• International Journal of Reliability and Applications
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• 제16권2호
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• pp.81-98
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• 2015

The Exponentiated Gamma (EG) distribution is one of the important families of distributions in lifetime tests. In this paper, a new generalized version of this distribution which is called kumaraswamy Exponentiated Gamma (KEG) distribution is introduced. A new distribution is more flexible and has some interesting properties. A comprehensive mathematical treatment of the KEG distribution is provided. We derive the $r^{th}$ moment and moment generating function of this distribution. Moreover, we discuss the maximum likelihood estimation of the distribution parameters. Finally, an application to real data sets is illustrated.

• Communications for Statistical Applications and Methods
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• 제24권4호
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• pp.353-365
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• 2017

In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

• 한국지진공학회논문집
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• 제20권1호
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• pp.45-54
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• 2016

This study suggests a prediction model of ground motion spectral shape considering characteristics of earthquake records in Korea. Based on the Graizer and Kalkan's prediction procedure, a spectral shape model is defined as a continuous function of period in order to improve the complex problems of the conventional models. The approximate spectral shape function is then developed with parameters such as moment magnitude, fault distance, and average shear velocity of independent variables. This paper finally determines estimator coefficients of subfunctions which explain the corelation among the independent variables using the nonlinear optimization. As a result of generating the prediction model of ground motion spectral shape, the ground motion spectral shape well estimates the response spectrum of earthquake recordings in Korea.

• Communications for Statistical Applications and Methods
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• 제27권3호
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• pp.377-383
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• 2020

The likelihood-based inference in a nonlinear generalized mixed model often requires computing moments of truncated multivariate normal random variables. Many methods have been proposed for the computation using a recurrence relation or the moment generating function; however, these methods rely on high dimensional numerical integrations. The numerical method is known to be inefficient for high dimensional integral in accuracy. Besides the accuracy, the methods demand too much computing time to use them in practical analyses. In this note, a moment calculation method is proposed under an assumption of a certain covariance structure that occurred mostly in generalized mixed models. The method needs only low dimensional numerical integrations.

• International Journal of Reliability and Applications
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• 제13권2호
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• pp.57-69
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• 2012

Our goal in this paper is to establish inequalities for the moments of new better than used in the moment generating function class ($NBU_{mgf}$). Using these inequalities we propose a new test for exponentiality versus $NBU_{mgf}$ class. Pitman's asymptotic relative efficiency, power and critical values of this test are calculated to assess the performance of the test. We proposed also a new test for exponentiality versus $NBU_{mgf}$ in the right censored data. Sets of real data are used as an example to elucidate the use of the proposed test for practical problems.

• 한국통신학회논문지
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• 제31권7A호
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• pp.689-695
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• 2006

본 논문에서는 부정확한 채널 추정이 존재하는 상황에서 고차 변조 방식을 포함한 공조 다이버시티 기법의 정확한 비트 에러율 성능을 유도한다. 실험 및 성능 분석 시 채널 환경은 저속 시변 레일리 페이딩 환경을 가정한다. 기본적인 동조 다이버시티의 성능 유도 방식은 Moment Generating Function(MGF)를 이용하여 성능을 구하는 방법을 적용한다. 또한, 본 논문에서는 유용한 채널 추정의 영향을 성능 유도에 적용하기 위하여 기존의 유용한 가우시안 근사화 방식을 사용, 실효 잡음 (effective noise} 성분 및 부가 잡음을 정형화한다. 이 근사화 기법에 근거하여 M-QAM 및 M-PSK을 사용하는 공조 다이버시티에서의 평균 비트 오차율 성능은 신호 대 실효 잡음비의 함수로 계산된다. 모의 실험을 통한 검증 결과, 유도된 성능은 낮은 신호 대 잡음비 구간을 포함한 거의 모든 구간에서 높은 정확도를 갖는 것으로 판명되었다.

• 인터넷정보학회논문지
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• 제25권2호
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• pp.93-99
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• 2024

본 논문에서는 점프 항을 포함하는 이자율 기간구조 모형의 채권 가격을 결정하기 위하여 이토의 보조정리(Ito's Lemma)를 적용하여 채권가격편미분방정식(Partial Differential Bond Price Equation; PDBPE)을 유도한다. PDBPE으로부터, 지수함수에 대한 매클로린 급수 (Maclaurin series; MS)와 적률생성함수(moment-generating function; MGF)를 이용하여 채권 가격의 수치해(Numerical Solution; NS)를 구한다. 그리고 몬테 카르로 시뮬레이션(Monte Carlo Simulation; MCS) 기법을 이용하여 채권의 가격을 결정하기 위한 알고리즘을 제안하고, 시뮬레이션 과정을 통하여 채권의 가격을 결정한다. 수치적 분석을 이용한 채권 가격의 NS와 MCS를 이용하여 얻은 채권 가격의 결과를 비교하기 위하여, NS의 값과 MCS의 값의 비율인 상대오차(Relative Error; RE)를 구한다. 이로부터 얻은 RE가 약 2.2%보다 작음을 확인할 수 있고, 이것은 수치적 분석뿐만 아니라 제안한 알고리즘을 이용해도 채권의 가격을 매우 정확하게 예측할 수 있음을 의미한다. 또한, 지수함수에 대한 MS를 이용하여 얻은 채권 가격의 NS가 MGF를 적용하여 구한 채권 가격의 NS보다 상대적으로 오차가 작다는 것을 확인할 수 있다.

• Journal of the Korean Statistical Society
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• 제10권
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• pp.97-104
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• 1981

It is shown that a lattice distribution defined on a set of n lattice points $L(n,\delta) = {\delta,\delta+1,...,\delta+n-1}$ is a distribution induced from the distribution of convolution of independently and identically distributed (i.i.d.) uniform [0,1] random variables. Also the m-th moment of the lattice distribution is obtained in a quite different approach from Park and Chung (1978). It is verified that the distribution of the sum of n i.i.d. uniform [0,1] random variables is completely determined by the lattice distribution on $L(n,\delta)$ and the uniform distribution on [0,1]. The factorial mement generating function, factorial moments, and moments are also obtained.

• Journal of the Korean Statistical Society
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• 제11권2호
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• pp.88-93
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• 1982

A local limit theorem for large deviations for the i.i.d. random variables was given by Richter (1957), who used the saddle point method of complex variables to prove it. In this paper we give an alternative form of local limit theorem for large deviations for the i.i.d. random variables which is essentially equivalent to that of Richter. We prove the theorem by more direct and heuristic method under a rather simple condition on the moment generating function (m.g.f.). The theorem is proved without assuming that $E(X_i)=0$.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2008년도 하계종합학술대회
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• pp.213-214
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• 2008

In this paper, we analyze the performance of a cooperative communication wireless network over independent and identically distributed (IID) Nakagami-m fading channels. A simple transmission scheme is considered where the relay is operating in amplify-forward (AF) mode. A closed-form expression for symbol error rate (SER) is obtained using the moment generating function (MGF) of the total signal to noise ratio (SNR) of the transmitted signal with binary phase shift keying (BPSK).