• Title/Summary/Keyword: 내재적 베이즈 요인

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Comparative Study of Model Selection Using Bayes Factor through Simulation : Poisson vs. Negative Binomial Model Selection and Normal, Double Exponential vs. Cauchy Model Selection (시뮬레이션을 통한 베이즈요인에 의한 모형선택의 비교연구 : 포아송, 음이항모형의 선택과 정규, 이중지수, 코쉬모형의 선택)

  • 오미라;윤소영;심정욱;손영숙
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.335-349
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    • 2003
  • In this paper, we use Bayesian method for model selection of poisson vs. negative binomial distribution, and normal, double exponential vs. cauchy distribution. The fractional Bayes factor of O'Hagan (1995) was applied to Bayesian model selection under the assumption of noninformative improper priors for all parameters in the models. Through the analyses of real data and simulation data, we examine the usefulness of the fractional Bayes factor in comparison with intrinsic Bayes factors of Berger and Pericchi (1996, 1998).

Bayesian Testing for the Shape Parameter of Gamma Distribution : An Encompassing Approach

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.861-870
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    • 2005
  • The Bayesian model selection procedures for the shape parameter of gamma distribution are proposed in order to test that the failure rate of gamma distribution is constant, increasing or decreasing. The encompassing intrinsic Bayes factor by Beger and Pericchi (1996) based on Jeffreys prior for shape parameter is used to investigate the usefulness of the proposed Bayesian model selection procedures via both real data and pseudo data.

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Bayesian Testing for the Equality of Two Lognormal Populations (로그정규분포의 상등에 관한 베이지안 검정)

  • Moon, Kyoung-Ae;Shin, Im-Hee;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.269-277
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    • 2000
  • We propose the Bayesian testing for the equality of two log-normal population means. Specifically we use the intrinsic Bayes factors suggested by Berger and Perichi (1996, 1998) based on the noninformative priors for the parameters. In order to investigate the usefulness of the proposed Bayesian testing procedures, we compare it with classical tests via both real data analysis and simulation.

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Bayesian Testing for the Equality of K-Exponential Populations (K개 지수분포의 상등에 관한 베이지안 다중검정)

  • Moon, Kyoung-Ae;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.1
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    • pp.41-50
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    • 2001
  • We propose the Bayesian testing for the equality of K-exponential populations means. Specially we use the intrinsic Bayesian factors suggested by Beregr and Perrichi (1996,1998) based on the noninformative priors for the parameters. And, we investigate the usefulness of the proposed Bayesian testing procedures via simulations.

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The Comparison Study on Observational Before-After Studies: Case Study on Safety Evaluation on Highways (관찰적 사전·사후 평가연구 방법의 비교 연구: 공용중인 고속도로 안전진단사업 효과평가를 사례로)

  • Mun, Sung Ra;Lee, Young-Ihn
    • Journal of Korean Society of Transportation
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    • v.31 no.6
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    • pp.67-89
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    • 2013
  • This study is to perform empirical analysis on observational before-after studies in Naive Method, Comparison Group(CG) Method and Empirical Bayes(EB) Method, and to compare with their results and to propose ways to apply to evaluation researches. For this purpose, the evaluation of road safety audit executed on Y$\breve{o}$ng-dong freeway in 2005 and 2006 was performed. As a result, all three methods have showed improved effects due to safety treatments. The safety effectiveness of Naive method is the largest, CG Method is the second and EB method is the last. The results of Naive method are overestimated due to the trend of reducing traffic accidents and those of CG method are affected by the external casual effects of comparison group. In the EB method, as "regression to the mean" phenomenon are controlled by reference group's accident model, it's result is relatively more accurate than that of other methods. In the conduct of evaluation studies, the analysts have to understand the pros and cons of each evaluation method. And after leading the survey on accident trends of related all sites, evaluation analysis is performed to be able to minimize bias.