• Journal of the Korean Data and Information Science Society
• /
• 제21권1호
• /
• pp.155-162
• /
• 2010

In this paper we propose a doubly penalized kernel method which estimates both the mean function and the variance function simultaneously by kernel machines for heteroscedastic autoregressive data. We also present the model selection method which employs the cross validation techniques for choosing the hyper-parameters which aect the performance of proposed method. Simulated examples are provided to indicate the usefulness of proposed method for the estimation of mean and variance functions.

• 대한수학회보
• /
• 제46권4호
• /
• pp.673-689
• /
• 2009

We analyze $MAP_1,\;MAP_2$/G/1 finite queues with service scheduling function dependent upon queue lengths. The customers are classified into two types. The arrivals of customers are assumed to be the Markovian Arrival Processes (MAPs). The service order of customers in each buffer is determined by a service scheduling function dependent upon queue lengths. Methods of embedded Markov chain and supplementary variable give us information for queue length of two buffers. Finally, the performance measures such as loss probability and mean waiting time are derived. Some numerical examples also are given with applications in telecommunication networks.

• 응용통계연구
• /
• 제27권3호
• /
• pp.419-430
• /
• 2014

전력수급의 정확한 예측은 국민들의 일상적 생활 유지, 산업활동, 그리고 국가경영을 위하여 매우 중요하다. 본 연구에서는 시계열모형화에 의해 전력판매량을 예측한다. 실제 자료분석을 통하여 입력시계열로서 냉난방도일과 개입변수로 펄스함수를 사용한 전이함수모형이 다른 시계열모형에 비해서 제곱근평균제곱오차 및 평균절대오차의 의미에서 더 우수하였다.

• 대한전기학회:학술대회논문집
• /
• 대한전기학회 2001년도 학술대회 논문집 전문대학교육위원
• /
• pp.76-79
• /
• 2001

Energy distribution function in $SiH_4$ has been analysed over the E/N range $0.5{\sim}300Td$ and Pressure value 0.5, 1.0, 2.5 Torr by a two-term approximation Boltzmann equation method and by a Monte Carlo simulation. The motion has been calculated to give swarm parameters for the electron drift velocity, diffusion coefficient, electron ionization, mean energy and the electron energy distribution function. The electron energy distribution function has been analysed in $SiH_4$ at E/N=30, 50Td for a case of the equilibrium region in the mean electron energy and respective set of electron collision cross sections.

• International Journal of Reliability and Applications
• /
• 제8권1호
• /
• pp.83-94
• /
• 2007

In this paper, we consider a standby redundant structure with a function of switchover processing which may not be not perfect. The switchover processing is governed by a control module whose failure may cause the failure of the whole system. The parameters measuring such an effect of failure of the control module is included in our reliability model. We compute several reliability measures such as reliability function, failure rate, MTBF, mean residual life function, and the steady state availability. We also compare a single unit structure and the redundant structure with regard to those reliability measures. An example is given to illustrate our results.

• International Journal of Reliability and Applications
• /
• 제14권1호
• /
• pp.27-39
• /
• 2013

In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

• Journal of the Korean Data and Information Science Society
• /
• 제25권3호
• /
• pp.685-696
• /
• 2014

In this paper, we develop Bayesian inference of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation in the presence of auxiliary information under the balanced loss function. We compare the performance of the optimal Bayes estimator under the balanced loss function with ones of the classical ratio estimator and the usual Bayes estimator in terms of the posterior expected losses, risks and Bayes risks.

• Journal of the Korean Statistical Society
• /
• 제22권2호
• /
• pp.235-247
• /
• 1993

The predictive density function of a potential future observation and its first four moments are obtained in this paper to study the effects of a non-normal prior of the unknown mean of a normal population. The derived predictive density function is modified to study changes in utility curves, used to choose the optimum treatment from a given set of treatments, at a given level of stimulus due to slight deviations from normality of the prior distribution. Numerical illustrations are provided to exhibit some effectsl.

• Journal of applied mathematics & informatics
• /
• 제9권2호
• /
• pp.761-769
• /
• 2002

Due to the large scale application of software systems, software reliability plays an important role in software developments. In this paper, a software reliability growth model (SRGM) is proposed. The testing time on the right is truncated in this model. The instantaneous failure rate, mean-value function, error detection rate, reliability of the software, estimation of parameters and the simple applications of this model are discussed .

• 대한수학회보
• /
• 제49권6호
• /
• pp.1303-1310
• /
• 2012

Let $p$ > 2 be a prime, and let $k{\geq}1$ be an integer. Let ${\chi}$ be a Dirichlet character modulo $p$, and let $L(s,{\chi})$ be the Dirichlet L-function corresponding to ${\chi}$. In this paper we consider the mean values of $$\sum_{{\chi}\;mod\;p\\{\chi}(-1)=-1}{\chi}(2^k)|L(1,\chi)|^2$$.