• 제목/요약/키워드: probability

검색결과 13,242건 처리시간 0.038초

On the Development of Probability Matching Priors for Non-regular Pareto Distribution

  • Lee, Woo Dong;Kang, Sang Gil;Cho, Jang Sik
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.333-339
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    • 2003
  • In this paper, we develop the probability matching priors for the parameters of non-regular Pareto distribution. We prove the propriety of joint posterior distribution induced by probability matching priors. Through the simulation study, we show that the proposed probability matching Prior matches the coverage probabilities in a frequentist sense. A real data example is given.

부식 배관의 경계조건이 파손확률에 미치는 영향 (Effect of Boundary Conditions on Failure Probability of Corrosion Pipeline)

  • 이억섭;편장식
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2002년도 춘계학술대회 논문집
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    • pp.873-876
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    • 2002
  • This paper presents the effect of internal corrosion, external corrosion, material properties, operation condition, earthquake, traffic load and design thickness in pipeline on the failure prediction using a failure probability model. A nonlinear corrosion is used to represent the loss of pipe wall thickness with time. The effects of environmental, operational, and design random variables such as a pipe diameter, earthquake, fluid pressure, a corrosion rate, a material yield stress and a pipe thickness on the failure probability are systematically investigated using a failure probability model for the corrosion pipeline.

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부식 배관의 경계조건이 파손확률에 미치는 영향 (Effect of Boundary Conditions on failure Probability of Corrosion Pipeline)

  • 이억섭;편장식
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2002년도 정기학술대회
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    • pp.403-410
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    • 2002
  • This paper presents the effect of internal corrosion, external corrosion, material properties, operation condition, earthquake, traffic load and design thickness in pipeline on the failure prediction using a failure probability model. A nonlinear corrosion is used to represent the loss of pipe wall thickness with time. The effects of environmental, operational, and design random variables such as a pipe diameter, earthquake, fluid pressure, a corrosion rate, a material yield stress and a pipe thickness on the failure probability are systematically investigated using a failure probability model for the corrosion pipeline.

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NORMAL FUZZY PROBABILITY FOR TRIGONOMETRIC FUZZY NUMBER

  • Yun, Yong-Sik;Song, Jae-Choong;Ryu, Sang-Uk
    • Journal of applied mathematics & informatics
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    • 제19권1_2호
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    • pp.513-520
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    • 2005
  • We calculate the normal fuzzy probability for trigonometric fuzzy numbers defined by trigonometric functions. And we study the normal probability for some operations of two trigonometric fuzzy numbers. Furthermore, we calculate the normal fuzzy probability for some fuzzy numbers generated by operations.

Steady-state Probabilities under Non-additivity

  • Yoo, Keuk-Ryoul
    • Journal of the Korean Statistical Society
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    • 제26권4호
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    • pp.555-564
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    • 1997
  • Uncertainty, which arises when little information is revealed, can be represented by a non-additive probability, while risk is described by an additive one. This paper demonstrates that in the presence of uncertainty a steady state probability exists, which implies that we can estimate an average over a long period even under uncertainty. It is also shown that the steady state probability may not be unique in the presence of uncertainty. This implies that the estimated average under uncertainty is less accurate than under risk.

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NEW BOUNDS ON THE OVERFLOW PROBABILITY IN JACKSON NETWORKS

  • Lee, Ji-Yeon
    • Journal of the Korean Statistical Society
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    • 제32권4호
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    • pp.359-371
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    • 2003
  • We consider the probability that the total population of a stable Jackson network reaches a given large value. By using the fluid limit of the reversed network, we derive new upper and lower bounds on this probability, which are sharper than those in Glasserman and Kou (1995). In particular, the improved lower bound is useful for analyzing the performance of an importance sampling estimator for the overflow probability in Jackson tandem networks. Bounds on the expected time to overflow are also obtained.

Creativity Development in Probability through Debate

  • Oh, Taek-Keun;Lee, Kyeong Hwa
    • 한국수학교육학회지시리즈D:수학교육연구
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    • 제16권4호
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    • pp.233-244
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    • 2012
  • The purpose of this study is to investigate the relationship between creativity development and debate in solving a probability task. We developed the probability task with instructional strategies facilitating debating among students. 33 students in grade 11 who were identified as gifted participated in this study. The findings indicated that debating leads students to critical and reflective thinking on prior learning regarding probability concepts, which nurtured creative ideas on sample space.

Tail Probability 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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    • 제10권2호
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    • pp.415-428
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    • 1999
  • In this paper, we study the saddlepoint approximations for the ratio of two independent sequences of random variables. In Section 2, we review the saddlepoint approximation to the probability density function. In section 3, we derive an saddlepoint approximation formular for the tail probability by following Daniels'(1987) method. In Section 4, we represent a numerical example which shows that the errors are small even for small sample size.

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Bounds on the Overflow Probability in Jackson Networks

  • 이지연
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.109-113
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    • 2000
  • We consider the probability that the total population of a Jackson network exceeds a given large value. By using the relation to the stationary distribution, we derive upper and lower bounds on this probability. These bounds imply the stronger logarithmic limit than that in Glasserman and Kou(1995) when several nodes have the same maximal load.

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The UMVUE and MLE of the Tail Probability in Discrete Model

  • Woo, Jung-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제17권4호
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    • pp.1405-1412
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    • 2006
  • We shall derive the UMVUE of the tail probability in Poisson, Binomial, and negative Binomial distributions, and compare means squared errors of the UMVUE and the MLE of the tail probability in each case.

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