• 한국정보처리학회논문지
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• 제1권1호
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• pp.14-22
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• 1994

본 논문은 스미스의 베이지안 소프트웨어 신뢰도 성장모형을 기반으로 테스팅 단계에서의 소프트웨어 신뢰도에 대한 두가지 베이즈 추정량에 그에 대한 평가 알고 리즘을 제안하는데 목적이 있다. 그 방법으로 사전정보 클래스로서 일양사전분포보다 더 일반적인 베타사전분포 BE(a.b)를 사용하였다. 그 연구 과정으로 베이지안 추정절 차에 있어서 제곱오차결손함수와 해리스결손함수를 고려하고, 컴퓨터 시뮬레이션을 통 해서 소프트웨어 신뢰도에 대한 베이즈추정량들과 그에 따른 알고리즘을 이용하여 평 균자승오차 성능을 비교한다. 연구 결과로써 a가 크면 클수록 그리고 b가 적으면 적을 수록 해리스결손함수하의 소프트웨어 신뢰도의 베이즈추정량이 평균자승오차 성능의 관점에서는 더욱 유효하고, a 가 b보다 더 클 때 공액사전분포인 베타사전분포상의 소 프트웨어 신뢰도의 베이즈추정량이 비정보사전분포인 일양사전분포상에서 소프트웨어 신뢰도의 베이즈추정량보다는 성능이 더 좋다는 결론을 얻는다.

• Journal of the Korean Statistical Society
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• 제33권2호
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• pp.191-202
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• 2004

The paper considers nonparametric empirical Bayes estimation of residual survival function at age t using a Dirichlet process prior V(a). Empirical Bayes estimators are proposed for the case where both the function ${\alpha}$(0, $\chi$] and the size a(R$\^$+/) are unknown. It is shown that the proposed empirical Bayes estimators are asymptotically optimal at a rate n$\^$-1/, where n is the number of past data available for the present estimation problem. Therefore, the result of Lahiri and Park (1988) in which a(R$\^$+/) is assumed to be known and a rate n$\^$-1/ is achieved, is extended to a(R$\^$+/) unknown case.

• Communications for Statistical Applications and Methods
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• 제28권4호
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• pp.315-327
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• 2021

The Spatial Autoregressive (SAR) models have drawn considerable attention in recent econometrics literature because of their capability to model the spatial spill overs in a feasible way. While considering the Bayesian analysis of these models, one may face the problem of lack of robustness with respect to underlying prior assumptions. The generalized Bayes estimators provide a viable alternative to incorporate prior belief and are more robust with respect to underlying prior assumptions. The present paper considers the SAR model with a set of linear restrictions binding the regression coefficients and derives restricted generalized Bayes estimator for the coefficients vector. The minimaxity of the restricted generalized Bayes estimator has been established. Using a simulation study, it has been demonstrated that the estimator dominates the restricted least squares as well as restricted Stein rule estimators.

• 품질경영학회지
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• 제18권2호
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• pp.101-116
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• 1990

The objectives of this thesis are : first, to estimate the parameters and Pr[X < Y] in the Marshall and Olkin's Bivariate Exponential Distribution ; and secondly, to compare the Bayes estimators of Pr[X < Y] with maximum likelihood estimator of Pr[X < Y] in the Marshall and Olkin's Bivariate Exponential Distribution. Through the Monte Carlo Simulation, we observed that the Bayes estimators of Pr[X < Y] perform better than the maximum likelihood estimator of Pr[X < Y] and the Bayes estimator of Pr[X < Y] with gamma prior distribution performs better than with vague prior distribution with respect to bias and mean squared error in the Marshall and Olkin's Bivariate Exponential Distribution.

• 응용통계연구
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• 제15권1호
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• pp.119-128
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• 2002

Rao와 Yu(1994)는 소지역 추정(small area estimation) 문제를 해결하기 위한 방법으로 추정 시점과 인접지역 정보 등 보조정보와 과걱의 표본조사 결과를 모두 이용하는 모형과 그 모형으로 부터 경험적최량선형비편향추정량(Empirical Best Unbiased Predictor)을 제안하였다. 본 논문에서는 Rao와 Yu의 모형에서 미지의 모수에 대한 사전확률분포를 가정한 계층적 베이즈 추정량을 제안하고, 이를 미국의 주별 4인가족 소득추정문제에 적용하여 그 효율을 미국의 Census Bureau에서 사용하고 있는 경험적 베이즈추정량 및 이전에 제안된 다른 추정량들과 비교하였다.

• 품질경영학회지
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• 제22권3호
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• pp.124-141
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• 1994

The maximum likelihood estimator (M.L.E.) and the Bayes estimators of Pr (X < Y) are derived when X and Y have a absolutely continuous bivariate exponential distribution in Block & Basu's model. The performances of M.L.E. are compared to those Bayes estimators for moderate sample size.

• International Journal of Reliability and Applications
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• 제14권2호
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• pp.97-105
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• 2013

A stress-strength model is formulated for a multi-component system consisting of k identical components. The k components of the system with random strengths ($X_1$, $X_2$, ${\ldots}$, $X_k$) are subjected to one of the r random stresses ($X_{k+1}$, $X_{k+2}$, ${\ldots}$, $X_{k+r}$). The estimation of system reliability based on maximum likelihood estimates (MLEs) and Bayes estimators in k component system are obtained when the system is either parallel or series with the assumption that strengths and stresses follow exponential distribution. A simulation study is conducted to compare MLE and Bayes estimator through the mean squared errors of the estimators.

• Journal of the Korean Data and Information Science Society
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• 제28권4호
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• pp.875-888
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• 2017

The Rayleigh distribution has been commonly used in life time testing studies of the probability of surviving until mission time. We focus on a reliability function of the Rayleigh distribution and deal with prior distribution on R(t). This paper is an effort to obtain Bayes estimators of rayleigh distribution with three different prior distribution on the reliability function; a noninformative prior, uniform prior and inverse gamma prior. We have found the Bayes estimator and predictive density function of a future observation y with each prior distribution. We compare the performance of the Bayes estimators under different sample size and in simulation study. We also derive the most plausible region, prediction intervals for a future observation.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.211-218
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• 1998

This paper deals with the problem of obtaining some Bayes estimators of exponential reliability in a time censored sampling with incomplete information. Some Bayes estimators are proposed and studied under squared error loss and Harris loss.

• Communications for Statistical Applications and Methods
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• 제3권3호
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• pp.225-233
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• 1996

In this paper, we propose Bayes estimators of the finite population mean based on heavy-tailed prior distributions using scale mixtures of normals. Also, the asymptotic optimality property of the proposed Bayes estimators is proved. A numerical example is provided to illustrate the results.