• 제목/요약/키워드: Conditional variables

검색결과 192건 처리시간 0.029초

CHARACTERIZATIONS OF BETA DISTRIBUTION OF THE FIRST KIND BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young;Chang, Se-Kyung
    • 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.

Higher-Order Conditional Random Field established with CNNs for Video Object Segmentation

  • Hao, Chuanyan;Wang, Yuqi;Jiang, Bo;Liu, Sijiang;Yang, Zhi-Xin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제15권9호
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    • pp.3204-3220
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    • 2021
  • We perform the task of video object segmentation by incorporating a conditional random field (CRF) and convolutional neural networks (CNNs). Most methods employ a CRF to refine a coarse output from fully convolutional networks. Others treat the inference process of the CRF as a recurrent neural network and then combine CNNs and the CRF into an end-to-end model for video object segmentation. In contrast to these methods, we propose a novel higher-order CRF model to solve the problem of video object segmentation. Specifically, we use CNNs to establish a higher-order dependence among pixels, and this dependence can provide critical global information for a segmentation model to enhance the global consistency of segmentation. In general, the optimization of the higher-order energy is extremely difficult. To make the problem tractable, we decompose the higher-order energy into two parts by utilizing auxiliary variables and then solve it by using an iterative process. We conduct quantitative and qualitative analyses on multiple datasets, and the proposed method achieves competitive results.

몬테칼로깁스표본기법을 이용한 누적로짓 모형의 베이지안 분석 (Bayesian analysis of cumulative logit models using the Monte Carlo Gibbs sampling)

  • 오만숙
    • 응용통계연구
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    • 제10권1호
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    • pp.151-161
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    • 1997
  • 순서적 다항자료의 누적로짓 모형에 대한 베이지안 사후추론을 위하여 몬테칼로 깁스표본기법을 제안하였다. 원래의 모형에서는 깁스표본기법 적용에 필수적으로 요구되는 각 원소모수의 조건부 확률분포가 난수생성에 편리한 형태로 주어지지 않으므로 Albert and Chib(1993)과 Oh(1997)에서 이항 로짓모형에 사용한 바와 같이 적절한 잠재변수를 도입하여 깁스표본기법 적용에 매우 편리한 형태를 갖도록 한다.

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Automatic Correlation Generation using the Alternating Conditional Expectation Algorithm

  • Kim, Han-Gon;Kim, Byong-Sup;Cho, Sung-Jae
    • 한국원자력학회:학술대회논문집
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    • 한국원자력학회 1997년도 춘계학술발표회논문집(1)
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    • pp.292-297
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    • 1997
  • An alternating conditional expectation (ACE) algorithm, a kind of non-parametric regression method, is proposed to generate empirical correlations automatically. The ACE algorithm yields an optimal relationship between a dependent variable and multiple independent variables without any preprocessing and initial assumption on the functional forms. This algorithm is applied to a collection of 12,879 CHF data points for forced convective boiling hi vertical tubes to develop a new critical heat flux (CHF) correlation. The meat root mean square, and maximum errors of our new correlation are -0.558%, 12.5%, and 122.6%, respectively. Our CHF correlation represents the entire set of CHF data with an overall accuracy equivalent to or better than that of three existing correlations.

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Dynamic Relationship between Stock Prices and Exchange Rates: Evidence from Nepal

  • Kim, Do-Hyun;Subedi, Shyam;Chung, Sang-Kuck
    • 국제지역연구
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    • 제20권3호
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    • pp.123-144
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    • 2016
  • This paper investigates the linkages between returns both in foreign exchange and stock markets, and uncertainties in two markets using daily data for the period of 16 July 2004 to 30 June 2014 in Nepalese economy. Four hypotheses are tested about how uncertainty influences the stock index and exchange rates. From the empirical results, a bivariate EGARCH-M model is the best to explain the volatility in the two markets. There is a negative relationship from the exchange rates return to stock price return. Empirical results do provide strong empirical confirmation that negative effect of stock index uncertainty and positive effect of exchange rates uncertainty on average stock index. GARCH-in-mean variables in AR modeling are significant and shows that there is positive effect of exchange rates uncertainty and negative effect of stock index uncertainty on average exchange rates. Stock index shocks have longer lived effects on uncertainty in the stock market than exchange rates shock have on uncertainly in the foreign exchange market. The effect of the last period's shock, volatility is more sensitive to its own lagged values.

임의중단자료에서의 조건부 평균잔여수명함수 추정 (Estimation of conditional mean residual life function with random censored data)

  • 이원기;송명언;정성화
    • Journal of the Korean Data and Information Science Society
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    • 제22권1호
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    • pp.89-97
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    • 2011
  • 본 연구에서는 Buckley와 James의 방법을 이용하여 중도절단된 자료를 보완한 조건부생존함수 추정량으로부터 조건부평균잔여수명함수를 추정하는 방법을 제안하고, 모의실험을 통하여 제안된 방법의 효율성을 평가하였다. 모의실험 결과 비례위험모형이 아닌 경우 제안된 방법으로 추정한 조건부 평균잔여수명함수의 평균제곱오차가 Cox모형이나 Beran의 비모수적 방법을 이용하여 구한 추정치의 평균제곱오차보다 작게 나타났으며, 비례위험모형인 경우에는 제안된 방법으로 추정한 결과들이 Cox 모형을 이용하여 얻은 결과들과 비슷하게 나타났다. 또한 K대학교병원 외과에서 위암 수술을 받은 1,192명의 환자 자료를 이용하여 제안된 방법의 임상적 적용의 적절성을 평가하였다.

연관성 기반 비유사성을 활용한 범주형 자료 군집분석 (Categorical Data Clustering Analysis Using Association-based Dissimilarity)

  • 이창기;정욱
    • 품질경영학회지
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    • 제47권2호
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    • pp.271-281
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    • 2019
  • Purpose: The purpose of this study is to suggest a more efficient distance measure taking into account the relationship between categorical variables for categorical data cluster analysis. Methods: In this study, the association-based dissimilarity was employed to calculate the distance between two categorical data observations and the distance obtained from the association-based dissimilarity was applied to the PAM cluster algorithms to verify its effectiveness. The strength of association between two different categorical variables can be calculated using a mixture of dissimilarities between the conditional probability distributions of other categorical variables, given these two categorical values. In particular, this method is suitable for datasets whose categorical variables are highly correlated. Results: The simulation results using several real life data showed that the proposed distance which considered relationships among the categorical variables generally yielded better clustering performance than the Hamming distance. In addition, as the number of correlated variables was increasing, the difference in the performance of the two clustering methods based on different distance measures became statistically more significant. Conclusion: This study revealed that the adoption of the relationship between categorical variables using our proposed method positively affected the results of cluster analysis.

의복소비가치에 따른 집단별 외모관리행동의 차이 (Differences of Appearance Management Behaviors among Clothing Consumption Value)

  • 김인숙
    • 한국의류산업학회지
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    • 제18권5호
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    • pp.606-616
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    • 2016
  • We intend an empirical assessment of examining the differences in the appearance management behaviors and demographic variables among groups classified by the clothing consumption values. The questionnaires are administered to 493 female and male adults above 20 years old in Seoul, Gyeonggi-do, Daegu and Kyungpook regions. For analysis of data from 478 respondents, descriptive statistics, cluster analysis, Cronbach's ${\alpha}$, ANOVA, Duncan test and ${\chi}^2$ test were applied. We show the following results. First, Factor analyses were employed for the clothing consumption values and appearance management behaviors. Six factors were for clothing consumption values: Individuality, appearance attractive, social, functional, conditional and fashion clothing consumption value. Four factors were for appearance management behaviors: weight training, skin care, hair care, make-up and clothing selection. According to clothing consumption values, four groups were classified: the passive, functional, social, and active group. We did cluster analysis to the appearance management behaviors of weight training, skin care, hair care, make-up and clothing selection. Second, the social and active groups were more interested in individuality, appearance attractive, social, functional, conditional and fashion clothing value. And they were also more involved in appearance management behaviors. Third, among the demographic variables, the single and female in 20s and 30s with higher level of education belonged to the active group. In this contribution, we find significant differences in the appearance management behavior and demographic variables classified by the clothing consumption values.

통계적 가설검정으로서의 선별검사절차의 검토 (Review of Screening Procedure as Statistical Hypothesis Testing)

  • 권혁무;이민구;김상부;홍성훈
    • 품질경영학회지
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    • 제26권2호
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    • pp.39-50
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    • 1998
  • A screening procedure, where one or more correlated variables are used for screeing, is reviewed from the point of statistical hypothesis testing. Without assuming a specific probability model for the joint distribution of the performance and screening variables, some principles are provided to establish the best screeing region. A, pp.ication examples are provided for two cases; ⅰ) the case where the performance variable is dichotomous and ⅱ) the case where the performance variable is continuous. In case ⅰ), a normal model is assumed for the conditional distribution of the screening variable given the performance variable. In case ⅱ), the performance and screening variables are assumed to be jointly normally distributed.

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건강수준이 노인의 삶의 질에 미치는 영향 (Health Status and the Quality of Life of the Rural Elderly)

  • 최헌;김한중;진기남;주경식;이규식;손명세
    • 보건행정학회지
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    • 제8권2호
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    • pp.149-165
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    • 1998
  • The purpose of this study is to examine the effect of the health status on the quality of life of the rural elderly, and to examine the conditional effect of socialsupport for that influence. 'Quality of life' used in this study was defined by unidimensional approach. The data were collected by conducting individual interviews with 296 rural elderly people aged 60 and the above who were living in one township of Kangwondo, between the time period of October and November 1995. The main findings are as follows: 1. Hierarchical regression analyses were carried out to examine the relative contribution of three set of variables on the quality of life. The first step, which included sociodemographic factors showed that the coefficient of determination (R$^{2}$) was 8% and income was a statisically significant variable. The second step, by adding health related factors, revealed that the R$^{2}$ was increased to 34% by 26% point and the degree of health recognition was the statistically significant variable. The third step, by projecting additionall social support related variables revealed that the R$^{2}$ was 42% 2. The conditional effect of social support was analyzed to examine the influence the health status has on the quality of life. The results are as follows: 1) The IADL and the degree of social contact interacted, resulting in that the higher degree of social contact boosted the stronger effect of IADL. 2) The effect of subjective health recognition on the quality of life is depended upon degree of family ontact. 3) The effect of eyesight on the quality of life is depended upon degree of satisfaction in social relation. The lower the degree of social support was, the bigger the influence of health related variables affecting quality of life became. This study explains that health status is a major factor in predicting the quality of life of the aged. Particularly the subjective health recognition was an important factor as the perception of quality of life.

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