Proceedings of the Korean Society for Quality Management Conference (한국품질경영학회:학술대회논문집)
- 2006.04a
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- Pages.319-324
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- 2006
Bayesian Procedure for the Multiple Change Point Analysis of Fraction Nonconforming
부적합률의 다중변화점분석을 위한 베이지안절차
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Kim, Kyung-Sook
(Department of Statistics, College of Natural Sciences, Chonnam National University)
;
- Kim, Hee-Jeong (Department of Statistics, College of Natural Sciences, Chonnam National University) ;
- Park, Jeong-Soo (Department of Statistics, College of Natural Sciences, Chonnam National University) ;
- Son, Young-Sook (Department of Statistics, College of Natural Sciences, Chonnam National University)
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김경숙
(전남대학교 자연과학대학 통계학과)
;
- 김희정 (전남대학교 자연과학대학 통계학과) ;
- 박정수 (전남대학교 자연과학대학 통계학과) ;
- 손영숙 (전남대학교 자연과학대학 통계학과)
- Published : 2006.04.08
Abstract
In this paper, we propose Bayesian procedure for the multiple change points analysis in a sequence of fractions nonconforming. We first compute the Bayes factor for detecting the existence of no change, a single change or multiple changes. The Gibbs sampler with the Metropolis-Hastings subchain is run to estimate parameters of the change point model, once the number of change points is identified. Finally, we apply the results developed in this paper to both a real and simulated data.
Keywords