• Title/Summary/Keyword: random variable

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Exponentiality Test of the Three Step-Stress Accelerated Life Testing Model based on Kullback-Leibler Information

  • Park, Byung-Gu;Yoon, Sang-Chul;Lee, Jeong-Eun
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.951-963
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    • 2003
  • In this paper, we propose goodness of fit test statistics based on the estimated Kullback-Leibler information functions using the data from three step stress accelerated life test. This acceleration model is assumed to be a tampered random variable model. The power of the proposed test under various alternatives is compared with Kolmogorov-Smirnov statistic, Cramer-von Mises statistic and Anderson-Darling statistic.

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A Note on Admissibility and Finite Admissibility in Estimation

  • Byung Hwee Kim;Tae Ryoung Park
    • Communications for Statistical Applications and Methods
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    • v.1 no.1
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    • pp.87-93
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    • 1994
  • Consider the problem of estimating the parameter of the model in which an observable random variable is represented by a unknown scalar parameter plus another random variable and the parameter, sample, and decision spaces consist of all integers. We first characterize the class of all admissible estimators and then characterize the class of all finitely admissible estimators. Finally, we show that two classes are identical.

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Holographic s forage of random-phase-modulation-added binary amplitude data (랜덤 위상변조가 가미된 이진 진폭 데이터 영상의 홀로그래픽 저장)

  • 오용석;신동학;장주석
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2001.05a
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    • pp.489-492
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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 twisted nematic liquid crystal display.

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Accelerated Life Tests under Uniform Stress Distribution (스트레스함수가 균등분포인 가속수명시험)

  • 원영철
    • Journal of the Korea Safety Management & Science
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    • v.2 no.2
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    • pp.71-83
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    • 2000
  • This paper presents accelerated life tests for Type I censoring data under probabilistic stresses. Probabilistic stress, $S_j$, is the random variable for stress influenced by test environments, test equipments, sampling devices and use conditions. The hazard rate, ,$theta_j$, is the random variable of environments and the function of probabilistic stress. Also it is assumed that the general stress distribution is uniform, the life distribution for the given hazard rate, $\theta$, is exponential and inverse power law model holds. In this paper, we obtained maximum likelihood estimators of model parameters and the mean life in use stress condition.

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Sign Language Spotting Based on Semi-Markov Conditional Random Field (세미-마르코프 조건 랜덤 필드 기반의 수화 적출)

  • Cho, Seong-Sik;Lee, Seong-Whan
    • Journal of KIISE:Software and Applications
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    • v.36 no.12
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    • pp.1034-1037
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    • 2009
  • Sign language spotting is the task of detecting the start and end points of signs from continuous data and recognizing the detected signs in the predefined vocabulary. The difficulty with sign language spotting is that instances of signs vary in both motion and shape. Moreover, signs have variable motion in terms of both trajectory and length. Especially, variable sign lengths result in problems with spotting signs in a video sequence, because short signs involve less information and fewer changes than long signs. In this paper, we propose a method for spotting variable lengths signs based on semi-CRF (semi-Markov Conditional Random Field). We performed experiments with ASL (American Sign Language) and KSL (Korean Sign Language) dataset of continuous sign sentences to demonstrate the efficiency of the proposed method. Experimental results show that the proposed method outperforms both HMM and CRF.

Variable Selection with Regression Trees

  • Chang, Young-Jae
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.357-366
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    • 2010
  • Many tree algorithms have been developed for regression problems. Although they are regarded as good algorithms, most of them suffer from loss of prediction accuracy when there are many noise variables. To handle this problem, we propose the multi-step GUIDE, which is a regression tree algorithm with a variable selection process. The multi-step GUIDE performs better than some of the well-known algorithms such as Random Forest and MARS. The results based on simulation study shows that the multi-step GUIDE outperforms other algorithms in terms of variable selection and prediction accuracy. It generally selects the important variables correctly with relatively few noise variables and eventually gives good prediction accuracy.

CENTRAL LIMIT THEOREM FOR ASSOCIATED RANDOM VARIABLE

  • Ru, Dae-Hee
    • Journal of applied mathematics & informatics
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    • v.1 no.1
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    • pp.31-42
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    • 1994
  • In this paper we investigate an functional central limit theorem for a nonstatioary d-parameter array of associated random variables applying the crite-rion of the tightness condition in Bickel and Wichura[1971]. Our results imply an extension to the nonstatioary case of invariance principle of Burton and Kim(1988) and analogous results for the d-dimensional associated random measure. These re-sults are also applied to show a new functional central limit theorem for Poisson cluster random variables.

ON COMPLETE CONVERGENCE FOR EXTENDED INDEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS

  • Deng, Xin;Wang, Xuejun
    • Journal of the Korean Mathematical Society
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    • v.57 no.3
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    • pp.553-570
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    • 2020
  • In this paper, we establish complete convergence for sequences of extended independent random variables and arrays of rowwise extended independent random variables under sub-linear expectations in Peng's framework. The results obtained in this paper extend the corresponding ones of Baum and Katz [1] and Hu and Taylor [11] from classical probability space to sub-linear expectation space.

Evaluation of Probabilistic Fatigue Crack Propagation Models in Mg-Al-Zn Alloys Under Maximum Load Conditions Using Residual of Random Variable (최대하중조건에 따른 Mg-Al-Zn 합금의 확률변수 잔차를 이용한 확률론적 피로균열전파모델 평가)

  • Choi, Seon Soon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.39 no.1
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    • pp.63-69
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    • 2015
  • The primary aim of this paper is to evaluate the probabilistic fatigue crack propagation models using the residual of a random variable and to present the probabilistic model fit for the probabilistic fatigue crack growth behavior in Mg-Al-Zn alloys under maximum load conditions. The models used in this study were prepared by applying a random variable to empirical fatigue crack propagation models such as the Paris-Erdogan model, Walker model, Forman model, and modified Forman model. It was verified that the good models for describing the stochastic variation of the fatigue crack propagation behavior in Mg-Al-Zn alloys under maximum load conditions were the 'probabilistic Paris-Erdogan model' and 'probabilistic Walker model'. The influence of the maximum load conditions on the stochastic variation of fatigue crack growth is also considered.

A Study of Probabilistic Fatigue Crack Propagation Models in Mg-Al-Zn Alloys Under Different Specimen Thickness Conditions by Using the Residual of a Random Variable (확률변수의 잔차를 이용한 Mg-Al-Zn 합금의 시편두께 조건에 따른 확률론적 피로균열전파모델 연구)

  • Choi, Seon-Soon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.36 no.4
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    • pp.379-386
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    • 2012
  • The primary aim of this paper was to evaluate several probabilistic fatigue crack propagation models using the residual of a random variable, and to present the model fit for probabilistic fatigue behavior in Mg-Al-Zn alloys. The proposed probabilistic models are the probabilistic Paris-Erdogan model, probabilistic Walker model, probabilistic Forman model, and probabilistic modified Forman models. These models were prepared by applying a random variable to the empirical fatigue crack propagation models with these names. The best models for describing fatigue crack propagation behavior in Mg-Al-Zn alloys were generally the probabilistic Paris-Erdogan and probabilistic Walker models. The probabilistic Forman model was a good model only for a specimen with a thickness of 9.45 mm.