• Title/Summary/Keyword: 비모수적 경험적 베이즈 방법

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Hierachical Bayes Estimation of Small Area Means in Repeated Survey (반복조사에서 소지역자료 베이지안 분석)

  • 김달호;김남희
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.119-128
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    • 2002
  • In this paper, we consider the HB estimators of small area means with repeated survey. mao and Yu(1994) considered small area model with repeated survey data and proposed empirical best linear unbiased estimators. We propose a hierachical Bayes version of Rao and Yu by assigning prior distributions for unknown hyperparameters. We illustrate our HB estimator using very popular data in small area problem and then compare the results with the estimator of Census Bureau and other estimators previously proposed.

Comparative Study on the Estimation Methods of Traffic Crashes: Empirical Bayes Estimate vs. Observed Crash (교통사고 추정방법 비교 연구: 경험적 베이즈 추정치 vs. 관측교통사고건수)

  • Shin, Kangwon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.5D
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    • pp.453-459
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    • 2010
  • In the study of traffic safety, it is utmost important to obtain more reliable estimates of the expected crashes for a site (or a segment). The observed crashes have been mainly used as the estimate of the expected crashes in Korea, while the empirical Bayes (EB) estimates based on the Poisson-gamma mixture model have been used in the USA and several European countries. Although numerous studies have used the EB method for estimating the expected crashes and/or the effectiveness of the safety countermeasures, no past studies examine the difference in the estimation errors between the two estimates. Thus, this study compares the estimation errors of the two estimates using a Monte Carlo simulation study. By analyzing the crash dataset at 3,000,000 simulated sites, this study reveals that the estimation errors of the EB estimates are always less than those of the observed crashes. Hence, it is imperative to incorporate the EB method into the traffic safety research guideline in Korea. However, the results show that the differences in the estimation errors between the two estimates decrease as the uncertainty of the prior distribution increases. Consequently, it is recommended that the EB method be used with reliable hyper-parameter estimates after conducting a comprehensive examination on the estimated negative binomial model.

A Report on the Inter-Gene Correlations in cDNA Microarray Data Sets (cDNA 마이크로어레이에서 유전자간 상관 관계에 대한 보고)

  • Kim, Byung-Soo;Jang, Jee-Sun;Kim, Sang-Cheol;Lim, Jo-Han
    • The Korean Journal of Applied Statistics
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    • v.22 no.3
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    • pp.617-626
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    • 2009
  • A series of recent papers reported that the inter-gene correlations in Affymetrix microarray data sets were strong and long-ranged, and the assumption of independence or weak dependence among gene expression signals which was often employed without justification was in conflict with actual data. Qui et al. (2005) indicated that applying the nonparametric empirical Bayes method in which test statistics were pooled across genes for performing the statistical inference resulted in the large variance of the number of differentially expressed genes. Qui et al. (2005) attributed this effect to strong and long-ranged inter-gene correlations. Klebanov and Yakovlev (2007) demonstrated that the inter-gene correlations provided a rich source of information rather than being a nuisance in the statistical analysis and they developed, by transforming the original gene expression sequence, a sequence of independent random variables which they referred to as a ${\delta}$-sequence. We note in this report using two cDNA microarray data sets experimented in this country that the strong and long-ranged inter-gene correlations were still valid in cDNA microarray data and also the ${\delta}$-sequence of independence could be derived from the cDNA microarray data. This note suggests that the inter-gene correlations be considered in the future analysis of the cDNA microarray data sets.