• Title/Summary/Keyword: interval probability

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Confidence Intervals for the Difference of Binomial Proportions in Two Doubly Sampled Data

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.309-318
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    • 2010
  • The construction of asymptotic confidence intervals is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The coverage behaviors of several likelihood based confidence intervals and a Bayesian confidence interval are examined. It is shown that a hierarchical Bayesian approach gives a confidence interval with good frequentist properties. Confidence interval based on the Rao score is also shown to have good performance in terms of coverage probability. However, the Wald confidence interval covers true value less often than nominal level.

A Comparison of Confidence Intervals for the Difference of Proportions (모비율 차이의 신뢰구간들에 대한 비교연구)

  • 정형철;전명식;김대학
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.377-393
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    • 2003
  • Several confidence interval estimates for the difference of two binomial proportions were introduced. Bootstrap confidence interval is also suggested. We examined the over estimation property of approximate intervals and under estimation trend of exact intervals for the difference of proportions. We compared these confidence intervals based on the average coverage probability, expected width and skewness measure. Particularly actual coverage probability were calculated by using the prior distribution of parameters. Monte Carlo simulation for small sample size is conducted. Some interesting contour plots of average coverage probability and marginal plots for several interval estimates are presented.

On the actual coverage probability of hypergeometric parameter (초기하분포의 모수에 대한 신뢰구간추정)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1109-1115
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    • 2010
  • In this paper, exact confidence interval of hyper-geometric parameter, that is the probability of success p in the population is discussed. Usually, binomial distribution is a well known discrete distribution with abundant usage. Hypergeometric distribution frequently replaces a binomial distribution when it is desirable to make allowance for the finiteness of the population size. For example, an application of the hypergeometric distribution arises in describing a probability model for the number of children attacked by an infectious disease, when a fixed number of them are exposed to it. Exact confidence interval estimation of hypergeometric parameter is reviewed. We consider the performance of exact confidence interval estimates of hypergeometric parameter in terms of actual coverage probability by small sample Monte Carlo simulation.

Conversion Factor Estimates between the Rain Data per Minute and Fixed-Time-Interval (분단위 강우자료를 활용한 임의-고정시간 환산계수의 추정)

  • Moon, Young-Il;Oh, Tae-Suk;Oh, Kun-Taek;Jun, Si-Young
    • 한국방재학회:학술대회논문집
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    • 2008.02a
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    • pp.679-682
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    • 2008
  • Probability precipitation is one of the most important factor for designing the hydrology structures. Probability precipitation is calculated based on the frequency analysis on each durations of annual maximum rainfall data. For frequency analysis we need a conversion factor between the rain data per random-time interval and fixed-time-interval. In this study, the minutely precipitation data on observatory of the Meteorological Administration are used for 37 stations. Therefore, we should conversion factors between the rain data per minute and fixed-time-interval.

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Comparison among Methods of Modeling Epistemic Uncertainty in Reliability Estimation (신뢰성 해석을 위한 인식론적 불확실성 모델링 방법 비교)

  • Yoo, Min Young;Kim, Nam Ho;Choi, Joo Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.27 no.6
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    • pp.605-613
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    • 2014
  • Epistemic uncertainty, the lack of knowledge, is often more important than aleatory uncertainty, variability, in estimating reliability of a system. While the probability theory is widely used for modeling aleatory uncertainty, there is no dominant approach to model epistemic uncertainty. Different approaches have been developed to handle epistemic uncertainties using various theories, such as probability theory, fuzzy sets, evidence theory and possibility theory. However, since these methods are developed from different statistics theories, it is difficult to interpret the result from one method to the other. The goal of this paper is to compare different methods in handling epistemic uncertainty in the view point of calculating the probability of failure. In particular, four different methods are compared; the probability method, the combined distribution method, interval analysis method, and the evidence theory. Characteristics of individual methods are compared in the view point of reliability analysis.

On the Interval Estimation of the Difference between Independent Proportions with Rare Events

  • im, Yongdai;Choi, Daewoo
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.481-487
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    • 2000
  • When we construct an interval estimate of two independent proportions with rare events, the standard approach based on the normal approximation behaves badly in many cases. The problem becomes more severe when no success observations are observed on both groups. In this paper, we compare two alternative methods of constructing a confidence interval of the difference of two independent proportions by use of simulation. One is based on the profile likelihood and the other is the Bayesian probability interval. It is shown in this paper that the Bayesian interval estimator is easy to be implemented and performs almost identical to the best frequentist's method -the profile likelihood approach.

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A Short Consideration of Binomial Confidence Interval (이항신뢰구간에 대한 소고)

  • Ryu, Jea-Bok
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.731-743
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    • 2009
  • The interval estimation for binomial proportion has been treated practically as well as theoretically for a long time. In this paper we compared the properties of major confidence intervals and summarized current issues for coverage probability and interval length which are the criteria of evaluation for confidence interval. Additionally, we examined the three topics which were considered in using the binomial confidence interval in the field. And finally we discussed the future studies for a low binomial proportion.

On Confidence Interval for the Probability of Success

  • Sang-Joon Lee;M. T. Longnecker;Woochul Kim
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.263-269
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    • 1996
  • The somplest approximate confidence interval for the probability of success is the one based on the normal approximation to the binomial distribution, It is widely used in the introductory teaching, and various guidelines for its use with "large" sample have appeared in the literature. This paper suggests a guideline when to use it as an approximation to the exact confidence interval, and comparisons with existing guidelines are provided. provided.

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A Fragile Watermarking Scheme Using a Arithmetic Coding (산술부호화를 이용한 연성 워터마킹 기법)

  • Piao, Cheng-Ri;Paek, Seung-Eun;Han, Seung-Soo
    • The Journal of Information Technology
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    • v.9 no.4
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    • pp.49-55
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    • 2006
  • In this paper, a new fragile watermarking algorithm for digital image is presented, which makes resolving the security and forgery problem of the digital image to be possible. The most suitable watermarking method that verifies the authentication and integrity of the digital image is the Wong's method, which invokes the hash function (MD5). The algorithm is safe because this method uses the hash function of the cryptology. The operations such as modulus, complement, shift, bitwise exclusive-or, bitwise inclusive-or are necessary for calculating the value of hash function. But, in this paper, an Arithmetic encoding method that only includes the multiplication operation is adopted. This technique prints out accumulative probability interval, which is obtained by multiplying the input symbol probability interval. In this paper, the initial probability interval is determined according to the value of the key, and the input sequence of the symbols is adjusted according to the key value so that the accumulative probability interval will depend on the key value. The integrity of the algorithm has been verified by experiment. The PSNR is above the 51.13db and the verifying time is $1/3{\sim}1/4$ of the verifying time of using the hash function (MD5), so, it can be used in the real-time system.

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Protein Motif Extraction via Feature Interval Selection

  • Sohn, In-Suk;Hwang, Chang-Ha;Ko, Jun-Su;Chiu, David;Hong, Dug-Hun
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1279-1287
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    • 2006
  • The purpose of this paper is to present a new algorithm for extracting the consensus pattern, or motif from sequence belonging to the same family. Two methods are considered for feature interval partitioning based on equal probability and equal width interval partitioning. C2H2 zinc finger protein and epidermal growth factor protein sequences are used to demonstrate the effectiveness of the proposed algorithm for motif extraction. For two protein families, the equal width interval partitioning method performs better than the equal probability interval partitioning method.

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