• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.119-133
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• 1999

A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.

• The KIPS Transactions:PartD
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• v.11D no.6
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• pp.1269-1276
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• 2004

The Parameter Estimation for software existing reliability models, Goel-Okumoto, Yamada-Ohba-Osaki model was reviewed and Rayleigh model based on Rayleigh distribution was studied. In this paper, we discusses comparison of parameter estimation using maximum likelihood estimator and Bayesian estimation based on Gibbs sampling to analysis of the estimator' pattern. Model selection based on sum of the squared errors and Braun statistic, for the sake of efficient model, was employed. A numerical example was illustrated using real data. The current areas and models of Superposition, mixture for future development are also employed.

• 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.