• Title/Summary/Keyword: 확률통계이론

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Estimation of performance for random binary search trees (확률적 이진 검색 트리 성능 추정)

  • 김숙영
    • Journal of the Korea Computer Industry Society
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    • v.2 no.2
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    • pp.203-210
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    • 2001
  • To estimate relational models and test the theoretical hypotheses of binary tree search algorithms, we built binary search trees with random permutations of n (number of nodes) distinct numbers, which ranged from three to seven. Probabilities for building binary search trees corresponding to each possible height and balance factor were estimated. Regression models with variables of number of nodes, height, and average number of comparisons were estimated and the theorem of O(1g(n)) was accepted experimentally by a Lack of Test procedure. Analysis of Variance model was applied to compare the average number of comparisons with three groups by height and balance factor of the trees to test theoretical hypotheses of a binary search tree performance statistically.

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A study on classification accuracy improvements using orthogonal summation of posterior probabilities (사후확률 결합에 의한 분류정확도 향상에 관한 연구)

  • 정재준
    • Spatial Information Research
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    • v.12 no.1
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    • pp.111-125
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    • 2004
  • Improvements of classification accuracy are main issues in satellite image classification. Considering the facts that multiple images in the same area are available, there are needs on researches aiming improvements of classification accuracy using multiple data sets. In this study, orthogonal summation method of Dempster-Shafer theory (theory of evidence) is proposed as a multiple imagery classification method and posterior probabilities and classification uncertainty are used in calculation process. Accuracies of the proposed method are higher than conventional classification methods, maximum likelihood classification(MLC) of each data and MLC of merged data sets, which can be certified through statistical tests of mean difference.

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Two-dimensional Controlled Selection with Marginal Constraints (주변제약을 갖는 이차원 관리적 선정)

  • 김종호;류제복;김선웅
    • The Korean Journal of Applied Statistics
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    • v.13 no.1
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    • pp.145-161
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    • 2000
  • 조사비용을 증대시키거나 조사실시에 어려움을 주는 바람직하지 않은 표본들의 추출확률을 줄여주기 위해서 Goodman과 Kish(1950)는 관리적 선정 방법을 제시하였다. 충화추출에서 표본의 수가 셀의 수보다 작은 경우 표본 배분에 문제가 발생한다. 이러한 문제를 해결하기 위해서 관리적 선정을 적용할 수 있는데 Causey 등 (1985)은 수송이론을 이용한 알고리즘을 제안하였고 Sitter와 Skinner(1994), Tiwaridh Nigam(1998)은 선형계획법을 이용하였다. 본 연구에서는 기존 방법들의 문제점들을 다루었으며 추출방법의 이론적 측면을 보완하기 위하여 표본들의 적합성을 고려한 관리적 선정을 제안한다. 아울러 분산을 최소화시키는 관리적 선정방법과 통합관리적 선정 방법도 제시하였다.

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Ship Structural Reliability Analysis by Probabilistic Finite Element Method (확률 유한요소법에 의한 선체 구조 신뢰성해석)

  • S.J. Yim;Y.S. Yang;J.H. Kim
    • Journal of the Society of Naval Architects of Korea
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    • v.28 no.2
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    • pp.241-250
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    • 1991
  • The reliability analysis for web frame of tanker is carried out by the probabilistic finite element method combined with the classical reliability method such as MVFOSM and AFOSM which can be used for calculating the probability of failure for the complicated structures in which the limit state equation is implicitly expressed. As random variables external load, elastic modulus, sectional moment of inertia and field stress are chosen and Parkinson's iteration algorithm in AFOSM is used for reliability analysis. By adding only the covariance data of the random variables to the input data set required for conventional finite element method, the present method can easily calculate the probability of failure at every element end as well as the covariances of structural reponses such as displacements at every element end and member forces at every element, even for the complicated ship structure.

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An Improvement of the Approximation of the Ruin Probability in a Risk Process (보험 상품 파산 확률 근사 방법의 개선 연구)

  • Lee, Hye-Sun;Choi, Seung-Kyoung;Lee, Eui-Yong
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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    • pp.937-942
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    • 2009
  • In this paper, a continuous-time risk process in an insurance business is considered, where the premium rate is constant and the claim process forms a compound Poisson process. We say that a ruin occurs if the surplus of the risk process becomes negative. It is practically impossible to calculate analytically the ruin probability because the theoretical formula of the ruin probability contains the recursive convolutions and infinite sum. Hence, many authors have suggested approximation formulas of the ruin probability. We introduce a new approximation formula of the ruin probability which extends the well-known De Vylder's and exponential approximation formulas. We compare our approximation formula with the existing ones and show numerically that our approximation formula gives closer values to the true ruin probability in most cases.

A multiplicative unrelated quantitative randomized response model (승법 무관양적속성 확률화응답모형)

  • Lee, Gi-Sung
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.897-906
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    • 2016
  • We augment an unrelated quantitative attribute to Bar-Lev et al.'s model (2004) which is composed of sensitive quantitative variable and scrambled one to present a multiplicative unrelated quantitative randomized response model(MUQ RRM). We also establish theoretical grounds to estimate the sensitive quantitative attribute according to circumstances irrespective of known or unknown unrelated quantitative attribute. Finally, we explore the relationship among the suggested model, Eichhorn-Hayre model, Bar-Lev et al.'s model and Gjestvang-Singh's model, and compare the efficiency of our model with Bar-Lev et al.'s model.

A Graphical Method to Assess Goodness-of-Fit for Inverse Gaussian Distribution (역가우스분포에 대한 적합도 평가를 위한 그래프 방법)

  • Choi, Byungjin
    • The Korean Journal of Applied Statistics
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    • v.26 no.1
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    • pp.37-47
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    • 2013
  • A Q-Q plot is an effective and convenient graphical method to assess a distributional assumption of data. The primary step in the construction of a Q-Q plot is to obtain a closed-form expression to represent the relation between observed quantiles and theoretical quantiles to be plotted in order that the points fall near the line y = a + bx. In this paper, we introduce a Q-Q plot to assess goodness-of-fit for inverse Gaussian distribution. The procedure is based on the distributional result that a transformed random variable $Y={\mid}\sqrt{\lambda}(X-{\mu})/{\mu}\sqrt{X}{\mid}$ follows a half-normal distribution with mean 0 and variance 1 when a random variable X has an inverse Gaussian distribution with location parameter ${\mu}$ and scale parameter ${\lambda}$. Simulations are performed to provide a guideline to interpret the pattern of points on the proposed inverse Gaussian Q-Q plot. An illustrative example is provided to show the usefulness of the inverse Gaussian Q-Q plot.

Experimental Results of Performance of CFAR Detectors in Active Sonar Environment (능동 소나 환경에서 일정 오경보 확률 탐지기 성능의 실험적 고찰)

  • 이구성;김기만;박상택;이충용;윤대희
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.7
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    • pp.3-9
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    • 1999
  • In this paper, the characteristics of LFM and CW signals in active sonar environment is investigated. CA, OS and TM CFAR processors are applied to the received CW/LFM signals which are plotted in the range/doppler domain. The performances of detection are analyzed. Particularly, using the real data, we certified that the results of the experiments are identical with the theoretical performance.

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해상교통류에 적용되는 확률 이론의 검증적 고찰

  • Gong, In-Yeong;Yang, Yeong-Hun;Gu, Jeong-Min;Seo, Tae-Ho;Lee, Dong-Seop
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2012.10a
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    • pp.225-227
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    • 2012
  • 해상교통안전진단제도의 시행으로, 해상교통에 영향을 미칠 가능성이 있는 모든 건설 사업은 필히 선박운항자 관점에서 그 안전성을 검토하여야 한다. 진단제도의 정량적 평가항목 중에, 선박이 장애물이나 위험지역과의 충돌확률을 평가하는 근접도 평가항목이 있는데, 이는 항로상의 어떤 단면에서의 선박 궤적 분포가 정규 분포를 한다는 가정에 근거하고 있다. 한편, 진단제도의 또 하나의 정량적 평가기법중 하나인 해상교통류 시뮬레이션에서는, 대상 선박들의 예상 항차수로부터 선박을 통계적으로 발생시키는 기법을 사용하는데, 여기에서는 항로상의 특정 지점을 연속해서 통과하는 선박들의 시간 간격이 Poisson 분포를 따른다는 가정을 사용한다. 본 논문에서는 이러한 기본적인 가정들이 적합한지를 고찰하기 위하여, 광양 및 인천항에서 실측한 해상교통현황 조사 결과를 분석하였다.

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Statistical Effective Interval Determination and Reliability Assessment of Input Variables Under Aleatory Uncertainties (물리적 불확실성을 내재한 입력변수의 확률 통계 기반 유효 범위 결정 방법 및 신뢰성 평가)

  • Joo, Minho;Doh, Jaehyeok;Choi, Sukyo;Lee, Jongsoo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.11
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    • pp.1099-1108
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    • 2017
  • Data points obtained by conducting repetitive experiments under identical environmental conditions are, theoretically, required to correspond. However, experimental data often display variations due to generated errors or noise resulting from various factors and inherent uncertainties. In this study, an algorithm aiming to determine valid bounds of input variables, representing uncertainties, was developed using probabilistic and statistical methods. Furthermore, a reliability assessment was performed to verify and validate applications of this algorithm using bolt-fastening friction coefficient data in a sample application.