Zobrazeno 1 - 10
of 31
pro vyhledávání: '"J. Kinateder"'
Publikováno v:
Statistics. 52:801-817
A Gaussian random function is a functional version of the normal distribution. This paper proposes a statistical hypothesis test to test whether or not a random function is a Gaussian rando...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e47db8fbf514a9f544836d0cd433db77
https://doi.org/10.1080/02331888.2018.1435659
https://doi.org/10.1080/02331888.2018.1435659
Publikováno v:
Advances on Methodological and Applied Aspects of Probability and Statistics
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3f50d35afc2448a8c6e22b7ed6e46aee
https://doi.org/10.1201/9780203493212-18
https://doi.org/10.1201/9780203493212-18
Autor:
Kimberly K. J. Kinateder
Publikováno v:
Statistics & Probability Letters. 82:2072-2081
In the case of M / M / 1 queue with constrained workload (finite dam), we consider two strategies for investing overflow of the dam. Expected value of the present value of each strategy is computed using restricted Laplace transforms and properties o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7bf432a8f137f1ed47cf431336b2e95e
https://doi.org/10.1016/j.spl.2012.06.017
https://doi.org/10.1016/j.spl.2012.06.017
Publikováno v:
Journal of Classification. 20:93-114
The problem of clustering functional data is addressed. Results on principal points (cluster means for probability distributions) are given for functional Gaussian distributions. Examples and simulations are provided to illustrate results.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6db335d3e8f8f430cca217a9559f6bec
https://doi.org/10.1007/s00357-003-0007-3
https://doi.org/10.1007/s00357-003-0007-3
Publikováno v:
Probability Theory and Related Fields. 124:73-99
We consider a natural class of stochastic processes taking values in the space of smoothly bounded domains in ℝ n with compact closure. These processes are generated by stochastic flows on ℝ n which are obtained as the solutions of stochastic dif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6ca4dc7fae8aaca750a2f801299fa49
https://doi.org/10.1007/s004400200201
https://doi.org/10.1007/s004400200201
Publikováno v:
American Journal of Mathematical and Management Sciences. 21:227-242
SYNOPTIC ABSTRACTLangsrud and Naes (1998) proposed forward-selection and backward-elimination strategies for the analysis of nearly saturated designs using composite variance estimators. Their variance estimators combine an estimator that is a functi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91ff83e70ca38777aed9edc04220e533
https://doi.org/10.1080/01966324.2001.10737558
https://doi.org/10.1080/01966324.2001.10737558
Autor:
Kimberly K. J. Kinateder
Publikováno v:
Statistics & Probability Letters. 51:1-8
Let W denote Brownian motion starting from the origin. The idea of this paper is give a computation of the expected exit time Eτ [ a , b ] from an interval [ a , b ], where a b , without the aid of Wald's Identity. Instead, the Strong Markov Propert
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b269b569cf9c3243790e67ca776c7623
https://doi.org/10.1016/s0167-7152(00)00121-8
https://doi.org/10.1016/s0167-7152(00)00121-8
Autor:
Eui Yong Lee, Kimberly K. J. Kinateder
Publikováno v:
Stochastic Processes and their Applications. 90:175-180
We use martingale methods to obtain an explicit formula for the expected wet period of the finite dam of capacity V, where the amounts of inputs are i.i.d exponential random variables and the output rate is one, when the reservoir is not empty. As a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4fa56eb124465e6941b76393ee841d04
https://doi.org/10.1016/s0304-4149(00)00034-x
https://doi.org/10.1016/s0304-4149(00)00034-x
Publikováno v:
American Journal of Mathematical and Management Sciences. 20:71-84
SYNOPTIC ABSTRACTLet m×1 = (i) ~ Nm (θ, Σ) have an m-variate normal distribution, where Σ = A′Aσ2, A′A is a known, nondiagonal positive definite matrix, and σ is unknown. The objective is to construct an exact confidence interval for each e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cbc7cdebcc0cccaf10ecfde22948d103
https://doi.org/10.1080/01966324.2000.10737501
https://doi.org/10.1080/01966324.2000.10737501
Autor:
Eui Yong Lee, Kimberly K. J. Kinateder
Publikováno v:
Queueing Systems. 35:105-115
In this paper, we provide a new approach to the computation of the Laplace transform of the length of the busy period of the M/M/1 queue with constrained workload (finite dam), without the use of complex analysis.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d876a27ce926b6266e8c033a0168a741
https://doi.org/10.1023/a:1019185826015
https://doi.org/10.1023/a:1019185826015