• 제목/요약/키워드: Probability inequality

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On the Hàjek-Rènyi-Type Inequality for Conditionally Associated Random Variables

  • Choi, Jeong-Yeol;Seo, Hye-Young;Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • 제18권6호
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    • pp.799-808
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    • 2011
  • Let {${\Omega}$, $\mathcal{F}$, P} be a probability space and {$X_n{\mid}n{\geq}1$} be a sequence of random variables defined on it. A finite sequence of random variables {$X_i{\mid}1{\leq}i{\leq}n$} is a conditional associated given $\mathcal{F}$ if for any coordinate-wise nondecreasing functions f and g defined on $R^n$, $Cov^{\mathcal{F}}$ (f($X_1$, ${\ldots}$, $X_n$), g($X_1$, ${\ldots}$, $X_n$)) ${\geq}$ 0 a.s. whenever the conditional covariance exists. We obtain the H$\grave{a}$jek-R$\grave{e}$nyi-type inequality for conditional associated random variables. In addition, we establish the strong law of large numbers, the three series theorem, integrability of supremum, and a strong growth rate for $\mathcal{F}$-associated random variables.

LARGE DEVIATION PRINCIPLE FOR SOLUTIONS TO SDE DRIVEN BY MARTINGALE MEASURE

  • Cho, Nhan-Sook
    • 대한수학회논문집
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    • 제21권3호
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    • pp.543-558
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    • 2006
  • We consider a type of large deviation Principle(LDP) using Freidlin-Wentzell exponential estimates for the solutions to perturbed stochastic differential equations(SDEs) driven by Martingale measure(Gaussian noise). We are using exponential tail estimates and exit probability of a diffusion process. Referring to Freidlin-Wentzell inequality, we want to show another approach to get LDP for the solutions to SDEs.

A Uniform CLT for Continuous Martingales

  • Bae, Jong-Sig;Shlomo Leventatl
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.225-231
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    • 1995
  • An eventual uniform equicontinuity condition is investigated in the context of the uniform central limit theorem (UCLT) for continuous martingales. We assume the usual intergrability condition on metric entropy. We establish an exponential inequality for a martingales. Then we use the chaining lemma of Pollard (1984) to prove an eventual uniform equicontinuity which is a sufficient condition of UCLT. We apply the result to approximate a stochastic integral with respect to a martingale to that of a Brownian motion.

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RESULTS ON THE HADAMARD-SIMPSON'S INEQUALITIES

  • Asraa Abd Jaleel Husien
    • Nonlinear Functional Analysis and Applications
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    • 제29권1호
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    • pp.47-56
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    • 2024
  • It is well known that inequalities enable us to analyze and solve complex problems with precision and efficiency. The inequalities provide powerful tools for establishing bounds, optimizing solutions, and deepening our understanding of mathematical concepts, paving the way for advancements in areas such as optimization, analysis, and probability theory. In this paper, we present some properties for Hadamard-Simpsons type inequalities in the classic integral and Riemann-Liouville fractional integral. We use the convexity of the given function and its first derivative.

Increase in Potential Low-value Magnetic Resonance Imaging Utilization Due to Out-of-pocket Payment Reduction Across Income Groups in Korea: An Experimental Vignette Study

  • Shin, Yukyung;Lee, Ji-Su;Do, Young Kyung
    • Journal of Preventive Medicine and Public Health
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    • 제55권4호
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    • pp.389-397
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    • 2022
  • Objectives: This study examined the effect of out-of-pocket (OOP) payment reduction on the potential utilization of low-value magnetic resonance imaging (MRI) across income groups. Methods: We conducted an experimental vignette survey using a proportional quota-based sample of individuals in Korea (n=1229). In two hypothetical vignettes, participants were asked whether they would be willing to use MRI if they had uncomplicated headache and non-specific low back pain, each before and after OOP payment reduction. To account for the possible role of physician inducement, half of the participants were initially presented with vignettes that included a physician recommendation for low-value care. The predicted probability, slope index of inequality (SII), and relative index of inequality (RII) were calculated using logistic regression. Results: Before OOP payment reduction, the lowest income quintile was least likely to use low-value MRI regardless of physician inducement (36.7-49.6% for low back pain; 30.5-39.3% for headache). After OOP payment reduction, almost all individuals in each income quintile were willing to use low-value MRI (89.8-98.0% for low back pain; 78.1-90.3% for headache). Absolute and relative inequalities concerning potential low-value MRI utilization decreased after OOP payments were reduced, even without physician inducement (SII: from 8.15 to 5.37%, RII: from 1.20 to 1.06 for low back pain; SII: from 6.99 to 0.83%, RII: from 1.20 to 1.01 for headache). Conclusions: OOP payment reduction for MRI has the potential to increase low-value care utilization among all income groups while decreasing inequality in low-value care utilization.

장애인의 의료이용에 영향을 미치는 요인 (Factors Affecting Medical Service Utilization of Disabled)

  • 황홍구;정현식
    • 한국산학기술학회논문지
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    • 제18권5호
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    • pp.219-225
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    • 2017
  • 본 연구는 우리나라 장애인을 대상으로 장애인의 전반적인 의료이용에 대한 현황 및 수준을 파악하고 장애인의 의료이용에 영향을 미치는 요인을 분석하여 장애인의 건강증진과 의료서비스 이용 활성화를 위한 기초자료를 제공하고자 하였다. 이를 위하여 제6차 국민건강영양조사 대상자 중 만 19세 이상의 장애인을 분석한 결과, 성별, 연령, 월평균가구소득, 장애유형, 장애등급, 흡연 등에서 의료이용에 유의미한 영향을 미치는 것으로 나타났다. 성별에서는 남성보다는 여성이, 연령은 낮을수록, 가구소득이 낮을수록 의료 미치료 확률이 높았다. 장애유형에서는 정신적 장애인이 의료 미치료 확률이 높은 것을 확인하였고, 장애등급이 높을수록, 흡연자일수록 의료 미치료 확률이 높은 것을 확인하였다. 따라서 우리나라 장애인의 의료 미치료 해소를 위하여 장애 의료와 관련한 정책적 제도의 개선과 장애인 복지사업에 대한 불평등 해소 방안의 지속적인 관리가 필요할 것으로 생각된다. 또한, 장애인의 구강 건강 수준을 높일 수 있도록 의료이용의 행태에 대한 지속적이고 정기적인 사회 보험제도의 개선 필요성이 있음을 시사한 것으로 평가 할 수 있다.

OTF 정밀측위를 위한 신속한 미지정수 결정방법 (A Fast Integer Ambiguity Resolution Method For Precise Positioning On- The-Fly)

  • 이대규;성태경
    • 제어로봇시스템학회논문지
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    • 제10권5호
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    • pp.458-463
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    • 2004
  • This paper presents a fast IA(integer ambiguity) resolution method that determines the IA within short epochs with guaranteed reliability. Based on the fact that the search volume and the cost function are influenced by the selection of primary IAs in the plane intersection method, an IA resolution method is proposed that evaluates IA candidates repeatedly in an epoch with different combinations of primary IAs. In order to guarantee the reliability of the resolved IA with a certain probability, an inequality condition for selecting differencing operator is derived. Experiment results show that the proposed method consistently provides the true IA estimates within short time.

THE SECOND CENTRAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE ARRAYS

  • Bae, Jongsig;Jun, Doobae;Levental, Shlomo
    • 대한수학회보
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    • 제51권2호
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    • pp.317-328
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    • 2014
  • In Bae et al. [2], we have considered the uniform CLT for the martingale difference arrays under the uniformly integrable entropy. In this paper, we prove the same problem under the bracketing entropy condition. The proofs are based on Freedman inequality combined with a chaining argument that utilizes majorizing measures. The results of present paper generalize those for a sequence of stationary martingale differences. The results also generalize independent problems.

주파수영역 손상식별 SI 기법에 적응할 최적센서 위치결정법 (Determination of Optimal Sensor Locations for Modal System Identification-based Damage Detection on Structures)

  • 권순정;신수봉;박영환
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2003년도 봄 학술발표회 논문집
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    • pp.95-102
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    • 2003
  • To define an analytical model for a structural system or to assess damage in the system, system identification(SI) methods have been developed and widely applied. The paper presents a method of determining optimal sensor location(OSL) based on the maximum likelihood approach, which is applicable to modal SI methods. To estimate unknown parameters reliably, it is necessary that the information provided by the experiment should be maximized. By applying the Cramer-Rao inequality, a Fisher information matrix in terms of the probability density function of measurements is obtained from a lower bound of the estimation error. The paper also proposes a scheme of determining of OSL on damaged structures by using maximum strain energy factor. Simulation studies have carried out to investigate the proposed OSL algorithm for both undamaged and damaged structures.

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Nonparametric Bayesian Multiple Comparisons for Geometric Populations

  • Ali, M. Masoom;Cho, J.S.;Begum, Munni
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1129-1140
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    • 2005
  • A nonparametric Bayesian method for calculating posterior probabilities of the multiple comparison problem on the parameters of several Geometric populations is presented. Bayesian multiple comparisons under two different prior/ likelihood combinations was studied by Gopalan and Berry(1998) using Dirichlet process priors. In this paper, we followed the same approach to calculate posterior probabilities for various hypotheses in a statistical experiment with a partition on the parameter space induced by equality and inequality relationships on the parameters of several geometric populations. This also leads to a simple method for obtaining pairwise comparisons of probability of successes. Gibbs sampling technique was used to evaluate the posterior probabilities of all possible hypotheses that are analytically intractable. A numerical example is given to illustrate the procedure.

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