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Wyszukujesz frazę "Bayes risk" wg kryterium: Temat


Wyświetlanie 1-5 z 5
Tytuł:
Minimax Prediction for the Multinomial and Multivariate Hypergeometric Distributions
Autorzy:
Jokiel-Rokita, Alicja
Powiązania:
https://bibliotekanauki.pl/articles/1338961.pdf
Data publikacji:
1998
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
multinomial distribution
Bayes estimation
multivariate hypergeometric distribution
minimax estimation
Bayes risk
minimax predictor
Opis:
A problem of minimax prediction for the multinomial and multivariate hypergeometric distribution is considered. A class of minimax predictors is determined for estimating linear combinations of the unknown parameter and the random variable having the multinomial or the multivariate hypergeometric distribution.
Źródło:
Applicationes Mathematicae; 1998-1999, 25, 3; 271-283
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Development of cause-effect dependence model of undesirable events using Bayes network
Autorzy:
Tchórzewska-Cieślak, B.
Pietrucha-Urbanik, K.
Szpak, D.
Powiązania:
https://bibliotekanauki.pl/articles/2068874.pdf
Data publikacji:
2017
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
bayes network
risk
security
Opis:
In the paper the method of cause and effect analysis of undesirable events using the Bayesian networks is presented. For the analysis, due to the complexity of the calculations, it is proposed to use Java Bayes program as a free and simple tool to support Bayesian analysis. Bayesian estimation allows to identify the probability of the event occurrence. For this reason its use was proposed to determine the safety probability. Using Bayes' theorem is also possible to modify initial judgement about the situation with the use of a priori probability so that a new situation described by a posteriori probability arises. In this sense, by Bayes' theorem the data can be sequentially processed, including considerations for newer information, and thereby create a more reliable basis for decision making for the system operator. In the paper, the methodology was presented, which can be extended in order to improve the detection and monitoring of undesirable events in infrastructure.
Źródło:
Journal of Polish Safety and Reliability Association; 2017, 8, 1; 149--156
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian and Non Bayesian Method of Estimation of Scale Parameter of Gamma Distribution under Symmetric and Asymmetric Loss Functions
Autorzy:
Gupta, Isha
Gupta, Rahul
Powiązania:
https://bibliotekanauki.pl/articles/1177726.pdf
Data publikacji:
2018
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Bayes Estimator
Linex Loss Function
Precautionary Loss Function
Risk Function
Squared Error Loss Function
Opis:
In this investigation, we consider Bayesian and Non-Bayesian estimation problems of unknown scale parameter of Gamma distribution assuming the shape parameter as known and derive Bayes and Classical (Non-Bayes) estimators of the scale parameter. Bayes estimators are obtained under symmetric (squared error) and asymmetric (linex and precautionary) loss functions using a non-informative prior. The risk efficiency of Bayes estimators is also obtained under these loss functions. Finally, the simulation study is done to compare the performance of these estimators using MATLAB software.
Źródło:
World Scientific News; 2018, 101; 172-191
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Decision-making under risk and “statistical thinking” in the 20th century (selected models and persons)
Autorzy:
Rybicki, Wojciech
Powiązania:
https://bibliotekanauki.pl/articles/584930.pdf
Data publikacji:
2018
Wydawca:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:
statistics
risk
subjective probability
objective probability
frequentists
sequential analysis
stochastic approximation
stochastic game
empirical Bayes approach
Opis:
The paper is the second part of the series of articles surveying chosen models of decision-making under “risky circumstances”. The first segment concerned the earlier period of development of so-called “statistical thinking” (up to the times of J. Neyman and E. Pearson) and has been published elsewhere. These “twins” of papers as a whole, are intended as essays (consciously avoiding any formalization) to introduce the subsequent parts of the cycle – conducted in a more formal style. Several problems were discussed in the first part of the series. The leitmotifs, i.e. Bayesian vs. “orthodox” approaches, and the subjective vs. objective probability meaning are continued in this article, and developed towards the “modern needs and directions”. The role of some outstanding scientists is stressed. The possibility of the unification of the different philosophies on the grounds of statistical decision theory (thanks to A. Wald and L.J. Savage) is noted. “Dynamic” or multistage statistical decision procedures will be also indicated (in contrast to “static, “one-shot” problems). The primary role in developing these ideas played by mathematicians A. Wald, L. Shapley, R. Bellman, D. Blackwell and H. Robbins (plus many others) is stressed. The outline is conducted in a “historical perspective” beginning with F. Ramsey’s work and finishing at H. Robbins achievements – as being very influential in the further development of the stochastic methodology. The list of models, to be discussed in the subsequent (“formal-mode”) article/s, is added at the end of the paper. The central role in the notes is played by the “procession” of the prominent representatives of the field. The first “series” of them was presented in the previous part of the cycle. The subsequent (nine) are placed here. These scientists built the milestones of statistical science, “created its spirit,” exquisitely embedding the subject in the “general stochastic world”. The presentation is supplemented with their portraits. The author hopes that some keystones determining the line-up can be recognized in the course of reading. It is not possible to talk about mathematics without mathematics (formulas, calculations, formal reasoning). On the other hand − such beings as probability, uncertainty, risk can be, first of all, regarded as philosophic and logic in their heart of hearts (as well as being somewhat “mysterious”). So, it can turn out illuminating (sometimes) to reveal and to show merely the ideas and “their” heroes (even at the expense of losing the precision!). The role of the bibliography should also be stressed – it is purposely made so large, and significantly completes the presentation.
Źródło:
Mathematical Economics; 2018, 14(21); 71-94
1733-9707
Pojawia się w:
Mathematical Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Methods for identifying threats of critical infrastructure systems within Baltic Sea region
Autorzy:
Tchórzewska-Cieślak, Barbara
Pietrucha-Urbanik, Katarzyna
Szpak, Dawid
Powiązania:
https://bibliotekanauki.pl/articles/2068699.pdf
Data publikacji:
2019
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
failure
system safety
safety management
risk
security
threats
FMEA
safety
failure analysis
Bayes network
Opis:
In the analysis of the operation of critical infrastructure systems it is important to perform the analysis of the safety of the operation. The daily operation of such systems is inherently associated with the occurrence of various types of random undesirable events. Therefore, in the paper the matrix and logical trees methods used in the analysis of the risk of threats in critical infrastructure systems within the Baltic Sea, were presented. The analysis and assessment of the protection of technical system was performed using the FMEA method (Failure Mode and Effect Analysis). As to analyse the cause and effect of undesirable events the method of Bayes' theorem and Java Bayes program were implemented, which allows to identify the probability of the event occurrence.
Źródło:
Journal of Polish Safety and Reliability Association; 2019, 10, 1; 149--166
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-5 z 5

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