• Title/Summary/Keyword: Probability and statistics

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Applications of R statistical package on Probability and Statistics Education in Elementary, Middle and High School(II) (초.중.고등학교 확률 및 통계영역 교육에서의 R 통계패키지의 활용(II))

  • Jang, Dae-Heung
    • Communications of Mathematical Education
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    • v.21 no.2 s.30
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    • pp.227-270
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    • 2007
  • We described the overall explanation about R statistical package in Jang(2007). With referring the contents of the 7th national mathematics curriculum, we suggest the plan for applications of R package on probability and statistics education in elementary, middle and high school mathematics.

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A comparison study of inverse censoring probability weighting in censored regression (중도절단 회귀모형에서 역절단확률가중 방법 간의 비교연구)

  • Shin, Jungmin;Kim, Hyungwoo;Shin, Seung Jun
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.957-968
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    • 2021
  • Inverse censoring probability weighting (ICPW) is a popular technique in survival data analysis. In applications of the ICPW technique such as the censored regression, it is crucial to accurately estimate the censoring probability. A simulation study is undertaken in this article to see how censoring probability estimate influences model performance in censored regression using the ICPW scheme. We compare three censoring probability estimators, including Kaplan-Meier (KM) estimator, Cox proportional hazard model estimator, and local KM estimator. For the local KM estimator, we propose to reduce the predictor dimension to avoid the curse of dimensionality and consider two popular dimension reduction tools: principal component analysis and sliced inverse regression. Finally, we found that the Cox proportional hazard model estimator shows the best performance as a censoring probability estimator in both mean and median censored regressions.

An importance sampling for a function of a multivariate random variable

  • Jae-Yeol Park;Hee-Geon Kang;Sunggon Kim
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.65-85
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    • 2024
  • The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

A comparative analysis of the 2009-revised curriculum and 2015-revised curriculum on the definition and introduction of continuous probability distribution (연속확률분포의 정의와 도입 방법에 대한 2009개정 교육과정과 2015개정 교육과정의 비교 분석 연구)

  • Heo, Nam Gu
    • The Mathematical Education
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    • v.58 no.4
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    • pp.531-543
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    • 2019
  • Continuous probability distribution was one of the mathematics concept that students had difficulty. This study analyzed the definition and introduction of the continuous probability distribution under the 2009-revised curriculum and 2015-revised curriculum. In this study, the following subjects were studied. Firstly, definitions of continuous probability variable in 'Probability and Statistics' textbook developed under the 2009-revised curriculum and 2015-revised curriculum were analyzed. Secondly, introductions of continuous probability distribution in 'Probability and Statistics' textbook developed under the 2009-revised curriculum and 2015-revised curriculum were analyzed. The results of this study were as follows. First, 8 textbooks under the 2009-revised curriculum defined the continuous probability variable as probability variable with all the real values within a range or an interval. And 1 textbook under the 2009-revised curriculum defined the continuous probability variable as probability variable when the set of its value is uncountable. But all textbooks under the 2015-revised curriculum defined the continuous probability variable as probability variable with all the real values within a range. Second, 4 textbooks under the 2009-revised curriculum and 4 textbooks under 2015-revised curriculum introduced a continuous random distribution using an uniformly distribution. And 5 textbooks under the 2009-revised curriculum and 5 textbooks under the 2015-revised curriculum introduced a continuous random distribution using a relative frequency density.

Generalized Durbin-Watson Statistics in the Nonstationary Seasonal Time Series Model

  • Cho, Sin-Sup;Kim, Byung-Soo;Park, Young J.
    • Journal of the Korean Statistical Society
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    • v.26 no.3
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    • pp.365-382
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    • 1997
  • In this paper we study the behaviors of the generalized Durbin-Watson (DW) statistics when the nonstationary seasonal time series regression model is misspecified. It is observed that when the series is seasonally integrated the generalized DW statistic for the seasonal period order autocorrelation converges in probability to zero while teh generalized DW statistic for the first order autocorrelation has nondegenerate asymptotic distribution. When the series is regularly and seasonally integrated the generalized DW for the first order autocorrelation still converges in probability to zero.

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Derivation and Application of In uence Function in Discriminant Analysis for Three Groups (세 집단 판별분석 상황에서의 영향함수 유도 및 그 응용)

  • Lee, Hae-Jung;Kim, Hong-Gie
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.941-949
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    • 2011
  • The influence function is used to develop criteria to detect outliers in discriminant analysis. We derive the influence function of observations that estimate the the misclassification probability in discriminant analysis for three groups. The proposed measures are applied to the facial image data to define outliers and redo the discriminant analysis excluding the outliers. The study proves that the derived influence function is more efficient than using the discriminant probability approach.

A Study on Teaching Continuous Probability Distribution in Terms of Mathematical Connection (수학적 연결성을 고려한 연속확률분포단원의 지도방안 연구)

  • Hwang, Suk-Geun;Yoon, Jeong-Ho
    • School Mathematics
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    • v.13 no.3
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    • pp.423-446
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    • 2011
  • In school mathematics, concepts of definite integral and integration by substitution have mathematical connection with introduction of probability density function, expectation of continuous random variable, and standardization of normal distribution. However, we have difficulty in finding mathematical connection between integration and continuous probability distribution in the curriculum manual, 13 kinds of 'Basic Calculus and Statistics' and 10 kinds of 'Integration and Statistics' authorized textbooks, and activity books applied to the revised curriculum. Therefore, the purpose of this study is to provide a teaching method connected with mathematical concepts of integral in regard to three concepts in continuous probability distribution chapter-introduction of probability density function, expectation of continuous random variable, and standardization of normal distribution. To find mathematical connection between these three concepts and integral, we analyze a survey of student, the revised curriculum manual, authorized textbooks, and activity books as well as 13 domestic and 22 international statistics (or probability) books. Developed teaching method was applied to actual classes after discussion with a professional group. Through these steps, we propose the result by making suggestions to revise curriculum or change the contents of textbook.

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Probability and statistics in public secondary school teacher employment exam (확률 및 통계와 교원임용시험)

  • Oh, Kwangsik
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1539-1545
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    • 2017
  • In this paper, we analyze and discuss the trend of the probability and statistics problems that have been made in the public secondary school teacher employment exam for mathematics teachers. In order to properly teach the national mathematics curriculum in 2015 in terms of content and function, we investigate the probability and statistics contents that a mathematics teachers should know. We also analyze the contents and trends of the items that have been submitted for 15 years in public secondary school teacher employment exam, and discuss the contents, scope, level and direction of the future contents. In conclusion, considering the significance of the Big Data in the 4th industrial revolution, the problems of statistical thinking of data and probability, exploratory data analysis, sample survey, and statistical inference are needed more.

Estimating the Transmittable Prevalence of Infectious Diseases Using a Back-Calculation Approach

  • Lee, Youngsaeng;Jang, Hyun Gap;Kim, Tae Yoon;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.21 no.6
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    • pp.487-500
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    • 2014
  • A new method to calculate the transmittable prevalence of an epidemic disease is proposed based on a back-calculation formula. We calculated the probabilities of reactivation and of parasitemia as well as transmittable prevalence (the number of persons with parasitemia in the incubation period) of malaria in South Korea using incidence of 12 years(2001-2012). For this computation, a new probability function of transmittable condition is obtained. The probability of reactivation is estimated by the least squares method for the back-calculated longterm incubation period. The probability of parasitemia is calculated by a convolution of the survival function of the short-term incubation function and the probability of reactivation. Transmittable prevalence is computed by a convolution of the infected numbers and the probabilities of transmission. Confidence intervals are calculated using the parametric bootstrap method. The method proposed is applicable to other epidemic diseases in other countries where incidence and a long incubation period are available. We found the estimated transmittable prevalence in South Korea was concentrated in the summer with 276 cases on a peak at the $31^{st}$ week and with about a 60% reduction in the peak from the naive prevalence. The statistics of transmittable prevalence can be used for malaria prevention programs and to select blood transfusion donors.

On Reliability and UMVUE of Right-Tail Probability in a Half-Normal Variable

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.259-267
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    • 2007
  • We consider parametric estimation in a half-normal variable and a UMVUE of its right-tail probability. Also we consider estimation of reliability in two independent half-normal variables, and derive k-th moment of ratio of two same variables.

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