• Title/Summary/Keyword: interval probability

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Confidence Intervals for High Quantiles of Heavy-Tailed Distributions (꼬리가 두꺼운 분포의 고분위수에 대한 신뢰구간)

  • Kim, Ji-Hyun
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.461-473
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    • 2014
  • We consider condence intervals for high quantiles of heavy-tailed distribution. The asymptotic condence intervals based on the limiting distribution of estimators are considered together with bootstrap condence intervals. We can also apply a non-parametric, parametric and semi-parametric approach to each of these two kinds of condence intervals. We considered 11 condence intervals and compared their performance in actual coverage probability and the length of condence intervals. Simulation study shows that two condence intervals (the semi-parametric asymptotic condence interval and the semi-parametric bootstrap condence interval using pivotal quantity) are relatively more stable under the criterion of actual coverage probability.

A Comparison of the Interval Estimations for the Difference in Paired Areas under the ROC Curves (대응표본에서 AUC차이에 대한 신뢰구간 추정에 관한 고찰)

  • Kim, Hee-Young
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.275-292
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    • 2010
  • Receiver operating characteristic(ROC) curves can be used to assess the accuracy of tests measured on ordinal or continuous scales. The most commonly used measure for the overall diagnostic accuracy of diagnostic tests is the area under the ROC curve(AUC). When two ROC curves are constructed based on two tests performed on the same individuals, statistical analysis on differences between AUCs must take into account the correlated nature of the data. This article focuses on confidence interval estimation of the difference between paired AUCs. We compare nonparametric, maximum likelihood, bootstrap and generalized pivotal quantity methods, and conduct a monte carlo simulation to investigate the probability coverage and expected length of the four methods.

Evaluation of Non Destructive Inspection Interval for Running Safety of Railway Axle (철도차량 안전성을 위한 주행 차축의 비파괴 검사주기 평가)

  • Kwon, Seok Jin;Lee, Dong Hyung;Seo, Jung Won;Kim, Jae Chul
    • Journal of the Korean Society for Precision Engineering
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    • v.31 no.9
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    • pp.777-782
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    • 2014
  • Usually, railway axles are designed for infinite life based on endurance limit of the material and the axle is not fractured immediately when a surface crack initiated. The railway axles have been inspected regularly by NDT such as ultrasonic testing, magnetic testing and eddy current testing and so on. Because the axle failure is profoundly influenced by the probability of missing a fatigue crack during an NDT inspection, it is necessary to evaluate the Non Destructive Interval of railway axle. In the present paper, the Non Destructive Interval of railway axle based on fracture mechanics and finite element analysis was investigated. It was shown that the Non Destructive Interval of railway axle can be evaluated using fracture mechanics approach and extended using NDT which a crack can detect clearly.

Effect of Season, Parity and Lactation on Reproductive Performance of Sows in a Tropical Humid Climate

  • Gourdine, J.L.;Quesnel, H.;Bidanel, J.-P.;Renaudeau, D.
    • Asian-Australasian Journal of Animal Sciences
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    • v.19 no.8
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    • pp.1111-1119
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    • 2006
  • The aim of this study was to analyze post-weaning reproductive performance of Large White sows in relation to season, parity and their lactation performance under tropical conditions in Guadeloupe (French West Indies, $16^{\circ}$ Lat. N, $61^{\circ}$ Long. W.). This work was based on data recorded in the experimental unit of INRA from January 1993 to December 2003. Two seasons were determined a posteriori from climatic parameters recorded continuously in a station close to the experimental unit. Mean ambient temperature was higher during the hot season than the warm season ($26^{\circ}C$ vs. $24^{\circ}C$) but relative humidity was comparable for both seasons (i.e. 87% on average). Season had a significant effect on all reproductive parameters analyzed. Primiparous sows weaned in the hot season had a higher probability of a prolonged weaning to estrus interval, WEI (odds ratio was 4.1; p<0.01) but multiparous sows were not affected. A higher probability of a prolonged weaning to conception interval, WCI (odds ratio >2.5, p<0.01) and a lower subsequent farrowing rate (-10%, p<0.01) were found for sows weaned in the hot season. A higher daily feed intake during lactation reduced the probability of a prolonged WEI (p<0.05). Body weight and average back-fat thickness at farrowing affected WEI and WCI (p<0.05), whereas body weight and average backfat thickness change in lactation did not. This study confirms the negative effects of the hot season on primiparous reproductive performance. It also indicates that lactation performance influences sow non-productive period.

Retention probability of trawl codend for silver croaker (Argyrosomus argentatus) (트롤 끝자루에 대한 보구치(Argyrosomus argentatus)의 망목 선택성)

  • KIM, Pyungkwan;PARK, Chang-Doo;LEE, Chun-Woo;KIM, Hyung-seok
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.55 no.1
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    • pp.1-6
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    • 2019
  • The annual production of silver croaker (Argyrosomus argentatus) in Korean towed fishing gears has been increased in recent five years. In 2017, the annual production of silver croaker in metric ton was increased 99.2% compared to 2013. However, the research for silver croaker has been focused on ecology in Korea. There has not been enough research in terms of fishing gears. Therefore, the research for retention probability for towed gears was conducted on covered codend method from June, 2016 to July, 2018. During the experiments, the total catch of silver croaker was 1,563. The geometry of the experimental trawl gear was controlled by trawl monitoring system; net height was 3.3 m, distance of trawldoors was 59.8 m and distance of wing net was 17.3 m. The selection curve for silver croaker was estimated by a logit model. The analysis was applied with the confidence interval to reduce uncertainty of the estimation. The $l_{50}$ was 13.87 cm and its selection range was 2.71 cm. P-value was estimated at 0.99. The mesh size for silver croaker in towed gears needs to be adjusted by considering its minimum maturity length, stakeholder's interests and fisheries regulations.

A Sequential Analysis of Mother-Infant Interaction (연속적 분석법을 통한 어머니와 유아의 상호작용 연구)

  • Choae, Jin Kyong
    • Korean Journal of Child Studies
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    • v.6 no.1
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    • pp.3-16
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    • 1985
  • The purpose of this study was the application of sequential analysis to mother-infant interaction data, with particular reference to goodness of fit. The subjects of this study were 22 7- to 16-month-old infants(12 girls and 10 boys) and their mothers. Each mother-infant dyad was videotaped in a 5-min free-play session in the playroom. The videotaped data was transcribed on the behavioral checklist every 3 seconds. The recorded raw data were lagged by one time interval (3 sec.). Transitional probabilities from behavior at time t-1 to behavior at time t were gathered. The statistical analysis of frequency data and transitional probabilities consisted of Z test, t test, and sign test. It was found that regarding 1) direction of effect: the transitional probability of infant vocalization following maternal vocalization was significantly higher than the reverse; the transitional probability of a 'Coacting State' following a 'Mother Active State' was significantly higher than the reverse; the probability of a 'Mother Active State' following 'Quiescent State' was significantly higher than that of a 'Coacting State' following an 'Infant Active State'; 2) sex differences: male infants' transitional probability from an 'Infant Active State' to a 'Quiescent State' was significantly higher than that of female infants; 3) age differences: more than younger infants older infants had higher transitional probabilities from a 'Mother Active State' to a 'Coacting State', from a 'Parallel State' to a 'Coacting State', and from a 'Quiescent State' to a 'Parallel State'. These showed goodness of fit for sex and age differences, particularily for direction of effect.

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The Bus Delay Time Prediction Using Markov Chain (Markov Chain을 이용한 버스지체시간 예측)

  • Lee, Seung-Hun;Moon, Byeong-Sup;Park, Bum-Jin
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.8 no.3
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    • pp.1-10
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    • 2009
  • Bus delay time is occurred as the result of traffic condition and important factor to predict bus arrival time. In this paper, transition probability matrixes between bus stops are made by using Markov Chain and it is predicted bus delay time with them. As the results of study, it is confirmed a possibility of adapting the assumption which it has same bus transition probability between stops through paired-samples T-test and overcame the limitation of exiting studies in case there is no scheduled bus arrival time for each stops with using bus interval time. Therefore it will be possible to predict bus arrival time with Markov Chain.

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Evaluation of Software Task Processing Based on Markovian Imperfect Debugging Model and Its Release Policy (마코프 불완전 수리모형에 따른 소프트웨어 업무처리 능력평가 및 출하정책에 관한 연구)

  • Kim, U-Jung;Lee, Chong-Hyung
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.891-898
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    • 2010
  • In real software development fields, software is unified by several modules that are developed before the software testing period. For the evaluation of software task processing performance, this paper considers the software imperfect debugging model that is proposed by Lee and Park (2003) and presents the measures of a unified software, such as the completion probability of a task which is completed in a time interval and the expected number of the completed tasks. In addition, we suggest a software release policy that satisfies the required level of the expected perfect debugging, completion probability, and availability.

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

  • Kim, Young-Su;Tcha, Hong-Jun;Jung, Sung-Kwan
    • Journal of Industrial Technology
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    • v.3
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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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Adaptive Minimum Sleep Window Algorithm for Saving Energy Consumption in IEEE 802.16e (IEEE 802.16e에서의 에너지 절약을 위한 적응적 최소 수면 구간 결정 알고리즘)

  • Jung, Woo-Jin;Lee, Tae-Jin;Chung, Yun-Won;Chung, Min-Young
    • Journal of Internet Computing and Services
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    • v.9 no.4
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    • pp.11-20
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    • 2008
  • IEEE 802.16e has adopted sleep mode to minimize energy consumption of mobile nodes with high speed mobility. If the Base Station (BS) has no data to be sent to a Mobile Subscriber Station (MSS) at the instant of ending sleep window of the MSS, the MSS increases its sleep window interval by double until the window interval reaches to the maximum sleep window interval. Thus, during the operation of sleep mode, MSS repeatedly performs switch on/off action until there exist frames to be received from BS. The switch on/off operation significantly consumes energy of MSS. To effectively deal with the energy of the MSS, this paper proposes an algorithm which decides the minimum sleep window interval that will be used in next sleep mode based on the current sleep window interval. We evaluate the performance of IEEE 802.16e sleep mode algorithm and our proposed algorithm in terms of energy consumption and blocking probability. Compared with the current sleep mode algorithm used in IEEE 802.16e, the proposed algorithm decreases the energy consumption by about 30% without increasing blocking probability.

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