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EN
The term „probability” in Newman’s philosophy is ambiguous. This fact, very often causes the chaos of interpretation. The second difficulty is to grasp the relationship between the probability and certainty-certitude in the system of its thought. The aim of this article is to try to solve these two matters. The way of using the word by the cardinal shows that it is an instrument of implicit reasoning and it has an epistemic meaning. The accumulation of probabilities brings us to assent something as the truth. However, they never extort for it. When in the province of implicit reasoning the assent is the fact, and is reflected upon, then the assent is the certitude. So, in Newman’s thought probability is a natural way to certitude.
PL
Model CreditRisk+ jest jedną z metod portfelowych służących do zarządzania ryzykiem kredytowym. W pracy omówione zostały założenia modelu, metody wyznaczenia oczekiwanych strat, jak również rozkładu straty z całego portfela kredytowego. Pierwsza numeryczna metoda stworzona przez Credit Suisse First Boston w 1997. która próbowała opisać ten model, bazowała na wzorze Panjer'a. Obecnie powstało kilka innych algorytmów umożliwiających wyznaczenie dystrybuanty straty z portfela kredytowego. Dwa z nich zostały omówione i porównane w tej pracy. Jeden algorytm bazuje na funkcji generującej prawdopodobieństwo, natomiast drugi wykorzystuje odwrotną transformatę Fouriera.
EN
The paper discusses the application of tools of multivariate analytical methods i.e., logistic regression, to model the subjective assessment of satisfaction/dissatisfaction with quality of life achieved. Based on empirical data from a random sampling of households in Podkarpacie province, the statistical significance of variables was estimated, which enabled the estimation of the value of life quality based entirely on qualitative variables, that are characteristic for a given household, with incomes being excluded. The essence of the regression is to seek such household related parameters, that could have varying degrees of impact on the occurrence of either negative or positive values. The models have been designed based on varied classification categories for households, thus allowing for both the quantitative analysis and comparison of the impacts of key cardinal determinants of values of life.
EN
To estimate the risk the investors take when investing their money in stocks or stock options one must study if the option is exercised or not. From the point of view of a call option writer, especially those uncovered, one should study the probability of the exercise of option by a holder. The method presented in the paper enables to estimate risk connected with investment in options. In the assessment of risk that is born when investing money in stocks or options it is interesting whether the option will be exercised or not. From the writers' point of view, particularly those without coverage, it could be necessary to analyse probability of the exercise of options by buyers. The described method allows to assess at any time of call option duration whether the investor can be certain of the result of their investment. It can be applied also for the option strategies. In the paper the author has attempted to estimate the risk of call option and to estimate the probability of profit achievement in the case of long strangle option application. Investors using option strategies are able to do preliminary analysis of options and to minimize risk of their investment through choosing a proper date and price of exercise.
EN
Industrial structures in the “catching up” type of countries usually are not too competitive in nature, and mainly they differ in the low share of high-technology products in the international trade. The aim of the conducted studies was an attempt to search for directions, as well as the power of impact of different phases of the business cycle on the innovation activity of the Polish industrial system. Consequently, this was to allow to determine the boundary conditions for the national network of innovations and its model structure, which would take into account the specificity of Poland. The methodical part of the paper was based on the theory of probability (probit modelling). Based on the analysis performed based on 5209 industrial companies (questionnaire survey) it was stated that in the prosperity phase the implementation of the innovation activity is significantly higher than in other phases of the business cycle. On the other hand, during recession and stagnation, the innovation activity is a less common phenomenon, but is not completely abandoned. Research results did not confirm the occurrence of the counter-cyclical approach to the conducted innovation activity in the national industrial system. The economic situation is thus an important factor, which influences the decision whether to undertake, activate or, in some cases, limit the innovation activity in companies. Therefore, there is a need to take into account the existing market conditions in the programming of the innovation policy within the impact on the phenomenon of the innovation processes in Poland.
EN
The article analyses suitability of basic probability functions applied to production time scheduling. It points out relatively favourable approximation of normal distribution by a trapezoidal function within probability range applicable to production time scheduling which is suitable for shortening time of computation by a computer and adequate software application.
EN
Within the framework of worldwide celebration of the International Year of Statistics (Statistics 2013) there are organized a number of conferences and workshops. There are also prepared various publications, and one of them is this paper. It contains quite a popular presentation of J. Bernoulli’s work Ars conjectandi, along with a short history of events leading to the publication of this work.
EN
Does a high degree of confirmation make an inductive argument valid? I will argue that it depends on the kind of question to which the argument is meant to be providing an answer. We should distinguish inductive generalization from inductive extrapolation even in cases where they might appear to have the same answer, and also from confirmation of a hypothesis.
9
Content available remote

Uncertainty and Probability within Utilitarian Theory

94%
Diametros
|
2017
|
issue 53
6-25
EN
Probability is a central concept in utilitarian moral theory, almost impossible to do without. I attempt to clarify the role of probability, so that we can be clear about what we are aiming for when we apply utilitarian theory to real cases. I point out the close relationship between utilitarianism and expected-utility theory, a normative standard for individual decision-making. I then argue that the distinction between “ambiguity” and risk is a matter of perception. We do not need this distinction in the theory itself. In order to make this argument I rely on the personalist theory of probability, and I try to show that, within this theory, we do not need to give up completely on the idea that a “true probability” (other than 0 or 1) exists. Finally, I discuss several examples of applied utilitarianism, emphasizing the role of probability in each example: reasonable doubt (in law), the precautionary principle in risk regulation, charity, climate change, and voting.
PL
This paper provides moderate criticism of so-called normative theories of thinking and reasoning. The discussion focuses on the problems of idealization, adequacy, inconsistent yet non-trivial logics, logical omniscience etc. I called them “internal” to the normative approach, because they stem from the very properties of formal systems used to model these two human activities. Some arguments, however, refer to the current theories in cognitive science, including those which are developed within “descriptive” framework.
EN
In this paper, we analyze an M/M/1 queueing system under both single and multiple working vacation policies, multiphase random environment, waiting server, balking and reneging. When the system is in operative phase j = 1, 2, . . . , K, customers are served one by one. Whenever the system becomes empty, the server waits a random amount of time before taking a vacation, causing the system to move to working vacation phase 0 at which new arrivals are served at a lower rate. Using the probability generating function method, we obtain the distribution for the steady-state probabilities of the system. Then, we derive important performance measures of the queueing system. Finally, some numerical examples are illustrated to show the impact of system parameters on performance measures of the queueing system.
EN
The aim of the paper is to determine how metaphors tackle the probable nature of information and uncertainty in the structure of the communication process. Since the cognitive theory of conceptual metaphors holds that metaphoric thinking and doing are unavoidable, they are employed often in explaining the communicating domains. The metaphorical conceptualizing is recognized in Shannon and Weaver’s Mathematical Theory of Communication where such abstract concepts as freedom of choice, choosing probabilities (possibilities), and uncertainty ware conceived in that way. It is described in accord with Reddy’s conduit metaphor and Ritchie’s toolmakers paradigm. In the paper the issue of both the advantages and disadvantages of metaphors is considered: mainly, how they can explain and predict ways in which people communicate their expectations or uncertainties as well as, more practically, how the probable/informational metaphors enable the management of knowledge in libraries or databases.
EN
Probability model on multistage decision process is discussed with particular emphasis on special case using the rule R(4, 2). An idea of importance graph ties is presented. Possibility recording probability of success in multistage decision process as linear combination others probabilities of the decision process is presented as well.
PL
W artykule rozważany jest model probabilistyczny wielostopniowego procesu decyzyjnego ze specjalnym uwzględnieniem przypadku użycia reguły R(4, 2). Zaprezentowano ideę wiązań w grafach oraz możliwość przedstawienia prawdopodobieństwa sukcesu w wielostopniowym procesie decyzyjnym jako liniową kombinację innych prawdopodobieństw w procesie decyzyjnym.
EN
This article is dedicated to the centenary of the Russian philosopher and logician Alexander Alexandrovich Zinov’ev (1922–2006). The phenomena of truth, truthfulness, veracity and “truthiness” discussed widely in logic, epistemology as theory of science and gnoseology as general theory of knowledge, have received many interpretations—and not a single one to be generally accepted. Discussions continue not only upon narrow technical, operational questions of the predicate calculus and/or propositions calculus, but also on logic-gnoseological problems, one of which casts doubt on the maxim “logic is the house of truth,” and the other highlights the laxity of the opposition of “truth—falsehood” meanings as the main categories of the two-valued logic. These evaluations of proposition do not in fact op[1]pose each other in the sense of a contradiction. Verity and falsity are controversial (op[1]posite), but not contradictory (antithetical) concepts; it is truth and non-truth that are contradictory. Therefore, there is not only the possibility, but also the reality of the existence of a field, or zone, of transition between the values “true—false.”
EN
The principles of probability theory were first discovered in the Middle Ages by the observation of dice games. According to the predominant view, in the Greco-Roman world probabilities were not calculated as such, but examples of a pragmatic awareness of the relative frequency of certain events have been identified. Until now, this view has been based on material drawn from ancient literary sources. Documentary sources, however, reveal a similar picture, and by using them we can gain insight into a much larger and more representative group of individuals, as well as into their problems and crises. The first part of this paper deals with the question whether there is in the so-called “Astragalkoine” a connection between canvassing a variety of prognoses and calculating probability by throwing knuckle-bones, i.e. were the most welcome answers connected with throws of high probability? The second part examines a number of documentary sources from different contexts (such as military supply, agriculture, and donations) which show that data were regularly collected over extended periods and were used as the basis for complex decision-making processes.
EN
The article presents the theistic arguments for the existence of God that have been developed for the past 400 years and that use the concepts from probability theory. It focuses on: 1) the probabilistic version of the argument from design, and 2) Pascal's Wager. In order to present these two arguments rigorously, the so called probabilistic measures of rationality have been defined. The measures are based on the concepts of (classic) probability, conditional probability, and the expected value. These concepts have been applied to reconstruct the arguments in question. Additionally, the analytic form of the formulas defining rationality measures enables to discuss the substantive value of the arguments presented. Their weight of evidence depends to a great extent on the ontological, epistemological, and cultural assumptions that have been accepted either explicitly or implicitly. Pascal's Wager seems to be the most resistant to criticism. It also appeals to a wide range of people. Still, it is largely based on the accepted world view.
XX
Artykuł przedstawia, rozwijaną na przestrzeni ostatnich czterech stuleci, argumentację teistyczną na rzecz istnienia Boga, wykorzystującą pojęcia o charakterze probabilistycznym. Na szczególną uwagę w tym kontekście zasługują: 1) probabilistyczna wersja argumentu z celowego zamysłu oraz 2) Zakład Pascala. W celu precyzyjnego zaprezentowania obu dróg argumentacyjnych zdefiniowane zostały w artykule tzw. probabilistyczne miary racjonalności. Opierają się one na pojęciu prawdopodobieństwa (klasycznego), prawdopodobieństwa warunkowego i wartości oczekiwanej. Przy zastosowaniu tychże pojęć zrekonstruowane zostały wspomniane wyżej rozumowania. Analityczna postać formuł określających miary racjonalności umożliwia także przeprowadzenie dyskusji merytorycznej wartości omawianych argumentów. Ich siła dowodowa jest w znacznym stopniu uzależniona od przyjmowanych explicite i implicite założeń ontologicznych, epistemologicznych oraz kulturowych. Najbardziej odpornym na krytykę wydaje się Zakład Pascala, który przemawia do szerokiego spektrum ludzi. Jednakże również ten argument jest w istotnym stopniu oparty na założeniach światopoglądowych.
PL
W opracowaniu tym autor rozważa przesłanki stosowania określonej interpretacji prawdopodobieństwa w zmieniającej się rzeczywistości. Uzasadnia trudności z wykorzystaniem klasycznej i częstościowej (statystycznej) interpretacji w wielu praktycznych sytuacjach niepewności. Zarządzanie ryzykiem wymagać może często odwołania się do ocen ekspertów i stosowania personalistycznej lub – znanej pod inną nazwą – subiektywnej interpretacji prawdopodobieństwa, wywodzącej się z prac L. Savage’a i T. Bayesa. O kontrowersjach związanych z takim rozumieniem prawdopodobieństwa, a także o sposobach agregacji ocen ekspertów traktuje ostatni fragment opracowania.
EN
The author considers reasons for the applications of particular interpretations of probability in dynamic reality. He also justifies difficulties with the use of classical and frequency interpretations in many practical cases. Risk management may require appealing to experts' opinions and implementing the personal (subjective) interpretation of probability developed by T. Bayes and L. Savage. The last part of the paper discusses controversies raised by those interpretations, and presents ways of combining experts' evaluations of probability.
EN
The paper aims at identifying and assessing the opinions of farmers concerning the socio-economic benefits from non-agricultural activity they conduct towards their agricultural holding, farming family and rural areas on the territory where these units operate. The empirical material for the paper was provided by surveys carried out in 2011-2012, i.e. questionnaire-based interview, among 210 farmers – owners of individual agricultural holdings – running additional non-agricultural economic activity from the area of south-eastern Poland, namely the following three voivodeships: Świętokrzyskie, Małopolskie and Podkarpackie. The classification of the surveyed farms into two groups, which was based on the conditions of the aforementioned opinions, and analysis of differences in the assessment of benefits between these groups, using the Mann-Whitney test, allowed to define the key determinants of farmers’ opinions on the socio-economic significance of the non-agricultural economic activity they conduct. An important determinant was the share of income from non-agricultural economic activity of farmers in the structure of their family’s sources of income. The surveys showed that, in the opinion of farmers, the higher the ratio for the share, the greater the significance of the analysed socio-economic benefits following from non-agricultural activity conducted by them.
PL
Artykuł podejmuje problematykę wykorzystania metod statystycznych w kryminalistyce. W tym celu przedstawiono rys historyczny opisujący rozwój wykorzystania tych metod. Omówiono również istotę tych metod, wskazując na ich główne zalety i wady. Do tych pierwszych zaliczyć można skwantyfikowanie niepewności związanej z danym dowodem, możliwość oceny prawdopodobieństwa zajścia którejś z wersji wydarzeń czy możliwość testowanie różnego rodzaju hipotez. Do wad towarzyszących wykorzystaniu metod statystycznych w kryminalistyce zaliczyć można konieczność posiadania odpowiedniej wiedzy z zakresu matematyki, rachunku prawdopodobieństwa czy statystyki, brak której utrudni bądź uniemożliwi zastosowanie właściwych narzędzi matematycznych, zwłaszcza przez osoby, które dokonują oceny dowodów, oraz problemy z przekazaniem i interpretacją uzyskanych wyników przez biegłych wykorzystujących metody statystyczne w kryminalistyce, tak aby były one zrozumiałe dla laików. Brak odpowiedniego zrozumienia może prowadzić do wystąpienia mających poważne konsekwencje błędów. Dodatkowo przedstawiono kilka przykładów zastosowania metod statystycznych w kryminalistyce takich jak analiza linii papilarnych, analiza fragmentów szkła i analiza profilu DNA.
EN
The article undertakes the issues related to the use of statistical methods in forensics. To this end, a historical background on the development of such methods was presented. The essence of the methods was discussed with particular emphasis on their advantages and drawbacks. The former include the possibilities of quantifying uncertainty related to new evidence, assessing the probability of occurrence of one of versions of events or testing various hypotheses. The drawbacks related to applying statistical methods to forensics include the need for relevant expertise in mathematics, probability, and statistics. The lack of such expertise may impede or prevent the application of proper mathematical tools, especially by persons who evaluate evidence, or cause problems for the court experts who use statistical methods in forensics, in terms of conveying and interpreting the obtained results in a manner that they are understandable to non-professionals. The lack of sufficient understanding may lead to errors of serious consequences. In addition, several examples of the use of statistical methods in forensics are shown, such as fingerprint, glass particie and DNA analyses.
20
60%
EN
The article presents an original competencies assessment model based on probabilistic methods. The key problems related to the diversity of competencies and functioning classifications are showed. Principles for the assessment of competencies using classical methods used by many research centers, companies and institutions in order to assess employees are presented. Competencies assessment model based on Bayesian network, which is directed graph, where the nodes represent specific attributes, whereas the edges represent the relationships, and the probability assigned to them, reflecting the structure of cause and effect for selected areas of domain are described. The principles for deter-mining the probability of obtaining a positive assessment for selected competencies, and the rules for calculating the total probability distribution for the whole structure of the graph, which is the basis of the model are presented. The advantages and limitations of the proposed probabilistic method are described.
PL
Zaproponowany model oceny nabycia kompetencji zawodowych bazuje na zało-żeniu, że posiadanie określonej wiedzy lub umiejętności nazwanych grupą kompeten-cji podstawowych ma wpływ na inne umiejętności i wiedzę tworzące tzw. grupę kom-petencji zależnych, powiązaną z grupą podstawową, dla której prowadzone są procesy oceny metodami klasycznymi. Powiązania pomiędzy umiejętnościami, wiedzą oraz innymi atrybutami znajdującymi się w grupie podstawowej a atrybutami znajdującymi się w grupie kompetencji zależnych reprezentowane są w postaci acyklicznego grafu skierowanego, zbudowanego z węzłów oraz łączących je krawędzi. Węzły odwzoro-wują określone atrybuty (np. umiejętności, wiedzę teoretyczną), natomiast krawędzie to relacje zachodzące pomiędzy poszczególnymi atrybutami z przypisanymi do nich określonymi stopniami prawdopodobieństwa. Graf taki odwzorowuje strukturę kompetencji dla wybranego obszaru dziedzinowego i nazywany jest również siecią Bayesa.
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