• Title/Summary/Keyword: Probability and statistics

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DNA marker traceability in Korean Cattle

  • Kwon, Jae-Chul;Choi, Yu-Mi;Lee, Jea-Young
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.155-159
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    • 2006
  • Samples of 33 Hanwoo individuals from Korean elite sire families were used and five microsatellite markers were selected finally, which were located on chromosomes different chromosomes with the end sequencing of 100 HW-YUBAC that were recorded in the NCBI by Yeungnam University. Ten major microsatellite markers were selected from alleles amplified, their frequencies, H(Heterozygosity) and PIC(Polymorphism information content) with Hardy-Weinberg equilibrium. Next, in order to evaluate the Power of the markers selected on the individual animal identification, the match probability(MP) and the relatedness coefficient(R) were computed.

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Asymptotics in Transformed ARMA Models

  • Yeo, In-Kwon
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.71-77
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    • 2011
  • In this paper, asymptotic results are investigated when a parametric transformation is applied to ARMA models. The conditions are determined to ensure the strong consistency and the asymptotic normality of maximum likelihood estimators and the correct coverage probability of the forecast interval obtained by the transformation and backtransformation approach.

Performance Analysis of Economic VaR Estimation using Risk Neutral Probability Distributions

  • Heo, Se-Jeong;Yeo, Sung-Chil;Kang, Tae-Hun
    • The Korean Journal of Applied Statistics
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    • v.25 no.5
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    • pp.757-773
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    • 2012
  • Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

Suggestions on the instructional activities relevant to the area of Probability and Statistics based on the result of TIMSS and PISA Items (국제성취도 평가에 기초한 중학교 확률과 통계 내용 관련 탐구 - PISA와 TIMSS 문항 분석을 중심으로 -)

  • Son, Bok-Eun;Ko, Ho-Kyoung
    • Journal of the Korean School Mathematics Society
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    • v.15 no.1
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    • pp.109-135
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    • 2012
  • In December of 2009, General Curriculum Revised in 2009 was announced and research on corresponding mathematics curriculum revision has been initiated from that period. Finally, in August 2011, Mathematics Curriculum Revised in 2009 was announced. In this new curriculum, Creativity is emphasized as the ability pursued in General Curriculum Revised in 2009. Accordingly, for the purpose of fostering students with creative and challenging minds, teaching and learning methods including the objectives and content should be more carefully implemented in math class. In case of the area of Probability and Statistics closely related to real life situations, it is suggested that school curriculum in mathematics would not deal with only mathematical problems on algorithm, but rather present teaching and learning materials related to the real life in order to recognize the usefulness of the content of Probability and Statistics and to learn how to think about it. In this paper, effective guidelines for teaching and learning the content of Probability and Statistics and its activities that follows the direction on Mathematics Curriculum Revised in 2009' are suggested based on the analysis of the PISA and TIMSS international assessments items. Thus, the guidelines suggested in this study would be used efficiently and appropriately for developing instructional materials or planning curriculum revision and setting its direction in the future.

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Saddlepoint approximations for the ratio of two independent sequences of random variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.255-262
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    • 1998
  • In this paper, we study the saddlepoint approximations for the ratio of independent random variables. In Section 2, we derive the saddlepoint approximation to the probability density function. In Section 3, we represent a numerical example which shows that the errors are small even for small sample size.

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Noninformative Priors for the Intraclass Coefficient of a Symmetric Normal Distribution

  • Chang, In-Hong;Kim, Byung-Hwee
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.15-19
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    • 2003
  • In this paper, we develop the Jeffreys' prior, reference priors and the probability matching priors for the intraclass correlation coefficient of a symmetric normal distribution. We next verify propriety of posterior distributions under those noninformative priors. We examine whether reference priors satisfy the probability matching criterion.

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Asymptotics in Load-Balanced Tandem Networks

  • Lee, Ji-Yeon
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.715-723
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    • 2003
  • A tandem network in which all nodes have the same load is considered. We derive bounds on the probability that the total population of the tandem network exceeds a large value by using its relation to the stationary distribution. These bounds imply a stronger asymptotic limit than that in the large deviation theory.

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The Statistics Probability Analysis of Pork-Cutting Processing Conditions for Microbial Risk Assessment (미생물 위해평가를 위한 포장돈육 가공환경조건에 대한 확률통계학적 분석)

  • Oh, Deog-Hwan;Rahman, S.M.E.;Kim, Jae-Myeong;Bahk, Gyung-Jin
    • Journal of Food Hygiene and Safety
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    • v.24 no.1
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    • pp.63-68
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    • 2009
  • The statistics probability approach for microbial risk assessment (MRA) has been recognized as an efficient method because this probability approach, which can be presented the diversity, variability, and uncertainty for the environmental factors of food processing, provide better realistic results than point estimate. This study was conducted to determine of probability statistics for the environmental factors of the pork-cutting processing i.e. the processing time, the pork meat temperature, and processing room temperature etc. As the input parameters for the MRA, triangular distribution and normal distribution were selected as an efficient probability distribution model, these distributions were analyzed by the simulation. The simulation results showed the processing time estimated 53 min as mean (5% - 22 min and 95% - 98 min), pork meat temperature estimated $4.83^{\circ}C$ as mean (5% - $2.25^{\circ}C$ and 95% - $7.12^{\circ}C$, 48.78% exceed $5^{\circ}C$), and processing room temperature estimated $17^{\circ}C$ as mean (5% - $10.92^{\circ}C$ and 95% - $22.56^{\circ}C$, 71.178% exceed $15^{\circ}C$).

Comparative Analysis on Imprecision Probability Under Several Imprecise Scheduling Schemes in Real Time Systems (실시간 시스템에서 여러 부정확한 스케쥴링 기법하에서의 부정확한 확률에 관한 비교 분석)

  • Ah, Gwl-Im;Koh, Kern
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.19 no.7
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    • pp.1304-1320
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    • 1994
  • There are two computation techniques in real time systems : precise and imprecise computation. The imprecise computation technique is a means to provide scheduling flexibility in real time systems. The studies on imprecise scheduling using queueing theoretical formulation up to data are to explicitly quantify the costs and benifits in trade-off between the average result quality and the average waiting time of tasks. This paper uses two imprecise scheduling schemes and solves the imprecision probability, the probability of any task being imprecise under two imprecise scheduling schemes and analyzes the dependence of the imprecision probability on several parameters os the monotone imprecise system.

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A study on the distribution of the distance of Mal movement in Yut board game (윷놀이에서 말이 가는 거리의 분포)

  • Kim, Do-Hyeong;Oh, Chang-Hyuck
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1281-1288
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    • 2010
  • We consider Yut board game with four Yut sticks which are of the same shape and the same size so that they have the same probability of showing back when they are tossed. Since, in Yut board game, a player have to toss four sticks one more when sawi Mo or sawi Yut appears, the player may be interested in the distance which Mal can move in one's turn. Therefore, the probability mass function of the distance is obtained and probabilities with several values of back probability are summarized in a table. Also, the expectation, the variance, the skewness, and the kurtosis of the distribution are calculated and their values are also tablized for some values of back probability.