• 제목/요약/키워드: probability procedure

Search Result 583, Processing Time 0.028 seconds

Bayesian Procedure for the Multiple Test of Fraction Nonconforming (부적합률의 다중검정을 위한 베이지안절차)

  • Kim, Kyung-Sook;Kim, Hee-Jeong;Na, Myung-Hwan;Son, Young-Sook
    • Journal of Korean Society for Quality Management
    • /
    • v.34 no.1
    • /
    • pp.73-77
    • /
    • 2006
  • In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

Bayesian Procedure for the Multiple Test of Fraction Nonconforming (부적합률의 다중검정을 위한 베이지안절차)

  • Kim, Kyung-Sook;Kim, Hee-Jeong;Na, Myung-Hwan;Son, Young-Sook
    • Proceedings of the Korean Society for Quality Management Conference
    • /
    • 2006.04a
    • /
    • pp.325-329
    • /
    • 2006
  • In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

  • PDF

Probability of Rejection Curve for Equivalence Testing Procedure

  • Sung, Nae Kyung
    • Journal of Korean Society for Quality Management
    • /
    • v.22 no.4
    • /
    • pp.102-110
    • /
    • 1994
  • We investigate the small-sample behavior of the probability of rejection curves and its performance for a equivalence testing procedure based on confidence intervals which was developed with a motivation from bioequivalence studies. This type of equivalence studies are conducted frequently in pharmaceutical industries to compare the relative bioavailabilty of two formulations of a drug and can be applied various fields where assurance of quality equivalence is needed. From the Monte-Carlo simulation results we suggest proper sample sizes for the equivalence testing procedure.

  • PDF

Variable Selection in Linear Random Effects Models for Normal Data

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
    • /
    • v.27 no.4
    • /
    • pp.407-420
    • /
    • 1998
  • This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

  • PDF

Reliability assessment of RC shear wall-frame buildings subjected to seismic loading

  • Tuken, Ahmet;Dahesh, Mohamed A.;Siddiqui, Nadeem A.
    • Computers and Concrete
    • /
    • v.20 no.6
    • /
    • pp.719-729
    • /
    • 2017
  • A considerable research is available on the seismic response of Reinforced Concrete (RC) shear wall-frame buildings, but the studies on the reliability of such buildings, with the consideration of human error, are limited. In the present study, a detailed procedure for reliability assessment of RC shear wall-frame building subjected to earthquake loading against serviceability limit state is presented. Monte Carlo simulation was used for the reliability assessment. The procedure was implemented on a 10-story RC building to demonstrate that the shear walls improve the reliability substantially. The annual and life-time failure probabilities of the studied building were estimated by employing the information of the annual probability of earthquake occurrence and the design life of the building. A simple risk-based cost assessment procedure that relates both the structural life-time failure probability and the target reliability with the total cost of the building was then presented. The structural failure probability (i.e., the probability of exceeding the allowable drift) considering human errors was also studied. It was observed that human error in the estimation of total load and/or concrete strength changes the reliability sharply.

An Optimal Missile Allocation Problem for Maximizing Kill Probability (격추확률 최대화를 위한 미사일 최적배치 문제)

  • Jung, Chi-Young;Lee, Jae-Yeong;Lee, Sang-Heon
    • Korean Management Science Review
    • /
    • v.27 no.1
    • /
    • pp.75-90
    • /
    • 2010
  • In this paper, we proposed new solution procedure of the air defense missile allocation problem. In order to find the optimal location of missile, we formulated a simple mathematical model maximizing the kill probability of enemy air threat including aircraft and missile. To find the Kill probability, we developed a new procedure using actual experimental data in the mathematical model. Actual experimental data mean real characteristic factor, which was acquired when the missile had been developed through missile fire experiment. The result of this study can offer practical solution for missile allocation and the methodology in this study can be used to the decision making for the optimal military facility allocation.

A Probability-Based Durability Analysis of Concrete Structures (콘크리트 구조물의 확률론적 내구성 해석)

  • Kim Jee-Sang;Lee Kwang-Myong;Jung Sang-Hwa;Bae Su-Ho;Choi Kyu-Yong;Yang Jong-Ho
    • Proceedings of the Korea Concrete Institute Conference
    • /
    • 2005.05b
    • /
    • pp.189-192
    • /
    • 2005
  • In recent years, many research works have been carried out in order to obtain a more controlled durability and long-term performance of concrete structures in chloride containing environments. In particular, the development of new procedures for probability-based durability analysis/design has proved to be very valuable. In this paper, the equation used for modelling of the chloride penetration was based on Fick's Second Law of Diffusion in combination with a time dependent diffusion coefficient. The probability analysis of the durability performance was performed by use of a Monte Carlo Simulation. The procedure was applied to an example based on limited data gathered in this country. The influences of each parameter on the durability of concrete structures are studied and some comments for durability design are given. The new procedure may be very useful in designing concrete structures in chloride containing environments.

  • PDF

A Bayesian Approach to Paired Comparison of Several Products of Poisson Rates

  • Kim Dae-Hwang;Kim Hea-Jung
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2004.11a
    • /
    • pp.229-236
    • /
    • 2004
  • This article presents a multiple comparison ranking procedure for several products of the Poisson rates. A preference probability matrix that warrants the optimal comparison ranking is introduced. Using a Bayesian Monte Carlo method, we develop simulation-based procedure to estimate the matrix and obtain the optimal ranking via a row-sum scores method. Necessary theory and two illustrative examples are provided.

  • PDF

A LOWER BOUND ON THE PROBABILITY OF CORRECT SELECTIONFOR TWO-STAGE SELECTION PROCEDURE

  • Kim, Soon-Ki
    • Journal of the Korean Statistical Society
    • /
    • v.21 no.1
    • /
    • pp.27-34
    • /
    • 1992
  • This paper provides a method of obtaining a lower bound on the probability of correct selection for a two-stage selection procedure. The resulting lower bound sharpens that by Tamhane and Bechhofer (1979) for the normal means problem with a common known variance. The design constants associated with the lower bound are computed and the results of the performance comparisons are given.

  • PDF

Sequential Estimation with $\beta$-Protection of the Difference of Two Normal Means When an Imprecision Function Is Variable

  • Kim, Sung-Lai;Kim, Sung-Kyun
    • Journal of the Korean Statistical Society
    • /
    • v.31 no.3
    • /
    • pp.379-389
    • /
    • 2002
  • For two normal distribution with unknown means and unknown variances, a sequential procedure for estimating the difference of two normal means which satisfies both the coverage probability condition and the $\beta$-protection is proposed under some smoothness of variable imprecision function, and the asymptotic normality of the proposed stopping time after some centering and scaling is given.