• 제목/요약/키워드: limiting point

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Change-Point Estimation and Bootstrap Confidence Regions in Weibull Distribution

  • Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • 제28권3호
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    • pp.359-370
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    • 1999
  • We considered a change-point hazard rate model generalizing constant hazard rate model. This type of model is very popular in the sense that the Weibull and exponential distributions formulating survival time data are the special cases of it. Maximum likelihood estimation and the asymptotic properties such as the consistency and its limiting distribution of the change-point estimator were discussed. A parametric bootstrap method for finding confidence intervals of the unknown change-point was also suggested and the proposed method is explained through a practical example.

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CHANGE-POINT ESTIMATION WITH SAMPLE FOURIER COEFFICIENTS

  • 김재희
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 추계 학술발표회 논문집
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    • pp.109-114
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    • 2002
  • In this paper we propose a change-point estimator with left and right regressions using the sample Fourier coefficients on the orthonormal bases. The asymptotic properties of the proposed change-point estimator are established. The limiting distribution and the consistency of the estimator are derived.

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The Cluster Damage in a $extsc{k}th-Order$ Stationary Markov Chain

  • Yun, Seokhoon
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.235-251
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    • 1999
  • In this paper we examine extremal behavior of a $textsc{k}$th-order stationary Markov chain {X\ulcorner} by considering excesses over a high level which typically appear in clusters. Excesses over a high level within a cluster define a cluster damage, i.e., a normalized sum of all excesses within a cluster, and all excesses define a damage point process. Under some distributional assumptions for {X\ulcorner}, we prove convergence in distribution of the cluster damage and obtain a representation for the limiting cluster damage distribution which is well suited for simulation. We also derive formulas for the mean and the variance of the limiting cluster damage distribution. These results guarantee a compound Poisson limit for the damage point process, provided that it is strongly mixing.

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고온초전도 전류제한기의 초기사고전류 제한시점 분석 (Analysis of the Initial Fault Current Limiting Point of the SFCLs)

  • 박충렬;두호익;두승규;김용진;김민주;조용선;최효상;한병성
    • 한국전기전자재료학회:학술대회논문집
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    • 한국전기전자재료학회 2008년도 하계학술대회 논문집 Vol.9
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    • pp.292-292
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    • 2008
  • The superconducting fault current limiter(SFCL) can be used to limit fault current level in electrical transmission line and power system. Up to now, there are several kinds of SFCL that have proposed and it is expects that they will be applied to appropriated position considering their own properties; initial fault current limiting instant and the current limiting characteristics. In this paper, we investigated the initial fault current limiting instant and the amplitude of initial fault current in the resistive type, the flux-lock type, the flux-coupling type and the transformer type SFCL. Experiment results show that the initial fault current limiting instant and the amplitude of initial fault current of the SFCLs are dependant on the ratio of inductance of primary and secondary coils.

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Comparison of Change-point Estimators in Hazard Rate Models

  • Kim, Jaehee
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.753-763
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    • 2002
  • When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.

A Change-point Estimator with Unsymmetric Fourier Series

  • Kim, Jaehee
    • Journal of the Korean Statistical Society
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    • 제31권4호
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    • pp.533-543
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    • 2002
  • In this paper we propose a change-point estimator with left and right regressions using the sample Fourier coefficients on the orthonormal bases. The window size is different according to the data in the left side and in the right side at each point. The asymptotic properties of the proposed change-point estimator are established. The limiting distribution and the consistency of the estimator are derived.

Kinetics and Mechanism of the Pyridinolysis of S-Aryl Phenyl Phosphonochloridothioates in Acetonitrile

  • Adhikary, Keshab Kumar;Lumbiny, Bilkis Jahan;Lee, Hai-Whang
    • Bulletin of the Korean Chemical Society
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    • 제32권10호
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    • pp.3743-3747
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    • 2011
  • Kinetic studies on the reactions of Y-S-aryl phenyl phosphonochloridothioates with X-pyridines have been carried out in MeCN at $55.0^{\circ}C$. The Hammett and Bronsted plots for substituent X variations in the nucleophiles are biphasic concave upwards with a break point at X = H. The Hammett plots for substituent Y variations in the substrates are biphasic concave upwards with a break point at Y = H, and the sign of ${\rho}_Y$ is changed from unusual negative (${\rho}_Y$ < 0) with the weaker electrophiles to positive (${\rho}_Y$ > 0) with the stronger electrophiles. The stepwise mechanism is proposed on the basis of the ${\rho}_X$, ${\beta}_X$, and ${\rho}_{XY}$ values as follows: a ratelimiting leaving group departure from the intermediate involving a frontside attack and product-like TS for the stronger nucleophiles and weaker electrophiles; a rate-limiting leaving group departure from the intermediate involving a backside attack and product-like TS for the weaker nucleophiles and electrophiles; a rate-limiting bond formation involving a frontside attack for the stronger nucleophiles and electrophiles; a rate-limiting bond formation involving a backside attack for the weaker nucleophiles and stronger electrophiles. The substituent effects of X and Y on the pyridinolysis mechanisms of $R_1R_2P$(=S)Cl-type substrates are discussed.

THE MOTION OF POINT VORTEX DIPOLE ON THE ELLIPSOID OF REVOLUTION

  • Kim, Sun-Chul
    • 대한수학회보
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    • 제47권1호
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    • pp.73-79
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    • 2010
  • A pair of point vortices of the same strength but opposite sign is called a vortex dipole. We consider the limiting case where two vortices approach infinitely close while the ratio of the strength to the distance kept constant. The motion of such point vortex dipole on the ellipsoid of revolution is investigated geometrically to conclude that the trajectory draws a geodesic up to the leading order of perturbation, whose direction is determined by the initial orientation of the dipole. Related issues are also remarked.

THE STABILIZATION OF PROGRAM MOTIONS OF CONTROLLED NONLINEAR MECHANICAL SYSTEMS

  • Bezglasnyi, Sergey
    • Journal of applied mathematics & informatics
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    • 제14권1_2호
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    • pp.251-266
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    • 2004
  • We consider a controlled nonlinear mechanical system described by the Lagrange equations. We determine the control forces $Q_1$ and the restrictions for the perturbations $Q_2$ acting on the mechanical system which allow to guarantee the asymptotic stability of the program motion of the system. We solve the problem of stabilization by the direct Lyapunov's method and the method of limiting functions and systems. In this case we can use the Lyapunov's functions having nonpositive derivatives. The following examples are considered: stabilization of program motions of mathematical pendulum with moving point of suspension and stabilization of program motions of rigid body with fixed point.