• Title/Summary/Keyword: Conditional Probability

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A Study on the Entropy of Binary First Order Markov Information Source (이진 일차 Markov 정보원의 엔트로피에 관한 연구)

  • 송익호;안수길
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.20 no.2
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    • pp.16-22
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    • 1983
  • In this paper, we obtained PFME(probability for maximum entropy) and entropy when a conditional probability was given in a binary list order Markov Information Source. And, when steady state probability was constant, the influence of change of a conditional probability on entropy was examined, too.

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Structural reliability estimation based on quasi ideal importance sampling simulation

  • Yonezawa, Masaaki;Okuda, Shoya;Kobayashi, Hiroaki
    • Structural Engineering and Mechanics
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    • v.32 no.1
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    • pp.55-69
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    • 2009
  • A quasi ideal importance sampling simulation method combined in the conditional expectation is proposed for the structural reliability estimation. The quasi ideal importance sampling joint probability density function (p.d.f.) is so composed on the basis of the ideal importance sampling concept as to be proportional to the conditional failure probability multiplied by the p.d.f. of the sampling variables. The respective marginal p.d.f.s of the ideal importance sampling joint p.d.f. are determined numerically by the simulations and partly by the piecewise integrations. The quasi ideal importance sampling simulations combined in the conditional expectation are executed to estimate the failure probabilities of structures with multiple failure surfaces and it is shown that the proposed method gives accurate estimations efficiently.

Rationale of the Maximum Entropy Probability Density

  • Park, B. S.
    • Journal of the Korean Statistical Society
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    • v.13 no.2
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    • pp.87-106
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    • 1984
  • It ${X_t}$ is a sequence of independent identically distributed normal random variables, then the conditional probability density of $X_1, X_2, \cdots, X_n$ given the first p+1 sample autocovariances converges to the maximum entropy probability density satisfying the corresponding covariance constraints as the length of the sample sequence tends to infinity. This establishes that the maximum entropy probability density and the associated Gaussian autoregressive process arise naturally as the answers of conditional limit problems.

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ANALYSIS OF HUMAN DECISION MAKING PROCESS BASED ON CONDITIONAL PROBABLILTY

  • Nakamura, Masatoshi;Goto, Satoru
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.783-786
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    • 1997
  • Automatic realization of on-off human decision making was derived based on a conditional probability. Following the proposed procedure, problems of insulator washing timing in power substations and spike detection on EEG(electroencephalogram) records were appropriately solved.

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Verification of Kinetic Theoretical Prediction of Diffusion-influenced Reversible

  • Yang, Min O;Sin, Guk Jae
    • Bulletin of the Korean Chemical Society
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    • v.21 no.1
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    • pp.93-96
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    • 2000
  • A diffusion-influenced pseudo-first order reversible reaction A + B ⇔C + B is investigated by the molecular dynamics (MD) simulation method. Theoretical finding that the temporal evolution of reactants [conditional probabilities] in the reversible system can be expressed by the irreversible survival probability with an effective rate parameter is confirmed even in the presence of solvent particles. We carry out molecular dynamics simulations for both the irreversible and the reversible cases to evaluate the survival and the conditional probabilities for each cases. When the resultant irreversible survival probability is inserted into the proposed relation, the conditional probabilities given by the simulation are exactly reproduced.

Analysis of Nested Case-Control Study Designs: Revisiting the Inverse Probability Weighting Method

  • Kim, Ryung S.
    • Communications for Statistical Applications and Methods
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    • v.20 no.6
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    • pp.455-466
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    • 2013
  • In nested case-control studies, the most common way to make inference under a proportional hazards model is the conditional logistic approach of Thomas (1977). Inclusion probability methods are more efficient than the conditional logistic approach of Thomas; however, the epidemiology research community has not accepted the methods as a replacement of the Thomas' method. This paper promotes the inverse probability weighting method originally proposed by Samuelsen (1997) in combination with an approximate jackknife standard error that can be easily computed using existing software. Simulation studies demonstrate that this approach yields valid type 1 errors and greater powers than the conditional logistic approach in nested case-control designs across various sample sizes and magnitudes of the hazard ratios. A generalization of the method is also made to incorporate additional matching and the stratified Cox model. The proposed method is illustrated with data from a cohort of children with Wilm's tumor to study the association between histological signatures and relapses.

3rd, 4th and 5th Graders' Probability Understanding (초등학교 3, 4, 5학년 학생들의 확률 이해 실태)

  • Yoon, Hye-Young;Lee, Kwang-Ho
    • Education of Primary School Mathematics
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    • v.14 no.1
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    • pp.69-79
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    • 2011
  • The purpose of this study is to analyze 3rd, 4th and 5th graders' probability understanding and raise issues concerning instructional methods and search for the possibility of learning probability. For the purpose, a descriptive study through pencil-and-paper test regarding fairness, sample space, probability of event, probability comparison, independence and conditional probability was conducted. The following conclusions were drawn from the results obtained in this study. First, the 3rd, 4th, and 5th grade students scored the highest in the sample space questions. In descending order of skill, the students scored the highest in sample space following probability of events, fairness and probability comparison. Second, however, the level of independence understanding was low. There was no meaningful differences between grades and the conditional probability was the least understood. The independence is difficult to develop naturally according to cognitive development. The conditional probability recognizing the probability of an event changes in non-replacement situations was very difficult for these students. Third, there were significant differences between the 5th graders and the 3rd and 4th graders in the probability comparison questions. It shows that 5th graders understand the concept of proportion when they compare equal ratio probability of an event. The 3rd graers could do different ratio probability of an event more easily than equal ratio probability of an event after they were instructed on probability comparison.

Density estimation of summer extreme temperature over South Korea using mixtures of conditional autoregressive species sampling model (혼합 조건부 종추출모형을 이용한 여름철 한국지역 극한기온의 위치별 밀도함수 추정)

  • Jo, Seongil;Lee, Jaeyong
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1155-1168
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    • 2016
  • This paper considers a probability density estimation problem of climate values. In particular, we focus on estimating probability densities of summer extreme temperature over South Korea. It is known that the probability density of climate values at one location is similar to those at near by locations and one doesn't follow well known parametric distributions. To accommodate these properties, we use a mixture of conditional autoregressive species sampling model, which is a nonparametric Bayesian model with a spatial dependency. We apply the model to a dataset consisting of summer maximum temperature and minimum temperature over South Korea. The dataset is obtained from University of East Anglia.

CONVERGENCE RATES FOR SEQUENCES OF CONDITIONALLY INDEPENDENT AND CONDITIONALLY IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Yuan, De-Mei
    • Journal of the Korean Mathematical Society
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    • v.53 no.6
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    • pp.1275-1292
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    • 2016
  • The Marcinkiewicz-Zygmund strong law of large numbers for conditionally independent and conditionally identically distributed random variables is an existing, but merely qualitative result. In this paper, for the more general cases where the conditional order of moment belongs to (0, ${\infty}$) instead of (0, 2), we derive results on convergence rates which are quantitative ones in the sense that they tell us how fast convergence is obtained. Furthermore, some conditional probability inequalities are of independent interest.

Probabilities of Baccarat by Simulation

  • Zhu, Weicheng;Park, Chang-Soon
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.117-128
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    • 2012
  • In Baccarat, the gambler can bet on either the Player or Banker. The only gambler's strategy is to consider the previous winning history on the round. The winning probabilities of Player or Banker are calculated by simulation using R. Conditional winning probabilities given that Player or Banker has won i consecutive times are also calculated by simulation. Conditional winning probability implies that the sequence of Baccarat results is an almost independent sequence of events. It has been shown that the total amount of returns in each round of games is almost identical to a random walk. Thus, one possible strategy is to catch the trend(the Player or the Banker) of the random walk and to bet on that side of the trend.