• Title/Summary/Keyword: confidence probability

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Fixed-accuracy confidence interval estimation of P(X > c) for a two-parameter gamma population

  • Zhuang, Yan;Hu, Jun;Zou, Yixuan
    • Communications for Statistical Applications and Methods
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    • v.27 no.6
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    • pp.625-639
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    • 2020
  • The gamma distribution is a flexible right-skewed distribution widely used in many areas, and it is of great interest to estimate the probability of a random variable exceeding a specified value in survival and reliability analysis. Therefore, the study develops a fixed-accuracy confidence interval for P(X > c) when X follows a gamma distribution, Γ(α, β), and c is a preassigned positive constant through: 1) a purely sequential procedure with known shape parameter α and unknown rate parameter β; and 2) a nonparametric purely sequential procedure with both shape and rate parameters unknown. Both procedures enjoy appealing asymptotic first-order efficiency and asymptotic consistency properties. Extensive simulations validate the theoretical findings. Three real-life data examples from health studies and steel manufacturing study are discussed to illustrate the practical applicability of both procedures.

Estimation of confidence interval in exponential distribution for the greenhouse gas inventory uncertainty by the simulation study (모의실험에 의한 온실가스 인벤토리 불확도 산정을 위한 지수분포 신뢰구간 추정방법)

  • Lee, Yung-Seop;Kim, Hee-Kyung;Son, Duck Kyu;Lee, Jong-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.825-833
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    • 2013
  • An estimation of confidence intervals is essential to calculate uncertainty for greenhouse gases inventory. It is generally assumed that the population has a normal distribution for the confidence interval of parameters. However, in case data distribution is asymmetric, like nonnormal distribution or positively skewness distribution, the traditional estimation method of confidence intervals is not adequate. This study compares two estimation methods of confidence interval; parametric and non-parametric method for exponential distribution as an asymmetric distribution. In simulation study, coverage probability, confidence interval length, and relative bias for the evaluation of the computed confidence intervals. As a result, the chi-square method and the standardized t-bootstrap method are better methods in parametric methods and non-parametric methods respectively.

Determination of Proper Probability Distribution for Groundwater Monitoring Stations in Jeju Island (제주도 지하수위 관측지점별 적정 확률분포형의 결정)

  • Chung, Il-Moon;Nam, Woosung;Kim, Min Gyu;Choi, Gian;Kim, Gee-Pyo;Park, Yun-Seok
    • Journal of Soil and Groundwater Environment
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    • v.23 no.1
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    • pp.41-53
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    • 2018
  • Comprehensive statistical analysis for the 127 groundwater monitoring stations in Jeju Island during 2005~2015 was carried out for the re-establishment of management groundwater level. Three probability distribution functions such as normal distibution, GEV (General Extreme Value) distribution, and Gumbel distribution were applied and the maximum likelihood method was used for parameter estimation of each distribution. AIC (Akaike information criterion) was calculated based on the estimated parameters to determine the proper probability distribution for all 127 stations. The results showed that normal distribution and Gumble distribution were found in 11 stations. Whereas GEV distribution were found in 105 stations, which covered most of groundwater monitoring stations. Therefore, confidence levels should be established in accord with the proper probability distribution when groundwater level management is determined.

Frequency Analysis of Extreme Rainfall using Higher Probability Weighted Moments (고차확률가중모멘트에 의한 극치강우의 빈도분석)

  • Lee, Soon-Hyuk;Maeng, Sung-Jin;Ryoo, Kyong-Sik;Kim, Byeong-Jun
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2003.10a
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    • pp.511-514
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    • 2003
  • This study was conducted to estimate the design rainfall by the determination of best fitting order for Higher Probability Weighted Moments of the annual maximum series according to consecutive duration at sixty-five rainfall stations in Korea. Design rainfalls were obtained by generalized extreme value distribution which was selected to be suitable distribution in 4 applied distributions and by L, L1, L2, L3 and L4-moment. The best fitting order for Higher Probability Weighted Moments was determined with the confidence analysis of estimated design rainfall.

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Fracture Probability Properties of Pure and Cantilever Bending Fatigue of STS304 Steel (STS304강의 순수 및 외팔보형 굽힘 피로에 대한 파괴확률 특성)

  • Roh, Sung-Kuk;Park, Dae-Hyun;Jeong, Soon-Uk
    • Proceedings of the KSME Conference
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    • 2001.06a
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    • pp.199-204
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    • 2001
  • Big accidents of flyings, vessel, subways, gas equipments, buildings and bridge happens frenquently. Therefore many people are suffering harm of property. The destruction cause of macaine components is almost accused by fatigue. This study is test for STS304 specimen using pure and cantilever bending state. Rounded specimen and notched specimen including fracture surface investigation was comparatively experimented, fatigue life according to degree of surface finishing was examined. Fatigue fracture probability of notched canilever specimens were predicted by P-S-N curve, median rank and Weibull distribution. And at the relation with the rotational speed and stress, the fatigue life of the test specimen was higher at high speed than low speed.

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Prediction Algorithm of Threshold Violation in Line Utilization using ARIMA model (ARIMA 모델을 이용한 설로 이용률의 임계값 위반 예측 기법)

  • 조강흥;조강홍;안성진;안성진;정진욱
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.8A
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    • pp.1153-1159
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    • 2000
  • This paper applies a seasonal ARIMA model to the timely forecasting in a line utilization and its confidence interval on the base of the past data of the lido utilization that QoS of the network is greatly influenced by and proposes the prediction algorithm of threshold violation in line utilization using the seasonal ARIMA model. We can predict the time of threshold violation in line utilization and provide the confidence based on probability. Also, we have evaluated the validity of the proposed model and estimated the value of a proper threshold and a detection probability, it thus appears that we have maximized the performance of this algorithm.

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Effect of Evaluation Response Spectrum on the Seismic Risk of Structure (평가용 스펙트럼이 구조물의 지진리스크에 미치는 영향)

  • Kim, Min-Kyu;Choi, In-Ki
    • Journal of the Earthquake Engineering Society of Korea
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    • v.13 no.6
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    • pp.39-46
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    • 2009
  • The selection of an evaluation response spectrum can have a significant effect on the seismic fragility evaluation of a structure. A method for modifying the seismic fragility parameters that are calculated based on the design spectrum is described in this study. The modification factor is used to modify the original fragility parameters. The HCLPF (High Confidence of Low Probability of Failure) acceleration levels of the electric system using previous design spectrum and uniform hazard spectrum (UHS) were compared. Finally, seismic risk analyses were performed according to a uniform hazard spectrum. From the results, it was concluded that based on the design spectrum, seismic risk for the electric system might be underestimated.

Estimating variation in the microbiological quality of seasoned soybean sprouts using probability model (확률 모형을 이용한 콩나물 무침의 미생물적 품질 변화 예측)

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.909-916
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    • 2010
  • This study aims to establish storage stability conditions for cook-chilled korean ethenic foods. In order to achieve this aims, we establish a probability model of microbial counts of cook-chilled korean side dishes product-seasoned soybean sprouts. And seasoned soybean sprouts were stored during 1 to 5 days under constant temperature conditions at 0, 5, 10 and $15^{\circ}C$. Next we find confidence intervals for variation in the microbiological quality of seasoned soybean sprouts.

Debt Finance among Vietnamese Enterprises: The Influence of Managers' Gender

  • HO, Hoang Lan;DAO, Minh Hoa;PHAN, The Cong
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.9
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    • pp.229-239
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    • 2020
  • This paper examines the impact of gender on access to debt finance among Vietnamese enterprises. The paper investigates data and variables retrieved from the World Bank Enterprise Survey dataset using five Probit models. The regression results suggest that there exist more unfavourable debt financing conditions for women-led firms (WLF), measured as a lower probability of having loan applications fully approved. Firm's age, working sector, and perception of access to finance as a difficulty are found to have explanatory power on the discrimination. More importantly, the perception of debt finance as a difficulty or firms' level of confidence significantly explains the variance of the dependent variable of probability of loan approval, or gender effect would be more pronounced if the firm already has a low level of confidence. The paper also contributes in testing for the gender effect on Vietnamese enterprises from different sectors and scale, unlike other prior research papers focusing on specific sectors and/or small and medium enterprises only. The findings are highly useful for Vietnamese credit institutions to set out a specific business policy to attract more WLFs and help promoting gender equality in the working environment, especially in debt financing, which is often neglected in existing regulation and policy frameworks.

Reliability on Banana Oil Qualitative Fit Test for Quarter Mask (1/4 형 마스크에 대한 Banana Oil 밀착도 검사(QLFT)의 신뢰성)

  • Han, Don-Hee;Jeong, Yoon-Sok
    • Journal of Korean Society of Occupational and Environmental Hygiene
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    • v.9 no.2
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    • pp.79-89
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    • 1999
  • A quantitative fit test, condensation nuclei counting (Portacount 8025, TSI), was performed concurrently with a banana oil (isoamyl acetate: IAA) qualitative fit test (MSA) to evaluate reliability on IAA QLFT and correlation between two methods. One brands of quarter mask (3M model 7500 medium) was prepared for QLFT with HEPA filter and gas & vapor removing media, i.e., combination cartridge. 110 subjects (65 male, 45 female) were fit tested QNFT and QLFT each three times. For a wearer combination having a FF<10, as determined by CNC QNFT, the point es timate (${\beta}$-error) of the probability of that combination not being rejected by the banana oil QLFT was found to be 0.0 with 95% confidence that this statistic is not expected to exceed 0.15. For a wearer combination having a FF<100, as determined by CNC QNFT, the point estimate of the probability of that combination not being rejected by the banana oil QLFT was found to be 0.07 with 95% confidence that this statistic is not expected to exceed 0.13. The uncertainty associated with each estimate, however, is large due to the small number of study subjects with inadequately fitting respirators.

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