• Title/Summary/Keyword: Conditional Probability

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Investigation on Exact Tests (정확검정들에 대한 고찰)

  • 강승호
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.187-199
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    • 2002
  • When the sample size is small, exact tests are often employed because the asymptotic distribution of the test statistic is in doubt. The advantage of exact tests is that it is guaranteed to bound the type I error probability to the nominal level. In this paper we review the methods of constructing exact tests, the algorithm and commercial software. We also examine the difference between exact p-values obtained from exact tests and true p-values obtained from the true underlying distribution.

On a Balanced Classification Rule

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.453-470
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    • 1995
  • We describe a constrained optimal classification rule for the case when the prior probability of an observation belonging to one of the two populations is unknown. This is done by suggesting a balanced design for the classification experiment and constructing the optimal rule under the balanced design condition. The rule si characterized by a constrained minimization of total risk of misclassification; the constraint of the rule is constructed by the process of equation between Kullback-Leibler's directed divergence measures obtained from the two population conditional densities. The efficacy of the suggested rule is examined through two-group normal classification. This indicates that, in case little is known about the relative population sizes, dramatic gains in accuracy of classification result can be achieved.

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Bayesian estimation of ordered parameters (순서화 모수에 대한 베이지안 추정)

  • 정광모;정윤식
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.153-164
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    • 1996
  • We discussed estimation of parameters using Gibbs sampler under order restriction on the parameters. Two well-knwon probability models, ordered exponential family and binomial distribution, are considered. We derived full conditional distributions(FCD) and also used one-for-one sampling algorithm to sample from the FCD's under order restrictions. Finally through two real data sets we compared three kinds of estimators; isotonic regression estimator, isotonic Bayesian estimator and the estimator using Gibbs sampler.

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EWM-MR chart for individual measurements in start-up process (초기공정에서 개별관측치를 이용한 EWM-MR 관리도)

  • 지선수
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.21 no.47
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    • pp.211-218
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    • 1998
  • In start-up process control applications it may be necessary to limit the sample size to one measurement. A control chart for individual measurements is used whenever it is desirable to examine each individual value from the process immediately. A possible option would be to use an exponential weighted moving(EWM), using modifying statistics with individual measurement, chart for monitoring the process center, and using a moving range (MR) chart for monitoring process variability. In this paper it is shown that there is scheme in using the EWM procedure based on average run length. An expression for the ARL is given in terms of an integral equation, approximated using numerical quadrature. In this case, where it is reasonable to assume normality and negligible autocorrelation in the observations, provide graphs that simplify the design of EWM-MR chart and taking method of exponential smoothing constant(λ) and constant(K) are suggested. The charts suggested above evaluate using the conditional probability.

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Reliability and Safety Analysis of Structure System of Retaining Walls (옹벽구조시스템의 신뢰성 및 안전도 해석)

  • Jung, Chul-Won;Yun, Boung-Jo
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.2 no.3
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    • pp.223-234
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    • 1998
  • In this study, an attempt is made to apply the concept of fuzzy-bayesian theory to the integrity assessment of structure system, and uncertainty states are represented in terms of fuzzy sets which define several linguistic variables such as "very good", "good", "average", "poor", "very poor", etc. Especially, the concept of fuzzy conditional probability aids to derive a new reliability analysis which includes the subjective assessment of engineers without introducing any additional correction factors. The fuzzy concept are also used as reliability indexes for the condition assessment based on the proposed models, the proposed fuzzy theory-based approach with the results of PEM and AFOSM are applied to retaining wall.

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Performance Analysis of FSO Communication Systems with Photodetector Multiplexing

  • Feng, Jianfeng;Zhao, Xiaohui
    • Current Optics and Photonics
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    • v.1 no.5
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    • pp.440-455
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    • 2017
  • In this paper, we carry out a performance analysis of a two-user free-space optical (FSO) communication system with photodetector multiplexing, in which the two users are defined as the primary user (PU) and secondary user (SU). Unlike common single-user FSO systems, our photodetector multiplexing FSO system deploys a shared detector at the receiver and enables PU and SU to send their own data synchronously. We conduct the performance analysis of this FSO system for two cases: (1) in the absence of background radiation, and (2) in the presence of background radiation. Decision strategies for PU and SU are presented according to the two scenarios above. Exact and approximate conditional symbol-error probability (SEP) expressions for both PU and SU are derived, in an ideal channel with no fading. Average SEP expressions are also presented in the no-background-radiation scenario. Additionally, in some particular cases where the power ratio tends to 0.5 or 1, approximate SEP expressions are also obtained. Finally, numerical simulations are presented under different conditions, to support the performance analysis.

Intelligent Modeling of User Behavior based on FCM Quantization for Smart home (FCM 이산화를 이용한 스마트 홈에서 행동 모델링)

  • Chung, Woo-Yong;Lee, Jae-Hun;Yon, Suk-Hyun;Cho, Young-Wan;Kim, Eun-Tai
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.6
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    • pp.542-546
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    • 2007
  • In the vision of ubiquitous computing environment, smart objects would communicate each other and provide many kinds of information about user and their surroundings in the home. This information enables smart objects to recognize context and to provide active and convenient services to the customers. However in most cases, context-aware services are available only with expert systems. In this paper, we present generalized activity recognition application in the smart home based on a naive Bayesian network(BN) and fuzzy clustering. We quantize continuous sensor data with fuzzy c-means clustering to simplify and reduce BN's conditional probability table size. And we apply mutual information to learn the BN structure efficiently. We show that this system can recognize user activities about 80% accuracy in the web based virtual smart home.

Bivariate Dagum distribution

  • Muhammed, Hiba Z.
    • International Journal of Reliability and Applications
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    • v.18 no.2
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    • pp.65-82
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    • 2017
  • Abstract. Camilo Dagum proposed several variants of a new model for the size distribution of personal income in a series of papers in the 1970s. He traced the genesis of the Dagum distributions in applied economics and points out parallel developments in several branches of the applied statistics literature. The main aim of this paper is to define a bivariate Dagum distribution so that the marginals have Dagum distributions. It is observed that the joint probability density function and the joint cumulative distribution function can be expressed in closed forms. Several properties of this distribution such as marginals, conditional distributions and product moments have been discussed. The maximum likelihood estimates for the unknown parameters of this distribution and their approximate variance-covariance matrix have been obtained. Some simulations have been performed to see the performances of the MLEs. One data analysis has been performed for illustrative purpose.

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Numerical Investigations of Turbulent CH4/H2 flames under MILD combustion condition (MILD 연소환경에서의 난류 CH4/H2 난류 화염장 해석)

  • Jeon, Sangtae;Kim, Yongmo
    • 한국연소학회:학술대회논문집
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    • 2015.12a
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    • pp.267-268
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    • 2015
  • The multi-environment probability density function model has been applied to simulate the turbulent $CH_4/H_2$ flames under MILD conditions. The direct quadrature method of moments (DQMOM) has been adopted to solve the transport PDF equation due to its computational efficiency and robustness. The IEM model represents the micromixing process. The numerical results obtained in this study are precisely compared with experimental data in terms of unconditional means and conditional means for scalar field including temperature and species mass fraction.

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Development of Integrity Assessment Model for Reinforced Concrete Highway Bridges Using Fuzzy Concept (Fuzzy 개념을 이용한 RC도로교의 건전성평가 모델 개발)

  • Na, Ki-Hyun;Park, Ju-Won;Lee, Cheung-Bin;Jung, Chul-Won
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.2 no.2
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    • pp.151-161
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    • 1998
  • In this study, an attempt is made to apply the concept of fuzzy-bayesian theory to the integrity assessment of RC highway bridge, and uncertainty states are represented in terms of fuzzy sets which define several linguistic variables such as "very good", "good", "average", "poor", "very poor", etc. Especially, the concept of fuzzy conditional probability aids to derive a new reliability analysis which includes the subjective assessment of engineers without introducing any additional correction factors. The fuzzy concept are also used as reliability indexes for the condition assessment based on the proposed models, the proposed fuzzy theory-based approach with the results of visual inspection and extensive field load tests are applied to the integrity assessment of a new RC highway bridge, namely, Jichok bridge.

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