Displaying 81 – 100 of 349

Showing per page

Text document classification based on mixture models

Jana Novovičová, Antonín Malík (2004)

Kybernetika

Finite mixture modelling of class-conditional distributions is a standard method in a statistical pattern recognition. This paper, using bag-of-words vector document representation, explores the use of the mixture of multinomial distributions as a model for class-conditional distribution for multiclass text document classification task. Experimental comparison of the proposed model and the standard Bernoulli and multinomial models as well as the model based on mixture of multivariate Bernoulli distributions...

The analysis of symmetry and asymmetry : orthogonality of decomposition of symmetry into quasi-symmetry and marginal symmetry for multi-way tables

Sadao Tomizawa, Kouji Tahata (2007)

Journal de la société française de statistique

For the analysis of square contingency tables, Caussinus (1965) proposed the quasi-symmetry model and gave the theorem that the symmetry model holds if and only if both the quasi-symmetry and the marginal homogeneity models hold. Bishop, Fienberg and Holland (1975, p.307) pointed out that the similar theorem holds for three-way tables. Bhapkar and Darroch (1990) gave the similar theorem for general multi-way tables. The purpose of this paper is (1) to review some topics on various symmetry models,...

The Bayes choice of an experiment in estimating a success probability

Alicja Jokiel-Rokita, Ryszard Magiera (2002)

Applicationes Mathematicae

A Bayesian method of estimation of a success probability p is considered in the case when two experiments are available: individual Bernoulli (p) trials-the p-experiment-or products of r individual Bernoulli (p) trials-the p r -experiment. This problem has its roots in reliability, where one can test either single components or a system of r identical components. One of the problems considered is to find the degree r̃ of the p r ̃ -experiment and the size m̃ of the p-experiment such that the Bayes estimator...

The Bayes sequential estimation of a normal mean from delayed observations

Alicja Jokiel-Rokita (2006)

Applicationes Mathematicae

The problem of estimating the mean of a normal distribution is considered in the special case when the data arrive at random times. Certain classes of Bayes sequential estimation procedures are derived under LINEX and reflected normal loss function and with the observation cost determined by a function of the stopping time and the number of observations up to this time.

The Bayesian approach to the combination of forecasts: some extensions into a skewed environment.

Gerrit K. Janssens (1987)

Trabajos de Estadística

Where a decision-maker has to rely on expert opinions a need for a normative model to combine these forecasts appears. This can be done using Bayes' formula and by making some assumptions on the prior distribution and the distribution of the expert assessments. We extend the case to skewed distributions of these assessments. By using an Edgeworth expansion of the density function including the skewness parameter, we are able to obtain the formula to combine the forecasts in a Bayesian way.

The behavior of locally most powerful tests

Marek Omelka (2005)

Kybernetika

The locally most powerful (LMP) tests of the hypothesis H : θ = θ 0 against one-sided as well as two-sided alternatives are compared with several competitive tests, as the likelihood ratio tests, the Wald-type tests and the Rao score tests, for several distribution shapes and for location, shape and vector parameters. A simulation study confirms the importance of the condition of local unbiasedness of the test, and shows that the LMP test can sometimes dominate the other tests only in a very restricted neighborhood...

Currently displaying 81 – 100 of 349