• 제목/요약/키워드: Statistical probability

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컴퓨터 시뮬레이션을 통한 통계적 확률 지도에 대한 연구 (A Study on the Statistical Probability Instruction through Computer Simulation)

  • 신보미;이경화
    • 대한수학교육학회지:수학교육학연구
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    • 제16권2호
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    • pp.139-156
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    • 2006
  • 학교 수학에서 통계적 확률을 보다 의미 있게 지도하기 위한 방안으로 다수의 선행 연구들은 컴퓨터 시뮬레이션을 통한 귀납적인 조작 활동을 들고 있다. 이 연구에서는 컴퓨터 시뮬레이션을 통해 통계적 확률이 지도될 때 그 지식의 성격이 어떻게 변화될 수 있는지를 그 구체적인 수업 안을 제시하고 있는 선행 연구 결과를 검토함으로써 살펴보았다. 또한 컴퓨터 시뮬레이션을 활용한 통계적 확률 지도가 의미 있기 위해서는 현재 교육과정에 수학적 확률이 정의될 수 없는 사건에 대해 통계적 확률을 고려해 보는 확률적 상황의 첨가가 필요함을 제안하였다. 이러한 사실을 토대로 컴퓨터 시뮬레이션을 활용하여 통계적 확률을 지도하는 방안을 구체적인 수업 자료를 예로 들어 제시하였다.

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Application of Statistical Models for Default Probability of Loans in Mortgage Companies

  • Jung, Jin-Whan
    • Communications for Statistical Applications and Methods
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    • 제7권2호
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    • pp.605-616
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    • 2000
  • Three primary interests frequently raised by mortgage companies are introduced and the corresponding statistical approaches for the default probability in mortgage companies are examined. Statistical models considered in this paper are time series, logistic regression, decision tree, neural network, and discrete time models. Usage of the models is illustrated using an artificially modified data set and the corresponding models are evaluated in appropriate manners.

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On the Development of Probability Matching Priors for Non-regular Pareto Distribution

  • Lee, Woo Dong;Kang, Sang Gil;Cho, Jang Sik
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.333-339
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    • 2003
  • In this paper, we develop the probability matching priors for the parameters of non-regular Pareto distribution. We prove the propriety of joint posterior distribution induced by probability matching priors. Through the simulation study, we show that the proposed probability matching Prior matches the coverage probabilities in a frequentist sense. A real data example is given.

Validation of Statistical Analysis-based Aberrancy Probability Using Marine Simulations

  • Kim, Sung-Cheol
    • 해양환경안전학회지
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    • 제24권3호
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    • pp.332-338
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    • 2018
  • To perform the Maritime Safety Audi Scheme, $10^{-4}$ was constantly applied without adjustment when evaluating the proximity of the fairway. The necessity of applying the different aberrancy probabilities from the different proximity of the fairway depending on the shape of the route and the size of the ship was validated using marine simulations. Marine simulation was performed to evaluate the validity of statistical analysis-based aberrancy probability according to the different shapes of routes and ship size presented in the previous study. As results, the validity of the criterion of the statistical analysis-based aberrancy probability was confirmed by comparing with the results of simulation-based aberrancy probabilities. The results support that the aberrancy probabilities by the types of a vessel could be different based on the type and size of vessels. The results motivate that further investigation is required to find the reasonable criteria of the aberrancy probabilities for the maritime traffic safety audit according to the fairway shape and the size of the vessel.

Bounds on the Overflow Probability in Jackson Networks

  • 이지연
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.109-113
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    • 2000
  • We consider the probability that the total population of a Jackson network exceeds a given large value. By using the relation to the stationary distribution, we derive upper and lower bounds on this probability. These bounds imply the stronger logarithmic limit than that in Glasserman and Kou(1995) when several nodes have the same maximal load.

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Probability Sampling Using Nonlinear Programming : a Feasibility Study

  • Kim, Sun-Woong
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.201-205
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    • 2003
  • We show how some probability nonreplacement sampling designs can be implemented using nonlinear programming, The efficiency of the proposed approach is compared with selected probability sampling schemes in the literature. The approach is simple to use and appears to have reasonable variance.

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SOME PROPERTIES OF BIVARIATE GENERALIZED HYPERGEOMETRIC PROBABILITY DISTRIBUTIONS

  • Kumar, C. Satheesh
    • Journal of the Korean Statistical Society
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    • 제36권3호
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    • pp.349-355
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    • 2007
  • In this paper we study some important properties of the bivariate generalized hypergeometric probability (BGHP) distribution by establishing the existence of all the moments of the distribution and by deriving recurrence relations for raw moments. It is shown that certain mixtures of BGHP distributions are again BGHP distributions and a limiting case of the distribution is considered.

Steady-state Probabilities under Non-additivity

  • Yoo, Keuk-Ryoul
    • Journal of the Korean Statistical Society
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    • 제26권4호
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    • pp.555-564
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    • 1997
  • Uncertainty, which arises when little information is revealed, can be represented by a non-additive probability, while risk is described by an additive one. This paper demonstrates that in the presence of uncertainty a steady state probability exists, which implies that we can estimate an average over a long period even under uncertainty. It is also shown that the steady state probability may not be unique in the presence of uncertainty. This implies that the estimated average under uncertainty is less accurate than under risk.

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NEW BOUNDS ON THE OVERFLOW PROBABILITY IN JACKSON NETWORKS

  • Lee, Ji-Yeon
    • Journal of the Korean Statistical Society
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    • 제32권4호
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    • pp.359-371
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    • 2003
  • We consider the probability that the total population of a stable Jackson network reaches a given large value. By using the fluid limit of the reversed network, we derive new upper and lower bounds on this probability, which are sharper than those in Glasserman and Kou (1995). In particular, the improved lower bound is useful for analyzing the performance of an importance sampling estimator for the overflow probability in Jackson tandem networks. Bounds on the expected time to overflow are also obtained.

분포 개념의 연계성 목표 관점에 따른 중학교 확률 단원 분석 (An Analysis of the 8th Grade Probability Curriculum in Accordance with the Distribution Concepts)

  • 이영하;허지영
    • 대한수학교육학회지:수학교육학연구
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    • 제20권2호
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    • pp.163-183
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    • 2010
  • 본 연구는 6차 교육과정이래 현재까지 사용 중인 중학교 2학년(8단계) 교육과정중에 확률단원의 개선 방안에 관한 것이다. 이들 교육과정에 따르면 확률단원은 경우의 수와 합사건, 곱사건 등의 확률 계산법을 포함하고 있으며, 확률의 의미는 수학적 확률 또는 통계적 확률의 의미를 사용하도록 되어있다. 그러나 확률의 의미를 통계적 확률의 의미로 사용하려면, 모든 확률에 대한 논의에 있어서 상대도수가 중심이 되어야 하는데, 경우의 수가 들어 있으므로 경우의 수에 관한 논의가 확률논의와 연결성이 없거나, 연결성을 살리기 위해 수학적 확률을 사용하게 된다. 이런 현상은 결국 많은 교과서들이 확률의 정의에서는 통계적 확률로 정의하고, 확률의 계산에 관한 논의는 수학적 확률로 하게 되는 결과를 초래하고 있다. 그 결과 학생들의 입장에서는 매우 혼란스러운 상태가 초래된다고 여겨진다. 본 연구는 확률의 계산 역시 상대도수 중심으로 논의하는 방안을 제시하고, 아울러 그런 교육과정의 변화가 단순히 확률의 정의의 변화만이 아닌, 단원 전체의 유기적 관계를 고려한 변화를 얻는 방안을 제안하려는 것이다.

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