• Title/Summary/Keyword: 확률표본

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Bayesian Hierachical Model using Gibbs Sampler Method: Field Mice Example (깁스 표본 기법을 이용한 베이지안 계층적 모형: 야생쥐의 예)

  • Song, Jae-Kee;Lee, Gun-Hee;Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.247-256
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    • 1996
  • In this paper, we applied bayesian hierarchical model to analyze the field mice example introduced by Demster et al.(1981). For this example, we use Gibbs sampler method to provide the posterior mean and compared it with LSE(Least Square Estimator) and MLR(Maximum Likelihood estimator with Random effect) via the EM algorithm.

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A Didactic Analysis of Conditional Probability (조건부확률 개념의 교수학적 분석과 이해 분석)

  • Lee, Jung-Yeon;Woo, Jeong-Ho
    • Journal of Educational Research in Mathematics
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    • v.19 no.2
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    • pp.233-256
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    • 2009
  • The notions of conditional probability and independence are fundamental to all aspects of probabilistic reasoning. Several previous studies identified some misconceptions in students' thinking in conditional probability. However, they have not analyzed enough the nature of conditional probability. The purpose of this study was to analyze conditional probability and students' knowledge on conditional probability. First, we analyzed the conditional probability from mathematical, historico-genetic, psychological, epistemological points of view, and identified the essential aspects of the conditional probability. Second, we investigated the high school students' and undergraduate students' thinking m conditional probability and independence. The results showed that the students have some misconceptions and difficulties to solve some tasks with regard to conditional probability. Based on these analysis, the characteristics of reasoning about conditional probability are investigated and some suggestions are elicited.

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Application of a large-scale climate ensemble simulation database for estimating the extreme rainfall (확률강우량 산정을 위한 대규모 기후 앙상블 모의자료의 적용)

  • Kim, Youngkyu;Son, Minwoo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.333-333
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    • 2022
  • 본 연구는 저빈도·고강도의 확률강우량 산정을 위해, 대규모 기후 앙상블 모의실험 기반으로 생성된 d4PDF(Data for Policy Decision Making for Future Change)를 적용하는 것을 목적으로 수행되었다. 또한, d4PDF 를 이용하여 산정된 확률강우량과 관측자료 및 빈도해석을 통해서 산정된 확률강우량을 비교함으로써 빈도해석의 적용에 따라 발생하는 불확실성을 분석하였다. 이와 같은 연구는 용담댐에 위치한 금산, 임실, 전주, 장수 관측소를 대상으로 수행되었다. d4PDF 자료는 총 50 개의 앙상블로 구성되어 있으며, 하나의 앙상블은 60 년 동안의 기상자료를 제공하기 때문에 한 지점에서 3,000 개의 연 최대 일 강우량을 수집 및 활용하는 것이 가능했다. 이와 같은 d4PDF 의 특징을 토대로 본 연구는 빈도해석 방법을 적용하지 않고, 3000 개의 연 최대 일 강수량을 비모수적 접근법(Non-parametric approach)에 따라 규모별로 나열하여, 10 년부터 1000 년의 재현기간을 갖는 확률강우량을 산정했다. 그 후, 관측 자료와 Gumbel 및 GEV(General extreme value) 분포를 토대로 산정된 확률강우량과의 편차를 산정하였다. 그 결과, 재현기간과 관측 기간의 차이가 증가할수록 이 편차가 증가하였으며, 이 결과는 짧은 관측 기간과 빈도해석의 적용은 재현기간이 증가할수록 신뢰하기 어려운 확률강우량을 제시한다는 것을 의미한다. 반면에, d4PDF 는 대규모 표본을 이용함으로써 이와 같은 불확실성을 최소화시켜 합리적인 저빈도·고강도의 확률강우량을 제시하였다.

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이변량 Laplace 분포와 응용

  • Hong, Seong-Sik;Hong, Jong-Seon
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.127-130
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    • 2003
  • 주변분포가 Laplace 분포인 세 가지 형태의 이변량 Laplace 분포를 연구한다. 각각의 이변량 Laplace 분포의 확률밀도함수와 누적분포함수를 유도하고, 분포의 그래프를 그려봄으로써 분포의 형태를 알아본다. 조건부 적률을 정리하여 조건부 첨도와 조건부 왜도를 구하고 분포의 성질을 파악한다. 상관계수를 구하여 다른 이변량 분포의 상관계수와 비교해 보았다. 그리고 정의된 분포함수를 응용하여 이변량 Laplace 분포를 따르는 난수벡터를 발생하는 알고리즘을 제안하였으며, 생성된 난수벡터의 표본으로부터 구한 표본평균과 중앙값의 분산-공분산 행렬식을 구하고 이변량 정규분포에 대응하는 행렬식과 비교 토론하였다.

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중도절단된 생존함수의 신뢰구간 비교연구

  • Lee, Gyeong-Hwa;Lee, Jae-Won
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.251-255
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    • 2005
  • 중도절단된 자료와 표본수가 적은 자료를 가지는 생존분석에서 생존율을 추정하거나 두 집단의 생존율을 비교할 때 정규분포 근사를 가정한 신뢰구간을 이용하는 데는 많은 어려움이 생긴다. 생존함수의 신뢰구간에 대한 중도절단을, 표본의 크기에 따른 다양한 상황의 모의실험을 통하여 Kaplan-Meier, Nelson, 적률 추정량 그리고 cox model의 ${\beta}$을 가지고 붓스트랩을 이용한 신뢰구간과 비모수 신뢰구간, 우도비 신뢰구간의 실제 포함 확률을 비교해보고자 한다.

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On Statistical Inference of Stratified Population Mean with Bootstrap (층화모집단 평균에 대한 붓스트랩 추론)

  • Heo, Tae-Young;Lee, Doo-Ri;Cho, Joong-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.405-414
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    • 2012
  • In a stratified sample, the sampling frame is divided into non-overlapping groups or strata (e.g. geographical areas, age-groups, and genders). A sample is taken from each stratum, if this sample is a simple random sample it is referred to as stratified random sampling. In this paper, we study the bootstrap inference (including confidence interval) and test for a stratified population mean. We also introduce the bootstrap consistency based on limiting distribution related to the plug-in estimator of the population mean. We suggest three bootstrap confidence intervals such as standard bootstrap method, percentile bootstrap method and studentized bootstrap method. We also suggest a bootstrap test method computing the $ASL_{boot}$(Achieved Significance Level). The results of estimation are verified using simulation.

Nonignorable Nonresponse Imputation and Rotation Group Bias Estimation on the Rotation Sample Survey (무시할 수 없는 무응답을 가지고 있는 교체표본조사에서의 무응답 대체와 교체그룹 편향 추정)

  • Choi, Bo-Seung;Kim, Dae-Young;Kim, Kee-Whan;Park, You-Sung
    • The Korean Journal of Applied Statistics
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    • v.21 no.3
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    • pp.361-375
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    • 2008
  • We propose proper methods to impute the item nonresponse in 4-8-4 rotation sample survey. We consider nonignorable nonresponse mechanism that can happen when survey deals with sensitive question (e.g. income, labor force). We utilize modeling imputation method based on Bayesian approach to avoid a boundary solution problem. We also estimate a interview time bias using imputed data and calculate cell expectation and marginal probability on fixed time after removing estimated bias. We compare the mean squared errors and bias between maximum likelihood method and Bayesian methods using simulation studies.

Sample Average Approximation Method for Task Assignment with Uncertainty (불확실성을 갖는 작업 할당 문제를 위한 표본 평균 근사법)

  • Gwang, Kim
    • Journal of Korea Society of Industrial Information Systems
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    • v.28 no.1
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    • pp.27-34
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    • 2023
  • The optimal assignment problem between agents and tasks is known as one of the representative problems of combinatorial optimization and an NP-hard problem. This paper covers multi agent-multi task assignment problems with uncertain completion probability. The completion probabilities are generally uncertain due to endogenous (agent or task) or exogenous factors in the system. Assignment decisions without considering uncertainty can be ineffective in a real situation that has volatility. To consider uncertain completion probability mathematically, a mathematical formulation with stochastic programming is illustrated. We also present an algorithm by using the sample average approximation method to solve the problem efficiently. The algorithm can obtain an assignment decision and the upper and lower bounds of the assignment problem. Through numerical experiments, we present the optimality gap and the variance of the gap to confirm the performances of the results. This shows the excellence and robustness of the assignment decisions obtained by the algorithm in the problem with uncertainty.

A study on the mathematics curriculum for elementary school in Korea to improve teaching of chance (우리나라 초등학교 수학에서 가능성 지도에 대한 고찰과 개선 방안 탐색)

  • Ko, Eun-Sung;Tak, Byungjoo
    • The Mathematical Education
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    • v.61 no.1
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    • pp.29-45
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    • 2022
  • This study tried to analyze the problems by critically examining how the chance is taught in relation to the concept of chance and randomness in the Korean elementary school mathematics curriculum. To this end, the concepts of chance and randomness were first examined, and problems were presented in based on this by the literature analysis on mathematics curriculum material and textbooks for elementary school in Korea. As a result, there was a lack of experience in reasoning based on data, and randomness instruction was not performed properly. In addition, as the teaching of the sample space was omitted, contradictory materials were being used. Moreover, it was pointed out that the teaching of chance is focused on a specific grade level. For the improvement of the teaching of chance, a teaching of the probability experiment and the sample space were mainly suggested, and it was also suggested that the contents of the data area be adjusted for the composition focused on a specific grade.

Occupational Labor Market Activities by College Majors: On the Crisis of Science and Engineering Majors (대학졸업자의 전공계열별 직업노동시장 성과: 이공계 위기의 노동시장 원인론을 중심으로)

  • Kim, Chang-Hwan;Kim, Hyung-Seog
    • Korea journal of population studies
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    • v.29 no.3
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    • pp.1-27
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    • 2006
  • Labor market participation and occupational status for workers majoring in(natural) science and engineering are estimated and compared with workers of other majors at three levels: employment, prestigious occupations, and good occupations. For this, we utilized 2% Public Use Sample of 2000 Korea Census. The results of two-stage probit models, which adjust sample selection bias, do not support the argument that graduates of science and engineering majors are relatively disadvantaged. Workers of engineering majors are more likely to have 'good occupations' at their early job careers, but their advantages fade away quickly as they are aging. Especially at their 40s, their probability of having 'good occupations' start to be likely lower than workers of social science majors. This may be due to low human capital accumulation rates at work places along with quickly outdated skills which are acquired in colleges.