• 제목/요약/키워드: statistical probability models

검색결과 213건 처리시간 0.025초

GRAVITATIONAL LENSING AND THE GEOMETRY OF THE UNIVERSE

  • Park, Myeong-Gu
    • 천문학논총
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    • 제7권1호
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    • pp.79-87
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    • 1992
  • New and improved data on the gravitational lens systems discovered so far are compared with the theoretical predictions of Gott, Park, and Lee (1989, GPL). Systems lensed by a single galaxy, compatible with assumptions of GPL, support flat or near-flat geometry for the universe. But the statistical uncertainty is too large to draw any definite conclusion. We need more lens systems. Also, the probability of multiple image lensing and mean separation of the images averaged over the source distribution are calculated for various cosmological models. Multiple-image lens systems and radio ring systems are compared with the predictions. Although the data reject exotic cosmological models, it cannot discriminate among conventional Friedmann models yet.

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Potential of regression models in projecting sea level variability due to climate change at Haldia Port, India

  • Roshni, Thendiyath;K., Md. Sajid;Samui, Pijush
    • Ocean Systems Engineering
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    • 제7권4호
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    • pp.319-328
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    • 2017
  • Higher prediction efficacy is a very challenging task in any field of engineering. Due to global warming, there is a considerable increase in the global sea level. Through this work, an attempt has been made to find the sea level variability due to climate change impact at Haldia Port, India. Different statistical downscaling techniques are available and through this paper authors are intending to compare and illustrate the performances of three regression models. The models: Wavelet Neural Network (WNN), Minimax Probability Machine Regression (MPMR), Feed-Forward Neural Network (FFNN) are used for projecting the sea level variability due to climate change at Haldia Port, India. Model performance indices like PI, RMSE, NSE, MAPE, RSR etc were evaluated to get a clear picture on the model accuracy. All the indices are pointing towards the outperformance of WNN in projecting the sea level variability. The findings suggest a strong recommendation for ensembled models especially wavelet decomposed neural network to improve projecting efficiency in any time series modeling.

통계적 파괴 확률에 의한 Sin/Hip 질화규소의 신뢰도 분석 (Reliability Analysis of Statistical Failure Probability in Sin/Hip Si3N4)

  • 유영혁;이준근;이재석
    • 한국세라믹학회지
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    • 제26권1호
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    • pp.116-122
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    • 1989
  • MOR test and concentric ring test were performed to evaluate the failure probability of sin/hip Si3N4 under uniaxial and biaxial stress state, respectively. Their failure probabilities were analized with KARA program based on Weibull PIA model and Batdorf model with 5 criteria, and they were compared with experiments. PIA model is in best accordance with experiments in higher fracture strength regions, especially for Pf 0.3. But in lower fracture strength region, none of the models predicts the failure probabilities appropriately.

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Partially Observed Data in Spatial Autologistic Models with Applications to Area Prediction in the Plane

  • Kim, Young-Won;Park, Eun-Ha;Sun Y. Hwang
    • Journal of the Korean Statistical Society
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    • 제28권4호
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    • pp.457-468
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    • 1999
  • Autologistic lattice process is used to model binary spatial data. A conditional probability is derived for the incomplete data where the lattice consists of partially yet systematically observed sites. This result, which is interesting in its own right, is in turn applied to area prediction in the plane.

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ARMA Model Identification Using the Bayes Factor

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • 제28권4호
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    • pp.503-513
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    • 1999
  • The Bayes factor for the identification of stationary ARM(p,q) models is exactly computed using the Monte Carlo method. As priors are used the uniform prior for (\ulcorner,\ulcorner) in its stationarity-invertibility region, the Jefferys prior and the reference prior that are noninformative improper for ($\mu$,$\sigma$\ulcorner).

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A Bayesian Approach to Finite Population Sampling Using the Concept of Pivotal Quantity

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.647-654
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    • 2003
  • Bayesian probability models for finite populations are considered assuming so-called the super-population. We find the posterior distribution of population mean by a new approach, using the concept of pivotal quantity for the small sample case. A large sample theory is also treated throught the concept of asymptotically pivotal quantity.

Inference of Parameters for Superposition with Goel-Okumoto model and Weibull model Using Gibbs Sampler

  • Heecheul Kim
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.169-180
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    • 1999
  • A Markov Chain Monte Carlo method with development of computation is used to be the software system reliability probability model. For Bayesian estimator considering computational problem and theoretical justification we studies relation Markov Chain with Gibbs sampling. Special case of GOS with Superposition for Goel-Okumoto and Weibull models using Gibbs sampling and Metropolis algorithm considered. In this paper discuss Bayesian computation and model selection using posterior predictive likelihood criterion. We consider in this paper data using method by Cox-Lewis. A numerical example with a simulated data set is given.

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Semiparametric Evaluation of Environmental Goods: Local Linear Model Approach

  • Jeong, Ki-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.209-216
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    • 2003
  • Contingent valuation method (CVM) is a main evaluation method of nonmarket goods for which markets either do not exist at all or do exist only incompletely; an example is environmental good. A dichotomous choice approach, the most popular type of CVM in environmental economics, employs binary discrete choice models as statistical estimation models. In this paper, we propose a semiparametric dichotomous choice CVM method using local linear model of Fan and Gijbels (1996) in which probability distribution of error term is specified parametrically but latent structural function is specified nonparametrically. The computation procedures of the proposed method are illustrated with a simple design of simulations.

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로짓모형을 이용한 통신 서비스품질 평가방법 (Evaluation Method of Quality of Service in Telecommunications Using Logit Model)

  • 조재균;안혜숙
    • 산업공학
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    • 제15권2호
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    • pp.209-217
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    • 2002
  • Quality of Service(QoS) in the telecommunications can be evaluated by analyzing the opinion data which result from the surveyed opinions of respondents and quantify subjective satisfaction on the QoS from the customers' viewpoints. For analyzing the opinion data, MOS(mean opinion score) method and Cumulative Probability Curve method are often used. The methods are based on the scoring method, and therefore, have the intrinsic deficiency due to the assignment of arbitrary scores. In this paper, we propose an analysis method of the opinion data using logit models which can be used to analyze the ordinal categorical data without assigning arbitrary scores to customers' opinion, and develop an analysis procedure considering the usage of procedures provided by SAS(Statistical Analysis System) statistical package. By the proposed method, we can estimate the relationship between customer satisfaction and network performance parameters, and provide guidelines for network planning. In addition, the proposed method is compared with Cumulative Probability Curve method with respect to prediction errors.

Default Bayesian Method for Detecting the Changes in Sequences of Independent Exponential and Poisson Random Variates

  • Jeong, Su-Youn;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.129-139
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    • 2002
  • Default Bayesian method for detecting the changes in sequences of independent exponential random variates and independent Poisson random variates is considered. Noninformative priors are assumed for all the parameters in both of change models. Default Bayes factors, AIBF, MIBF, FBF, to check whether there is any change or not on each sequence and the posterior probability densities of change at each time point are derived. Theoretical results discussed in this paper are applied to some numerical data.