• 제목/요약/키워드: confidence probability

검색결과 316건 처리시간 0.018초

Estimating the Transmittable Prevalence of Infectious Diseases Using a Back-Calculation Approach

  • Lee, Youngsaeng;Jang, Hyun Gap;Kim, Tae Yoon;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • 제21권6호
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    • pp.487-500
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    • 2014
  • A new method to calculate the transmittable prevalence of an epidemic disease is proposed based on a back-calculation formula. We calculated the probabilities of reactivation and of parasitemia as well as transmittable prevalence (the number of persons with parasitemia in the incubation period) of malaria in South Korea using incidence of 12 years(2001-2012). For this computation, a new probability function of transmittable condition is obtained. The probability of reactivation is estimated by the least squares method for the back-calculated longterm incubation period. The probability of parasitemia is calculated by a convolution of the survival function of the short-term incubation function and the probability of reactivation. Transmittable prevalence is computed by a convolution of the infected numbers and the probabilities of transmission. Confidence intervals are calculated using the parametric bootstrap method. The method proposed is applicable to other epidemic diseases in other countries where incidence and a long incubation period are available. We found the estimated transmittable prevalence in South Korea was concentrated in the summer with 276 cases on a peak at the $31^{st}$ week and with about a 60% reduction in the peak from the naive prevalence. The statistics of transmittable prevalence can be used for malaria prevention programs and to select blood transfusion donors.

사면(斜面)의 삼차원(三次元) 파괴확률(破壞確率)에 관(關)한 연구(硏究)(II) (A Three Dimensional Study on the Probability of Slope Failure(II))

  • 김영수;차홍준;정성관
    • 산업기술연구
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    • 제3권
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    • pp.53-63
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    • 1983
  • The probability of failure is used to analyze the reliability of three dimensional slope failure, instead of conventional factor of safety. The strength parameters are assumed to be normal variated and beta variated. These are interval estimated under the specified confidence level and maximum likelihood estimation. The pseudonormal and beta random variables are generated using the uniform probability transformation method according to central limit theorem and rejection method. By means of a Monte-Carlo Simulation, the probability of failure is defined as; Pf=M/N N : Total number of trials M : Total number of failures Some of the conclusions derived from the case study include; 1. Three dimensional factors of safety are generally much higher than 2-D factors of safety. However situations appear to exist where the 3-D factor of safety can be lower than the 2-D factor of safety. 2. The F3/F2 ratio appears to be quite sensitive to c and ${\phi}$ and to the shape of the 3-D shear surface and the slope but not to be to the unit weight of soil. 3. In cases that strength parameters are assumed to be normal variated and beta variated, the relationships between safety factor and the probability of failure are fairly consistent, regardless of the shape of the 3-D shear surface and the slope. 4. As the c-value is increased, the probability of failure for the same safety factor is increased and as the ${\phi}-value$ is increased, the probability of failure for the same safety factor is decreased.

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와이블 분포함수를 이용한 하수관로 노후도 추정 (Estimation of sewer deterioration by Weibull distribution function)

  • 강병준;유순유;박규홍
    • 상하수도학회지
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    • 제34권4호
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    • pp.251-258
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    • 2020
  • Sewer deterioration models are needed to forecast the remaining life expectancy of sewer networks by assessing their conditions. In this study, the serious defect (or condition state 3) occurrence probability, at which sewer rehabilitation program should be implemented, was evaluated using four probability distribution functions such as normal, lognormal, exponential, and Weibull distribution. A sample of 252 km of CCTV-inspected sewer pipe data in city Z was collected in the first place. Then the effective data (284 sewer sections of 8.15 km) with reliable information were extracted and classified into 3 groups considering the sub-catchment area, sewer material, and sewer pipe size. Anderson-Darling test was conducted to select the most fitted probability distribution of sewer defect occurrence as Weibull distribution. The shape parameters (β) and scale parameters (η) of Weibull distribution were estimated from the data set of 3 classified groups, including standard errors, 95% confidence intervals, and log-likelihood values. The plot of probability density function and cumulative distribution function were obtained using the estimated parameter values, which could be used to indicate the quantitative level of risk on occurrence of CS3. It was estimated that sewer data group 1, group 2, and group 3 has CS3 occurrence probability exceeding 50% at 13th-year, 11th-year, and 16th-year after the installation, respectively. For every data groups, the time exceeding the CS3 occurrence probability of 90% was also predicted to be 27th- to 30th-year after the installation.

A Goneral Procedure for Testing Equivalence

  • Sung Nae Kyung
    • Communications for Statistical Applications and Methods
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    • 제5권2호
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    • pp.491-501
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    • 1998
  • Motivated by bioequivalence studies which involve comparisons of pharmaceutically equivalent dosage forms, we propose a more general decision rule for showing equivalence simultaneously between multiple means and a control mean. Namely, this testing procedure is concerned with the situation in that one must make decisions as to the bioequivalence of an original drug product and several generic formulations of that drug. This general test is developed by considering a spherical confidence region, which is a direct extension of the usual t-based confidence interval rule formally approved by the U.S. Food and Drug Administration. We characterize the test by the probability of rejection curves and assess its performance via Monte-Carlo simulation. Since the manufacturer's main concern is the proper choice of sample sizes, we provide optimal sample sizes from the Monte-Carlo simulation results. We also consider an application of the generalized equivalence test to a repeated measures design.

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BMS 알고리즘을 이용한 핵심어 검출기 거절기능 성능 향상 실험 (Improvement of Confidence Measure Performance in Keyword Spotting using Background Model Set Algorithm)

  • 김병돈;김진영;최승호
    • 대한음성학회지:말소리
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    • 제46호
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    • pp.103-115
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    • 2003
  • In this paper, we proposed Background Model Set algorithm used in the speaker verification to improve calculating confidence measure(CM) in speech recognition. CM is to display relative likelihood between recognized models and antiphone models. In previous method calculating of CM, we calculated probability and standard deviation using all phonemes in composition of antiphone models. At this process, antiphone CM brought bad recognition result. Also, recognition time increases. In order to solve this problem, we studied about method to reconstitute average and standard deviation using BMS algorithm in CM calculation.

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Estimation of the exponentiated half-logistic distribution based on multiply Type-I hybrid censoring

  • Jeon, Young Eun;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • 제27권1호
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    • pp.47-64
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    • 2020
  • In this paper, we derive some estimators of the scale parameter of the exponentiated half-logistic distribution based on the multiply Type-I hybrid censoring scheme. We assume that the shape parameter λ is known. We obtain the maximum likelihood estimator of the scale parameter σ. The scale parameter is estimated by approximating the given likelihood function using two different Taylor series expansions since the likelihood equation is not explicitly solved. We also obtain Bayes estimators using prior distribution. To obtain the Bayes estimators, we use the squared error loss function and general entropy loss function (shape parameter q = -0.5, 1.0). We also derive interval estimation such as the asymptotic confidence interval, the credible interval, and the highest posterior density interval. Finally, we compare the proposed estimators in the sense of the mean squared error through Monte Carlo simulation. The average length of 95% intervals and the corresponding coverage probability are also obtained.

Evaluating Interval Estimates for Comparing Two Proportions with Rare Events

  • Park, Jin-Kyung;Kim, Yong-Dai;Lee, Hak-Bae
    • 응용통계연구
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    • 제25권3호
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    • pp.435-446
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    • 2012
  • Epidemiologic studies frequently try to estimate the impact of a specific risk factor. The risk difference and the risk ratio are generally useful measurements for this purpose. When using such measurements for rare events, the standard approaches based on the normal approximation may fail, in particular when no events are observed. In this paper, we discuss and evaluate several existing methods to construct confidence intervals around risk differences and risk ratios using Monte-Carlo simulations when the disease of interest is rare. The results in this paper provide guidance how to construct interval estimates of the risk differences and the risk ratios when no events are detected.

Empirical Bayes Interval Estimation by a Sample Reuse Method

  • Cho, Kil-Ho;Choi, Dal-Woo;Chae, Hyeon-Sook
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.41-48
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    • 1997
  • We construct the empirical Bayes(EB) confidence intervals that attain a specified level of EB coverage for the unknown scale parameter in the Weibull distribution with the known shape parameter under the type II censored data. Our general approach is to use an EB bootstrap samples introduced by Larid and Louis(1987). Also, we compare the coverage probability and the expected interval length for these bootstrap intervals with those of the naive intervals through Monte Carlo simulation.

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Seismic performance evaluation of a RC special moment frame

  • Kim, Taewan;Kim, Jinkoo
    • Structural Engineering and Mechanics
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    • 제27권6호
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    • pp.671-682
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    • 2007
  • The probability and the reliability-based seismic performance evaluation procedure proposed in the FEMA-355F was applied to a reinforced concrete moment frame building in this study. For the FEMA procedure, which was originally developed for steel moment frame structures, to be applied to other structural systems, the capacity should be re-defined and the factors reflecting the uncertainties related to capacity and demand need to be determined. To perform the evaluation procedure a prototype building was designed per IBC 2003, and inelastic dynamic analyses were conducted applying site-specific ground motions to determine the parameters for performance evaluation. According to the analysis results, distribution of the determined capacities turned out to be relatively smaller than that of the demands, which showed that the defined capacity was reasonable. It was also shown that the prototype building satisfied the target performance since the determined confidence levels exceeded the objectives for both local and global collapses.

Point and interval estimation for a simple step-stress model with Type-I censored data from geometric distribution

  • Arefi, Ahmad;Razmkhah, Mostafa
    • Communications for Statistical Applications and Methods
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    • 제24권1호
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    • pp.29-41
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    • 2017
  • The estimation problem of expected time to failure of units is studied in a discrete set up. A simple step-stress accelerated life testing is considered with a Type-I censored sample from geometric distribution that is a commonly used distribution to model the lifetime of a device in discrete case. Maximum likelihood estimators as well as the associated distributions are derived. Exact, approximate and bootstrap approaches construct confidence intervals that are compared via a simulation study. Optimal confidence intervals are suggested in view of the expected width and coverage probability criteria. An illustrative example is also presented to explain the results of the paper. Finally, some conclusions are stated.