• Title/Summary/Keyword: Probability testing

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Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.237-249
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    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

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Derivation and utilization of probability distribution of credit card usage behavior (신용카드 이용행태의 확률분포 도출과 활용)

  • Lee, Chan-Kyung;Roh, Hyung-Bong
    • Journal of Korean Society for Quality Management
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    • v.46 no.1
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    • pp.95-112
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    • 2018
  • Purpose: To find out the appropriate probability distribution of credit card usage behavior by considering the relationship among income, expenditure and credit card usage amount. Such relationship is enabled by Korea's especially high penetration of credit card. Method: Goodness-of-fit test and effect size statistic W were used to identify the distribution of income and credit card usage amount. A simulation model is introduced to generate the credit card transactions on individual user level. Result: The three data sets for testing had either passed the chi-square test or showed low W values, meaning they follow the exponential distribution. And the exponential distribution turned out to fit the data sets well. The r values were very high. Conclusion: The credit card usage behavior, denoted as the counts of users by usage amount band, follows the exponential distribution. This distribution is easy to manipulate, has a variety of applications and generates important business implications.

Performance Analysis of the Image Segmentation Using an Intensity Histogram (밝기분포도를 이용한 영상영역화의 성능분석)

  • 김경수;이상욱
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.24 no.3
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    • pp.504-509
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    • 1987
  • In this paper a characteristics of image which can be segmented based on the thresholding technique using a histogram was investigated employing 3 parameters: the variance of pixel value, the average mean difference between target and background and the target size. The threshold value for the histogram segmentation was determined by applying the hypothesis testing theory. The performance of the selected threshold was evaluated by computing a probability of error. Since a priori probability can be easily obtained from the histogram, it was found that the Bayes decision rule which theoretically guarantees the minimum probability of error works better than the minimax criterion rule.

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A Note on the Optimum Character of One-Sided Sequential Probability Ratio Tests

  • Abel, Volker
    • Journal of the Korean Operations Research and Management Science Society
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    • v.9 no.2
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    • pp.23-27
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    • 1984
  • We Observe a sequence of i. i. d random variables with density f or g. Only if g is true we should stop the process. Hence. the testing problem is completely described by a stopping time. Among all stopping times with error probability of first kind not exceeding a given bound, the one-sided sequential probability ratio test has smallest expected sample size if g is true. Moreover, the generalized one-sided SPRT has smallest expected sample size for g in the class of stopping times with expected sample size under f not falling below a given bound.

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Utterance Verification Using Search Confusion Rate and Its N-Best Approach

  • Kim, Kyu-Hong;Kim, Hoi-Rin;Hahn, Min-Soo
    • ETRI Journal
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    • v.27 no.4
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    • pp.461-464
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    • 2005
  • Recently, a variety of confidence measures for utterance verification has been studied to improve speech recognition performance by rejecting out-of-vocabulary inputs. Most of the conventional confidence measures for utterance verification are based primarily on hypothesis testing or an approximated posterior probability, and their performances depend on the robustness of an alternative hypothesis or the prior probability. We introduce a novel confidence measure called a search confusion rate (SCR), which does not require an alternative hypothesis or the approximation of posterior probability. Our confusion-based approach shows better performance in additive noise-corrupted speech as well as in clean speech.

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A Study on Dynamic Modeling of Photovoltaic Power Generator Systems using Probability and Statistics Theories (확률 및 통계이론 기반 태양광 발전 시스템의 동적 모델링에 관한 연구)

  • Cho, Hyun-Cheol
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.7
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    • pp.1007-1013
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    • 2012
  • Modeling of photovoltaic power systems is significant to analytically predict its dynamics in practical applications. This paper presents a novel modeling algorithm of such system by using probability and statistic theories. We first establish a linear model basically composed of Fourier parameter sets for mapping the input/output variable of photovoltaic systems. The proposed model includes solar irradiation and ambient temperature of photovoltaic modules as an input vector and the inverter power output is estimated sequentially. We deal with these measurements as random variables and derive a parameter learning algorithm of the model in terms of statistics. Our learning algorithm requires computation of an expectation and joint expectation against solar irradiation and ambient temperature, which are analytically solved from the integral calculus. For testing the proposed modeling algorithm, we utilize realistic measurement data sets obtained from the Seokwang Solar power plant in Youngcheon, Korea. We demonstrate reliability and superiority of the proposed photovoltaic system model by observing error signals between a practical system output and its estimation.

Analysis of a Queueing Model with a Two-stage Group-testing Policy (이단계 그룹검사를 갖는 대기행렬모형의 분석)

  • Won Seok Yang
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.45 no.4
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    • pp.53-60
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    • 2022
  • In a group-testing method, instead of testing a sample, for example, blood individually, a batch of samples are pooled and tested simultaneously. If the pooled test is positive (or defective), each sample is tested individually. However, if negative (or good), the test is terminated at one pooled test because all samples in the batch are negative. This paper considers a queueing system with a two-stage group-testing policy. Samples arrive at the system according to a Poisson process. The system has a single server which starts a two-stage group test in a batch whenever the number of samples in the system reaches exactly a predetermined size. In the first stage, samples are pooled and tested simultaneously. If the pooled test is negative, the test is terminated. However, if positive, the samples are divided into two equally sized subgroups and each subgroup is applied to a group test in the second stage, respectively. The server performs pooled tests and individual tests sequentially. The testing time of a sample and a batch follow general distributions, respectively. In this paper, we derive the steady-state probability generating function of the system size at an arbitrary time, applying a bulk queuing model. In addition, we present queuing performance metrics such as the offered load, output rate, allowable input rate, and mean waiting time. In numerical examples with various prevalence rates, we show that the second-stage group-testing system can be more efficient than a one-stage group-testing system or an individual-testing system in terms of the allowable input rates and the waiting time. The two-stage group-testing system considered in this paper is very simple, so it is expected to be applicable in the field of COVID-19.

The Failure Mode and Effects Analysis Implementation for Laser Marking Process Improvement: A Case Study

  • Deng, Wei-Jaw;Chiu, Chung-Ching;Tsai, Chih-Hung
    • International Journal of Quality Innovation
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    • v.8 no.1
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    • pp.137-153
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    • 2007
  • Failure mode and effects analysis (FMEA) is a preventive technique in reliability management field. The successful implementation of FMEA technique can avoid or reduce the probability of system failure and achieve good product quality. The FMEA technique had applied in vest scopes which include aerospace, automatic, electronic, mechanic and service industry. The marking process is one of the back ends testing process that is the final process in semiconductor process. The marking process failure can cause bad final product quality and return although is not a primary process. So, how to improve the quality of marking process is one of important production job for semiconductor testing factory. This research firstly implements FMEA technique in laser marking process improvement on semiconductor testing factory and finds out which subsystem has priority failure risk. Secondly, a CCD position solution for priority failure risk subsystem is provided and evaluated. According analysis result, FMEA and CCD position implementation solution for laser marking process improvement can increase yield rate and reduce production cost. Implementation method of this research can provide semiconductor testing factory for reference in laser marking process improvement.

Determination of a Required Index for the Testing Power Precision in Sensory Inspection (관능검사(官能檢査) 검출정도(檢出精度)의 요구지표(要求指標) 설정(說定))

  • Lee, Sang-Do;Song, Seo-Il;Gang, Ho-Uk
    • Journal of Korean Institute of Industrial Engineers
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    • v.5 no.1
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    • pp.19-25
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    • 1979
  • This paper presents an analysis of the contents of job for the sensory inspection on the basis of the probability theory, and the new determination for an index(d') of the testing power precision in carrying out sensory inspections. Also presented are the evaluation method of determining the ability of inspector by presuming the confidence interval for the average record of inspector, and the computation method for the index (de') of the testing power precision required as the goal-value in accordance with quality character, process inferior ratio, and required AOQ.

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Develop Test Facility of High Altitude Environment for Kick Motor (Kick Motor용 고공환경 모사 시험 설비 개발)

  • Kim, Sang-Heon;V.A, Bershadskiy;Yu, Byung-Il;Kim, Yong-Wook;Oh, Seung-Hyub;Park, Jeong-Joo
    • 한국전산유체공학회:학술대회논문집
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    • 2008.03b
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    • pp.707-710
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    • 2008
  • The method suggested in this thesis is the safe and economic method when testing rocket engine because ground test facility copies high altitude. We have decided to use the schematic of testing facility based on already known design method and test result, and we have decided the test condition for ground firing test of solid fuel. In addition the pressure of nozzle exit area is 0.1bar, we have designed the testing facility structure to test in this condition. Moreover, we have designed to reduce the accident probability.

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