• 제목/요약/키워드: random variable

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Note on Fuzzy Random Renewal Process and Renewal Rewards Process

  • Hong, Dug-Hun
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제9권3호
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    • pp.219-223
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    • 2009
  • Recently, Zhao et al. [Fuzzy Optimization and Decision Making (2007) 6, 279-295] characterized the interarrival times as fuzzy random variables and presented a fuzzy random elementary renewal theorem on the limit value of the expected renewal rate of the process in the fuzzy random renewal process. They also depicted both the interarrival times and rewards are depicted as fuzzy random variables and provided fuzzy random renewal reward theorem on the limit value of the long run expected reward per unit time in the fuzzy random renewal reward process. In this note, we simplify the proofs of two main results of the paper.

On the Almost Certain Rate of Convergence of Series of Independent Random Variables

  • Nam, Eun-Woo;Andrew Rosalsky
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.91-109
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    • 1995
  • The rate of convergence to a random variable S for an almost certainly convergent series $S_n = \sum^n_{j=1} X_j$ of independent random variables is studied in this paper. More specifically, when $S_n$ converges to S almost certainly, the tail series $T_n = \sum^{\infty}_{j=n} X_j$ is a well-defined sequence of random variable with $T_n \to 0$ a.c. Various sets of conditions are provided so that for a given numerical sequence $0 < b_n = o(1)$, the tail series strong law of large numbers $b^{-1}_n T_n \to 0$ a.c. holds. Moreover, these results are specialized to the case of the weighted i.i.d. random varialbes. Finally, example are provided and an open problem is posed.

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한글 음절의 초성, 중성, 종성 단위의 발생확률, 엔트로피 및 평균상호정보량 (Entropy and Average Mutual Information for a 'Choseong', a 'Jungseong', and a 'Jongseong' of a Korean Syllable)

  • 이재홍;오상현
    • 대한전자공학회논문지
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    • 제26권9호
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    • pp.1299-1307
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    • 1989
  • A Korean syllable is regarded as a random variable according to its probabilistic property in occurrence. A Korean syllable is divided into a 'choseong', a 'jungseong', and a 'jongseong' which are regarded as random variables. From the cumulative freaquency of a Korean syllable all possible joint probabilities and conditional probabilities are computed for the three ramdom variables. From the joint probabilities and the conditional probabilities all possible joint entropies and conditional entropies are computed for the three random varibles. Also all possible average mutual informations are calculated for the three random variables. Average mutual informatin between two random variables hss its biggest value between choseong and jungseong. Average mutual information between a random variable and other two random variables has its biggest value between jungseong and choseong-jongseong.

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함수의 연속과 연속확률변수 개념에 대한 교수·학습적 고찰 (Teaching and Learning of Continuous Functions and Continuous Random Variables)

  • 윤용식;이광상
    • 한국수학사학회지
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    • 제32권3호
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    • pp.135-155
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    • 2019
  • One of the reasons students have difficulty in studying probability is that they do not understand the meaning of mathematical terms precisely. One such term is a continuous random variable. Students tend not to think of the accurate definition of continuous random variables but to understand the definition of continuity of functions and the meaning of continuity in probability as equal. In this study, we try to explore the degree of pre-service teachers' understanding on the concept of continuation of functions and continuous random variables. To do this, the questionnaire items related to continuous random variables and continuity of functions were developed by experts and examined by pre-service teachers. Based on this, we make suggestions on implications for teaching and learning about continuous random variables.

변동하중하에서 고강도 알루미늄 합금의 피로수명 예측 (Fatigue Life Prediction for High Strength AI-alloy under Variable Amplitude Loading)

  • 심동석;김강범;김정규
    • 대한기계학회논문집A
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    • 제24권8호
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    • pp.2074-2082
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    • 2000
  • In this study, to investigate and to predict the crack growth behavior under variable amplitude loading, crack growth tests are conducted on 7075-T6 aluminum alloy. The loading wave forms are generated by normal random number generator. All wave forms have same average and RMS(root mean square) value, but different standard deviation, which is to vary the maximum load in each wave. The modified Forman's equation is used as crack growth equation. Using the retardation coefficient D defined in previous study, the load interaction effect is considered. The variability in crack growth process is described by the random variable Z which was obtained from crack growth tests under constant amplitude loading in previous work. From these, a statistical model is developed. The curves predicted by the proposed model well describe the crack growth behavior under variable amplitude loading and agree with experimental data. In addition, this model well predicts the variability in crack growth process under variable amplitude loading.

Variance estimation for distribution rate in stratified cluster sampling with missing values

  • Heo, Sunyeong
    • Journal of the Korean Data and Information Science Society
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    • 제28권2호
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    • pp.443-449
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    • 2017
  • Estimation of population proportion like the distribution rate of LED TV and the prevalence of a disease are often estimated based on survey sample data. Population proportion is generally considered as a special form of population mean. In complex sampling like stratified multistage sampling with unequal probability sampling, the denominator of mean may be random variable and it is estimated like ratio estimator. In this research, we examined the estimation of distribution rate based on stratified multistage sampling, and determined some numerical outcomes using stratified random sample data with about 25% of missing observations. In the data used for this research, the survey weight was determined by deterministic way. So, the weights are not random variable, and the population distribution rate and its variance estimator can be estimated like population mean estimation. When the weights are not random variable, if one estimates the variance of proportion estimator using ratio method, then the variances may be inflated. Therefore, in estimating variance for population proportion, we need to examine the structure of data and survey design before making any decision for estimation methods.

An importance sampling for a function of a multivariate random variable

  • Jae-Yeol Park;Hee-Geon Kang;Sunggon Kim
    • Communications for Statistical Applications and Methods
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    • 제31권1호
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    • pp.65-85
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    • 2024
  • The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

하이브리드 수의 조건부 기대값 (Conditional Expectation of Hybrid Number)

  • ;최규탁;한성일
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2003년도 춘계 학술대회 학술발표 논문집
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    • pp.18-21
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    • 2003
  • We propose some properties of fuzzy conditional expectation of hybrid number the addition of fuzzy number and random variable using Cartesian product distance for ${\alpha}$-level sets.

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이진진폭데이타 영상의 랜덤위상변조를 통한 홀로그래픽 저장 (Holographic storage of binary amplitude data patterns via their random phase modulation)

  • 오용석;신동학;장주석
    • 한국광학회:학술대회논문집
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    • 한국광학회 2001년도 제12회 정기총회 및 01년도 동계학술발표회
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    • pp.62-63
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    • 2001
  • We studied a method to use a variable discrete random phase mask in 2-D binary data representation for efficient holographic data storage. The variable phase mask is realized by use of a liquid crystal display.

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추계론적 유한요소해석에서의 확률밀도함수 사용과 수렴치 (Application of Probability Density Function in SFEM and Corresponding Limit Value)

  • 노혁천
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2006년도 정기 학술대회 논문집
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    • pp.857-864
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    • 2006
  • Due to the difficulties in numerical generation of random fields that satisfy not only the probabilistic distribution but the spectral characteristics as well. it is relatively hard to find an exact response variability of a structural response with a specific random field which has its features in the spatial and spectral domains. In this study. focusing on the fact that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for in-plane and plate bending structures. In this procedure, the probability density function is used directly resulting in a semi-exact solution for the random field in the state of random variable. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density functions.

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