• Title/Summary/Keyword: random variables in $L^{1}(R)^$

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A Note on Weak Law of targe Numbers for $L^{1}(R)^{1}$

  • Lee, Sung-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.299-303
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    • 1998
  • In this paper weak laws of large numbers are obtained for random variables in $L^{1}(R)$ which satisfy a compact uniform integrability condition.

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Sub-gaussian Techniques in Obtaining Laws of Large Numbers in $L^1$(R)

  • Lee, Sung-Ho;Lee, Robert -Taylor
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.39-51
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    • 1994
  • Some exponential moment inequalities for sub-gaussian random variables are studied in this paper. These inequalities are used to obtain laws of large numbers for random variable and random elements in $L^1(R)$.

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A Note on Central Limit Theorem on $L^P(R)$

  • Sungho Lee;Dug Hun Hong
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.347-349
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    • 1995
  • In this paper a central limit theorem on $L^P(R)$ for $1{\leq}p<{\infty}$ is obtained with an example when ${X_n}$ is a sequence of independent, identically distributed random variables on $L^P(R)$.

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MEAN CONVERGENCE THEOREMS AND WEAK LAWS OF LARGE NUMBERS FOR DOUBLE ARRAYS OF RANDOM ELEMENTS IN BANACH SPACES

  • Dung, Le Van;Tien, Nguyen Duy
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.3
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    • pp.467-482
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    • 2010
  • For a double array of random elements {$V_{mn};m{\geq}1,\;n{\geq}1$} in a real separable Banach space, some mean convergence theorems and weak laws of large numbers are established. For the mean convergence results, conditions are provided under which $k_{mn}^{-\frac{1}{r}}\sum{{u_m}\atop{i=1}}\sum{{u_n}\atop{i=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in $L_r$ (0 < r < 2). The weak law results provide conditions for $k_{mn}^{-\frac{1}{r}}\sum{{T_m}\atop{i=1}}\sum{{\tau}_n\atop{j=1}}(V_{ij}-E(V_{ij}|F_{ij})){\rightarrow}0$ in probability where {$T_m;m\;{\geq}1$} and {${\tau}_n;n\;{\geq}1$} are sequences of positive integer-valued random variables, {$k_{mn};m{{\geq}}1,\;n{\geq}1$} is an array of positive integers. The sharpness of the results is illustrated by examples.

MARCINKIEWICZ-TYPE LAW OF LARGE NUMBERS FOR DOUBLE ARRAYS

  • Hong, Dug-Hun;Volodin, Andrei I.
    • Journal of the Korean Mathematical Society
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    • v.36 no.6
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    • pp.1133-1143
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    • 1999
  • Chaterji strengthened version of a theorem for martin-gales which is a generalization of a theorem of Marcinkiewicz proving that if $X_n$ is a sequence of independent, identically distributed random variables with $E{\mid}X_n{\mid}^p\;<\;{\infty}$, 0 < P < 2 and $EX_1\;=\;1{\leq}\;p\;<\;2$ then $n^{-1/p}{\sum^n}_{i=1}X_i\;\rightarrow\;0$ a,s, and in $L^p$. In this paper, we probe a version of law of large numbers for double arrays. If ${X_{ij}}$ is a double sequence of random variables with $E{\mid}X_{11}\mid^log^+\mid X_{11}\mid^p\;<\infty$, 0 < P <2, then $lim_{m{\vee}n{\rightarrow}\infty}\frac{{\sum^m}_{i=1}{\sum^n}_{j=1}(X_{ij-a_{ij}}}{(mn)^\frac{1}{p}}\;=0$ a.s. and in $L^p$, where $a_{ij}$ = 0 if 0 < p < 1, and $a_{ij}\;=\;E[X_{ij}\midF_[ij}]$ if $1{\leq}p{\leq}2$, which is a generalization of Etemadi's marcinkiewicz-type SLLN for double arrays. this also generalize earlier results of Smythe, and Gut for double arrays of i.i.d. r.v's.

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A Study on Stochastic Estimation of Monthly Runoff by Multiple Regression Analysis (다중회귀분석에 의한 하천 월 유출량의 추계학적 추정에 관한 연구)

  • 김태철;정하우
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.22 no.3
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    • pp.75-87
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    • 1980
  • Most hydro]ogic phenomena are the complex and organic products of multiple causations like climatic and hydro-geological factors. A certain significant correlation on the run-off in river basin would be expected and foreseen in advance, and the effect of each these causual and associated factors (independant variables; present-month rainfall, previous-month run-off, evapotranspiration and relative humidity etc.) upon present-month run-off(dependent variable) may be determined by multiple regression analysis. Functions between independant and dependant variables should be treated repeatedly until satisfactory and optimal combination of independant variables can be obtained. Reliability of the estimated function should be tested according to the result of statistical criterion such as analysis of variance, coefficient of determination and significance-test of regression coefficients before first estimated multiple regression model in historical sequence is determined. But some error between observed and estimated run-off is still there. The error arises because the model used is an inadequate description of the system and because the data constituting the record represent only a sample from a population of monthly discharge observation, so that estimates of model parameter will be subject to sampling errors. Since this error which is a deviation from multiple regression plane cannot be explained by first estimated multiple regression equation, it can be considered as a random error governed by law of chance in nature. This unexplained variance by multiple regression equation can be solved by stochastic approach, that is, random error can be stochastically simulated by multiplying random normal variate to standard error of estimate. Finally hybrid model on estimation of monthly run-off in nonhistorical sequence can be determined by combining the determistic component of multiple regression equation and the stochastic component of random errors. Monthly run-off in Naju station in Yong-San river basin is estimated by multiple regression model and hybrid model. And some comparisons between observed and estimated run-off and between multiple regression model and already-existing estimation methods such as Gajiyama formula, tank model and Thomas-Fiering model are done. The results are as follows. (1) The optimal function to estimate monthly run-off in historical sequence is multiple linear regression equation in overall-month unit, that is; Qn=0.788Pn+0.130Qn-1-0.273En-0.1 About 85% of total variance of monthly runoff can be explained by multiple linear regression equation and its coefficient of determination (R2) is 0.843. This means we can estimate monthly runoff in historical sequence highly significantly with short data of observation by above mentioned equation. (2) The optimal function to estimate monthly runoff in nonhistorical sequence is hybrid model combined with multiple linear regression equation in overall-month unit and stochastic component, that is; Qn=0. 788Pn+0. l30Qn-1-0. 273En-0. 10+Sy.t The rest 15% of unexplained variance of monthly runoff can be explained by addition of stochastic process and a bit more reliable results of statistical characteristics of monthly runoff in non-historical sequence are derived. This estimated monthly runoff in non-historical sequence shows up the extraordinary value (maximum, minimum value) which is not appeared in the observed runoff as a random component. (3) "Frequency best fit coefficient" (R2f) of multiple linear regression equation is 0.847 which is the same value as Gaijyama's one. This implies that multiple linear regression equation and Gajiyama formula are theoretically rather reasonable functions.

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Effect of Auditory Stimulus using White Nosie on Dynamic Balance in Patients with Chronic Stroke during Walking

  • Lim, Hee Sung;Ryu, Jiseon;Ryu, Sihyun
    • Korean Journal of Applied Biomechanics
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    • v.30 no.4
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    • pp.301-309
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    • 2020
  • Objective: This study aimed to investigate the effect of white noise on dynamic balance in patients with stroke during walking. Method: Nineteen patients with chronic stroke (age: 61.2±9.8 years, height: 164.4±7.4 cm, weight: 61.1±9.4 kg, paretic side (R/L): 11/8, duration: 11.6±4.9 years) were included as study participants. Auditory stimulus used white noise, and all participants listened for 40 minutes mixing six types of natural sounds with random sounds. The dynamic balancing ability was evaluated while all participants walked before and after listening to white noise. The variables were the center of pressure (CoP), the center of mass (CoM), CoP-CoM inclined angle. Results: There is a significant increase in the antero-posterior (A-P) CoP range, A-P inclination angle, and gait speed on the paretic and non-paretic sides following white noise intervention (p<.05). Conclusion: Our findings confirmed the positive effect of using white noise as auditory stimulus through a more objective and quantitative assessment using CoP-CoM inclination angle as an evaluation indicator for assessing dynamic balance in patients with chronic stroke. The A-P and M-L inclination angle can be employed as a useful indicator for evaluating other exercise programs and intervention methods for functional enhancement of patients with chronic stroke in terms of their effects on dynamic balance and effectiveness.

RECURRENCE RELATIONS FOR QUOTIENT MOMENTS OF THE PARETO DISTRIBUTION BY RECORD VALUES

  • Lee, Min-Young;Chang, Se-Kyung
    • The Pure and Applied Mathematics
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    • v.11 no.1
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    • pp.97-102
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    • 2004
  • In this paper we establish some recurrence relations satisfied by quotient moments of upper record values from the Pareto distribution. Let {$X_n,n\qeq1$}be a sequence of independent and identically distributed random variables with a common continuous distribution function(cdf) F($chi$) and probability density function(pdf) f($chi$). Let $Y_n\;=\;mas{X_1,X_2,...,X_n}$ for $ngeq1$. We say $X_{j}$ is an upper record value of {$X_{n},n\geq1$}, if $Y_{j}$$Y_{j-1}$,j>1. The indices at which the upper record values occur are given by the record times ${u( n)}n,\geq1$, where u(n) = min{j|j >u(n-l), $X_{j}$$X_{u(n-1)}$,n\qeq2$ and u(l) = 1. Suppose $X{\epsilon}PAR(\frac{1}{\beta},\frac{1}{\beta}$ then E$(\frac{{X^\tau}}_{u(m)}}{{X^{s+1}}_{u(n)})\;=\;\frac{1}{s}E$ E$(\frac{{X^\tau}}_{u(m)}{{X^s}_{u(n-1)}})$ - $\frac{(1+\betas)}{s}E(\frac{{X^\tau}_{u(m)}}{{X^s}_{u(n)}}$ and E$(\frac{{X^{\tau+1}}_{u(m)}}{{X^s}_{u(n)}})$ = $\frac{1}{(r+1)\beta}$ [E$(\frac{{X^{\tau+1}}}_u(m)}{{X^s}_{u(n-1)}})$ - E$(\frac{{X^{\tau+1}}_u(m)}}{{X^s}_{u(n-1)}})$ - (r+1)E$(\frac{{X^\tau}_{u(m)}}{{X^s}_{u(n)}})$]

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초파리 집단내 역위빈도의 계절적 변동에 관한 연구

  • Lee, Tae-Hun;Gwon, Guk-Il;Im, Nak-Ryong
    • The Korean Journal of Zoology
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    • v.31 no.4
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    • pp.327-333
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    • 1988
  • 계절에 따른 초파리 집단내 역위다형 현상의 변동상을 알기 위하여 전주근교의 과수원에서 1983년 1월부터 11월까지 격월로 여섯번 채집한 집단 표본을 분석하였다. 총 1071마리에서 얻은 15개형의 역위는 모두 편동원체역위(paracentric inversion)였으며, 이 중 7개형은 세계형91위(cosmopolitan inversion)였고, 나머지 8개형은 지역형역위(endemic inversion)였다. 개체당 역위의 평균 보유수는 0.639이고 역위를 보유한 개체의 빈도는 0.465였다. 7개의 세계형역위에 대한 표본집단을 분석한 결과 격월 집단간에서 유의한 차이를 보이는 반면 1월과 1 1월 표본간에서는 그 성황이 오히려 비숫해짐으로서 집단내 총역위빈도는 주기적으로 변동하고 있음이 암시된다. 역위와 환경변수와의 다중상관분석에서는 기온, 습도, 강수량이 역위빈도에 유의한 영향을 미치는 것으로 나타났고 역위 중 In(2L)t가 상기한 환경변수 모두에 대하여 유의한 상관관계를 보인 반면, In(3R)C와 In(3R)P는 어느 것과도 상관성을 보이지 않았다. 염색체내 그리고 염색체간의 연관 또는 조합의 검정결과 연관불평형혈상을 1월, 5월, 그리고 7월 표본의 제3염색체에서, 그리고 비균일조합은 1월과 7월 표본에서 역시 제3염색체에서만 산출 되었다. Seasonal changes of inversion frequencies in Chonju 0. melanogaster populations were studied. A total of 1071 males were collected six times with ho months intewal from January through November in 1983. to analyse diploid sets of chromosomes carried by males, each male was mated to several virgin females homoBvgous for cytologically standard sequence in all chromo-somes. From each mating, more than seven FL larvae were selected in random and tested to find chromosomal aberrations. In the present study, 15 different inversions were found and identified to be paracentric only In both second and third chromosomes; seven were cosmopolitan and the rest eight endemic types. The average frequency of inversions was 0.465 and the mean number of inversions carried by a single male was 0.639. The linkage disequilibria were detected between the leK and right arms of third chromosomes from the samples of January, May and Julv, Whereas nonrandom associations appeared also in the third chromosomes only in January and Julv samples. In multiple regression analysis among frequencies of inversions and environ-mental variables it appeared that mean temperature, relative humidity and total precipitation for a month skipped over 30 days before collected affect to change to frequencies of particular inver-sions. With respect to the behavior of inversions in the present samples, it is suggested, with the Friedman's analysis of variance by ranks of inversion frequency orders, that the frequencies of inversions change cyclically year to year.

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Retrieval of Hourly Aerosol Optical Depth Using Top-of-Atmosphere Reflectance from GOCI-II and Machine Learning over South Korea (GOCI-II 대기상한 반사도와 기계학습을 이용한 남한 지역 시간별 에어로졸 광학 두께 산출)

  • Seyoung Yang;Hyunyoung Choi;Jungho Im
    • Korean Journal of Remote Sensing
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    • v.39 no.5_3
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    • pp.933-948
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    • 2023
  • Atmospheric aerosols not only have adverse effects on human health but also exert direct and indirect impacts on the climate system. Consequently, it is imperative to comprehend the characteristics and spatiotemporal distribution of aerosols. Numerous research endeavors have been undertaken to monitor aerosols, predominantly through the retrieval of aerosol optical depth (AOD) via satellite-based observations. Nonetheless, this approach primarily relies on a look-up table-based inversion algorithm, characterized by computationally intensive operations and associated uncertainties. In this study, a novel high-resolution AOD direct retrieval algorithm, leveraging machine learning, was developed using top-of-atmosphere reflectance data derived from the Geostationary Ocean Color Imager-II (GOCI-II), in conjunction with their differences from the past 30-day minimum reflectance, and meteorological variables from numerical models. The Light Gradient Boosting Machine (LGBM) technique was harnessed, and the resultant estimates underwent rigorous validation encompassing random, temporal, and spatial N-fold cross-validation (CV) using ground-based observation data from Aerosol Robotic Network (AERONET) AOD. The three CV results consistently demonstrated robust performance, yielding R2=0.70-0.80, RMSE=0.08-0.09, and within the expected error (EE) of 75.2-85.1%. The Shapley Additive exPlanations(SHAP) analysis confirmed the substantial influence of reflectance-related variables on AOD estimation. A comprehensive examination of the spatiotemporal distribution of AOD in Seoul and Ulsan revealed that the developed LGBM model yielded results that are in close concordance with AERONET AOD over time, thereby confirming its suitability for AOD retrieval at high spatiotemporal resolution (i.e., hourly, 250 m). Furthermore, upon comparing data coverage, it was ascertained that the LGBM model enhanced data retrieval frequency by approximately 8.8% in comparison to the GOCI-II L2 AOD products, ameliorating issues associated with excessive masking over very illuminated surfaces that are often encountered in physics-based AOD retrieval processes.