• Proceedings of the IEEK Conference
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• 2008.06a
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• pp.155-156
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• 2008

This paper provides a general and compact expression for the probability density function (pdf) and the moment-generating function (MGF) of the maximal ratio combiner output over Rayleigh fading channels. It is then used to derive closed form expression outage probability for repetition code problem. A variety of simulations is performed and shows that they match exactly with analytic ones.

• Korean Journal of Construction Engineering and Management
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• v.6 no.1 s.23
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• pp.49-57
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• 2005

Construction labor productivity, which is the greatest source of variation in overall construction productivity, is the critical factor for determining the project performance in terms of time and cost, especially during scheduled overtime when extra time and cost are invested. The objective of this research is to select an appropriate type of probability distribution function representing the variability of daily labor productivity during overtime. Based on the results of statistical data analysis of labor performance during different weekly work hours, lognormal distribution is selected in order to take advantage of easiness of generating correlated random numbers. The selected lognormal distribution can be used for development of a simulation model in construction scheduling, cost analysis, and other applications areas where representation of the correlations between variables are essential.

• 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.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1995.10a
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• pp.1186-1190
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• 1995

This paper is focused on the formulation of explicit closed-form functions describing the performance measures of the general flexible manufacturing system (FMS)according to the strategy of material handling system(MHS). the performance measures such as the production rate, the production lead-time and the utilization rate of the general FMS are expressed, respectively, as the explicit closed-form functions of the part processing time, the service rate of the material handling system (MHS) and the number of machine tools in the FMS. For this, the gensral FMS is presented as a generalized stochastic Petri net model, then, the moment generating function (MGF) based approach is applied to obtain the steady-state probabity formulation. Based on the steady-state formulation, the explicit closed-form functions for performance measures of the probability FMS can be obtained. Finally, the analytical results are compared with the Petri net simulation results to verify the validity of the suggested method. The paper is of significance in the sense that it provides a comprehensive formula for performance measures of the FMS even to the industry engineers and academic reademic resuarchers who have no background on Markov chain analysis method or Petrinet modeling

• 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.

• School Mathematics
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• v.17 no.2
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• pp.241-255
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• 2015

The purpose of this study is to analyze teachers' understanding on generating random number in Monte Carlo simulation and to provide educational implications in school practice. The results showed that the 70% of the teachers selected wrong ideas from three types for random-number as strategies for problem solving a probability problem and also they make some errors to justify their opinion. The first kind of the errors was that the probability of a point or boundary was equal to the value of the probability density function in the continuous probability distribution. The second kind of the errors was that the teachers failed to recognize that the sample space has been changed by conditional probability. The third kind of the errors was that when two random variables X, Y are independence of each other, then only, joint probability distribution is satisfied $P(X=x,\;Y=y)=p(X=x){\times}P(Y=y{\mid}X=x)$.

• Bulletin of the Korean Mathematical Society
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• v.48 no.2
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• pp.325-334
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• 2011

In this paper we consider the discrete time delayed renewal risk model. We investigate what will happen when the distribution function of the discounted proper deficit is asymptotic in the initial surplus. In doing this we establish several lemmas regarding some related ruin quantities in the discrete time delayed renewal risk model, which are of significance on their own right.

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.101-113
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• 2002

In this paper we introduce a new score generating (unction for the rank regression in the linear regression model. The score function compares the $\gamma$'th and s\`th power of the tail probabilities of the underlying probability distribution. We show that the rank estimate asymptotically converges to a multivariate normal. further we derive the asymptotic Pitman relative efficiencies and the most efficient values of $\gamma$ and s under the symmetric distribution such as uniform, normal, cauchy and double exponential distributions and the asymmetric distribution such as exponential and lognormal distributions respectively.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.11A
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• pp.1053-1062
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• 2008

This paper provides a general and compact expression for the probability density function (pdf) and the moment-generating function (MGF) of the maximal ratio combiner output over Rayleigh fading channels. It is then used to derive closed form expression bit error rate (BER) for M-PSK, M-PAM and M-QAM, respectively. A variety of simulations is performed and shows that they match exactly with analytic ones.

• Journal of KIISE:Software and Applications
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• v.37 no.8
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• pp.591-598
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• 2010

In this study, we propose a new method for generating candidate solutions based on the Cauchy probability distribution in order to complement the shortcoming of the solutions generated by the normal distribution. The Cauchy probability distribution has infinite mean and variance, and it has rather large probability in the tail region relative to the normal distribution. Thus, the Cauchy distribution can yield higher probabilities of generating candidate solutions of large-varied variables, which in turn has an advantage of searching wider area of variable space. In order to compare and analyze the performance of the proposed method against the conventional method, we carried out an experiment using benchmarking problems of real valued function. From the result of the experiment, we found that the proposed method based on the Cauchy distribution outperformed the conventional one for all benchmarking problems, and verified its superiority by the statistical hypothesis test.