• 제목/요약/키워드: Probability measure

검색결과 584건 처리시간 0.025초

A NOTE ON THE INTEGRATION WITH RESPECT TO FINITELY ADDITIVE SET FUNCTIONS

  • Kim, Bong-Jin
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제6권1호
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    • pp.17-25
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    • 1999
  • In this paper, we investigate the properties of the Dunford-Schwartz integral (the integral with respect to a finitely additive measure). Though it is not equivalent to the cylinder integral, we can show that a cylinder probability v on (H, C) can be extend as a finitely additive probability measure $\hat{v}$ on a field $\hat{C}{\;}{\supset}{\;}C$ which is equivalent to the Dunford-Schwartz integral on ($H,{\;}\hat{C},{\;}\hat{v}$).

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Approximated Posterior Probability for Scoring Speech Recognition Confidence

  • 김규홍;김회린
    • 대한음성학회지:말소리
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    • 제52호
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    • pp.101-110
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    • 2004
  • This paper proposes a new confidence measure for utterance verification with posterior probability approximation. The proposed method approximates probabilistic likelihoods by using Viterbi search characteristics and a clustered phoneme confusion matrix. Our measure consists of the weighted linear combination of acoustic and phonetic confidence scores. The proposed algorithm shows better performance even with the reduced computational complexity than those utilizing conventional confidence measures.

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The Concept of Fuzzy Probability

  • Sook Lim;Um, Jung-Koog
    • Journal of the Korean Statistical Society
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    • 제21권2호
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    • pp.111-125
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    • 1992
  • Since Zadeh's definition for probability of fuzzy event is presented, alternative definitions for probability of fuzzy event is suggested. Also various properties of these new definitions have been presented. In this paper it is our purpose to show the works continued by finding a natural definition of a fuzzy probability measure on an arbitrary fuzzy measurable space. Thus, the main process is to observe fuzzy probability measure to be qualified by weak axioms of boundary condition, monotonicity and continuity suggested by Klir (1988). Especially, we will show that these axioms are satisfied through in succession of modifications from the Yager's method.

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Estimation for the Time-t Discounted Price of Multiple Defaultable Zero Coupon Bond

  • Park, Heung-Sik
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.487-493
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    • 2009
  • We consider a multiple defaultable zero coupon bond. Assuming defaults occur according to a marked point process, we explain how to estimate the time-t discounted price of zero coupon bond by simulation. For the special case of a given specific random face value, we show that the real probability measure is the risk neutral probability measure. In this case the time-t discounted conditional price can be obtained by observing a single sample path upto the time t in the real world. Furthermore the time-t discounted price can be estimated by observing real situations or by simulation under the real probability measure.

제천지역 전압변동에 따른 전자계에 대한 퍼지척도 가능성 평가 (Assessment of Fuzzy Measure Possibility for the Electromagnetic Field according to Voltage fluctuation of the Jechon Area)

  • 김상철
    • 한국안전학회지
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    • 제20권2호
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    • pp.50-55
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    • 2005
  • This Paper Presents assessment of fuzzy measure Possibility far the electromagnetic field according to voltage fluctuation of the Jechon Area. To cope with substantial electromagnetic analysis, the safety assessment were analyzed the double 154kV T/L, 345kV T/L, Jechon-Ichon Jechon-Youngju, respectively. As the results of case study, in case of 345kV T/L, the electric field value was 11.4927kV/m, magnetic field value was 0.4622G at the Point about 7m away from the line in severest case. Tn assessment of fuzzy measure Possibility for the electromagnetic field, this paper use probability of fuzzy and measure of fuzziness technique.

INVARIANT MEASURE AND THE EULER CHARACTERISTIC OF PROJECTIVELY ELAT MANIFOLDS

  • Jo, Kyeong-Hee;Kim, Hyuk
    • 대한수학회지
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    • 제40권1호
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    • pp.109-128
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    • 2003
  • In this paper, we show that the Euler characteristic of an even dimensional closed projectively flat manifold is equal to the total measure which is induced from a probability Borel measure on RP$^{n}$ invariant under the holonomy action, and then discuss its consequences and applications. As an application, we show that the Chen's conjecture is true for a closed affinely flat manifold whose holonomy group action permits an invariant probability Borel measure on RP$^{n}$ ; that is, such a closed affinly flat manifold has a vanishing Euler characteristic.

The Performance Improvement of Speech Recognition System based on Stochastic Distance Measure

  • Jeon, B.S.;Lee, D.J.;Song, C.K.;Lee, S.H.;Ryu, J.W.
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제4권2호
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    • pp.254-258
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    • 2004
  • In this paper, we propose a robust speech recognition system under noisy environments. Since the presence of noise severely degrades the performance of speech recognition system, it is important to design the robust speech recognition method against noise. The proposed method adopts a new distance measure technique based on stochastic probability instead of conventional method using minimum error. For evaluating the performance of the proposed method, we compared it with conventional distance measure for the 10-isolated Korean digits with car noise. Here, the proposed method showed better recognition rate than conventional distance measure for the various car noisy environments.

Important measure analysis of uncertainty parameters in bridge probabilistic seismic demands

  • Song, Shuai;Wu, Yuan H.;Wang, Shuai;Lei, Hong G.
    • Earthquakes and Structures
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    • 제22권2호
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    • pp.157-168
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    • 2022
  • A moment-independent importance measure analysis approach was introduced to quantify the effects of structural uncertainty parameters on probabilistic seismic demands of simply supported girder bridges. Based on the probability distributions of main uncertainty parameters in bridges, conditional and unconditional bridge samples were constructed with Monte-Carlo sampling and analyzed in the OpenSees platform with a series of real seismic ground motion records. Conditional and unconditional probability density functions were developed using kernel density estimation with the results of nonlinear time history analysis of the bridge samples. Moment-independent importance measures of these uncertainty parameters were derived by numerical integrations with the conditional and unconditional probability density functions, and the uncertainty parameters were ranked in descending order of their importance. Different from Tornado diagram approach, the impacts of uncertainty parameters on the whole probability distributions of bridge seismic demands and the interactions of uncertainty parameters were considered simultaneously in the importance measure analysis approach. Results show that the interaction of uncertainty parameters had significant impacts on the seismic demand of components, and in some cases, it changed the most significant parameters for piers, bearings and abutments.

착륙장치용 Structural Fuse 파손확률 계산 및 개선 방안 (Assessment for Failure Probability of Landing Gear Structural Fuse and Improvement Measure)

  • 이승규;김태욱;황인희;이정선;조정준;박총영
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2008년도 추계학술대회A
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    • pp.469-474
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    • 2008
  • The reason for crashworthy landing gear is to contribute to the overall aircraft design goals in the event of a crash. One of crashworthy landing gear design approaches is inclusion of structural fuse. Structural fuse is used to control the mode of failure of landing gear. If structural fuse doesn't work at desired condition, other unexpected accidents can occur. In this paper, failure probability is calculated for landing gear structural fuse and improvement measure is introduced to improve failure probability of structural fuse.

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RADO'S AND POPONOV'S INEQUALITIES OF PROBABILITY MEASURES FOR POSITIVE REAL NUMBERS

  • Lee, Hosoo;Kim, Sejong
    • 충청수학회지
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    • 제27권2호
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    • pp.165-172
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    • 2014
  • In this paper, we derive some valuable inequalities of Rado's and Poponov's types on the open interval of positive real numbers, and then show weighted generalizations of Rado's and Poponov's inequalities on the set of positive real numbers equipped with compactly supported probability measure.