• Title/Summary/Keyword: 등확률

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Causal reasoning studies with a focus on the Power Probabilistic Contrast Theory (힘 확률 대비 이론에 기반을 둔 인과 추론 연구)

  • Park, Jooyong
    • Korean Journal of Cognitive Science
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    • v.27 no.4
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    • pp.541-572
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    • 2016
  • Causal reasoning is actively studied not only by psychologists but, in recent years, also by cognitive scientists taking the Bayesian approach. This paper seeks to provide an overview of the recent trends in causal reasoning research with a focus on the power probabilistic contrast theory of causality, a major psychological theory on causal inference. The power probabilistic contrast theory (PPCT) assumes that a cause is a power that initiates or inhibits the result. This power is purported be understood through statistical correlation under certain conditions. The paper examines the supporting empirical evidence in the development of PPCT. Also, introduced are the theoretical dispute between the PPCT and the model based on Bayesian approach, and the current developments and implications of research on causal invariance hypothesis, which states that cause operates identically regardless of the context. Recent studies have produced experimental results that cannot be readily explained by existing empirical approach. Therefore, these results call for serious examination of the power theory of causality by researchers in neighboring fields such as philosophy, statistics, and artificial intelligence.

Development of Collision Risk Evaluation Model Between Passing Vessel and Mokpo Harbour Bridge (통항 선박과 목포 대교의 충돌 위기 평가 모델 개발)

  • Yim, Jeong-Bin
    • Journal of Navigation and Port Research
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    • v.34 no.6
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    • pp.405-415
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    • 2010
  • To assess the possible collision risk between Mokpo Harbour Bridge, which is under construction, and passing vessels, we proposed Real-Time Bridge-Vessel Collision Model (RT-BVCM) in this paper. The mathematical model of RT-BVCM consists of the causation probability by the vessel aberrancy due to navigation environments, the geometric probability by the structural feature of a bridge relative to a ship size and, the failure probability by the ship collision track and the stopping distance which is not to come to a stop before hitting the obstacles. Then, the probabilistic mathematical model represented as risk index with the risk level from 1 to 5. The merit of the proposed model to the collision model proposed by AASHTO (American Association of State Highway and Transportation Officials) is that it can provide enough time to take adequate collision avoiding action. Through the simulation tests to the two kinds of test ships, 3,000 GT and 10,000 GT, it is cleary found that the proposed model can be used as a collision evaluation model to the passing vessel and Mokpo Harbour Bridge.

A Study of Option Pricing Using Variance Gamma Process (Variance Gamma 과정을 이용한 옵션 가격의 결정 연구)

  • Lee, Hyun-Eui;Song, Seong-Joo
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.55-66
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    • 2012
  • Option pricing models using L$\acute{e}$evy processes are suggested as an alternative to the Black-Scholes model since empirical studies showed that the Black-Sholes model could not reflect the movement of underlying assets. In this paper, we investigate whether the Variance Gamma model can reflect the movement of underlying assets in the Korean stock market better than the Black-Scholes model. For this purpose, we estimate parameters and perform likelihood ratio tests using KOSPI 200 data based on the density for the log return and the option pricing formula proposed in Madan et al. (1998). We also calculate some statistics to compare the models and examine if the volatility smile is corrected through regression analysis. The results show that the option price estimated under the Variance Gamma process is closer to the market price than the Black-Scholes price; however, the Variance Gamma model still cannot solve the volatility smile phenomenon.

Development of Pedestrian Fatality Model using Bayesian-Based Neural Network (베이지안 신경망을 이용한 보행자 사망확률모형 개발)

  • O, Cheol;Gang, Yeon-Su;Kim, Beom-Il
    • Journal of Korean Society of Transportation
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    • v.24 no.2 s.88
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    • pp.139-145
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    • 2006
  • This paper develops pedestrian fatality models capable of producing the probability of pedestrian fatality in collision between vehicles and pedestrians. Probabilistic neural network (PNN) and binary logistic regression (BLR) ave employed in modeling pedestrian fatality pedestrian age, vehicle type, and collision speed obtained from reconstructing collected accidents are used as independent variables in fatality models. One of the nice features of this study is that an iterative sampling technique is used to construct various training and test datasets for the purpose of better performance comparison Statistical comparison considering the variation of model Performances is conducted. The results show that the PNN-based fatality model outperforms the BLR-based model. The models developed in this study that allow us to predict the pedestrian fatality would be useful tools for supporting the derivation of various safety Policies and technologies to enhance Pedestrian safety.

Carbonation Analysis of Bridge Structures in Urban Area Based on the Results of the Field Test (현장실험결과를 활용한 국내 도심지 교량구조물의 탄산화 해석)

  • Kim, Hun-Kyom;Kim, Sung-Bo
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.14 no.4
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    • pp.111-118
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    • 2010
  • Reinforced steel corrosion due to concrete carbonation is one of main factors on the durability of RC structure. The carbonation velocity have an effect on carbon dioxide density, concrete quality and structural shape. Specially, these problems have increased in urban area. This study investigates the carbonation status of the bridges and quantifies the effect of carbonation based on various domestic field data. The failure probability of durability is evaluated on the basis of reliability concept. According to experimental results of the carbonation depth, the carbonation depth increased with structural age and carbonation velocity decreased with high strength of concrete. In most cases, the failure probability of durability by carbonation was more than 10%. Also, The results requires the minimum cover thickness of 70-80mm for target safety index(${\beta}$=1.3) proposed by Korean concrete specification.

The Test of Stochastic Convergence of Environment Emission and Environmental Kuznets Curve Hypothesis in Asian Developing Countries (아시아 국가들 환경오염배출량의 확률수렴성과 환경쿠즈네츠곡선가설 검정)

  • Kim, Ji Uk
    • Environmental and Resource Economics Review
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    • v.19 no.3
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    • pp.571-595
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    • 2010
  • This research applies an panel data stationarity and stochastic convergence test developed by Carrion-i-Silvestre et al. (2005), which has the advantage of considering multiple structural breaks and the presence of cross-section dependence in order to investigate the hypothesis that relative emission $CO_2$ per capita stochastically converge for 11 Asian countries from 1971~2007. We find that relative emission $CO_2$ per capita is stationary after the structural breaks and cross-section dependence are introduced into the model. We also investigate whether Environmental Kuznets Curve (EKC) hypothesis exists in 11 Asian countries. For EKC test, using the panel cointegration tests of Banerjee and Carrion-i-Silvestre (2006) and Westerlund and Edgerton(2007), we find that relative emission $CO_2$ per capita and relative GDP per capita are cointegrated. However EKC hypothesis in 11 Asian countries is not supported.

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A Development of Traffic Accident Model by Random Parameter : Focus on Capital Area and Busan 4-legs Signalized Intersections (확률모수를 이용한 교통사고예측모형 개발 -수도권 및 부산광역시 4지 교차로를 대상으로-)

  • Lee, Geun-Hee;Rho, Jeong-Hyun
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.14 no.6
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    • pp.91-99
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    • 2015
  • This study intends to build a traffic accident predictive model considering road geometrics, traffic and enviromental characteristics and identify the relationship of 4-legs intersection accidents in Seoul and Busan metropolitan area. The RPNB(Random Parameter Negative Binomial) model shows improvement over the fixed NB(Negative Binomial) and out of 53 variables, 10 variables (main road number of lane, main road vehicle traffic volume(left), minor road vehicle traffic volume(right), main road drive restriction, minor road sight distance, minor road median strip, minor road speed limit, minor road speed restriction) showed to have significant variables affecting traffic accident occurrences in 4-legs signilized intersections. Also, among 10 significant variables, 2 variables(minor road sight distance, minor road speed restriction) found to be random parameters.

Performance Analysis of Initial Cell Search in WCDMA System over Rayleigh Fading Channels (레일리 페이딩 채널에서 W-CDMA 시스템의 초기 셀 탐색 성능 해석)

  • Song, Moon-Kyou
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.38 no.4
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    • pp.1-10
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    • 2001
  • The 3-step cell search has been considered for fast acquisition of the scrambling code unique to a cell in the W -CDMA system. In this paper, the performance of the cell search scheme is analyzed in Rayleigh fading channels. And the system parameters for cell search scheme and the design parameters for the receivers are examined. The probabilities of detection, miss and false alarm for each step are derived in closed forms based on the statistics of CDMA noncoherent demodulator output. Through the analysis, the effect of threshold setting and post detection integration for each step is investigated, and the optimal values of the power allocation for the synchronization channels are also considered. The number of post-detection integrations for each step is a design parameter for the receiver, and the optimum values may depend on not only the power allocation for each channel related to the cell search, but the false alarm penalty time. It is shown that optimal values could be determined through the analysis. Also, the cumulative probability distribution of the average cell search time is obtained.

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A Study on the Trade Area Analysis Model based on GIS - A Case of Huff probability model - (GIS 기반의 상권분석 모형 연구 - Huff 확률모형을 중심으로 -)

  • Son, Young-Gi;An, Sang-Hyun;Shin, Young-Chul
    • Journal of the Korean Association of Geographic Information Studies
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    • v.10 no.2
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    • pp.164-171
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    • 2007
  • This research used GIS spatial analysis model and Huff probability model and achieved trade area analysis of area center. we constructed basic maps that were surveyed according to types of business, number of households etc. using a land registration map of LMIS(Land Management Information System) in Bokdae-dong, Cheongju-si. Kernel density function and NNI(Nearest Neighbor Index) was used to estimate store distribution center area in neighborhood life zones. The center point of area and scale were estimated by means of the center area. Huff probability model was used in abstracting trade areas according to estimated center areas, those was drew map. Therefore, this study describes method that can apply in Huff probability model through kernel density function and NNI of GIS spatial analysis techniques. A trade area was abstracted more exactly by taking advantage of this method, which will can aid merchant for the foundation of small sized enterprises.

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Cross Correlations between Probability Weighted Moments at Each Sites Using Monte Carlo Simulation (Monte Carlo 모의를 이용한 지점 간 확률가중모멘트의 교차상관관계)

  • Shin, Hong-Joon;Jung, Young-Hun;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.42 no.3
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    • pp.227-234
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    • 2009
  • In this study, cross correlations among sample data at each site are calculated to obtain the asymptotic cross correlations among probability weighted moments at each site using Monte Carlo simulation. As a result, the relations between the asymptotic cross correlations among probability weighted moments and the inter-site dependence among sample data at each site are nearly a linear relation with slope 1. The smaller ratio of concurrent data size to entire sample size is, the weaker the relationship grows. Simple power function which the correction term in power function accounts for the differences of the sample size between two sites was fitted to each case to estimate the parameter. It is noted that this result can be used in the various researches which include the estimation of the variance of quantile considering cross correlations.