distribution system were compared each other. Through the analysis, in case that the SFCL was applied into the feeder line, its current limiting and voltage-drop compensating characteristics were confirmed to be the more effective. On the other hand, the power burden of the SFCL was increased higher compared to the SFCL'S other application location.

  • PDF