• 제목/요약/키워드: Probability testing

검색결과 280건 처리시간 0.043초

MONOTONE EMPIRICAL BAYES TESTS FOR SOME DISCRETE NONEXPONENTIAL FAMILIES

  • Liang, Tachen
    • Journal of applied mathematics & informatics
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    • 제23권1_2호
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    • pp.153-165
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    • 2007
  • This paper deals with the empirical Bayes two-action problem of testing $H_0\;:\;{\theta}{\leq}{\theta}_0$: versus $H_1\;:\;{\theta}>{\theta}_0$ using a linear error loss for some discrete nonexponential families having probability function either $$f_1(x{\mid}{\theta})=(x{\alpha}+1-{\theta}){\theta}^x\prod\limits_{j=0}^x\;(j{\alpha}+1)$$ or $$f_2(x{\mid}{\theta})=[{\theta}\prod\limits_{j=0}^{x-1}(j{\alpha}+1-{\theta})]/[\prod\limits_{j=0}^x\;(j{\alpha}+1)]$$. Two empirical Bayes tests ${\delta}_n^*\;and\;{\delta}_n^{**}$ are constructed. We have shown that both ${\delta}_n^*\;and\;{\delta}_n^{**}$ are asymptotically optimal, and their regrets converge to zero at an exponential decay rate O(exp(-cn)) for some c>0, where n is the number of historical data available when the present decision problem is considered.

Adjusting sampling bias in case-control genetic association studies

  • Seo, Geum Chu;Park, Taesung
    • Journal of the Korean Data and Information Science Society
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    • 제25권5호
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    • pp.1127-1135
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    • 2014
  • Genome-wide association studies (GWAS) are designed to discover genetic variants such as single nucleotide polymorphisms (SNPs) that are associated with human complex traits. Although there is an increasing interest in the application of GWAS methodologies to population-based cohorts, many published GWAS have adopted a case-control design, which raise an issue related to a sampling bias of both case and control samples. Because of unequal selection probabilities between cases and controls, the samples are not representative of the population that they are purported to represent. Therefore, non-random sampling in case-control study can potentially lead to inconsistent and biased estimates of SNP-trait associations. In this paper, we proposed inverse-probability of sampling weights based on disease prevalence to eliminate a case-control sampling bias in estimation and testing for association between SNPs and quantitative traits. We apply the proposed method to a data from the Korea Association Resource project and show that the standard estimators applied to the weighted data yield unbiased estimates.

Bayesian estimation for Rayleigh models

  • Oh, Ji Eun;Song, Joon Jin;Sohn, Joong Kweon
    • Journal of the Korean Data and Information Science Society
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    • 제28권4호
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    • pp.875-888
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    • 2017
  • The Rayleigh distribution has been commonly used in life time testing studies of the probability of surviving until mission time. We focus on a reliability function of the Rayleigh distribution and deal with prior distribution on R(t). This paper is an effort to obtain Bayes estimators of rayleigh distribution with three different prior distribution on the reliability function; a noninformative prior, uniform prior and inverse gamma prior. We have found the Bayes estimator and predictive density function of a future observation y with each prior distribution. We compare the performance of the Bayes estimators under different sample size and in simulation study. We also derive the most plausible region, prediction intervals for a future observation.

Review on the Application of Statistical Methods to Maritime Traffic Safety Assessment

  • Gong, In-Young
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.35-40
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    • 2006
  • For the maritime traffic safety assessment of vessels navigating in harbor or fairway, simulation techniques by using shiphandling simulator system have been traditionally used. When designing the simulation experiments and when analyzing the simulation results, however, there has been a little systematic method. Ship-handling simulations can be regarded as a kind of statistical experiment by using ship-handling simulator system, which means that shiphandling simulation conditions should be designed statistically and that the simulation results should be statistically analyzed as well. For the safe and economic design of harbor and fairway, reasonable decisions based upon the scientific analysis of shiphandling simulation results are indispensable. In this paper, various statistical methods, such as Bayes theorem, statistical hypothesis testing, and probability distributions, are reviewed with a view to application to maritime traffic safety assessment. It is expected that more reasonable decisions on harbor and fairway design can be made from shiphandlers' view point by using statistical methods.

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AESA 레이더 최대탐지거리의 통계적 접근 (Statistical Approach for AESA Radar Maximum Detection Range)

  • 탁대석;신경수
    • 시스템엔지니어링학술지
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    • 제15권1호
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    • pp.43-50
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    • 2019
  • Statistical hypothesis tests are important for quantifying answers to questions about samples of data. The Step Process of Statistical Hypothesis Testing; state the null hypothesis, State the alternate hypothesis, State the alpha level, Find the z-score associated with alpha level, Find the test statistic using this formula, If the calculated t distribution value from the data is larger than the t distribution value of alpha level, then you are in the Rejection region and you can reject the Null Hypothesis with ($1-{\alpha}$) level of confidence.

Cumulative Probability of Prostate Cancer Detection Using the International Prostate Symptom Score in a Prostate-specific Antigen-based Population Screening Program in Japan

  • Kitagawa, Yasuhide;Urata, Satoko;Narimoto, Kazutaka;Nakagawa, Tomomi;Izumi, Kouji;Kadono, Yoshifumi;Konaka, Hiroyuki;Mizokami, Atsushi;Namiki, Mikio
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권17호
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    • pp.7079-7083
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    • 2014
  • The International Prostate Symptom Score (IPSS) is often used as an interview sheet for assessing lower urinary tract symptoms (LUTS) at the time of prostate-specific antigen (PSA) testing during population-based screening for prostate cancer. However, the relationship between prostate cancer detection and LUTS status remains controversial. To elucidate this relationship, the cumulative probability of prostate cancer detection using IPSS in biopsy samples from patients categorized by serum PSA levels was investigated. The clinical characteristics of prostate cancer detected using IPSS during screening were also investigated. A total of 1,739 men aged 54-75 years with elevated serum PSA levels who completed the IPSS questionnaire during the initial population screening in Kanazawa City, Japan and underwent systematic transrectal ultrasonography-guided prostate biopsy between 2000 and 2013 were enrolled in the present study. Of the 1,739 men, 544 (31.3%) were diagnosed with prostate cancer during the observation period. The probability of cancer detection at 3 years in the entire study population was 27.4% and 32.7% for men with $IPSS{\leq}7$ and those with $IPSS{\geq}8$, respectively; there was no statistically significant difference between groups. In men with serum PSA levels of 6.1 to 12.0ng/mL at initial screening, the probability of cancer detection was significantly higher in men with $IPSS{\leq}7$ than in those with $IPSS{\geq}8$. There were no significant differences in clinical characteristics between groups of patients stratified by IPSS. These findings indicate that the use of IPSS for LUTS status evaluation may be useful for prostate cancer detection in the limited range of serum PSA levels.

Polymorphism analysis of tri- and tetranucleotide repeat microsatellite markers in Hanwoo cattle

  • Shil Jin;Jeong Il Won;Hyoun Ju Kim;Byoungho Park;Sung Woo Kim;Ui Hyung Kim;Sung-Sik Kang;Hyun-Jeong Lee;Sung Jin Moon;Myung Sun Park;Yong Teak Sim;Sun Sik Jang;Nam Young Kim
    • Journal of Animal Science and Technology
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    • 제66권4호
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    • pp.717-725
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    • 2024
  • The Hanwoo traceability system currently utilizes 11 dinucleotide repeat microsatellite (MS) markers. However, dinucleotide repeat markers are known to have a high incidence of polymerase chain reaction (PCR) artifacts, such as stutter bands, which can complicate the accurate reading of alleles. In this study, we examined the polymorphisms of the 11 dinucleotide repeat MS markers currently employed in traceability systems. Additionally, we explored four trinucleotide repeat MS markers and one tetranucleotide repeat MS marker in a sample of 1,106 Hanwoo cattle. We also assessed the potential utility of the tri- and tetranucleotide repeat MS markers. The polymorphic information content (PIC) of the five tri- and tetranucleotide repeat markers ranged from 0.663 to 0.767 (mean: 0.722), sufficiently polymorphic and slightly higher than the mean (0.716) of the current 11 dinucleotide repeat markers. Using all 16 markers, the mean PIC was 0.718. The estimated probability of identity (PI) was 3.13 × 10-12 using the 11 dinucleotide repeat markers, 7.03 × 10-6 using the five tri- and tetranucleotide repeat markers, and 2.39 × 10-17 using all 16 markers; the respective PIhalf-sibs values were 2.69 × 10-9, 1.29 × 10-4, and 3.42 × 10-13; and the respective PIsibs values were 3.89 × 10-5, 9.6 × 10-3, and 3.69 × 10-7. The probability of exclusion1 (PE1) was 0.999864 for the 11 dinucleotide repeat markers, 0.981141 for five of the tri- and tetranucleotide repeat markers, and > 0.99 for all 16 markers; the respective PE2 values were 0.994632, 0.901369, and > 0.99; and the respective PE3 values were 0.998702, > 0.99, and > 0.99. The five investigated triand tetranucleotide repeat MS markers can be used in combination with the 11 existing MS markers to improve the accuracy of individual identification and paternity testing in Hanwoo.

AHP를 이용한 대안 평가의 유의성 분석: 비모수적 통계 검정 적용 (The Significance Test on the AHP-based Alternative Evaluation: An Application of Non-Parametric Statistical Method)

  • 박준수;김성철
    • 한국전자거래학회지
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    • 제22권1호
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    • pp.15-35
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    • 2017
  • 공공사업 타당성 평가나 대안 선정에서는 대부분 AHP 기법을 활용하여 대안별 가중합 방식으로 최종 점수를 산정하고 그 값이 가장 큰 대안을 선택하고 있다. 특히 타당성 분석과 같은 경우에는 최종 점수가 0.5보다 큰 대안을 선택하게 되는데, 그 값이 0.5보다 얼마나 커야 의사결정이 의미있고 설득력있는 판단이라고 할 수 있는지에 대한 합리적인 기준 없이 적용되고 있다. 한국개발연구원(KDI)에서 제시한 방법론에는 사업진행 대안의 종합 점수가 0.5 근처에 있는 경우를 회색 영역으로 구분하여 신중한 결정을 하도록 제시하고 있는데, 세부기준에 관한 이론적 검토는 빈약하다. 반면, 통계적 검정의 개념을 도입하여 시도된 분석사례에서는 가중합 평가 점수의 확률분포로서 정규분포 또는 베타분포를 가정하였으나, 이에 대한 분포적 타당성은 제시되지 않았다. 본 논문에서는 현재 다양한 분야에서 적용되고 있는 가중합 평가 방식의 사례를 검토하여 그 결과의 통계적 검정의 필요성을 제기하고, 통계적 검정을 위하여 특정 분포를 가정하지 않는 비모수적 검정 방법을 제시한다. 그리고 본 연구에서 제시한 방법을 국방 분야의 사례에 적용하고 그 함의와 함께 향후 연구의 발전방향을 제안한다.

혼합분포에서 최적분류점 (Optimal Thresholds from Mixture Distributions)

  • 홍종선;주재선;최진수
    • 응용통계연구
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    • 제23권1호
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    • pp.13-28
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    • 2010
  • 혼합분포를 가정한 신용평가연구에서 부도차주를 정상으로 예측하거나 정상차주를 부도로 예측하는 오류를 최소화하는 분류점을 추정하는 방법을 토론한다. 확률변수 스코어와 정상과 부도상태의 모수공간으로 정의된 확률밀도함수들에 대하여 강력검정과 일반화가능도비검정을 이용하여 최적분류점의 추정방법을 제안하고, ROC와 CAP 곡선에서 분류정확도를 측정하는 정확도(accuarcy)와 진실율(true rate)을 이용하여 이 측도를 최대로 하는 최적분류점을 확률밀도함수의 관계식으로 추정하는 방법을 제안한다. 다양한 정규분포에서 가설검정, 정확도 그러고 진실율을 이용하는 세가지 방법의 최적분류점을 구하고 각최적분류점에 대응하는 제 I 종과 제 II 종 오류합의 크기를 비교하여 효율성을 토론한다.

소프트웨어 취약성 평가를 위한 길이기반 파일 퍼징 테스트 슈트 축약 알고리즘 (A Length-based File Fuzzing Test Suite Reduction Algorithm for Evaluation of Software Vulnerability)

  • 이재서;김종명;김수용;윤영태;김용민;노봉남
    • 정보보호학회논문지
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    • 제23권2호
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    • pp.231-242
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    • 2013
  • 최근 소프트웨어의 취약점을 찾기 위해 퍼징과 같은 자동화된 테스팅 방법을 이용한 많은 연구가 진행되고 있다. 퍼징은 소프트웨어의 입력을 특정 규칙에 따라 자동으로 변형시켜 소프트웨어의 오작동 여부를 탐지하고 그 결과로부터 취약점을 발견하는 것이다. 이 때 소프트웨어에 입력되는 입력 값, 즉 테스트 케이스에 따라 취약점을 발견할 수 있는 확률이 달라지기 때문에 취약점 발견 확률을 높이기 위해서는 테스트 케이스의 집합인 테스트 슈트 축약 문제를 해결하여야 한다. 이에 본 논문에서는 파일과 같은 대용량 테스트 케이스를 대상으로 효과적으로 테스트 슈트 축약 문제를 해결할 수 있는 방법을 제안하고자 한다. 이를 위해 기존 연구에서 주로 사용되었던 커버리지와 중복도 이외에 새로운 척도인 테스트 케이스의 길이를 제시하고, 본 척도에 적합한 축약 알고리즘을 설계하였다. 실험을 통해 본 논문에서 제안한 알고리즘이 기존 연구의 알고리즘보다 높은 크기와 길이 축약율을 나타냄을 보임으로써 제안하는 알고리즘의 효율성을 증명할 수 있었다.