• 제목/요약/키워드: negative exponential

검색결과 158건 처리시간 0.023초

일원배열 가산자료에서의 처리효과 비교 (Analysis of counts in the one-way layout)

  • 이선호
    • 응용통계연구
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    • 제10권1호
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    • pp.105-119
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    • 1997
  • 일원배열형태의 가산 자료집합에서 각 군의 평균을 이용하여 처리효과를 비교할 수 있다. Barnwal과 Paul(1988)은 각 군의 산포모수가 같다는 가정 아래에서 처리에 따른 차이를 검정하는 우도검정통계량과 $C(\alpha)$ 통계량을 유도하였는데 본 연구에서는 이러한 가정이 만족되지 않아도 검정할 수 있도록 통계량을 일반화하였다. 또한 음이항분포 대신 Efron(1986)의 이중지수계 포아송 모형을 도입하여 새로운 통계량을 제시하였다. 모의실험을 통해 이중지수계 포아송 모형으로부터 유도된 $C(\alpha)$ 통계량이 어느 경우에나 적합함을 밝혔다.

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The Proportional Likelihood Ratio Order for Lindley Distribution

  • Jarrahiferiz, J.;Mohtashami Borzadaran, G.R.;Rezaei Roknabadi, A.H.
    • Communications for Statistical Applications and Methods
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    • 제18권4호
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    • pp.485-493
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    • 2011
  • The proportional likelihood ratio order is an extension of the likelihood ratio order for the non-negative absolutely continuous random variables. In addition, the Lindley distribution has been over looked as a mixture of two exponential distributions due to the popularity of the exponential distribution. In this paper, we first recalled the above concepts and then obtained various properties of the Lindley distribution due to the proportional likelihood ratio order. These results are more general than the likelihood ratio ordering aspects related to this distribution. Finally, we discussed the proportional likelihood ratio ordering in view of the weighted version of the Lindley distribution.

An Exponential GARCH Approach to the Effect of Impulsiveness of Euro on Indian Stock Market

  • Sahadudheen, I
    • The Journal of Asian Finance, Economics and Business
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    • 제2권3호
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    • pp.17-22
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    • 2015
  • This paper examines the effect of impulsiveness of euro on Indian stock market. In order to examine the problem, we select rupee-euro exchange rates and S&P CNX NIFTY and BSE30 SENSEX to represent stock price. We select euro as it considered as second most widely used currency at the international level after dollar. The data are collected a daily basis over a period of 3-Apr-2007 to 30-Mar-2012. The statistical and time series properties of each and every variable have examined using the conventional unit root such as ADF and PP test. Adopting a generalized autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) model, the study suggests a negative relationship between exchange rate and stock prices in India. Even though India is a major trade partner of European Union, the study couldn't find any significant statistical effect of fluctuations in Euro-rupee exchange rates on stock prices. The study also reveals that shocks to exchange rate have symmetric effect on stock prices and exchange rate fluctuations have permanent effects on stock price volatility in India.

Stochastic Duels with Multiple Hits, and Fixed Duel Time

  • Kwon, Tai-Young;Bai, Do-Sun
    • 한국국방경영분석학회지
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    • 제6권2호
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    • pp.69-88
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    • 1980
  • A stochastic fundamental duel with continous interfiring times is considered for including the kill effect of multiple hits and fixed duel time. Two alternatives, 'vital hit' and 'damage coefficient' approaches, are developed. Since a large quantity of ammunition is consumed when a sure kill is obtained through repetitive multiple hits, limitation of initial ammunition supply is included in the stochastic duel models with multiple hits and fixed duel time. General solutions are obtained and examples with negative exponential interfiring times and geometric ammunition supply are given.

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전투시간(戰鬪時間)의 제한성(制限性)을 고려(考慮)한 다수(多數) 대(對) 다수(多數) 전투모형(戰鬪模型) (Stochastic Combats with Time Limitation)

  • 배도선;권태영
    • 대한산업공학회지
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    • 제5권2호
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    • pp.2-7
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    • 1979
  • The fundamental stochastic duel of Williams and Ancker is combined with the probabilistic linear, square and mixed laws of Brown and Smith when the battle time is limited and interfiring times are continuous. The Probability of a given side's winnig or a draw is derived in a recursive equation with Laplace transforms. Examples with negative exponential firing times are given. In linear law an exact closed form solution is obtained, whereas for square and mixed laws only square ($2{\times}2$) duels are considered.

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배양액에서의 유기물분해와 식물군락에서의 낙엽분해에 관한 모델 (Decomposition Models of the Organic Matters in Cultural Media and the Litters in Forest)

  • 이웅상;장남기
    • 아시안잔디학회지
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    • 제9권2호
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    • pp.119-129
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    • 1995
  • Decomposition rates of glucose, starch, spinach leaves and litters in forests are calculated by equation dC dt=-kC(Co-1nC), dC- dt=$-kC^2$, and Olson's negative exponential decay model.dC dt = - kC =-kC(Co - InC) showed a very close fit to decomposition of the organic matters in cultural media by purified microorganisms and dC dt=$-kC^2$ to decomposition of the litters in forests. Key words: Organic matters, Cultural media, Glucose, Starch, Leaves, Litters.

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Eigenstructure-Based Robust Stability Criterion for Linear Time-Varying Systems

  • Lee, Ho-Chul;Park, Jae-Weon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2002년도 ICCAS
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    • pp.44.3-44
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    • 2002
  • Stability robustness of a linear time-varying system with time-varying structured state space uncertainties is considered by using extended-mean theorem and Bellman's lemma. The extended-mean theorem is a necessary and sufficient exponential stability criterion based on the recently developed PD-eigenvalue and PD-eigenvector for a linear time-varying system. Our new result required that the extended-mean of each nominal PD-eigenvalue should be negative real which is determined by a norm involving the structures of the uncertainty and the no...

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시스템 신뢰성(信賴性)의 최적추정(最適推定) (On Optimal Estimates of System Reliability)

  • 김재주
    • 품질경영학회지
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    • 제7권2호
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    • pp.7-10
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    • 1979
  • In this paper the Rao-Blackwell and Lehmann-$Scheff{\acute{e}}$ Theorem are used to drive the minimum variance unbiased estimators of system reliability for a number of distributions when a system consists of n Components whose random life times are assumed to be independent and identically distributed. For the case of a negative exponential life time, we obtain the maximum likelihood estimator of the system reliability and compair it with minimum variance unbiased estimator of the system reliability.

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칼라 센서를 이용한 사과와 토마토의 색상 판정 (Evaluation of Surface Color of Apples and Tomatoes by Using Color Sensors)

  • 배영환;주철
    • Journal of Biosystems Engineering
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    • 제18권4호
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    • pp.382-389
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    • 1993
  • In this research, the surface color of 'Fuji' apples and tomatoes were measured by using Sharp PD 151 semiconductor color sensors. The measurements were compared with color-difference-meter readings and with visual sensory test scores. A negative exponential function was developed which describe the relationship between the dominant wavelength of the surface color of 'Fuji' apples and the ratio of the photoelectric currents of the color sensor. Also a linear relationship was found for the surface color of tomatoes and the color sensor output. There were good correlations between the visual test scores and the color sensor output for both 'Fuji' apples and tomatoes.

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확산 은하 복사광에 대한 평면 평행 모델 (A PLANE-PARALLEL MODEL OF THE DIFFUSE GALACTIC LIGHT)

  • 선광일
    • 천문학논총
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    • 제24권1호
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    • pp.1-8
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    • 2009
  • A plane-parallel model of the diffuse Galactic light (DGL) is calculated assuming exponential disks of interstellar dust and OB stars, by solving exactly the radiative transfer equation using an iterative method. We perform a radiative transfer calculation for a model with generally accepted scale heights of stellar and dust distribution and compare the results with those of van de Hulst & de Jong for a constant slab model. We also find that the intensity extrapolated to zero dust optical depth has a negative value, against to the usual expectation.