Assessing evidence and testing appropriate hypotheses

It is crucial to identify the most appropriate hypotheses if one is to apply probabilistic reasoning to evaluate and properly understand the impact of evidence. Subtle changes to the choice of a prosecution hypothesis can result in drastically different posterior probabilities to a defence hypothesis from the same evidence. To illustrate the problem we consider a real case in which probabilistic arguments assumed that the prosecution hypothesis “both babies were murdered” was the appropriate alternative to the defence hypothesis “both babies died of Sudden Infant Death Syndrome (SIDS)”. Since it would have been sufficient for the prosecution to establish just one murder, a more appropriate alternative hypothesis was “at least one baby was murdered”. Based on the same assumptions used by one of the probability experts who examined the case, the prior odds in favour of the defence hypothesis over the double murder hypothesis are 30 to 1. However, the prior odds in favour of the defence hypothesis over the alternative ‘at least one murder’ hypothesis are only 5 to 2. Assuming that the medical and other evidence has a likelihood ratio of 5 in favour of the prosecution hypothesis results in very different conclusions about the posterior probability of the defence hypothesis

Rigorously assessing software reliability and safety

This paper summarises the state of the art in the assessment of software reliability and safety ("dependability"), and describes some promising developments. A sound demonstration of very high dependability is still impossible before operation of the software; but research is finding ways to make rigorous assessment increasingly feasible. While refined mathematical techniques cannot take the place of factual knowledge, they can allow the decision-maker to draw more accurate conclusions from the knowledge that is available

PROFITING FROM ARBITRAGE AND ODDS BIASES OF THE EUROPEAN FOOTBALL GAMBLING MARKET

A gambling market is usually described as being inefficient if there are one or more betting strategies that generate profit, at a consistent rate, as a consequence of exploiting market flaws. This paper examines the online European football gambling market based on 14 European football leagues over a period of seven years, from season 2005/06 to 2011/12 inclusive, and takes into consideration the odds provided by numerous bookmaking firms. Contrary to common misconceptions, we demonstrate that the accuracy of bookmakers' odds has not improved over this period. More importantly, our results question market efficiency by demonstrating high profitability on the basis of consistent odds biases and numerous arbitrage opportunities

Bayesian belief network model for the safety assessment of nuclear computer-based systems

The formalism of Bayesian Belief Networks (BBNs) is being increasingly applied to probabilistic modelling and decision problems in a widening variety of fields. This method provides the advantages of a formal probabilistic model, presented in an easily assimilated visual form, together with the ready availability of efficient computational methods and tools for exploring model consequences. Here we formulate one BBN model of a part of the safety assessment task for computer and software based nuclear systems important to safety. Our model is developed from the perspective of an independent safety assessor who is presented with the task of evaluating evidence from disparate sources: the requirement specification and verification documentation of the system licensee and of the system manufacturer; the previous reputation of the various participants in the design process; knowledge of commercial pressures;information about tools and resources used; and many other sources. Based on these multiple sources of evidence, the independent assessor is ultimately obliged to make a decision as to whether or not the system should be licensed for operation within a particular nuclear plant environment. Our BBN model is a contribution towards a formal model of this decision problem. We restrict attention to a part of this problem: the safety analysis of the Computer System Specification documentation. As with other BBN applications we see this modelling activity as having several potential benefits. It employs a rigorous formalism as a focus for examination, discussion, and criticism of arguments about safety. It obliges the modeller to be very explicit about assumptions concerning probabilistic dependencies, correlations, and causal relationships. It allows sensitivity analyses to be carried out. Ultimately we envisage this BBN, or some later development of it, forming part of a larger model, which might well take the form of a larger BBN model, covering all sources of evidence about pre-operational life-cycle stages. This could provide an integrated model of all aspects of the task of the independent assessor, leading up to the final judgement about system safety in a particular context. We expect to offer some results of this further work later in the DeVa project

Towards operational measures of computer security

Ideally, a measure of the security of a system should capture quantitatively the intuitive notion of ‘the ability of the system to resist attack’. That is, it should be operational, reflecting the degree to which the system can be expected to remain free of security breaches under particular conditions of operation (including attack). Instead, current security levels at best merely reflect the extensiveness of safeguards introduced during the design and development of a system. Whilst we might expect a system developed to a higher level than another to exhibit ‘more secure behaviour’ in operation, this cannot be guaranteed; more particularly, we cannot infer what the actual security behaviour will be from knowledge of such a level. In the paper we discuss similarities between reliability and security with the intention of working towards measures of ‘operational security’ similar to those that we have for reliability of systems. Very informally, these measures could involve expressions such as the rate of occurrence of security breaches (cf rate of occurrence of failures in reliability), or the probability that a specified ‘mission’ can be accomplished without a security breach (cf reliability function). This new approach is based on the analogy between system failure and security breach. A number of other analogies to support this view are introduced. We examine this duality critically, and have identified a number of important open questions that need to be answered before this quantitative approach can be taken further. The work described here is therefore somewhat tentative, and one of our major intentions is to invite discussion about the plausibility and feasibility of this new approach

Technical Note: Field experiences using UV/VIS sensors for high-resolution monitoring of nitrate in groundwater

peer-reviewedTwo different in situ spectrophotometers are compared that were used in the field to determine nitrate-nitrogen (NO3-N) concentrations at two distinct spring discharge sites. One sensor was a double wavelength spectrophotometer (DWS) and the other a multiple wavelength spectrophotometer (MWS). The objective of the study was to review the hardware options, determine ease of calibration, accuracy, influence of additional substances and to assess positive and negative aspects of the two sensors as well as troubleshooting and trade-offs. Both sensors are sufficient to monitor highly time-resolved NO3-N concentrations in emergent groundwater. However, the chosen path length of the sensors had a significant influence on the sensitivity and the range of detectable NO3-N. The accuracy of the calculated NO3-N concentrations of the sensors can be affected if the content of additional substances such as turbidity, organic matter, nitrite or hydrogen carbonate significantly varies after the sensors have been calibrated to a particular water matrix. The MWS offers more possibilities for calibration and error detection but requires more expertise compared with the DWS.The authors would like to acknowledge the Teagasc Walsh Fellowship scheme for funding the study in Ireland, and the German federal Ministry of Education and Research (BMBF) for sponsoring the SMART-project (grant no. 02WM1079-1086, 02WM1211-1212) for the study in Jordan.Teagasc Walsh Fellowship Programm

Value of information analysis for interventional and counterfactual Bayesian networks in forensic medical sciences

Objectives: Inspired by real-world examples from the forensic medical sciences domain, we seek to determine whether a decision about an interventional action could be subject to amendments on the basis of some incomplete information within the model, and whether it would be worthwhile for the decision maker to seek further information prior to suggesting a decision