Search results for "Probability."
showing 10 items of 3396 documents
Computational aspects in checking of coherence and propagation of conditional probability bounds
2000
In this paper we consider the problem of reducing the computational difficulties in g-coherence checking and propagation of imprecise conditional probability assessments. We review some theoretical results related with the linear structure of the random gain in the betting criterion. Then, we propose a modi ed version of two existing algorithms, used for g-coherence checking and propagation, which are based on linear systems with a reduced number of unknowns. The reduction in the number of unknowns is obtained by an iterative algorithm. Finally, to illustrate our procedure we give some applications.
Algorithms for coherence checking and propagation of conditional probability bounds
2001
In this paper, we propose some algorithms for the checking of generalized coherence (g-coherence) and for the extension of imprecise conditional probability assessments. Our concept of g-coherence is a generalization of de Finetti’s coherence principle and is equivalent to the ”avoiding uniform loss” property for lower and upper probabilities (a la Walley). By our algorithms we can check the g-coherence of a given imprecise assessment and we can correct it in order to obtain the associated coherent assessment (in the sense of Walley and Williams). Exploiting some properties of the random gain we show how, in the linear systems involved in our algorithms, we can work with a reduced set of va…
Riskien havainnollistamisohjelmisto RiskDemo
2018
RiskDemo on vapaasti käytettävä ohjelmistotyökalu, joka on tarkoitettu havainnollistamaan riskejä todennäköisyyslaskennan ja tilastotieteen näkökulmasta. Ohjelmalla voidaan havainnollistaa riskejä monenlaisten graafisten esitysten, taulukoiden ja riskilukujen avulla. Tällä hetkellä sillä voidaan havainnollistaa demografiaa, korko- ja osakesijoittamista sekä klassista vararikkoteoriaa. Tässä artikkelissa esitellään RiskDemo-ohjelmiston ominaisuudet ja opastetaan sen käyttämiseen riskien havainnollistamisessa. Lukija voi RiskDemon avulla tutustua moniin riskienhallinnan avainkäsitteisiin havainnollisessa ja konkreettisessa muodossa. peerReviewed
On overall sampling plan for small area estimation
2017
The time and budget restrictions in survey sampling can impose limits on the area sample sizes. This may reduce the possibility to obtain area-specific and population parameters estimates with adequate precision. Market research companies and institutes for producing official statistics face frequently this problem. Various models and methods for small area estimation (SAE) have been developed to solve this problem. The sample allocation must support the selected model and method to ensure efficient estimation and must be implemented in the design phase of the survey. The proposed allocation is developed by incorporating auxiliary information, a model, and an estimation method. The estimate…
The Joint Distribution Criterion and the Distance Tests for Selective Probabilistic Causality
2010
A general definition and a criterion (a necessary and sufficient condition) are formulated for an arbitrary set of external factors to selectively influence a corresponding set of random entities (generalized random variables, with values in arbitrary observation spaces), jointly distributed at every treatment (a set of factor values containing precisely one value of each factor). The random entities are selectively influenced by the corresponding factors if and only if the following condition, called the joint distribution criterion, is satisfied : there is a jointly distributed set of random entities, one entity for every value of every factor, such that every subset of this set that corr…
Shape identification in inverse medium scattering problems with a single far-field pattern
2016
Consider time-harmonic acoustic scattering from a bounded penetrable obstacle $D\subset {\mathbb R}^N$ embedded in a homogeneous background medium. The index of refraction characterizing the material inside $D$ is supposed to be Holder continuous near the corners. If $D\subset {\mathbb R}^2$ is a convex polygon, we prove that its shape and location can be uniquely determined by the far-field pattern incited by a single incident wave at a fixed frequency. In dimensions $N \geq 3$, the uniqueness applies to penetrable scatterers of rectangular type with additional assumptions on the smoothness of the contrast. Our arguments are motivated by recent studies on the absence of nonscattering waven…
Corrigendum: ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density
2018
Testing and implementing a new approach to estimating interregional output multipliers using input-output data for South Korean regions
2020
Flegg's location quotient (FLQ) is a useful tool for estimating intraregional output multipliers. This paper uses it as one component when estimating interregional multipliers. Using statistical information criteria and official data for 16 South Korean regions, it is found that the best approach is to combine the FLQ with a simple trade model. The paper explains how the proposed procedure can be implemented for both multiple and individual regions, and also how a region-specific value for the unknown parameter δ in the FLQ formula can be determined. Finally, an illustrative case study of one of the regions is carried out.
Two‐sample problems in statistical data modelling
2010
A common problem in mathematical statistics is to check whether two samples differ from each other. From modelling point of view it is possible to make a statistical test for the equality of two means or alternatively two distribution functions. The second approach allows to represent the two‐sample test graphically. This can be done by adding simultaneous confidence bands to the probability‐probability (P — P) or quantile‐quantile (Q — Q) plots. In this paper we compare empirically the accuracy of the classical two‐sample t‐test, empirical likelihood method and several bootstrap methods. For a real data example both Q — Q and P — P plots with simultaneous confidence bands have been plotted…
Joint second-order parameter estimation for spatio-temporal log-Gaussian Cox processes
2018
We propose a new fitting method to estimate the set of second-order parameters for the class of homogeneous spatio-temporal log-Gaussian Cox point processes. With simulations, we show that the proposed minimum contrast procedure, based on the spatio-temporal pair correlation function, provides reliable estimates and we compare the results with the current available methods. Moreover, the proposed method can be used in the case of both separable and non-separable parametric specifications of the correlation function of the underlying Gaussian Random Field. We describe earthquake sequences comparing several Cox model specifications.