• 제목/요약/키워드: a conditional probability

검색결과 295건 처리시간 0.026초

Analysis of Nested Case-Control Study Designs: Revisiting the Inverse Probability Weighting Method

  • Kim, Ryung S.
    • Communications for Statistical Applications and Methods
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    • 제20권6호
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    • pp.455-466
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    • 2013
  • In nested case-control studies, the most common way to make inference under a proportional hazards model is the conditional logistic approach of Thomas (1977). Inclusion probability methods are more efficient than the conditional logistic approach of Thomas; however, the epidemiology research community has not accepted the methods as a replacement of the Thomas' method. This paper promotes the inverse probability weighting method originally proposed by Samuelsen (1997) in combination with an approximate jackknife standard error that can be easily computed using existing software. Simulation studies demonstrate that this approach yields valid type 1 errors and greater powers than the conditional logistic approach in nested case-control designs across various sample sizes and magnitudes of the hazard ratios. A generalization of the method is also made to incorporate additional matching and the stratified Cox model. The proposed method is illustrated with data from a cohort of children with Wilm's tumor to study the association between histological signatures and relapses.

Verification of Kinetic Theoretical Prediction of Diffusion-influenced Reversible

  • 양민오;신국재
    • Bulletin of the Korean Chemical Society
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    • 제21권1호
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    • pp.93-96
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    • 2000
  • A diffusion-influenced pseudo-first order reversible reaction A + B ⇔C + B is investigated by the molecular dynamics (MD) simulation method. Theoretical finding that the temporal evolution of reactants [conditional probabilities] in the reversible system can be expressed by the irreversible survival probability with an effective rate parameter is confirmed even in the presence of solvent particles. We carry out molecular dynamics simulations for both the irreversible and the reversible cases to evaluate the survival and the conditional probabilities for each cases. When the resultant irreversible survival probability is inserted into the proposed relation, the conditional probabilities given by the simulation are exactly reproduced.

Rationale of the Maximum Entropy Probability Density

  • Park, B. S.
    • Journal of the Korean Statistical Society
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    • 제13권2호
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    • pp.87-106
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    • 1984
  • It ${X_t}$ is a sequence of independent identically distributed normal random variables, then the conditional probability density of $X_1, X_2, \cdots, X_n$ given the first p+1 sample autocovariances converges to the maximum entropy probability density satisfying the corresponding covariance constraints as the length of the sample sequence tends to infinity. This establishes that the maximum entropy probability density and the associated Gaussian autoregressive process arise naturally as the answers of conditional limit problems.

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Structural reliability estimation based on quasi ideal importance sampling simulation

  • Yonezawa, Masaaki;Okuda, Shoya;Kobayashi, Hiroaki
    • Structural Engineering and Mechanics
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    • 제32권1호
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    • pp.55-69
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    • 2009
  • A quasi ideal importance sampling simulation method combined in the conditional expectation is proposed for the structural reliability estimation. The quasi ideal importance sampling joint probability density function (p.d.f.) is so composed on the basis of the ideal importance sampling concept as to be proportional to the conditional failure probability multiplied by the p.d.f. of the sampling variables. The respective marginal p.d.f.s of the ideal importance sampling joint p.d.f. are determined numerically by the simulations and partly by the piecewise integrations. The quasi ideal importance sampling simulations combined in the conditional expectation are executed to estimate the failure probabilities of structures with multiple failure surfaces and it is shown that the proposed method gives accurate estimations efficiently.

혼합 조건부 종추출모형을 이용한 여름철 한국지역 극한기온의 위치별 밀도함수 추정 (Density estimation of summer extreme temperature over South Korea using mixtures of conditional autoregressive species sampling model)

  • 조성일;이재용
    • Journal of the Korean Data and Information Science Society
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    • 제27권5호
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    • pp.1155-1168
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    • 2016
  • 기상 자료의 경우 한 지역의 기후가 인접지역의 기후와 비슷한 양상을 띄고 각 지역의 확률 밀도 함수 (probability density function)가 잘 알려진 확률 모형을 따르지 않는다는 것이 알려져 있다. 본 논문에서는 이러한 특성을 고려하여 이상 기후 현상이 뚜렷히 나타나는 여름철 평균 극한 기온(extreme temperature)의 확률 밀도 함수를 추정하고자 한다. 이를 위하여 공간적 상관관계 (spatial correlation)를 고려하는 비모수 베이지안 (nonparametric Bayesian) 모형인 조건부 자기회귀 종추출 혼합모형 (mixtures of conditional autoregression species sampling model)을 이용하였다. 자료는 이스트앵글리아 대학교 (University of East Anglia)에서 제공하는 전 지구의 최대 기온과 최소 기온자료 중 우리나라에 해당하는 지역의 자료를 사용하였다.

한국어 다음절 단어의 초성, 중성, 종성단위의 음절간 조건부 확률 (Conditional Probability of a 'Choseong', a 'Jungseong', and a 'Jongseong' Between Syllables in Multi-Syllable Korean Words)

  • 이재홍;이재학
    • 전자공학회논문지B
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    • 제28B권9호
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    • pp.692-703
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    • 1991
  • A Korean word is composed of syllables. A Korean syllable is regarded as a random variable according to its probabilistic property in occurrence. A Korean syllable is divided into 'choseong', 'jungseong', and 'jongseong' which are regarded as random variables. We can consider teh conditional probatility of syllable as an index which represents the occurrence correlation between syllables in Korean words. Since the number of syllables is enormous, we use the conditional probability of a' choseong', a 'jungseong', and a 'jongseong' between syllables as an index which represents the occurrence correlation between syllables in Korean words. The length distribution of Korean woeds is computed according to frequency and to kind. Form the cumulative frequency of a Korean syllable computed from multi-syllable Korean woeds, all probabilities and conditiona probabilities are computed for the three random variables. The conditional probabilities of 'choseong'- 'choseong', 'jungseong'- 'jungseong', 'jongseong'-'jongseong', 'jongseong'-'choseong' between adjacent syllables in multi-syllable Korean woeds are computed.

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대칭 조건부 확률과 TF-IDF 기반 텍스트 분류를 위한 N-gram 특질 선택 (N-gram Feature Selection for Text Classification Based on Symmetrical Conditional Probability and TF-IDF)

  • 최우식;김성범
    • 대한산업공학회지
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    • 제41권4호
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    • pp.381-388
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    • 2015
  • The rapid growth of the World Wide Web and online information services has generated and made accessible a huge number of text documents. To analyze texts, selecting important keywords is an essential step. In this paper, we propose a feature selection method that combines a term frequency-inverse document frequency technique and symmetrical conditional probability. The proposed method can identify features with N-gram, the sequential multiword. The effectiveness of the proposed method is demonstrated through a real text data from the machine learning repository, University of California, Irvine.

확률이론을 이용한 프로젝트 예비비 산정 및 관리 (Probabilistic Applications for Estimating and Managing Project Contingency)

  • 이만희;유위성;이학기
    • 한국건설관리학회:학술대회논문집
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    • 한국건설관리학회 2004년도 제5회 정기학술발표대회 논문집
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    • pp.224-227
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    • 2004
  • 건설사업관리자는 사업을 진행하기 전에 예측하지 못한 위험 발생 가능성에 대비한 예비비를 항상 고려해야 한다. 예비비를 충분히 고려하지 않고 사업을 수행하게 되면 리스크로 인한 총사업비에서의 초과 비용이 누적되어 향후 사업진행에 지장을 줄 수도 있기 때문이다. 과거의 실적자료를 바탕으로 적정한 예비비를 산정하기 위해 확률적 평가가 필요하며, 조건부 확률(conditional probability)을 사용함으로써 공정이 진행되면서 완료된 work package의 실제 공사비를 정보로 하여 잔여 공정에 대해 공사비와 예비비를 재산 정할 수 있다. 즉, 증가된 정보로 공사의 불확실성을 감소시키고 좀더 현실적인 총사업비를 예측할 수 있게 된다. 본 연구에서는 예비비 산정 및 관리 프로세스를 제시하기 위한 기초적인 연구로써 가상 프로젝트의 5개 work package를 대상으로 확률이론의 적용 가능성을 제시하였다.

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초등학교 3, 4, 5학년 학생들의 확률 이해 실태 (3rd, 4th and 5th Graders' Probability Understanding)

  • 윤혜영;이광호
    • 한국수학교육학회지시리즈C:초등수학교육
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    • 제14권1호
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    • pp.69-79
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    • 2011
  • 본 연구의 목적은 확률을 학습하지 않은 3, 4, 5학년 학생들의 확률 개념에 대한 이해 수준을 살펴보고, 확률 학습에 대한 가능성을 탐색하는 것이다. 이를 위해 3, 4, 5학년 학생을 대상으로 지필검사를 통한 조사 연구를 실시하였고, 선행연구를 토대로 한 확률 이해 분석의 틀을 분석기준으로 삼았다. 본 연구의 결과 학생들의 확률 개념 평균 이해 수준은 표본공간에서 가장 높게 나타났고 사건의 확률, 공평성, 확률 비교 순이었으며, 특히 표본공간에 대해 가장 높은 수준을 나타냈고 이러한 결과는 3, 4, 5학년의 공통적인 현상이었다. 반면 학생들의 독립성에 대한 이해 수준은 낮은 편이었고 학년 간에 유의한 수준 차이가 없었으며, 조건부 확률에 대한 이해는 가장 낮았다.

조건부스펙트럼을 적용한 원전 격납건물의 비선형 동적 해석 기반 지진취약도평가 (Application of Conditional Spectra to Seismic Fragility Assessment for an NPP Containment Building based on Nonlinear Dynamic Analysis)

  • 신동현;박지훈;전성하
    • 한국지진공학회논문집
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    • 제25권4호
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    • pp.179-189
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    • 2021
  • Conditional spectra (CS) are applied to the seismic fragility assessment of a nuclear power plant (NPP) containment building for comparison with a relevant conventional uniform hazard response spectrum (UHRS). Three different control frequencies are considered in developing conditional spectra. The contribution of diverse magnitudes and epicentral distances is identified from deaggregation for the UHRS at a control frequency and incorporated into the conditional spectra. A total of 30 ground motion records are selected and scaled to simulate the probability distribution of each conditional spectra, respectively. A set of lumped mass stick models for the containment building are built considering nonlinear bending and shear deformation and uncertainty in modeling parameters using the Latin hypercube sampling technique. Incremental dynamic analysis is conducted for different seismic input models in order to estimate seismic fragility functions. The seismic fragility functions and high confidence of low probability of failure (HCLPF) are calculated for different seismic input models and analyzed comparatively.