• Title/Summary/Keyword: 베이즈요인

Search Result 31, Processing Time 0.018 seconds

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

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.4
    • /
    • pp.861-870
    • /
    • 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.

  • PDF

Bayesian Multiple Comparisons for K-Exponential Populations with Type-II Censored Data by Fractional Bayes Factors

  • Mun, Gyeong-Ae;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.1
    • /
    • pp.67-77
    • /
    • 2002
  • We propose the Bayesian testing for the equality of K-exponential populations means with Type-II censored data. Specially we use the fractional Bayesian factors suggested by O'Hagan (1995) based on the noninformative priors for the parameters. And, we investigate the usefulness of the proposed Bayesian testing procedures via both real data analysis and simulations and compare the classical likelihood ratio(LR) test with the proposed Bayesian test.

  • PDF

A Bayesian test for the first-order autocorrelations in regression analysis (회귀모형 오차항의 1차 자기상관에 대한 베이즈 검정법)

  • 김혜중;한성실
    • The Korean Journal of Applied Statistics
    • /
    • v.11 no.1
    • /
    • pp.97-111
    • /
    • 1998
  • This paper suggests a Bayesian method for testing first-order markov correlation among linear regression disturbances. As a Bayesian test criterion, Bayes factor is derived in the form of generalized Savage-Dickey density ratio that is easily estimated by means of posterior simulation via Gibbs sampling scheme. Performance of the Bayesian test is evaluated and examined based upon a Monte Carlo experiment and an empirical data analysis. Efficiency of the posterior simulation is also examined.

  • PDF

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
    • /
    • v.11 no.2
    • /
    • pp.269-277
    • /
    • 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.

  • PDF

Prediction of Severities of Rental Car Traffic Accidents using Naive Bayes Big Data Classifier (나이브 베이즈 빅데이터 분류기를 이용한 렌터카 교통사고 심각도 예측)

  • Jeong, Harim;Kim, Honghoi;Park, Sangmin;Han, Eum;Kim, Kyung Hyun;Yun, Ilsoo
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.16 no.4
    • /
    • pp.1-12
    • /
    • 2017
  • Traffic accidents are caused by a combination of human factors, vehicle factors, and environmental factors. In the case of traffic accidents where rental cars are involved, the possibility and the severity of traffic accidents are expected to be different from those of other traffic accidents due to the unfamiliar environment of the driver. In this study, we developed a model to forecast the severity of rental car accidents by using Naive Bayes classifier for Busan, Gangneung, and Jeju city. In addition, we compared the prediction accuracy performance of two models where one model uses the variables of which statistical significance were verified in a prior study and another model uses the entire available variables. As a result of the comparison, it is shown that the prediction accuracy is higher when using the variables with statistical significance.

Study on Risk Priority for TBM Tunnel Collapse based on Bayes Theorem through Case Study (사례분석을 통한 베이즈 정리 기반 TBM 터널 붕괴 리스크 우선순위 도출 연구)

  • Kwon, Kibeom;Kang, Minkyu;Hwang, Byeonghyun;Choi, Hangseok
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.43 no.6
    • /
    • pp.785-791
    • /
    • 2023
  • Risk management is essential for preventing accidents arising from uncertainties in TBM tunnel projects, especially concerning managing the risk of TBM tunnel collapse, which can cause extensive damage from the tunnel face to the ground surface. In addition, prioritizing risks is necessary to allocate resources efficiently within time and cost constraints. Therefore, this study aimed to establish a TBM risk database through case studies of TBM accidents and determine a risk priority for TBM tunnel collapse using the Bayes theorem. The database consisted of 87 cases, dealing with three accidents and five geological sources. Applying the Bayes theorem to the database, it was found that fault zones and weak ground significantly increased the probability of tunnel collapse, while the other sources showed low correlations with collapse. Therefore, the risk priority for TBM tunnel collapse, considering geological sources, is as follows: 1) Fault zone, 2) Weak ground, 3) Mixed ground, 4) High in-situ stress, and 5) Expansive ground. In practice, the derived risk priority can serve as a valuable reference for risk management, enhancing the safety and efficiency of TBM construction. It provides guidance for developing appropriate countermeasure plans and allocating resources effectively to mitigate the risk of TBM tunnel collapse.

Bayesian Analysis for the Zero-inflated Regression Models (영과잉 회귀모형에 대한 베이지안 분석)

  • Jang, Hak-Jin;Kang, Yun-Hee;Lee, S.;Kim, Seong-W.
    • The Korean Journal of Applied Statistics
    • /
    • v.21 no.4
    • /
    • pp.603-613
    • /
    • 2008
  • We often encounter the situation that discrete count data have a large portion of zeros. In this case, it is not appropriate to analyze the data based on standard regression models such as the poisson or negative binomial regression models. In this article, we consider Bayesian analysis for two commonly used models. They are zero-inflated poisson and negative binomial regression models. We use the Bayes factor as a model selection tool and computation is proceeded via Markov chain Monte Carlo methods. Crash count data are analyzed to support theoretical results.

A Study on Bayesian Approach of Software Stochastic Reliability Superposition Model using General Order Statistics (일반 순서 통계량을 이용한 소프트웨어 신뢰확률 중첩모형에 관한 베이지안 접근에 관한 연구)

  • Lee, Byeong-Su;Kim, Hui-Cheol;Baek, Su-Gi;Jeong, Gwan-Hui;Yun, Ju-Yong
    • The Transactions of the Korea Information Processing Society
    • /
    • v.6 no.8
    • /
    • pp.2060-2071
    • /
    • 1999
  • The complicate software failure system is defined to the superposition of the points of failure from several component point process. Because the likelihood function is difficulty in computing, we consider Gibbs sampler using iteration sampling based method. For each observed failure epoch, we applied to latent variables that indicates with component of the superposition mode. For model selection, we explored the posterior Bayesian criterion and the sum of relative errors for the comparison simple pattern with superposition model. A numerical example with NHPP simulated data set applies the thinning method proposed by Lewis and Shedler[25] is given, we consider Goel-Okumoto model and Weibull model with GOS, inference of parameter is studied. Using the posterior Bayesian criterion and the sum of relative errors, as we would expect, the superposition model is best on model under diffuse priors.

  • PDF

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
    • /
    • v.31 no.6
    • /
    • pp.67-89
    • /
    • 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.

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
    • /
    • v.12 no.1
    • /
    • pp.41-50
    • /
    • 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.

  • PDF