• Title/Summary/Keyword: confidence probability

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A Short Consideration of Binomial Confidence Interval (이항신뢰구간에 대한 소고)

  • Ryu, Jea-Bok
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.731-743
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    • 2009
  • The interval estimation for binomial proportion has been treated practically as well as theoretically for a long time. In this paper we compared the properties of major confidence intervals and summarized current issues for coverage probability and interval length which are the criteria of evaluation for confidence interval. Additionally, we examined the three topics which were considered in using the binomial confidence interval in the field. And finally we discussed the future studies for a low binomial proportion.

Study of Explanatory Power of Deterministic Risk Assessment's Probability through Uncertainty Intervals in Probabilistic Risk Assessment (고장률의 불확실구간을 고려한 빈도구간과 결정론적 빈도의 설명력 연구)

  • Man Hyeong Han;Young Woo Chon;Yong Woo Hwang
    • Journal of the Korean Society of Safety
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    • v.39 no.3
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    • pp.75-83
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    • 2024
  • Accurately assessing and managing risks in any endeavor is crucial. Risk assessment in engineering translates the abstract concept of risk into actionable strategies for systematic risk management. However, risk validation is met with significant skepticism, particularly concerning the uncertainty of probability. This study aims to address the aforementioned uncertainty in a multitude of ways. Firstly, instead of relying on deterministic probability, it acknowledges uncertainty and presents a probabilistic interval. Secondly, considering the uncertainty interval highlighted in OREDA, it delineates the bounds of the probabilistic interval. Lastly, it investigates how much explanatory power deterministic probability has within the defined probabilistic interval. By utilizing fault tree analysis (FTA) and integrating confidence intervals, a probabilistic risk assessment was conducted to scrutinize the explanatory power of deterministic probability. In this context, explanatory power signifies the proportion of probability within the probabilistic risk assessment interval that lies below the deterministic probability. Research results reveal that at a 90% confidence interval, the explanatory power of deterministic probability decreases to 73%. Additionally, it was confirmed that explanatory power reached 100% only with a probability application 36.9 times higher.

On the actual coverage probability of binomial parameter (이항모수의 신뢰구간추정량에 대한 실제포함확률에 관한 연구)

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.737-745
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    • 2010
  • In this paper, various methods for finding confidence intervals for the p of binomial parameter are reviewed. We compare the performance of several confidence interval estimates in terms of actual coverage probability by small sample Monte Carlo simulation.

Nonparametric confidence intervals for quantiles based on a modified ranked set sampling

  • Morabbi, Hakime;Razmkhah, Mostafa;Ahmadi, Jafar
    • Communications for Statistical Applications and Methods
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    • v.23 no.2
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    • pp.119-129
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    • 2016
  • A new sampling method is introduced based on the idea of a ranked set sampling scheme in which taken samples in each set are dependent on previous ones. Some theoretical results are presented and distribution-free confidence intervals are derived for the quantiles of any continuous population. It is shown numerically that the proposed sampling scheme may lead to 95% confidence intervals (especially for extreme quantiles) that cannot be found based on the ordinary ranked set sampling scheme presented by Chen (2000) and Balakrishnan and Li (2006). Optimality aspects of this scheme are investigated for both coverage probability and minimum expected length criteria. A real data set is also used to illustrate the proposed procedure. Conclusions are eventually stated.

Bootstrap and Delete-d Jackknife Confidence Intervals for Parameters of an Exponential Distribution

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.59-70
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    • 1997
  • We introduce several estimators of the location and the scale parameters of the two-parameter exponential distribution, and then compare these estimators by the mean square error (MSE). Using the parametric bootstrap estimators and the delete-d jackknife, we obtain the bootstrap and the delete-d jackknife confidence intervals for the location and the scale parameters and compare the bootstrap confidence intervals with the delete-d jackknife confidence intervals by length and coverage probability through Monte Carlo method.

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ESTIMATING THE SIMULTANEOUS CONFIDENCE LEVELS FOR THE DIFFERENCE OF PROPORTIONS FROM MULTIVARIATE BINOMIAL DISTRIBUTIONS

  • Jeong, Hyeong-Chul;Jhun, Myoung-Shic;Lee, Jae-Won
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.397-410
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    • 2007
  • For the two groups data from multivariate binomial distribution, we consider a bootstrap approach to inferring the simultaneous confidence level and its standard error of a collection of the dependent confidence intervals for the difference of proportions with an experimentwise error rate at the a level are presented. The bootstrap method is used to estimate the simultaneous confidence probability for the difference of proportions.

Confidence Intervals for a tow Binomial Proportion (낮은 이항 비율에 대한 신뢰구간)

  • Ryu Jae-Bok;Lee Seung-Joo
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.217-230
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    • 2006
  • e discuss proper confidence intervals for interval estimation of a low binomial proportion. A large sample surveys are practically executed to find rates of rare diseases, specified industrial disaster, and parasitic infection. Under the conditions of 0 < p ${\leq}$ 0.1 and large n, we compared 6 confidence intervals with mean coverage probability, root mean square error and mean expected widths to search a good one for interval estimation of population proportion p. As a result of comparisons, Mid-p confidence interval is best and AC, score and Jeffreys confidence intervals are next.

Human Exposure to BTEX and Its Risk Assessment Using the CalTOX Model According to the Probability Density Function in Meteorological Input Data (기상변수들의 확률밀도함수(PDF)에 따른 CalTOX모델을 이용한 BTEX 인체노출량 및 인체위해성 평가 연구)

  • Kim, Ok;Song, Youngho;Choi, Jinha;Park, Sanghyun;Park, Changyoung;Lee, Minwoo;Lee, Jinheon
    • Journal of Environmental Health Sciences
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    • v.45 no.5
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    • pp.497-510
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    • 2019
  • Objectives: The aim of this study was to secure the reliability of using the CalTOX model when evaluating LADD (or ADD) and Risk (or HQ) among local residents for the emission of BTEX (Benzene, Toluene, Ethylbenzene, Xylene) and by closely examining the difference in the confidence interval of the assessment outcomes according to the difference in the probability density function of input variables. Methods: The assessment was made by dividing it according to the method ($I^{\dagger}$) of inputting the probability density function in meteorological variables of the model with log-normal distribution and the method of inputting ($II^{\ddagger}$) after grasping the optimal probability density function using @Risk. A T-test was carried out in order to analyze the difference in confidence interval of the two assessment results. Results: It was evaluated to be 1.46E-03 mg/kg-d in LADD of Benzene, 1.96E-04 mg/kg-d in ADD of Toluene, 8.15E-05 mg/kg-d in ADD of Ethylbenzene, and 2.30E-04 mg/kg-d in ADD of Xylene. As for the predicted confidence interval in LADD and ADD, there was a significant difference between the $I^{\dagger}$ and $II^{\ddagger}$ methods in $LADD_{Inhalation}$ for Benzene, and in $ADD_{Inhalation}$ and ADD for Toluene and Xylene. It appeared to be 3.58E-05 for risk in Benzene, 3.78E-03 for HQ in Toluene, 1.48E-03 for HQ in Ethylbenzene, and 3.77E-03 for HQ in Xylene. As a result of the HQ in Toluene and Xylene, the difference in confidence interval between the $I^{\dagger}$ and $II^{\ddagger}$ methods was shown to be significant. Conclusions: The human risk assessment for BTEX was made by dividing it into the method ($I^{\dagger}$) of inputting the probability density function of meteorological variables for the CalTOX model with log-normal distribution, and the method of inputting ($II^{\ddagger}$) after grasping the optimal probability density function using @Risk. As a result, it was identified that Risk (or HQ) is the same, but that there is a significant difference in the confidence interval of Risk (or HQ) between the $I^{\dagger}$ and $II^{\ddagger}$ methods.

The Range of confidence Intervals for ${\sigma}^{2}_{A}/{\sigma}^{2}_{B}$ in Two-Factor Nested Variance Component Model

  • Kang, Kwan-Joong
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.159-164
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    • 1998
  • The two-factor nested variance component model with equal numbers in the cells are given by $y_{ijk}\;=\;{\mu}\;+\;A_i\;+\;B_{ij}\;+\;C_{ijk}$ and the confidence intervals for the ratio of variance components, ${\sigma}^{2}_{A}/{\sigma}^{2}_{B}$ are obtained in various forms by many authors. This article shows the probability ranges of these confidence intervals on ${\sigma}^{2}_{A}/{\sigma}^{2}_{B}$ proved by the mathematical computation.

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