• International Journal of Reliability and Applications
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• v.7 no.1
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• pp.13-25
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• 2006

A new class of life distributions is studied. This class is defined based on comparing the residual life time to the whole life in the moment generating function order giving 'the new better than used in the moment generating function order ageing class $(NBU_{mgf})$'. Fundamental properties of this class are given including some closure properties and characterizations. Finally, we consider new results about comparisons of age and block replacement policies when the underlying distribution belongs to $NBU_{mgf}$ aging classes.

• International Journal of Reliability and Applications
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• v.5 no.4
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• pp.155-162
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• 2004

A new class of life distributions is studied. This class is defined based on comparing the residual life to the whole life in the moment generating function order giving "the new better than used in the moment generating function order ageing class ($NBU_{mgf}$)". Some new results of this class are given including some closere properties and characterizations. Finally testing exponentially against the $NBU_{mgf}$ class is also addressed.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.48 no.8
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• pp.1-6
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• 2011

In this paper, another analytical approach for dual-hop amplify-and-forward(AF) relay systems is proposed over Rayleigh fading channels. Previous approaches derived the moment generating function(MGF) by using the cumulative distribution function(CDF) or probability density function(PDF) of the received signal-to-noise ratio(SNR) for source-relay-destination(S-R-D) link. Then, the average symbol error rate is expressed based on derived MGFs. In this paper, another new approach is proposed. It means that the MGF is directly derived by utilizing PDFs of both source-relay(S-R) and relay-destination(R-D) links. Additionary, the newly derived MGF is compared and analyzed with previous ones. Furthermore, simulation results are presented to validate the accuracy of proposed analytical expression. Based on this, it is confirmed that the proposed analytical approach can be a another solution for dual-hop AF relay systems.

• International Journal of Reliability and Applications
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• v.13 no.2
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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.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.49 no.4
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• pp.1-8
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• 2012

This paper presents a method for obtaining an exact average symbol error rate (ASER) of M-ary Phase Shift Keying (MPSK) for opportunistic amplify-and-forward (OAF) relay systems over Rayleigh fading channels. This is based on the relay selection probability when a relay is selected as the best one with respect to the received signal-to-noise ratio. We then derive the modified moment generating function (MGF) for OAF relay systems by taking the given relay selection probability into consideration. Based on the modified MGF, we derive the exact ASER which accurately explicates OAF relay system characteristics. Our results confirm that the derived ASER provides a tight upper bound for OAF relay systems.

• International Journal of Reliability and Applications
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• v.17 no.2
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• pp.107-119
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• 2016

A new concept of aging classes namely new better (worse) than used at age $t_0$ in moment generating function order, $NBU_{mgf}-t_0$ ($NWU_{mgf}-t_0$) is introduced. For the classes $NBU_{mgf}-t_0$ ($NWU_{mgf}-t_0$), preservation under convolution, mixture, mixing and the homogeneous Poisson shock model are studied. In the sequel, nonparametric test is proposed, the asymptotic normality of the class is established and the asymptotic null variance is estimated. The percentiles and powers of this test are tabulated. The asymptotic efficiencies for some alternatives distributions are derived. Finally sets of real data are used as examples to elucidate the use of the proposed test in practical application.

• Journal of Internet Computing and Services
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• v.25 no.2
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• pp.93-99
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• 2024

In this paper, we derive the Partial Differential Bond Price Equation (PDBPE) by using Ito's Lemma to determine the pricing of bond on term-structure of interest rate (TSIR) model with jump. From PDBPE, the Maclaurin series (MS) and the moment-generating function (MGF) for the exponential function are used to obtain a numerical solution (NS) of the bond prices. And an algorithm for determining bond prices using Monte Carlo Simulation (MCS) techniques is proposed, and the pricing of bond is determined through the simulation process. Comparing the results of the implementation of the above two pricing methods, the relative error (RE) is obtained, which means the ratio of NS and MCS. From the results, we can confirm that the RE is less than around 2.2%, which means that the pricing of bond can be predicted very accurately using the proposed algorithms as well as numerical analysis. Moreover, it was confirmed that the bond price obtained using the MS has a relatively smaller error than the pricing of bond obtained by using the MGF.

• Journal of Communications and Networks
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• v.11 no.3
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• pp.240-247
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• 2009

The results of performance analysis by adopting the channel scenarios characterized as Weibull fading for an multicarrierdirect sequence-coded division multiple access (MC-DS-CDMA) system are proposed in this investigation. On the other hand, an approximate simple expression with the criterion of bit error rate (BER) versus signal-to-noise ratio (SNR) method is derived for an MC-DS-CDMA system combining with maximal ratio combining (MRC) diversity based on the moment generating function (MGF) formula of Weibull statistics, and it associates with an alternative expression of Gaussian Q-function. Besides, the other point of view on the BER performance evaluation of an MC-DS-CDMA system is not only the assumption of both single-user and multi-user cases applied, but the phenomena of partial band interference (PBI) is also included. Moreover, in order to validate the accuracy in the derived formulas, some of the system parameters, such as Weibull fading parameter (${\beta}$), user number (K), spreading chip number (N), branch number (L), and the PBI (JSR) values, etc., are compared with each other in the numerical results. To the best of author's knowledge, it is a brand new idea which proposes the evaluation of the system performance for an MC-DS-CDMA system over the point of view with Weibull fading channel.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.31 no.7A
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• pp.689-695
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• 2006

This paper focuses on the accurate performance evaluation of cooperative diversity technique with imperfect channel estimates. The channel environment for simulations and performance evaluation is supposed to be the slowly time-varying Rayleigh fading channel. The framework of the performance evaluation is based on the Moment Generating Function(MGF) approach. To apply the effect of this channel estimation error into the performance evaluation, we import an useful Gaussian approximation in formulating the effective noise component and the additive noise. The average BER performance of cooperative diversity with M-PSK and M-QAM is computed as a function of the ratio of the signal to the effective noise based on the approximation. The verification of computed performance is provided with simulations. The evaluated performance matches up to simulation results even in a low SNR region.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.12 no.20
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• pp.71-76
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• 1989

In this paper, GERT network in modeled to improve the network of manufacturing process with feedback loop. A lot of Information on the GERT network can be derived from the equivalent W-function and MGF(moment generating function) using Mason's rule. These equations are used in calculating the variations of the performance measure and in improving the system performance. System improvement in manufacturing process is achieved by increasing the equivalent probabilities of each branches and by decreasing the expected equivalent time.