• 제목/요약/키워드: a conditional probability

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A Sanov-Type Proof of the Joint Sufficiency of the Sample Mean and the Sample Variance

  • Kim, Chul-Eung;Park, Byoung-Seon
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.563-568
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    • 1995
  • It is well-known that the sample mean and the sample variance are jointly sufficient under normality assumption. In this paper a proof of the joint sufficiency is given without using the factorization criterion. It is related to a finite Sanov-type conditional theorem, i.e., the conditional probability density of $Y_1$ given sample mean $\mu$ and sample variance $\sigma^2$, where $Y_1, Y_2, \cdots, Y_n$ are independently and identically distributed (i.i.d.) normal random variables with mean m and variance $\delta^2$, equals that of $Y_1$ given sample mean $\mu$ and sample variance $\sigma^2$, where $Y_1, Y_2, \cdots, Y_n$ are i.i.d. normal random variables with mean $\mu$ and variance $\sigma^2$.

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The Reference-Class Problem and the Qua-Problem (준거집합 문제와 자격의 문제)

  • Kim, Han-Seung
    • Korean Journal of Logic
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    • v.15 no.2
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    • pp.223-250
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    • 2012
  • The reference-class problem is known as a problem that frequentism on the nature of probability is supposed to encounter. Alan H$\acute{a}$jek argues that other theories on the nature of probability also meet this problem inevitably and claims that we can resolve the problem by regarding conditional probabilities as primitive. In this paper I shall present an adequate way of understanding the reference-class problem and its philosophical implications by scrutinizing his argument. H$\acute{a}$jek's claim is to be classified into the following two: (i) probability is relative to its reference class and (ii) what is known as the 'Ratio' analysis of conditional probability is wrong. H$\acute{a}$jek believes that these two are to be closely related but I believe these two should be separated. Moreover, I shall claim that we should accept the former but not the latter. Finally, regarding the identity condition of reference class I shall distinguish the extensional criterion from the non-extensional one. I shall claim that the non-extensional criterion is the right one for the identity condition of reference class by arguing that the reference-class problem should be regarded as an instance of the qua-problem.

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CHARACTERIZATION OF CONTINUOUS DISTRIBUTIONS THROUGH RECORD STATISTICS

  • Khan, Abdul Hamid;Faizan, Mohd.;Haque, Ziaul
    • Communications of the Korean Mathematical Society
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    • v.25 no.3
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    • pp.485-489
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    • 2010
  • A family of continuous probability distribution has been characterized through the difference of two conditional expectations, conditioned on a non-adjacent record statistic. Also, a result based on the unconditional expectation and a conditional expectation is used to characterize a family of distributions. Further, some of its deductions are also discussed.

A Study on Trauma Experiences among Korean Adults based on Conditional probability of PTSD symptoms (PTSD 증상의 조건비율에 근거한 한국 성인의 트라우마 경험에 관한 연구)

  • Kim, Ji-Yun;Lee, Dong-Hun;Kim, Si-Hyeong
    • Korean Journal of Culture and Social Issue
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    • v.24 no.3
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    • pp.365-383
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    • 2018
  • In this study, to search for events that cause high levels of PTSD symptoms, traumatic events are classified into 'criterion events' that meet DSM-IV-TR criteria and 'life stresssful events', conditional probability of PTSD was confirmed. From a sample of 1,000 adults residing in South Korea, 998 statistically relevant samples were extracted. Criterion events include cases of 'sexual harassment before age 16', 'sightings of other accidents', 'rape before 16', 'domestic violence before 16', 'disaster', 'traffic accidents', 'other accidents'. Life stressful events appeared to be 'legal arrest or detention(person and family)', 'parental separation or divorce', 'failure or despair causing serious stress', 'extreme conflict with family or frequent quarrels'. Among the demographic characteristics, age, marital status, religion were found to affect PTSD symptoms. The implications and limitations of these results are discussed.

The conditional risk probability-based seawall height design method

  • Yang, Xing;Hu, Xiaodong;Li, Zhiqing
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.7 no.6
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    • pp.1007-1019
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    • 2015
  • The determination of the required seawall height is usually based on the combination of wind speed (or wave height) and still water level according to a specified return period, e.g., 50-year return period wind speed and 50-year return period still water level. In reality, the two variables are be partially correlated. This may be lead to over-design (costs) of seawall structures. The above-mentioned return period for the design of a seawall depends on economy, society and natural environment in the region. This means a specified risk level of overtopping or damage of a seawall structure is usually allowed. The aim of this paper is to present a conditional risk probability-based seawall height design method which incorporates the correlation of the two variables. For purposes of demonstration, the wind speeds and water levels collected from Jiangsu of China are analyzed. The results show this method can improve seawall height design accuracy.

Notes on Upper and Lower Bounds of Odds Ratio

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.1
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    • pp.31-35
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    • 2000
  • We shall give upper and lower bounds of the odds ratio of an event by a slight condition of the conditional probability of events.

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A Study on the Probabilistic Prediction of Typhoons Approaching the Korean-Peninsula (한반도에 대한 태풍내습확률 산정에 관한 연구)

  • Park, Jun-Il;Yu, Hui-Jeong;Lee, Bae-Ho
    • Water for future
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    • v.17 no.4
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    • pp.273-279
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    • 1984
  • An attempt is made to present a method of prediction for typhoons apporaching the Korean-peninsula. The method is based upon the Bayesian theorem to improve the observed (prior) probabilities of typhoons approaching the Korean sea area incorporating conditional probability. A total of 248 typhoons is collected and analyzed to establish prior probability and conditional probability according to the defined procedure. The typhoons used are those which encompassed the western Pacific area to which the Korean-peninsula is subjected. The results of examplary computations suggest that the presented method is promising for predicting approaching typhoons.

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Sensitivity analysis of probabilistic seismic behaviour of wood frame buildings

  • Gu, Jianzhong
    • Earthquakes and Structures
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    • v.11 no.1
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    • pp.109-127
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    • 2016
  • This paper examines the contribution of three sources of uncertainties to probabilistic seismic behaviour of wood frame buildings, including ground motions, intensity and seismic mass. This sensitivity analysis is performed using three methods, including the traditional method based on the conditional distributions of ground motions at given intensity measures, a method using the summation of conditional distributions at given ground motion records, and the Monte Carlo simulation. FEMA P-695 ground motions and its scaling methods are used in the analysis. Two archetype buildings are used in the sensitivity analysis, including a two-storey building and a four-storey building. The results of these analyses indicate that using data-fitting techniques to obtain probability distributions may cause some errors. Linear interpolation combined with data-fitting technique may be employed to improve the accuracy of the calculated exceeding probability. The procedures can be used to quantify the risk of wood frame buildings in seismic events and to calibrate seismic design provisions towards design code improvement.

ON CHARACTERIZATIONS OF PARETO AND WEIBULL DISTRIBUTIONS BY CONSIDERING CONDITIONAL EXPECTATIONS OF UPPER RECORD VALUES

  • Jin, Hyun-Woo;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.2
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    • pp.243-247
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    • 2014
  • Let {$X_n$, $n{\geq}1$} be a sequence of i.i.d. random variables with absolutely continuous cumulative distribution function(cdf) F(x) and the corresponding probability density function(pdf) f(x). In this paper, we give characterizations of Pareto and Weibull distribution by considering conditional expectations of record values.

CHARACTERIZATIONS OF THE LOMAX, EXPONENTIAL AND PARETO DISTRIBUTIONS BY CONDITIONAL EXPECTATIONS OF RECORD VALUES

  • Lee, Min-Young;Lim, Eun-Hyuk
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.2
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    • pp.149-153
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    • 2009
  • Let {$X_{n},\;n\;\geq\;1$} be a sequence of independent and identically distributed random variables with absolutely continuous cumulative distribution function (cdf) F(x) and probability density function (pdf) f(x). Suppose $X_{U(m)},\;m = 1,\;2,\;{\cdots}$ be the upper record values of {$X_{n},\;n\;\geq\;1$}. It is shown that the linearity of the conditional expectation of $X_{U(n+2)}$ given $X_{U(n)}$ characterizes the lomax, exponential and pareto distributions.

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