• Title/Summary/Keyword: Bayes estimate

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Bayesian Reliability Estimation of a New Expendable Launch Vehicle (신규 개발하는 소모성 발사체의 베이지안 신뢰도 추정)

  • Hong, Hyejin;Kim, Kyungmee O.
    • Journal of Korean Society for Quality Management
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    • v.42 no.2
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    • pp.199-208
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    • 2014
  • Purpose: This paper explains how to obtain the Bayes estimates of the whole launch vehicle and of a vehicle stage, respectively, for a newly developed expendable launch vehicle. Methods: We determine the parameters of the beta prior distribution using the upper bound of the 60% Clopper-Pearson confidence interval of failure probability which is calculated from previous launch data considering the experience of the developer. Results: Probability that a launch vehicle developed from an inexperienced developer succeeds in the first launch is obtained by about one third, which is much smaller than that estimated from the previous research. Conclusion: The proposed approach provides a more conservative estimate than the previous noninformative prior, which is more reasonable especially for the initial reliability of a new vehicle which is developed by an inexperienced developer.

Bayesian Analysis of Multivariate Threshold Animal Models Using Gibbs Sampling

  • Lee, Seung-Chun;Lee, Deukhwan
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.177-198
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    • 2002
  • The estimation of variance components or variance ratios in linear model is an important issue in plant or animal breeding fields, and various estimation methods have been devised to estimate variance components or variance ratios. However, many traits of economic importance in those fields are observed as dichotomous or polychotomous outcomes. The usual estimation methods might not be appropriate for these cases. Recently threshold linear model is considered as an important tool to analyze discrete traits specially in animal breeding field. In this note, we consider a hierarchical Bayesian method for the threshold animal model. Gibbs sampler for making full Bayesian inferences about random effects as well as fixed effects is described to analyze jointly discrete traits and continuous traits. Numerical example of the model with two discrete ordered categorical traits, calving ease of calves from born by heifer and calving ease of calf from born by cow, and one normally distributed trait, birth weight, is provided.

Bayesian curve-fitting with radial basis functions under functional measurement error model

  • Hwang, Jinseub;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.3
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    • pp.749-754
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    • 2015
  • This article presents Bayesian approach to regression splines with knots on a grid of equally spaced sample quantiles of the independent variables under functional measurement error model.We consider small area model by using penalized splines of non-linear pattern. Specifically, in a basis functions of the regression spline, we use radial basis functions. To fit the model and estimate parameters we suggest a hierarchical Bayesian framework using Markov Chain Monte Carlo methodology. Furthermore, we illustrate the method in an application data. We check the convergence by a potential scale reduction factor and we use the posterior predictive p-value and the mean logarithmic conditional predictive ordinate to compar models.

Estimating a Binomial Proportion with Bayes Estimated Imputed Conditional Means

  • Shin, Min-Woong;Lee, Sang-Eun
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.63-73
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    • 2002
  • The one of analytic imputation technique involving conditional means was mentioned by Schafer and Schenker(2000). And their derivations are based on asymptotic expansions of point estimator and their associated variance estimator, and the result of imputation can be thought of as first-order approximations to the estimators. Specially in this paper, we are presenting the method of estimating a Binomial proportion with Bayesian approach of imputed conditional means. That is, instead of using maximum likelihood(ML) estimator to estimate a Binomial proportion, in general, we use the Bayesian estimators and will show the result of estimated Imputed conditional means.

EMPIRICAL BAYES THRESHOLDING: ADAPTING TO SPARSITY WHEN IT ADVANTAGEOUS TO DO SO

  • Silverman Bernard W.
    • Journal of the Korean Statistical Society
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    • v.36 no.1
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    • pp.1-29
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    • 2007
  • Suppose one is trying to estimate a high dimensional vector of parameters from a series of one observation per parameter. Often, it is possible to take advantage of sparsity in the parameters by thresholding the data in an appropriate way. A marginal maximum likelihood approach, within a suitable Bayesian structure, has excellent properties. For very sparse signals, the procedure chooses a large threshold and takes advantage of the sparsity, while for signals where there are many non-zero values, the method does not perform excessive smoothing. The scope of the method is reviewed and demonstrated, and various theoretical, practical and computational issues are discussed, in particularly exploring the wide potential and applicability of the general approach, and the way it can be used within more complex thresholding problems such as curve estimation using wavelets.

A Minimum-Error-Rate Training Algorithm for Pattern Classifiers and Its Application to the Predictive Neural Network Models (패턴분류기를 위한 최소오차율 학습알고리즘과 예측신경회로망모델에의 적용)

  • 나경민;임재열;안수길
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.12
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    • pp.108-115
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    • 1994
  • Most pattern classifiers have been designed based on the ML (Maximum Likelihood) training algorithm which is simple and relatively powerful. The ML training is an efficient algorithm to individually estimate the model parameters of each class under the assumption that all class models in a classifier are statistically independent. That assumption, however, is not valid in many real situations, which degrades the performance of the classifier. In this paper, we propose a minimum-error-rate training algorithm based on the MAP (Maximum a Posteriori) approach. The algorithm regards the normalized outputs of the classifier as estimates of the a posteriori probability, and tries to maximize those estimates. According to Bayes decision theory, the proposed algorithm satisfies the condition of minimum-error-rate classificatin. We apply this algorithm to NPM (Neural Prediction Model) for speech recognition, and derive new disrminative training algorithms. Experimental results on ten Korean digits recognition have shown the reduction of 37.5% of the number of recognition errors.

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Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • v.14 no.1
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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SIMPLE RANKED SAMPLING SCHEME: MODIFICATION AND APPLICATION IN THE THEORY OF ESTIMATION OF ERLANG DISTRIBUTION

  • RAFIA GULZAR;IRSA SAJJAD;M. YOUNUS BHAT;SHAKEEL UL REHMAN
    • Journal of applied mathematics & informatics
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    • v.41 no.2
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    • pp.449-468
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    • 2023
  • This paper deals in the study of the estimation of the parameters of Erlang distribution based on rank set sampling and some of its modifications. Here we considered Maximum Likelihood (ML) and the Bayesian technique to estimate the shape and scale parameter of Erlang distribution based on RSS and its some modifications such as ERSS, MRSS, and MRSSu. The derivation for unknown parameters of Erlang distribution is well presented using normal approximation to the asymptotic distribution of ML estimators. But due to the complexity involves in the integral, the Bayes estimator of unknown parameters is obtained using MCMC method. Further, we compared the MSE of estimation in different sampling schemes with different set sizes and cycle size. A real-life data application is also given to illustrate the efficiency of the proposed scheme.

Accident Conversion Effect Analysis of Installing Median Barriers (중앙분리대 설치에 따른 사고전환효과 분석)

  • Park, Min-Ho;Park, Gyu-Yeong;Jang, Il-Jun;Lee, Su-Beom
    • Journal of Korean Society of Transportation
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    • v.24 no.2 s.88
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    • pp.113-124
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    • 2006
  • Among tile traffic safety facilities, median barriers are installed above 4-lane national roads due to the awareness of haying an effect on preventing the front collision. Studies about the installation effect analysis of median harrier have been carried out through both at home and outside, mainly indicating total accident reduction effect on pertinent sections. In sum, study about how the accident occurrence form is changed at the point classified by the accident type or severity is insignificant. In the case of outside the country, calculating the accident reduction effect according to the type of median barriers is main research and in domestic, though there is a part of researches assessing reduction effect by accident types, it is not reliable in the view or statistics because of using only 1year's before-aftev data installing the facility, So in this Paper. it is the main purpose to presume the accident conversion effect. For this, we conduct an investigation and collect data about 7-year's accident data containing before-after Project, safety facilities foundation records and index of road alignment on the subject of 4-1ane national roads(108.6km) existing median barrier. Next. using the empirical bayes method, we estimate a model construction and accident conversion effect of accident type severity. We expect the result or this Paper will be applied for a policy execution and Presentation of facility standard related to median barrier from now on.

A study of estimating the hit probability and confidence level considering the characteristic of Precision Guided Missile (정밀유도무기 특성을 고려한 명중률 및 신뢰수준 산정방안)

  • Seo, Bo-Gil;Hong, Seok-Jin
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.12
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    • pp.193-197
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    • 2016
  • The performance of Precision Guided Missiles is estimated by using hit probability only, which is calculated by hits against total amounts of fires in current domestic live-fire tests. It has a limitation in judging the performance of all produced Precision Guided Missiles by using the calculated hit probability according to the result of live-fire test, because the overall characteristics of the produced Precision Guided Missiles are not considered. In other words, a method is needed to estimate the confidence level which is more reliable than simply calculated hit probability according to the result of live-fire test for guaranteeing the hit probability of Precision Guided Missiles by certain level, which is already being operated or produced. This paper introduces a method to estimate the confidence level of Precision Guided Missiles by minimum live-fire tests using Hypergeometric distribution and Bayes' rule suitable for the characteristics of Precision Guided Missiles, which are small production, high costs and unable to check whether the missile hits the target or not before the live-fire tests. Also, this paper suggests a reasonable confidence level for showing the performance of the Precision Guided Missiles using the results of live-fire tests and domestic and foreign literature, when the result of live-fire tests will be decided.