• Title/Summary/Keyword: Probability and statistics

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A Software Performance Evaluation Model with Mixed Debugging Process (혼합수리 과정을 고려한 소프트웨어성능 평가 모형)

  • Jang, Kyu-Beom;Lee, Chong-Hyung
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.741-750
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    • 2011
  • In this paper, we derive an software mixed debugging model based on a Markov process, assuming that the length of time to perform the debugging is random and its distribution may depend on the fault type causing the failure. We assume that the debugging process starts as soon as a software failure occurs, and either a perfect debugging or an imperfect debugging is performed upon each fault type. One type is caused by a fault that is easily corrected and in this case, the perfect debugging process is performed. An Imperfect debugging process is performed to fix the failure caused by a fault that is difficult to correct. Distribution of the first passage time and working probability of the software system are obtained; in addition, an availability function of a software system which is the probability that the software is in working at a given time, is derived. Numerical examples are provided for illustrative purposes.

Bounds of PIM-based similarity measures with partially marginal proportion (부분적 주변 비율에 의한 확률적 흥미도 측도 기반 유사성 측도의 상한 및 하한의 설정)

  • Park, Hee Chang
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.4
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    • pp.857-864
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    • 2015
  • By Wikipedia, data mining is the computational process of discovering patterns in huge data sets involving methods at the intersection of association rule, decision tree, clustering, artificial intelligence, machine learning. Clustering or cluster analysis is the task of grouping a set of objects in such a way that objects in the same group are more similar to each other than to those in other groups. The similarity measures being used in the clustering may be classified into various types depending on the characteristics of data. In this paper, we computed bounds for similarity measures based on the probabilistic interestingness measure with partially marginal probability such as Peirce I, Peirce II, Cole I, Cole II, Loevinger, Park I, and Park II measure. We confirmed the absolute value of Loevinger measure wasthe upper limit of the absolute value of any other existing measures. Ordering of other measures is determined by the size of concurrence proportion, non-simultaneous occurrence proportion, and mismatch proportion.

Selection of the economically optimal parameters in the EWMA control chart (지수가중이동평균관리도의 경제적 최적모수의 선정)

  • 박창순;원태연
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.91-109
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    • 1996
  • Exponentially weighted moving averae(EWMA) control chart has been used widely for process monitoring and process adjustment recently, but there has not been many studies about the selection of the parameters. Design of the control chart can be classified into the statistical design and the economic design. The purpose of the economic design is to minimize the cost function in which all the possible costs occurring during the process are probability given the Type I error probability. In this paper the optimal parameters of the EWMA chart are selected for the economic design as well as for the statistical design. The optimal parameters for the economic design show significantly different from those of the statistical design, and especially the weight is always larger than that used in the statistical design. In the economic design, we divide the model into the single assignable cause model and the multiple assignable causes model caacording to number of which is used as the average context of the multiple assignable causes, it shows that the selection of the parameters may be misleading when the multiple assignable causes exist in practice.

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A new damage identification approach based on impedance-type measurements and 2D error statistics

  • Providakis, Costas;Tsistrakis, Stavros;Voutetaki, Maristella;Tsompanakis, Yiannis;Stavroulaki, Maria;Agadakos, John;Kampianakis, Eleftherios;Pentes, George
    • Structural Monitoring and Maintenance
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    • v.2 no.4
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    • pp.319-338
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    • 2015
  • The electro-mechanical impedance (EMI) technique makes use of surface-bonded lead zirconate titanate (PZT) patches as impedance transducers measuring impedance variations monitored on host structural components. The present experimental work further evaluate an alternative to the conventional EMI technique which performs measurements of the variations in the output voltage of PZT transducers rather than computing electromechanical impedance (or admittance) itself. This paper further evaluates a variant of the EMI approach presented in a previous work of the present authors, suitable, for low-cost concrete structures monitoring applications making use of a credit card-sized Raspberry Pi single board computer as core hardware unit. This monitoring approach is also deployed by introducing a new damage identification index based on the ratio between the area of the 2-D error ellipse of specific probability of EMI-based measurements containment over that of the 2-D error circle of equivalent probability. Experimental results of damages occurring in concrete cubic and beam specimens are investigated under increasing loading conditions. Results illustrate that the proposed technique is an efficient approach for identification and early detection of damage in concrete structures.

Study on Effects of Population Stratification on Haplotype Trend Test in Case-Control Studies (환자-대조군 연구에서 인구집단 층화가 일배체형 경향성 검정에 미치는 영향)

  • Kim, Jin-Heum;Kang, Dae-Ryong;Lim, Hyun-Sun;Nam, Chung-Mo
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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    • pp.1085-1096
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    • 2009
  • Population stratification can cause spurious associations between genetic markers and disease locus. In order to handle this population stratification in haplotype-based case-control association studies, we added population indicators as covariates to the haplotype trend regression model proposed by Zaykin et al. (2002). We investigated through simulations how both population stratification and measurement error in the estimation of true population of each individual affect type I error probabilities of the association tests based on both Zaykin et al.'s (2002) model and the proposed model. Based on those results, in the situation that there exists population stratification but there is no error in population classification of each individual, our proposed model does satisfy a type I error probability whereas Zaykin et al.'s (2002) model does not. However, as the measurement error increases, a type I error probability of our model correspondingly becomes larger than a nominal significance level. It implies that as long as uncertainty in the estimation of true population of each individual still remains, it is nearly impossible to avoid false positive in case-control association studies based on haplotypes.

A study on the accuracy of a numerical iteration for Markov processes by using reliability models (신뢰도 모형을 이용한 마코프 과정의 수치적 반복법의 정확성에 대한 연구)

  • Hyeonah Park;Seongryong Na
    • The Korean Journal of Applied Statistics
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    • v.37 no.4
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    • pp.445-453
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    • 2024
  • For Markov processes whose stationary probabilities are difficult to obtain in the analytical form, approximate solutions can be considered using numerical methods such as a matrix operation method or an iterative calculation method. In this paper we perform the study to verify the accuracy of a numerical iteration formula which calculate the stationary probabilities of Markov chains or processes. Especially, the convergence and accuracy of the numerical method are investigated by using Markov models for system availability. We compare the values of the system availability based on the numerical calculation and those based on the complicated but analytical solutions. We also calculate the iteration numbers necessary for the convergence of the numerical solutions. The accuracy and usefulness of the numerical iterative calculation method can be ascertained through this study.

Comparative Analysis of Subsurface Estimation Ability and Applicability Based on Various Geostatistical Model (다양한 지구통계기법의 지하매질 예측능 및 적용성 비교연구)

  • Ahn, Jeongwoo;Jeong, Jina;Park, Eungyu
    • Journal of Soil and Groundwater Environment
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    • v.19 no.4
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    • pp.31-44
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    • 2014
  • In the present study, a few of recently developed geostatistical models are comparatively studied. The models are two-point statistics based sequential indicator simulation (SISIM) and generalized coupled Markov chain (GCMC), multi-point statistics single normal equation simulation (SNESIM), and object based model of FLUVSIM (fluvial simulation) that predicts structures of target object from the provided geometric information. Out of the models, SNESIM and FLUVSIM require additional information other than conditioning data such as training map and geometry, respectively, which generally claim demanding additional resources. For the comparative studies, three-dimensional fluvial reservoir model is developed considering the genetic information and the samples, as input data for the models, are acquired by mimicking realistic sampling (i.e. random sampling). For SNESIM and FLUVSIM, additional training map and the geometry data are synthesized based on the same information used for the objective model. For the comparisons of the predictabilities of the models, two different measures are employed. In the first measure, the ensemble probability maps of the models are developed from multiple realizations, which are compared in depth to the objective model. In the second measure, the developed realizations are converted to hydrogeologic properties and the groundwater flow simulation results are compared to that of the objective model. From the comparisons, it is found that the predictability of GCMC outperforms the other models in terms of the first measure. On the other hand, in terms of the second measure, the both predictabilities of GCMC and SNESIM are outstanding out of the considered models. The excellences of GCMC model in the comparisons may attribute to the incorporations of directional non-stationarity and the non-linear prediction structure. From the results, it is concluded that the various geostatistical models need to be comprehensively considered and comparatively analyzed for appropriate characterizations.

Suicide Related Indicators and Trends in Korea in 2019 (2019년 자살 관련 지표들과 추이)

  • Kim, Seung Hoon;Lee, Doo Woong;Kwon, Junhyun;Yang, Jieun;Park, Eun-Cheol;Jang, Sung-In
    • Health Policy and Management
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    • v.31 no.2
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    • pp.232-239
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    • 2021
  • This study aimed to update suicide-related indicators including suicidal ideation, suicide attempts, and the number of suicidal deaths. Based on up-to-date information, we observed the trends of suicide-related indicators. In this study, five data sources were used to observe the trends of suicide-related indicators: Statistics Korea (1983-2019), Korean National Health and Nutrition Examination (KNHANES, '07-13, '15-19), Korean Community Health Survey (KCHS, '08-09, '13, '17), Korean Wealth Panel Study (KOWEPS, '12-19), and Korea Health Panel Survey (KHP, '10-13, '16-17). The suicide rate, which peaked in 2011, declined until 2017 and then started to rise again from 2018, recording a suicide rate of 26.9 per 100,000 people in 2019. The rate of suicidal ideation estimated based on the recently available data was 4.62% (KNHANES, '19), 3.51% (KHP, '16), 2.87% (KHP, '17), and 1.70% (KOWEPS, '19). That of suicide attempt as recent year was 0.43% (KNHANES, '19), 0.07% (KOWEPS, '19). Annual percentage change of death by intentional self-harm was -2.11% (Statistics Korea), and that of suicidal ideation was -14.7% (KNHANES), -2.5% (KCHS), -10.6% (KOWEPS), and -11.3% (KHP). Annual percentage change of suicide attempt was -5.0% (KNHANES), -4.4% (KCHS), and -11.3% (KOWEPS). The lower the income level, the higher the probability of experiencing suicide ideation and suicide attempts. Considering the recent increase in suicide rate in contrast to the continuing decline in suicidal ideation and suicide attempts, continuous data observation and appropriate policies regarding suicide prevention are needed.

Performance evaluation and reliability analysis of a complex system with three possibilities in repair with the application of copula

  • Nailwal, B.;Singh, S.B.
    • International Journal of Reliability and Applications
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    • v.12 no.1
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    • pp.15-39
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    • 2011
  • This paper deals with the reliability analysis of a complex system with three possibilities at the time of repair. The considered system consists of two subsystems A and Bin series configuration (1-out-of-2: F). Subsystem A has n units which are connected in series whereas subsystem B consists of n units in parallel configuration. The configuration of subsystem A is of 1-out-of-n: F whereas subsystem B is of k-out-of-n: D and k+1-out-of-n: F nature. System has three states: Good, degraded and failed. Supplementary variable technique has been used for mathematical formulation of the model. Laplace transform is being utilized to solve the mathematical equation. Reliability, Availability, M.T.T.F., Busy Period and Cost effectiveness of the system have been computed. The repairs from state $S_7$ to $S_0$, $S_8$ to $S_0$, $S_9$ to $S_0$ and $S_{11}$ to $S_0$ have two types namely exponential and general. Joint probability distribution of repair rate from $S_7$ to $S_0$, $S_8$ to $S_0$, $S_9$ to $S_0$ and $S_{11}$ to $S_0$ is computed by Gumbel-Hougaard family of copula. Some particular cases of the system have also been derived to see the practical importance of the model.

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On asymptotics for a bias-corrected version of the NPMLE of the probability of discovering a new species (신종발견확률의 편의보정 비모수 최우추정량에 관한 연구)

  • 이주호
    • The Korean Journal of Applied Statistics
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    • v.6 no.2
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    • pp.341-353
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    • 1993
  • As an estimator of the conditional probability of discovering a new species at the next observation after a sample of certain size is taken, the one proposed by Good(1953) has been most widely used. Recently, Clayton and Frees(1987) showed via simulation that their nonparametric maximum likelihood estimator(NPMLE) has smaller MSE than Good's estimator when the population is relatively nonuniform. Lee(1989) proved that their conjecture is asymptotically true for truncated geometric population distributions. One shortcoming of the NPMLE, however, is that it has a considerable amount of negative bias. In this study we proposed a bias-corrected version of the NPMLE for virtually all realistic population distributions. We also showed that it has a smaller asymptotic MSE than Good's extimator except when the population is very uniform. A Monte Carlo simulation was performed for small sample sizes, and the result supports the asymptotic results.

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