• Journal of the Korean Statistical Society
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• 제12권1호
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• pp.10-17
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• 1983

Let $X^{(n)}_j, j=1,2,\cdots,n, n=1,2,\cdots$ be a triangular array of random variables which arise naturally in a study of ferromagnetism in statistical mechanics. This paper presents weak convergence of random function $W_n(t)$, an appropriately normalized partial sum process based on $S^{(n)}_n = X^{(n)}_i+\cdot+X^{(n)}_n$. The limiting process W(t) is shown to be Gaussian when weak dependence exists. At the critical point where the change form weak to strong dependence takes place, W(t) turns out to be non-Gaussian. Our results are direct extensions of work by Ellis and Newmam (1978). An example is considered and the relation of these results to critical phenomena is briefly explained.

• 융합보안논문지
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• 제9권2호
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• pp.41-48
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• 2009

분산서비스거부 공격을 탐지하기 위한 많은 개발과 연구가 진행되고 있다. 그 중에서 통계적 기법을 이용한 방법은 정상적인 패킷과 비정상적인 패킷을 판별해 내는데 효율적이다. 본 논문에서는 여러 가지의 통계적 기법을 혼합하여 다양한 공격을 탐지할 수 있는 방법을 제안한다. 효과를 검증하기 위하여 라우터에 DDoS 공격 패킷 필터링을 설정한 경우와 제안 기법을 적용한 리눅스 라우터를 구현하여 실험한 결과, 제안 기법이 다양한 공격을 탐지하는 것 뿐만이 아니라 정상적인 서비스까지도 대부분 유지시키는 것을 확인하였다.

• Journal of applied mathematics & informatics
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• 제40권1_2호
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• pp.215-231
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• 2022

In this paper, for double set sequences, as a new approach to the notion of Wijsman asymptotical lacunary statistical equivalence of order 𝜂, we introduce new concepts which are called Wijsman asymptotical ${\mathcal{I}}_2$-lacunary statistical equivalence of order 𝜂 and Wijsman asymptotical strong ${\mathcal{I}}_2$-lacunary equivalence of order 𝜂 where 0 < 𝜂 ≤ 1. Also, some properties of these new concepts are investigated, and the existence of some relations between these and some previously studied asymptotical equivalence concepts for double set sequences is examined.

• 충청수학회지
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• 제22권3호
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• pp.597-606
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• 2009

In this paper, we introduce the notion of the statistically complete fuzzy norm on a linear space. And we consider some relations between the fuzzy statistical completeness and ordinary completeness on a linear space.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.135-145
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• 1995

A new algorithm was given to successively fit the multiexponential function/nonlinear function to data by a weighted least squares method, using Gauss-Newton, Marquardt, gradient and DUD methods for convergence. This study also considers the problem of linear-nonlimear weighted least squares estimation which is based upon the usual Taylor's formula process.

• 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.

• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.549-556
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• 2009

Let $\{(X_{ni}|1{\leq}i{\leq}n,\;n{\geq}1)\}$ be an array of rowwise negatively associated random variables. In this paper we discuss $n^{{\alpha}p-2}h(n)max_{1{\leq}k{\leq}n}|{\sum}_{i=1}^kX_{ni}|/n^{\alpha}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed with suitable conditions for ${\alpha}$>1/2, 0${\alpha}p{\geq}1$ and a slowly varying function h(x)>0 as $x{\rightarrow}{\infty}$. In addition, we obtain the complete convergence of moving average process based on negative association random variables which extends the result of Zhang (1996).

• Journal of the Korean Statistical Society
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• 제33권3호
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• pp.271-282
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• 2004

We discuss complete convergence of weighted sums for arrays of ø-mixing random variables. As application, we obtain the complete convergence of moving average processes for ø-mixing random variables. The result of Baum and Katz (1965) as well as the result of Li et al. (1992) on iid case are extended to ø-mixing setting.

• Journal of the Korean Statistical Society
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• 제34권1호
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• pp.21-33
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• 2005

Let ｛X/sun ni/ ｜ 1 ≤ i ≤ n, n ≥ 1 ｝ be an array of rowwise negatively associated random variables. We in this paper discuss the conditions of n/sup -1/p/ (equation omitted) →0 completely as n → ∞ for some 1 ≤ p < 2 under not necessarily identically distributed setting. As application, it is obtained that n/sup -1/p/ (equation omitted) →0 completely as n → ∞ if and only if E｜X/sub 11/｜/sup 2p/ < ∞ and EX/sub ni=0 under identically distributed case such that the corresponding results on i. i. d. case are extended and the strong convergence for weighted sums of rowwise negatively associated arrays is also considered.

• Communications for Statistical Applications and Methods
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• 제15권2호
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• pp.213-228
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• 2008

Using a linear loss function, this paper considers the one-sided testing problem for the exponential distribution via the empirical Bayes(EB) approach. Based on right censored data, we propose an EB test for the exponential parameter and obtain its convergence rate and asymptotic optimality, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown.