• Title/Summary/Keyword: marginal probability

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A Marginal Probability Model for Repeated Polytomous Response Data

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.2
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    • pp.577-585
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    • 2008
  • This paper suggests a marginal probability model for analyzing repeated polytomous response data when some factors are nested in others in treatment structures on a larger experimental unit. As a repeated measures factor, time is considered on a smaller experimental unit. So, two different experiment sizes are considered. Each size of experimental unit has its own design structure and treatment structure, and the marginal probability model can be constructed from the structures for each size of experimental unit. Weighted least squares(WLS) methods are used for estimating fixed effects in the suggested model.

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Marginal distribution of crossing time and renewal numbers related with two-state Erlang process

  • Talpur, Mir Ghulam Hyder;Zamir, Iffat;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.191-202
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    • 2009
  • In this study, we drive the one dimensional marginal transform function, probability density function and probability distribution function for the random variables $T_{{\xi}N}$ (Time taken by the servers during the vacations), ${\xi}_N$(Number of vacations taken by the servers) and ${\eta}_N$(Number of customers or units arrive in the system) by controlling the variability of two random variables simultaneously.

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The Marginal Model for Categorical Data Analysis of $3\times3$ Cross-Trials ($3\times3$ 교차실험을 범주형 자료 분석을 위한 주변확률모형)

  • 안주선
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.25-37
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    • 2001
  • The marginal model is proposed for the analysis of data which have c(2: 3) categories in the 3 x 3 cross-over trials with three periods and three treatments. This model could be used for the counterpart of the Kenward-Jones' joint probability one and should be the generalization of Balagtas et ai's univariate marginal logits one, which analyze the treatment effects in the 3 x 3 cross-over trials with binary response variables[Kenward and Jones(1991), Balagtas et al(1995)]. The model equations for the marginal probability are constructed by the three types of link functions. The methods would be given for making of the link function matrices and model ones, and the estimation of parameters shall be discussed. The proposed model is applied to the analysis of Kenward and Jones' data.

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Maximum Product Detection Algorithm for Group Testing Frameworks

  • Seong, Jin-Taek
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.13 no.2
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    • pp.95-101
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    • 2020
  • In this paper, we consider a group testing (GT) framework which is to find a set of defective samples out of a large number of samples. To handle this framework, we propose a maximum product detection algorithm (MPDA) which is based on maximum a posteriori probability (MAP). The key idea of this algorithm exploits iterative detection to propagate belief to neighbor samples by exchanging marginal probabilities between samples and output results. The belief propagation algorithm as a conventional approach has been used to detect defective samples, but it has computational complexity to obtain the marginal probability in the output nodes which combine other marginal probabilities from the sample nodes. We show that the our proposed MPDA provides a benefit to reduce computational complexity up to 12% in runtime, while its performance is only slightly degraded compared to the belief propagation algorithm. And we verify the simulations to compare the difference of performance.

Estimating causal effect of multi-valued treatment from observational survival data

  • Kim, Bongseong;Kim, Ji-Hyun
    • Communications for Statistical Applications and Methods
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    • v.27 no.6
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    • pp.675-688
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    • 2020
  • In survival analysis of observational data, the inverse probability weighting method and the Cox proportional hazards model are widely used when estimating the causal effects of multiple-valued treatment. In this paper, the two kinds of weights have been examined in the inverse probability weighting method. We explain the reason why the stabilized weight is more appropriate when an inverse probability weighting method using the generalized propensity score is applied. We also emphasize that a marginal hazard ratio and the conditional hazard ratio should be distinguished when defining the hazard ratio as a treatment effect under the Cox proportional hazards model. A simulation study based on real data is conducted to provide concrete numerical evidence.

SOME POPULAR WAVELET DISTRIBUTION

  • Nadarajah, Saralees
    • Bulletin of the Korean Mathematical Society
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    • v.44 no.2
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    • pp.265-270
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    • 2007
  • The modern approach for wavelets imposes a Bayesian prior model on the wavelet coefficients to capture the sparseness of the wavelet expansion. The idea is to build flexible probability models for the marginal posterior densities of the wavelet coefficients. In this note, we derive exact expressions for a popular model for the marginal posterior density.

Reference Priors in a Two-Way Mixed-Effects Analysis of Variance Model

  • Chang, In-Hong;Kim, Byung-Hwee
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.317-328
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    • 2002
  • We first derive group ordering reference priors in a two-way mixed-effects analysis of variance (ANOVA) model. We show that posterior distributions are proper and provide marginal posterior distributions under reference priors. We also examine whether the reference priors satisfy the probability matching criterion. Finally, the reference prior satisfying the probability matching criterion is shown to be good in the sense of frequentist coverage probability of the posterior quantile.

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A study on the ordering of PIM family similarity measures without marginal probability (주변 확률을 고려하지 않는 확률적 흥미도 측도 계열 유사성 측도의 서열화)

  • Park, Hee Chang
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.367-376
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    • 2015
  • Today, big data has become a hot keyword in that big data may be defined as collection of data sets so huge and complex that it becomes difficult to process by traditional methods. Clustering method is to identify the information in a big database by assigning a set of objects into the clusters so that the objects in the same cluster are more similar to each other clusters. The similarity measures being used in the cluster analysis may be classified into various types depending on the nature of the data. In this paper, we computed upper and lower limits for probability interestingness measure based similarity measures without marginal probability such as Yule I and II, Michael, Digby, Baulieu, and Dispersion measure. And we compared these measures by real data and simulated experiment. By Warrens (2008), Coefficients with the same quantities in the numerator and denominator, that are bounded, and are close to each other in the ordering, are likely to be more similar. Thus, results on bounds provide means of classifying various measures. Also, knowing which coefficients are similar provides insight into the stability of a given algorithm.

A Study on Noninformative Priors of Intraclass Correlation Coefficients in Familial Data

  • Jin, Bong-Soo;Kim, Byung-Hwee
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.395-411
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    • 2005
  • In this paper, we develop the Jeffreys' prior, reference prior and the the probability matching priors for the difference of intraclass correlation coefficients in familial data. e prove the sufficient condition for propriety of posterior distributions. Using marginal posterior distributions under those noninformative priors, we compare posterior quantiles and frequentist coverage probability.

A Study on Comparison of Generalized Kappa Statistics in Agreement Analysis

  • Kim, Min-Seon;Song, Ki-Jun;Nam, Chung-Mo;Jung, In-Kyung
    • The Korean Journal of Applied Statistics
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    • v.25 no.5
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    • pp.719-731
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    • 2012
  • Agreement analysis is conducted to assess reliability among rating results performed repeatedly on the same subjects by one or more raters. The kappa statistic is commonly used when rating scales are categorical. The simple and weighted kappa statistics are used to measure the degree of agreement between two raters, and the generalized kappa statistics to measure the degree of agreement among more than two raters. In this paper, we compare the performance of four different generalized kappa statistics proposed by Fleiss (1971), Conger (1980), Randolph (2005), and Gwet (2008a). We also examine how sensitive each of four generalized kappa statistics can be to the marginal probability distribution as to whether marginal balancedness and/or homogeneity hold or not. The performance of the four methods is compared in terms of the relative bias and coverage rate through simulation studies in various scenarios with different numbers of raters, subjects, and categories. A real data example is also presented to illustrate the four methods.