• 대한수학회보
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• 제9권1호
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• pp.9-16
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• 1972

• Bulletin of the Korean Chemical Society
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• 제33권1호
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• pp.31-32
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• 2012

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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• pp.493-493
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• 2000

Multi-valued decision making for transitional stochastic events was newly derived based on conditional probability of database. The two values (on-off) decision making method without transition had been proposed by one of the author in a previous work for a purpose of realizing human on-off decision making. The current method is an extension of the previous on-off decision making. By combining the conditional probability and the transitional probability, the closed form of the algorithm for the multi-valued transitional decision making was derived. The proposed multi-valued decision making was successfully applied to the determination of the five levels of the vigilance of a subject during the EEG recording; awake stage, drowsy stage and sleeping stages (stage 1, stage 2/3, REM (rapid eye movement)). The method for determining the vigilance level can be directly usable for the two purposes; selection of awake EEG segments for automatic EEG interpretation, and determination of sleep stages through sleep EEG. The proposed multi-valued decision making with a mathematical background of the probability can be applicable widely, in industries and in medical fields for purposes of the multi-valued decision making.

• 대한수학교육학회지:수학교육학연구
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• 제15권3호
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• pp.315-334
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• 2005

이 논문의 목적은 심리학적 이론을 기반으로 처음으로 연구된 상관개념의 발달 시기와 방법을 통계학적 관점에서 고찰함으로써 교수학적 중재의 시기와 방법에 대한 시사점을 찾고자 하는 것이다. 이러한 목적 하에 심리학적 접근의 근간이 되는 Inhelder & Piaget의 1958년 연구를 심층 분석하였다. 심리학적으로 먼저 발달시기가 연구된 상관개념은 비례, 확률개념을 선결조건으로 가지며 상관계수 공식에 초점을 맞춘 형식 논리적 입장을 취하고 있었다. 그러나 통계학적인 관점에서 상관개념은 분포개념의 일부로써, 조건부 분포의 비교를 통하여 상관개념을 파악하는 수준으로부터 비례개념과 확률개념까지 적용된 조건부 확률 분포에 이르는 수준으로 다양함을 알 수 있었다. 실질적으로 문헌연구에서도 11세${\~}$12세 정도의 형식적 조작기 초반에 이르는 학습자들에게서도 조건부 분포의 비교를 통한 상관에 대한 추론이 일어나고 있었다. 이를 통해 이 논문에서는 상관개념의 교수학적 중재의 시기를 앞당기는 것에 대한 고려와 상관개념을 분포개념의 일부로써 접근하는 방법에 대한 고려의 필요성을 주장하고 있다.

• Journal of the Korean Data and Information Science Society
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• 제22권3호
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• pp.589-596
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• 2011

The conditional autoregressive value at risk (CAViaR) model is useful for risk management, which does not require the assumption that the conditional distribution does not vary over time but the volatility does. But it does not provide volatility forecasts, which are needed for several important applications such as option pricing and portfolio management. For a variety of probability distributions, it is known that there is a constant relationship between the standard deviation and the distance between symmetric quantiles in the tails of the distribution. This inspires us to use a support vector quantile regression (SVQR) for volatility forecasts with the distance between CAViaR forecasts of symmetric quantiles. Simulated example and real example are provided to indicate the usefulness of proposed forecasting method for volatility.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1999년도 제14차 학술회의논문집
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• pp.157-160
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• 1999

A prediction method of conditional event matching pre-diction (EMP) for a purpose of predicting nonlinear phenomena of insulator pollution was proposed in this paper. The EMP was used if the conditional probability for increase of insulator pollution exceeded a threshold value. A performance of the EMP was strongly related to selection of database of events and a closeness function. By use of the prediction of the insulator pollution based on the conditional EMP, reliable decision making for the washing timing of the polluted insulators was e-valuated based on actual data in Kasatsu substation, Japan.

• 한국연소학회:학술대회논문집
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• 한국연소학회 2002년도 제25회 KOSCI SYMPOSIUM 논문집
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• pp.11-17
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• 2002

The first-order conditional moment closure (CMC) model is applied to $CH_4$/Air turbulent jet diffusion flames(Sandia Flame D, E and F). The flow and mixing fields are calculated by fast chemistry assumption and a beta function pdf for mixture fraction. Reacting scalar fields are calculated by elliptic CMC formulation. The results for Flame D show reasonable agreement with the measured conditional mean temperature and mass fractions of major species, although with discrepancy on the fuel rich side. The discrepancy tends to increase as the level of local extinction increases. Second-order CMC may be needed for better prediction of these near-extinction flames.

• Journal of applied mathematics & informatics
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• 제13권1_2호
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• pp.441-446
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• 2003

Let { $X_{n}$ , n $\geq$ 1} be a sequence of independent and identically distributed random variables with a common continuous distribution function F(x) and probability density function f(x). Let $Y_{n}$ = max{ $X_1$, $X_2$, …, $X_{n}$ } for n $\geq$ 1. We say $X_{j}$ is an upper record value of { $X_{n}$ , n$\geq$1} if $Y_{j}$ > $Y_{j-1}$, j > 1. The indices at which the upper record values occur are given by the record times {u(n)}, n$\geq$1, where u(n) = min{j｜j>u(n-1), $X_{j}$ > $X_{u}$ (n-1), n$\geq$2} and u(1) = 1. We call the random variable X $\in$ Beta (1, c) if the corresponding probability cumulative function F(x) of x is of the form F(x) = 1-(1-x)$^{c}$ , c>0, 0$\leq$x$\leq$1. In this paper, we will give a characterization of the beta distribution of the first kind by considering conditional expectations of record values.s.

• 품질경영학회지
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• 제49권4호
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• pp.467-482
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• 2021

Purpose: The main theme of this study is to determine the optimal control limit of conditional variance investigation by mathematical approach. According to the determination approach of control limit presented in this study, it is possible with only one parameter to calculate the control limit necessary for budgeting control system or standard costing system, in which the limit could not be set in advance, that's why it has the advantage of high practical application. Methods: This study followed the analytical methodology in terms of the decision model of information economics, Bayesian probability theory and Taguchi's quality loss function concept. Results: The function suggested by this study is as follows; ${\delta}{\leq}\frac{3}{2}(k+1)+\frac{2}{\frac{3}{2}(k+1)+\sqrt{\{\frac{3}{2}(k+1)\}^2}+4$ Conclusion: The results of this study will be able to contribute not only in practice of variance investigation requiring in the standard costing and budgeting system, but also in all fields dealing with variance investigation differences, for example, intangible services quality control that are difficult to specify tolerances (control limit) unlike tangible product, and internal information system audits where materiality standards cannot be specified unlike external accounting audits.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.1-8
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• 2000

A spectrum minimizing the frequency-domain Kullback-Leibler information number has been proposed and used to modify a spectrum estimate. Some numerical examples have illustrated the KL spectrum estimate is superior to the initial estimate, i.e., the autocovariances obtained by the inverse Fourier transformation of the KL spectrum estimate are closer to the sample autocovariances of the given observations than those of the initial spectrum estimate. Also, it has been shown that a Gaussian autoregressive process associated with the KL spectrum is the closest in the timedomain Kullback-Leibler sense to a Gaussian white noise process subject to given autocovariance constraints. In this paper a corresponding conditional probability theorem is presented, which gives another rationale to the KL spectrum.