• Title/Summary/Keyword: Conditional Independence

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A Didactic Analysis of Conditional Probability (조건부확률 개념의 교수학적 분석과 이해 분석)

  • Lee, Jung-Yeon;Woo, Jeong-Ho
    • Journal of Educational Research in Mathematics
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    • v.19 no.2
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    • pp.233-256
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    • 2009
  • The notions of conditional probability and independence are fundamental to all aspects of probabilistic reasoning. Several previous studies identified some misconceptions in students' thinking in conditional probability. However, they have not analyzed enough the nature of conditional probability. The purpose of this study was to analyze conditional probability and students' knowledge on conditional probability. First, we analyzed the conditional probability from mathematical, historico-genetic, psychological, epistemological points of view, and identified the essential aspects of the conditional probability. Second, we investigated the high school students' and undergraduate students' thinking m conditional probability and independence. The results showed that the students have some misconceptions and difficulties to solve some tasks with regard to conditional probability. Based on these analysis, the characteristics of reasoning about conditional probability are investigated and some suggestions are elicited.

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CONDITIONAL INDEPENDENCE AND TENSOR PRODUCTS OF CERTAIN HILBERT L(sup)$\infty$-MODULES

  • Hoover, Thomas;Lambert, Alan
    • Journal of the Korean Mathematical Society
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    • v.38 no.1
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    • pp.125-134
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    • 2001
  • Independent $\sigma$-algebras Α and Β on X, L$^2$(X, Α V Β), L$^2$(X x X, Α x Β), and the Hilbert space tensor product L$^2$(X,Α), (※Equations, See Full-text) L$^2$(X,Β), are isomorphic. In this note, we show that various Hilbert C(sup)*-algebra tensor products provide the analogous roles when independence is weakened to conditional independence.

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The Chi-squared Test of Independence for a Multi-way Contingency Table wish All Margins Fixed

  • Park, Cheolyong
    • Journal of the Korean Statistical Society
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    • v.27 no.2
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    • pp.197-203
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    • 1998
  • To test the hypothesis of complete or total independence for a multi-way contingency table, the Pearson chi-squared test statistic is usually employed under Poisson or multinomial models. It is well known that, under the hypothesis, this statistic follows an asymptotic chi-squared distribution. We consider the case where all marginal sums of the contingency table are fixed. Using conditional limit theorems, we show that the chi-squared test statistic has the same limiting distribution for this case.

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Independence Condition in the Repeated Randomized Response Models (반복시행된 확률화 응답(RRD) 모형의 독립조건)

  • Lee Kwan J.;Kook Sejeong
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.33-38
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    • 2000
  • Krishnamoorphy and Raghavarao(1993) invented exact binomial and asymptotically normal test procedures for truthful answering in the repeated randomized response models under the assumption that two repeated response measures are independent. Under the same assumption, Lakshmi and Raghavarao(1992) suggested asymptotic chi-square test for respondents' truthful answering in the same models. In this article we detect the factors and the conditions with which two response variables might be independent, and find the condition for independence in the repeated randomized response models with considering untruthful answer. But, the condition of independence make the randomized model no meaning. Under the assumption of conditional independence between two response variables, we can apply the same logical statements on deriving the tests for truthful answering in the repeated randomized response models as in Krishnamoorphy and Raghavarao(1993).

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Some Asymptotic Properties of Conditional Covariance in the Item Response Theory

  • Kim, Hae-Rim
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.959-966
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    • 2000
  • A dimensionality assessment procedure DETECT uses the property of being near zero of conditional covariances as an indication of unidimensionality .This study provides the convergent properties to zero of conditional covariances when the dta is unidimensional, with which DETECT extends its theoretical grounds.

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Jackknifed Cochran-Mantel-Haenszel Test for Conditional Independence in Sparse $2\tims2\tims$K Tables

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.51-63
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    • 2001
  • We are interested in the conditional independence in sparse $2\tims2\tims$K tables with very rare cell counts. The most popular test is Cochran-Mantel-Haenszel statistic when sample sizes are moderately large enough to guarantee the chi-square approximation. We will consider jackknifing the CMH test and also suggest an approximate normal distribution for the standardized jackknifed CMH statistic. The main focus of this paper is to improve the chi-squared approximation to the CMH test by using the asymptotic normality of the jackknifed CMH test when sample sizes are very sparse but K and N$\infty$. The performance of the proposed jackknifed test, in the sense of significance level control and power, will be compared with that of the CMH test through a Monte Carlo study.

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Fast Conditional Independence-based Bayesian Classifier

  • Junior, Estevam R. Hruschka;Galvao, Sebastian D. C. de O.
    • Journal of Computing Science and Engineering
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    • v.1 no.2
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    • pp.162-176
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    • 2007
  • Machine Learning (ML) has become very popular within Data Mining (KDD) and Artificial Intelligence (AI) research and their applications. In the ML and KDD contexts, two main approaches can be used for inducing a Bayesian Network (BN) from data, namely, Conditional Independence (CI) and the Heuristic Search (HS). When a BN is induced for classification purposes (Bayesian Classifier - BC), it is possible to impose some specific constraints aiming at increasing the computational efficiency. In this paper a new CI based approach to induce BCs from data is proposed and two algorithms are presented. Such approach is based on the Markov Blanket concept in order to impose some constraints and optimize the traditional PC learning algorithm. Experiments performed with the ALARM, as well as other six UCI and three artificial domains revealed that the proposed approach tends to execute fewer comparison tests than the traditional PC. The experiments also show that the proposed algorithms produce competitive classification rates when compared with both, PC and Naive Bayes.

EXTENSIONS OF SEVERAL CLASSICAL RESULTS FOR INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES TO CONDITIONAL CASES

  • Yuan, De-Mei;Li, Shun-Jing
    • Journal of the Korean Mathematical Society
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    • v.52 no.2
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    • pp.431-445
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    • 2015
  • Extensions of the Kolmogorov convergence criterion and the Marcinkiewicz-Zygmund inequalities from independent random variables to conditional independent ones are derived. As their applications, a conditional version of the Marcinkiewicz-Zygmund strong law of large numbers and a result on convergence in $L^p$ for conditionally independent and conditionally identically distributed random variables are established, respectively.

Semantic analysis of the independency concepts in the probability (확률에서 독립성 개념의 의미 분석)

  • Yoo, Yoon-Jae
    • The Mathematical Education
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    • v.48 no.3
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    • pp.353-358
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    • 2009
  • The article discusses the independence concept occurring in the learning of probability. The author does not distinguishes the independence in the events from the independence in the trials. Instead, the author suggests the physico-empirical independence and the logico-mathematical independence to distinguish between the two concepts.

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Independence tests using coin package in R (coin 패키지를 이용한 독립성 검정)

  • Kim, Jinheum;Lee, Jung-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.5
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    • pp.1039-1055
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    • 2014
  • The distribution of a test statistic under a null hypothesis depends on the unknown distribution of the data and thus is unknown as well. Conditional tests replace the unknown null distribution by the conditional null distribution, that is, the distribution of the test statistic given the observed data. This approach is known as permutation tests and was developed by Fisher (Fisher, 1935). Theoretical framework for permutation tests was given by Strasser and Weber(1999). The coin package developed by Hothon et al. (2006, 2008) implements a unified approach for conditional inference via the generic independence test. Because convenient functions for the most prominent problems are available, users will not have to use the extremely flexible procedure. In this article we briefly review the underlying theory from Strasser and Weber (1999) and explain how to transform the data to perform the generic function independence test. Finally it was illustrated with a few real data sets.