• 제목/요약/키워드: t distribution

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Asymptotic Distribution of Sample Autocorrelation Function for the First-order Bilinear Time Series Model

  • Kim, Won-Kyung
    • Journal of the Korean Statistical Society
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    • 제19권2호
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    • pp.139-144
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    • 1990
  • For the first-order bilinear time series model $X_t = aX_{t-1} + e_i + be_{t-1}X_{t-1}$ where ${e_i}$ is a sequence of independent normal random variables with mean 0 and variance $\sigma^2$, the asymptotic distribution of sample autocarrelation function is obtained and shown to follow a normal distribution. The variance of the asymptotic distribution is of a complicated form and hence a bootstrap estimate of the variance is proposed for large sample inference. This result can be used to distinguish between different bilinear models.

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Size Distribution and Temperature Dependence of Magnetic Anisotropy Constant in Ferrite Nanoparticles

  • Yoon, Sunghyun
    • 한국자기학회:학술대회 개요집
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    • 한국자기학회 2012년도 자성 및 자성재료 국제학술대회
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    • pp.104-105
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    • 2012
  • The temperature dependence of the effective magnetic anisotropy constant K(T) of ferrite nanoparticles is obtained based on the measurements of SQUID magnetometry. For this end, a very simple but intuitive and direct method for determining the temperature dependence of anisotropy constant K(T) in nanoparticles is introduced in this study. The anisotropy constant at a given temperature is determined by associating the particle size distribution f(r) with the anisotropy energy barrier distribution $f_A(T)$. In order to estimate the particle size distribution f(r), the first quadrant part of the hysteresis loop is fitted to the classical Langevin function weight-averaged with the log?normal distribution, slightly modified from the original Chantrell's distribution function. In order to get an anisotropy energy barrier distribution $f_A(T)$, the temperature dependence of magnetization decay $M_{TD}$ of the sample is measured. For this measurement, the sample is cooled from room temperature to 5 K in a magnetic field of 100 G. Then the applied field is turned off and the remanent magnetization is measured on stepwise increasing the temperature. And the energy barrier distribution $f_A(T)$ is obtained by differentiating the magnetization decay curve at any temperature. It decreases with increasing temperature and finally vanishes when all the particles in the sample are unblocked. As a next step, a relation between r and $T_B$ is determined from the particle size distribution f(r) and the anisotropy energy barrier distribution $f_A(T)$. Under the simple assumption that the superparamagnetic fraction of cumulative area in particle size distribution at a temperature is equal to the fraction of anisotropy energy barrier overcome at that temperature in the anisotropy energy barrier distribution, we can get a relation between r and $T_B$, from which the temperature dependence of the magnetic anisotropy constant was determined, as is represented in the inset of Fig. 1. Substituting the values of r and $T_B$ into the $N{\acute{e}}el$-Arrhenius equation with the attempt time fixed to $10^{-9}s$ and measuring time being 100 s which is suitable for conventional magnetic measurement, the anisotropy constant K(T) is estimated as a function of temperature (Fig. 1). As an example, the resultant effective magnetic anisotropy constant K(T) of manganese ferrite decreases with increasing temperature from $8.5{\times}10^4J/m^3$ at 5 K to $0.35{\times}10^4J/m^3$ at 125 K. The reported value for K in the literatures is $0.25{\times}10^4J/m^3$. The anisotropy constant at low temperature region is far more than one order of magnitude larger than that at 125 K, indicative of the effects of inter?particle interaction, which is more pronounced for smaller particles.

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A Distribution of Terminal Time Value and Running Maximum of Two-Dimensional Brownian Motion with an Application to Barrier Option

  • Lee, Hang-Suck
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.73-78
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    • 2003
  • This presentation derives a distribution function of the terminal value and running maximum of two-dimensional Brownian motion {X(t) = (X$_1$(t), X$_2$(T))', t > 0}. One random variable of the joint distribution is the terminal time value of the Brownian motion {X$_1$(t), t > 0}. The other random variable is the partial-time running maximum of the Brownian motion {X$_2$(t), t > 0}. With this distribution function, this presentation also derives an explicit pricing formula for a barrier option whose monitoring period of the option starts at an arbitrary date and ends at another arbitrary date before maturity.

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Effect of Positively Skewed Distribution on the Two sample t-test: Based on Chi-square Distribution

  • Heo, Sunyeong
    • 통합자연과학논문집
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    • 제14권3호
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    • pp.123-129
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    • 2021
  • This research examines the effect of positively skewed population distribution on the two sample t-test through simulation. For simulation work, two independent samples were selected from the same chi-square distributions with 3, 5, 10, 15, 20, 30 degrees of freedom and sample sizes 3, 5, 10, 15, 20, 30, respectively. Chi-square distribution is largely skewed to the right at small degrees of freedom and getting symmetric as the degrees of freedom increase. Simulation results show that the sampled populations are distributed positively skewed like chi-square distribution with small degrees of freedom, the F-test for the equality of variances shows poor performances even at the relatively large degrees of freedom and sample sizes like 30 for both, and so it is recommended to avoid using F-test. When two population variances are equal, the skewness of population distribution does not affect on the t-test in terms of the confidence level. However even though for the highly positively skewed distribution and small sample sizes like three or five the t-test achieved the nominal confidence level, the error limits are very large at small sample size. Therefore, if the sampled population is expected to be highly skewed to the right, it will be recommended to use relatively large sample size, at least 20.

워터마킹과 암호화를 이용한 DMB 콘텐츠의 재생 및 복사 제어를 PMP에 구현 (Implementation of Play and Copy Control of DMB contents using Watermarking and Encryption on PMP)

  • 정용재;문광석;김종남
    • 전자공학회논문지CI
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    • 제46권2호
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    • pp.52-57
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    • 2009
  • 최근 T-DMB의 정식 서비스는 수신기의 급속한 보급을 만들었다. T-DMB의 보급으로 T-DMB 콘텐츠의 불법 배포에 대한 문제는 커지고 있다. 본 논문에서는 T-DMB 콘텐츠의 불법 배포 방지를 위한 복사 및 재생 제어 정보를 암호화하여 T-DMB 비트스트림에 워터마킹 하는 방법을 제안하고 T-DMB 수신기를 내장한 PMP(portable multimedia player)에 이를 구현한다. 제안한 방법은 전송 스트림을 분석하여 PMT(Program Map Table) 및 PAT(Program Association Table)의 패딩 데이터 부분을 찾아 암호화된 복사 및 재생제어 정보를 워터마킹한다. 구현 결과 복사 및 재생제어 정보에 따라 콘텐츠의 사용이 제어됨을 볼 수 있었다. 제안한 방법은 이동형 T-DMB 단말기에서 T-DMB 콘텐츠의 불법 배포를 막을 수 있는 콘텐츠 보호용 소프트웨어로 활용될 수 있을 것이다.

THE AVERAGING VALUE OF A SAMPLING OF THE RIEMANN ZETA FUNCTION ON THE CRITICAL LINE USING POISSON DISTRIBUTION

  • Jo, Sihun
    • East Asian mathematical journal
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    • 제34권3호
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    • pp.287-293
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    • 2018
  • We investigate the averaging value of a random sampling ${\zeta}(1/2+iX_t)$ of the Riemann zeta function on the critical line. Our result is that if $X_t$ is an increasing random sampling with Poisson distribution, then $${\mathbb{E}}{\zeta}(1/2+iX_t)=O({\sqrt{\;log\;t}}$$, for all sufficiently large t in ${\mathbb{R}}$.

An Empirical Study of the Korean Telecommunication Market and IoT Smart Home: Effects of Bundling Strategy on Consumers' Responses

  • KIM, Hoik;KIM, Han-Min;LEE, Minhwan
    • 유통과학연구
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    • 제18권5호
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    • pp.15-23
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    • 2020
  • Purpose: This research focused on the fact that the Internet platform is integral to IoT products such as Smart home and studied consumer buying decisions when products are sold bundled with internet service. Contrary to the sales strategies of telecommunication companies, some companies sell IoT products alone, for example Google, Kakao, and Naver. In this market situation, the sales strategies of Korean telecommunication companies were analyzed with bundling theory and technology acceptance model, then it was conducted to figure out which sales and distribution strategies could affect consumers' purchase behavior. Research design, data, methodology: Data was collected by149 questionnaires from groups who are familiar with IoT smart home systems, then exploratory factor analysis and regression were used to analyze the research model. Results: The results revealed that the perceived ease of use and the perceived usefulness affect the purchase intention of IoT-based products; however, this effect was not found in the case of bundled products. In other words, it is found that selling and distributing Internet services and IoT products together does not affect consumers' purchases. Conclusion: It is suggested that Korean telecommunications companies' existing sales and distribution strategies for IoT products need to be changed according to its characteristics.

Examining Organizational Factors Impacting IoT Implementation, Production, Services, and Performance in the Thai Manufacturing and Distribution Sector

  • Krisana KITCHAROEN
    • 유통과학연구
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    • 제22권4호
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    • pp.23-35
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    • 2024
  • This study investigates the organizational factors including firm size, adaptive capability, absorptive capability, innovative capability, and executive support to determine internet of things, production and services, and organizational performance. Research design, data, and methodology: A quantitative methodology was employed, involving the distribution of surveys to 460 employees occupying managerial and strategic roles. These individuals have accrued a minimum of one year of experience within 20 leading manufacturing and distribution companies in Thailand, each boasting a workforce exceeding 250 employees. Sampling techniques utilized encompass judgmental, quota, and snowball sampling. Furthermore, analysis of the data was conducted through Confirmatory Factor Analysis (CFA) and Structural Equation Model (SEM). Results: The findings indicate that factors such as firm size, adaptive capability, absorptive capability, and innovative capability exert significant influence on the Internet of Things (IoT). In addition, IoT significantly impacts both production and services. Furthermore, the study highlights the significant influence of production and services on organizational performance. However, the anticipated relationship between executive support and IoT lacks support according to the results. Conclusions: This study highlights the transformative potential of IoT for the manufacturing and distribution sector, paving the way for enhanced efficiency, competitiveness, and sustainability in a rapidly evolving business landscape.

ON THE PRODUCT OF t AND BESSEL RANDOM VARIABLES

  • NADARAJAH SARALEES
    • 대한수학회논문집
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    • 제20권3호
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    • pp.547-562
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    • 2005
  • The distribution of products of random variables is of interest in many areas of the sciences, engineering and medicine. This has increased the need to have available the widest possible range of statistical results on products of random variables. In this note, the distribution of the product | XY | is derived when X and Y are Student's t and Bessel function random variables distributed independently of each other.

Species Diversity of Hypogeous Ascomycetes in Israel

  • Barseghyan, Gayane S.;Wasser, Solomon P.
    • Mycobiology
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    • 제38권3호
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    • pp.159-165
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    • 2010
  • We conducted a species diversity study of the hypogeous Ascomycetes of Israel. The hypogeous Ascomycetes in Israel include members of the families Pyronemataceae, Pezizaceae, and Tuberaceae, which are represented by seven species: Hydnocystis piligera, Terfezia arenaria, T. claveryi, T. oligosperma, Tirmania africana, Tuber asa, and T. nitidum; only T. asa is new to Israeli mycobiota. Synonymy, locations, collection data, general distribution, distribution in Israel, descriptions, a key to identification, illustrations, and taxonomic remarks are provided.