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‣ Estimation of the agricultural probability of loss: evidence for soybean in Paraná state

Ozaki,Vitor Augusto; Olinda,Ricardo; Faria,Priscila Neves; Campos,Rogério Costa
Fonte: Sociedade Brasileira de Economia e Sociologia Rural Publicador: Sociedade Brasileira de Economia e Sociologia Rural
Tipo: Artigo de Revista Científica Formato: text/html
Publicado em 01/03/2014 Português
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In any agricultural insurance program, the accurate quantification of the probability of the loss has great importance. In order to estimate this quantity, it is necessary to assume some parametric probability distribution. The objective of this work is to estimate the probability of loss using the theory of the extreme values modeling the left tail of the distribution. After that, the estimated values will be compared to the values estimated under the normality assumption. Finally, we discuss the implications of assuming a symmetrical distribution instead of a more flexible family of distributions when estimating the probability of loss and pricing the insurance contracts. Results show that, for the selected regions, the probability distributions present a relative degree of skewness. As a consequence, the probability of loss is quite different from those estimated supposing the Normal distribution, commonly used by Brazilian insurers.

‣ U.S. Naval Officer accession sources: promotion probability and evaluation of cost; U.S. Naval Officer accession sources: promotion probability and evaluation of cost

Sharra, Matthew D.
Fonte: Monterey, California: Naval Postgraduate School Publicador: Monterey, California: Naval Postgraduate School
Tipo: Tese de Doutorado
Português
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Approved for public release; distribution is unlimited; This thesis explores the promotion probability to lieutenant commander (O-4) and commander (O-5) of major naval officer accession sources. This is important because there have been few studies to analyze the possible correlation of promotion relating to accession source and cost effectiveness. I used multivariate regression to examine the possibility of promotion of naval officers from the United States Naval Academy (USNA), Naval Reserve Officer Training Corps, and Officer Candidate School (OCS) who commissioned between fiscal years 1990 and 2000. My results showed OCS officers, on average, had a higher probability of promotion to O-4 and USNA officers, on average, had a higher probability of promotion to O-5. My regression also showed officers with graduate degrees, on average, had an increased probability of promotion in comparison to those who did not. OCS officer accessions had lower marginal costs due to shortened training timelines and post-commissioning training costs were similar for all three sources.; This thesis explores the promotion probability to lieutenant commander (O-4) and commander (O-5) of major naval officer accession sources. This is important because there have been few studies to analyze the possible correlation of promotion relating to accession source and cost effectiveness. I used multivariate regression to examine the possibility of promotion of naval officers from the United States Naval Academy (USNA)...

‣ Risk communication in genetic counselling - A discursive approach to probability

O'Doherty, K.
Fonte: Sage Publications Ltd Publicador: Sage Publications Ltd
Tipo: Artigo de Revista Científica
Publicado em //2006 Português
Relevância na Pesquisa
36.26227%
This paper argues for and demonstrates a language-based treatment of probability. The study was motivated by an observation that there is ambiguity in the use of probabilistic terminology in risk communication in genetic counselling. In particular, it was found that terms such as ‘risk’ and ‘probability’ were founded upon different ontological constructs. Most philosophical approaches to probability do not adequately explain this phenomenon. In spite of much variation in theoretical views on probability, one common element is that probability is viewed as an ‘object’ about which knowledge can be obtained. In contrast, a discursive approach to probability offers a way to understand risk communication (and probabilistic discourse more generally) that involves a focus on the function of probability statements in language. In this paper Toulmin's view of probability is used as a foundation for a discursive analysis of probability. Such an analysis is illustrated in transcripts from genetic counselling sessions.; Copyright © 2006 by SAGE Publications

‣ Alguns tópicos em probabilidade geométrica; Some topics in geometric probability

Carlos André Bogéa Pereira
Fonte: Biblioteca Digital da Unicamp Publicador: Biblioteca Digital da Unicamp
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 28/02/2011 Português
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Ao nosso entender, a Probabilidade Geométrica quantifica a probabilidade de ocorrer alguns fenômenos associados a entes geométricos. O primeiro estudo, talvez o mais famoso, a ser realizado neste sentido é o problema das agulhas de Buffon. A idéia deste estudo é simples. Traçadas duas retas paralelas a uma distância d, qual é a probabilidade de uma agulha de tamanho l tocar uma das retas? Neste trabalho nos dedicamos, inicialmente, a estudar este problema e sua resolução. Um segundo tópico do nosso trabalho foi baseado no seguinte problema: Suponha que uma antena transmissora de algum sinal, por exemplo, de celular, emite seus sinais uniformemente a uma distância a, em um plano. Se estou num ponto P do plano, qual a probabilidade de entrar na zona de emissão de sinal da antena se me deslocar até um raio b? Para a resolução deste problema nós utilizamos probabilidade contínua, coordenadas polares e integração de várias variáveis. Como aplicações deste estudo temos os casos das distribuições de probabilidade uniforme e normal. Um terceiro problema tratado foi o seguinte: no espaço tridimensional temos uma fonte de emissão T, por exemplo, algum gerador de campo magnético, a qual distribui uniformemente sua energia até um raio a. Suponha...

‣ The modulation of simple reaction time by the spatial probability of a visual stimulus

Carreiro,L.R.R.; Haddad Jr.,H.; Baldo,M.V.C.
Fonte: Associação Brasileira de Divulgação Científica Publicador: Associação Brasileira de Divulgação Científica
Tipo: Artigo de Revista Científica Formato: text/html
Publicado em 01/07/2003 Português
Relevância na Pesquisa
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Simple reaction time (SRT) in response to visual stimuli can be influenced by many stimulus features. The speed and accuracy with which observers respond to a visual stimulus may be improved by prior knowledge about the stimulus location, which can be obtained by manipulating the spatial probability of the stimulus. However, when higher spatial probability is achieved by holding constant the stimulus location throughout successive trials, the resulting improvement in performance can also be due to local sensory facilitation caused by the recurrent spatial location of a visual target (position priming). The main objective of the present investigation was to quantitatively evaluate the modulation of SRT by the spatial probability structure of a visual stimulus. In two experiments the volunteers had to respond as quickly as possible to the visual target presented on a computer screen by pressing an optic key with the index finger of the dominant hand. Experiment 1 (N = 14) investigated how SRT changed as a function of both the different levels of spatial probability and the subject's explicit knowledge about the precise probability structure of visual stimulation. We found a gradual decrease in SRT with increasing spatial probability of a visual target regardless of the observer's previous knowledge concerning the spatial probability of the stimulus. Error rates...

‣ On Markov chains induced by partitioned transition probability matrices

Kaijser, Thomas
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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36.22934%
Let S be a denumerable state space and let P be a transition probability matrix on S. If a denumerable set M of nonnegative matrices is such that the sum of the matrices is equal to P, then we call M a partition of P. Let K denote the set of probability vectors on S. To every partition M of P we can associate a transition probability function on K defined in such a way that if p in K and m in M are such that ||pm|| > 0, then, with probability ||pm|| the vector p is transferred to the vector pm/||pm||. Here ||.|| denotes the l_1-norm. In this paper we investigate convergence in distribution for Markov chains generated by transition probability functions induced by partitions of transition probability matrices. An important application of the convergence results obtained is to filtering processes of partially observed Markov chains.; Comment: Version 2 consists of 37 pages, Version 1 of 73 pages. Section 12 of Version 1 is removed. Most proofs in Version 2 are shorter. Some are even omitted. Version 2 is accepted by Acta Math. Sin. (Engl. Ser.)

‣ Surprisingly Rational: Probability theory plus noise explains biases in judgment

Costello, Fintan; Watts, Paul
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
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The systematic biases seen in people's probability judgments are typically taken as evidence that people do not reason about probability using the rules of probability theory, but instead use heuristics which sometimes yield reasonable judgments and sometimes systematic biases. This view has had a major impact in economics, law, medicine, and other fields; indeed, the idea that people cannot reason with probabilities has become a widespread truism. We present a simple alternative to this view, where people reason about probability according to probability theory but are subject to random variation or noise in the reasoning process. In this account the effect of noise is cancelled for some probabilistic expressions: analysing data from two experiments we find that, for these expressions, people's probability judgments are strikingly close to those required by probability theory. For other expressions this account produces systematic deviations in probability estimates. These deviations explain four reliable biases in human probabilistic reasoning (conservatism, subadditivity, conjunction and disjunction fallacies). These results suggest that people's probability judgments embody the rules of probability theory, and that biases in those judgments are due to the effects of random noise.; Comment: 64 pages. Final preprint version. In press...

‣ Splitting of liftings in products of probability spaces

Strauss, W.; Macheras, N. D.; Musial, K.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 01/09/2005 Português
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We prove that if (X,\mathfrakA,P) is an arbitrary probability space with countably generated \sigma-algebra \mathfrakA, (Y,\mathfrakB,Q) is an arbitrary complete probability space with a lifting \rho and \hat R is a complete probability measure on \mathfrakA \hat \otimes_R \mathfrakB determined by a regular conditional probability {S_y:y\in Y} on \mathfrakA with respect to \mathfrakB, then there exist a lifting \pi on (X\times Y,\mathfrakA \hat \otimes_R \mathfrakB,\hat R) and liftings \sigma_y on (X,\hat \mathfrakA_y,\hat S_y), y\in Y, such that, for every E\in\mathfrakA \hat \otimes_R \mathfrakB and every y\in Y, [\pi(E)]^y=\sigma_y\bigl([\pi(E)]^y\bigr). Assuming the absolute continuity of R with respect to P\otimes Q, we prove the existence of a regular conditional probability {T_y:y\in Y} and liftings \varpi on (X\times Y,\mathfrakA \hat \otimes_R \mathfrakB,\hat R), \rho' on (Y,\mathfrakB,\hat Q) and \sigma_y on (X,\hat \mathfrakA_y,\hat S_y), y\in Y, such that, for every E\in\mathfrakA \hat \otimes_R \mathfrakB and every y\in Y, [\varpi(E)]^y=\sigma_y\bigl([\varpi(E)]^y\bigr) and \varpi(A\times B)=\bigcup_{y\in\rho'(B)}\sigma_y(A)\times{y}\qquadif A\times B\in\mathfrakA\times\mathfrakB. Both results are generalizations of Musia\l...

‣ The Linking Probability of Deep Spider-Web Networks

Pippenger, Nicholas
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 14/02/2005 Português
Relevância na Pesquisa
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We consider crossbar switching networks with base $b$ (that is, constructed from $b\times b$ crossbar switches), scale $k$ (that is, with $b^k$ inputs, $b^k$ outputs and $b^k$ links between each consecutive pair of stages) and depth $l$ (that is, with $l$ stages). We assume that the crossbars are interconnected according to the spider-web pattern, whereby two diverging paths reconverge only after at least $k$ stages. We assume that each vertex is independently idle with probability $q$, the vacancy probability. We assume that $b\ge 2$ and the vacancy probability $q$ are fixed, and that $k$ and $l = ck$ tend to infinity with ratio a fixed constant $c>1$. We consider the linking probability $Q$ (the probability that there exists at least one idle path between a given idle input and a given idle output). In a previous paper it was shown that if $c\le 2$, then the linking probability $Q$ tends to 0 if $01$. This is done by using generating functions and complex-variable techniques to estimate the second moments of various random variables involved in the analysis of the networks.; Comment: i+21 pp

‣ Uniquely determined uniform probability on the natural numbers

Kerkvliet, Timber; Meester, Ronald
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
36.24742%
In this paper, we address the problem of constructing a uniform probability measure on $\mathbb{N}$. Of course, this is not possible within the bounds of the Kolmogorov axioms and we have to violate at least one axiom. We define a probability measure as a finitely additive measure assigning probability $1$ to the whole space, on a domain which is closed under complements and finite disjoint unions. We introduce and motivate a notion of uniformity which we call weak thinnability, which is strictly stronger than extension of natural density. We construct a weakly thinnable probability measure and we show that on its domain, which contains sets without natural density, probability is uniquely determined by weak thinnability. In this sense, we can assign uniform probabilities in a canonical way. We generalize this result to uniform probability measures on other metric spaces, including $\mathbb{R}^n$.; Comment: We added a discussion of coherent probability measures and some explanation regarding the operator we study. We changed the title to a more descriptive one. Further, we tidied up the proofs and corrected and simplified some minor issues

‣ Probability Bracket Notation: the Unified Expressions of Conditional Expectation and Conditional Probability in Quantum Modeling

Wang, Xing M.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 07/11/2009 Português
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After a brief introduction to Probability Bracket Notation (PBN), indicator operator and conditional density operator (CDO), we investigate probability spaces associated with various quantum systems: system with one observable (discrete or continuous), system with two commutative observables (independent or dependent) and a system of indistinguishable non-interacting many-particles. In each case, we derive unified expressions of conditional expectation (CE), conditional probability (CP), and absolute probability (AP): they have the same format for discrete or continuous spectrum; they are defined in both Hilbert space (using Dirac notation) and probability space (using PBN); and they may be useful to deal with CE of non-commutative observables.

‣ Improving Ranking Using Quantum Probability

Melucci, Massimo
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 27/08/2011 Português
Relevância na Pesquisa
36.30213%
The paper shows that ranking information units by quantum probability differs from ranking them by classical probability provided the same data used for parameter estimation. As probability of detection (also known as recall or power) and probability of false alarm (also known as fallout or size) measure the quality of ranking, we point out and show that ranking by quantum probability yields higher probability of detection than ranking by classical probability provided a given probability of false alarm and the same parameter estimation data. As quantum probability provided more effective detectors than classical probability within other domains that data management, we conjecture that, the system that can implement subspace-based detectors shall be more effective than a system which implements a set-based detectors, the effectiveness being calculated as expected recall estimated over the probability of detection and expected fallout estimated over the probability of false alarm.

‣ Probability Bracket Notation: Probability Space, Conditional Expectation and Introductory Martingales

Wang, Xing M.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
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In this paper, we continue to explore the consistence and usability of Probability Bracket Notation (PBN) proposed in our previous articles. After a brief review of PBN with dimensional analysis, we investigate probability spaces in terms of PBN by introducing probability spaces associated with random variables (R.V) or associated with stochastic processes (S.P). Next, we express several important properties of conditional expectation (CE) and some their proofs in PBN. Then, we introduce martingales based on sequence of R.V or based on filtration in PBN. In the process, we see PBN can be used to investigate some probability problems, which otherwise might need explicit usage of Measure theory. Whenever applicable, we use dimensional analysis to validate our formulas and use graphs for visualization of concepts in PBN. We hope this study shows that PBN, stimulated by and adapted from Dirac notation in Quantum Mechanics (QM), may have the potential to be a useful tool in probability modeling, at least for those who are already familiar with Dirac notation in QM.; Comment: 37 pages, 5 figures

‣ Bell as the Copernicus of Probability

Khrennikov, Andrei
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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Our aim is to emphasize the role of mathematical models in physics, especially models of geometry and probability. We briefly compare developments of geometry and probability by pointing to similarities and differences: from Euclid to Lobachevsky and from Kolmogorov to Bell. In probability Bell played the same role as Lobachevsky in geometry. In fact, violation of Bell's inequality implies the impossibility to apply the classical probability model of Kolmogorov (1933) to quantum phenomena. Thus quantum probabilistic model (based on Born's rule) is an example of non-Kolmogorovian model of probability, similarly to the Lobachevskian model -- the first example of non-Euclidean model of geometry. We also discuss coupling of the classical probabilistic model with classical (Boolean) logic. The Kolmogorov model of probability is based on the set-theoretic presentation of the Boolean logic. In this framework violation of Bell's inequality implies the impossibility to use the Boolean structure of events for quantum phenomena; instead of it, events have to be represented by linear subspaces. This is the "probability model" interpretation of violation of Bell's inequality. We also criticize the standard interpretation -- an attempt to add to rigorous mathematical probability models additional elements such as (non)locality and (un)realism. Finally...

‣ Negative probability in the framework of combined probability

Burgin, Mark
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 30/05/2013 Português
Relevância na Pesquisa
36.325383%
Negative probability has found diverse applications in theoretical physics. Thus, construction of sound and rigorous mathematical foundations for negative probability is important for physics. There are different axiomatizations of conventional probability. So, it is natural that negative probability also has different axiomatic frameworks. In the previous publications (Burgin, 2009; 2010), negative probability was mathematically formalized and rigorously interpreted in the context of extended probability. In this work, the axiomatic system that synthesizes conventional probability and negative probability is constructed in the form of combined probability. In a mathematically rigorous way, both theoretical concepts - combined probability and extended probability - stretch conventional probability so that it can takes negative values. After introducing axioms for combined probability, we study its properties, as well as relations to extended probability and conventional probability.

‣ Mean exit time and escape probability for dynamical systems driven by Levy noise

Gao, Ting; Duan, Jinqiao; Li, Xiaofan; Song, Renming
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 29/01/2012 Português
Relevância na Pesquisa
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The mean first exit time and escape probability are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian alpha-stable type Levy motions. Both deterministic quantities are characterized by differential-integral equations(i.e.,differential equations with non local terms) but with different exterior conditions. The non-Gaussianity of noises manifests as nonlocality at the level of mean exit time and escape probability. An objective of this paper is to make mean exit time and escape probability as efficient computational tools, to the applied probability community, for quantifying stochastic dynamics. An accurate numerical scheme is developed and validated for computing the mean exit time and escape probability. Asymptotic solution for the mean exit time is given when the pure jump measure in the Levy motion is small. From both the analytical and numerical results, it is observed that the mean exit time depends strongly on the domain size and the value of alpha in the alpha-stable Levy jump measure. The mean exit time can measure which of the two competing factors in alpha-stable Levy motion, i.e. the jump frequency or the jump size, is dominant in helping a process exit a bounded domain. The escape probability is shown to vary with the underlying vector field(i.e....

‣ Homotopy Theory of Probability Spaces I: Classical independence and homotopy Lie algebras

Park, Jae-Suk
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 28/10/2015 Português
Relevância na Pesquisa
36.26227%
This is the first installment of a series of papers whose aim is to lay a foundation for homotopy probability theory by establishing its basic principles and practices. The notion of a homotopy probability space is an enrichment of the notion of an algebraic probability space with ideas from algebraic homotopy theory. This enrichment uses a characterization of the laws of random variables in a probability space in terms of symmetries of the expectation. The laws of random variables are reinterpreted as invariants of the homotopy types of infinity morphisms between certain homotopy algebras. The relevant category of homotopy algebras is determined by the appropriate notion of independence for the underlying probability theory. This theory will be both a natural generalization and an effective computational tool for the study of classical algebraic probability spaces, while keeping the same central limit. This article is focused on the commutative case, where the laws of random variables are also described in terms of certain affinely flat structures on the formal moduli space of a naturally defined family attached to the given algebraic probability space. Non-commutative probability theories will be the main subject of the sequels. (This work is a spin-off from the author's program to characterize path integrals of quantum field theory in terms of the symmetries of the quantum expectation which should satisfy a certain coherence with a particular weight filtration generated by the Planck constant $\hbar$. A similar idea is adopted here in a simplified form...

‣ Phantom Probability

Izhakian, Yehuda; Izhakian, Zur
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
36.28522%
Classical probability theory supports probability measures, assigning a fixed positive real value to each event, these measures are far from satisfactory in formulating real-life occurrences. The main innovation of this paper is the introduction of a new probability measure, enabling varying probabilities that are recorded by ring elements to be assigned to events; this measure still provides a Bayesian model, resembling the classical probability model. By introducing two principles for the possible variation of a probability (also known as uncertainty, ambiguity, or imprecise probability), together with the "correct" algebraic structure allowing the framing of these principles, we present the foundations for the theory of phantom probability, generalizing classical probability theory in a natural way. This generalization preserves many of the well-known properties, as well as familiar distribution functions, of classical probability theory: moments, covariance, moment generating functions, the law of large numbers, and the central limit theorem are just a few of the instances demonstrating the concept of phantom probability theory.; Comment: 41 pages, 2 figures

‣ Random fractals and Probability metrics

Hutchinson, John; Ruschendorf, Ludger
Fonte: Applied Probability Trust Publicador: Applied Probability Trust
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
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New metrics are introduced in the space of random measures and are applied, with various modifications of the contraction method, to prove existence and uniqueness results for self-similar random fractal measures. We obtain exponential convergence, both in distribution and almost surely, of an iterative sequence of random measures (defined by means of the scaling operator) to a unique self-similar random measure. The assumptions are quite weak, and correspond to similar conditions in the deterministic case. The fixed mass case is handled in a direct way based on regularity properties of the metrics and the properties of a natural probability space. Proving convergence in the random mass case needs additional tools, such as a specially adapted choice of the space of random measures and of the space of probability distributions on measures, the introduction of reweighted sequences of random measures and a comparison technique.

‣ Scoring probability forecasts for point processes: the entropy score and information gain

Daley, Daryl; Vere-Jones, David
Fonte: Applied Probability Trust Publicador: Applied Probability Trust
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
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The entropy score of an observed outcome that has been given a probability forecast p is defined to be -log p. If p is derived from a probability model and there is a background model for which the same outcome has probability π, then the log ratio log(p