• Communications for Statistical Applications and Methods
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• 제7권1호
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• pp.141-150
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• 2000

In this paper we propose a method of computing Bayes factor to detect an outlier in a random effects model. When no information is available and hence improper noninformative priors should be used Bayes factor includes the unspecified constants and has complicated computational burden. To solve this problem we use the fractional Bayes factor (FBF) of O-Hagan(1995) and the generalized Savage0-Dickey density ratio of Verdinelli and Wasserman (1995) The proposed method is applied to outlier deterction problem We perform a simulation of the proposed approach with a simulated data set including an outlier and also analyze a real data set.

• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.227-234
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• 2002

In this paper, we consider hierarchical Bayes generalized linear models for the analysis of longitudinal count data. Specifically we introduce the hierarchical Bayes random effects models. We discuss implementation of the Bayes procedures via Markov chain Monte Carlo (MCMC) integration techniques. The hierarchical Baye method is illustrated with a real dataset and is compared with other statistical methods.

• Journal of the Korean Statistical Society
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• 제23권2호
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• pp.445-461
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• 1994

This paper deals with the problem of obtaining some Bayes estimators and Bayesian credible regions of a reliability function for the Rayleigh distribution. Using several priors for a reliability function some Bayes estimators and Bayes credible sets are proposed and studied under squared error loss and Harris loss. Also the performances and behaviors of the proposed Bayes estimators are examined via Monte Carlo simulations and some numericla examples are given.

• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.885-893
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• 2013

This paper considers Bayes estimations of the small area means under Fay-Herriot model with measurement errors. We provide empirical Bayes predictors of small area means with the corresponding jackknifed mean squared prediction errors. Also we obtain hierarchical Bayes predictors and the corresponding posterior standard deviations using Gibbs sampling. Numerical studies are provided to illustrate our methods and compare their eciencies.

• Journal of the Korean Statistical Society
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• 제27권4호
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• pp.385-396
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• 1998

A computing method of fractional Bayes factor (FBF) for a point null hypothesis is explained. We propose alternative form of FBF that is the product of density ratio and a quantity using the generalized Savage-Dickey density ratio method. When it is difficult to compute the alternative form of FBF analytically, each term of the proposed form can be estimated by MCMC method. Finally, two examples are given.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.129-139
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• 2002

Default Bayesian method for detecting the changes in sequences of independent exponential random variates and independent Poisson random variates is considered. Noninformative priors are assumed for all the parameters in both of change models. Default Bayes factors, AIBF, MIBF, FBF, to check whether there is any change or not on each sequence and the posterior probability densities of change at each time point are derived. Theoretical results discussed in this paper are applied to some numerical data.

• 대한교통학회:학술대회논문집
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• 대한교통학회 2007년도 제57회 학술발표회논문집
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• pp.412-417
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• 2007

• 한국도로학회:학술대회논문집
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• 한국도로학회 2010년 추계학술대회 논문집
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• pp.497-502
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• 2010

• 한국정보통신학회논문지
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• 제15권9호
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• pp.1881-1888
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• 2011

적조란 유해조류의 일시적인 대 번식인 자연현상으로 어패류를 집단 폐사 시킨다. 적조에 의한 양식어업의 피해는 매년 발생하고 있다. 이 때문에 적조 발생을 미리 예측할 수 있으면 적조에 대한 피해를 최소화 시킬 수 있다. 적조발생 예측시 나이브베이스 분류자를 이용하면 좋은 예측결과를 얻을 수 있다. 그러나 나이브베이스를 이용한 결과는 단순한 발생 여부 만을 판별 할뿐 발생하는 적조가 어느 정도 증가 할지는 알 수 없다. 본 논문은 퍼지 추론과 나이브베이스 분류자를 이용한 새로운 적조발생 예측 방법을 제안한다. 제안방법은 적조 발생 예측의 정확률을 향상시키면서 적조생물 밀도의 증가율을 예측할 수 있다.

• Journal of the Korean Statistical Society
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• 제28권1호
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• pp.107-124
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• 1999

An approximate Bayes criterion for multivariate Behrens-Fisher problem is proposed and examined. Development of the criterion involves derivation of approximate Bayes factor using the imaginary training sample approach introduced by Speigelhalter and Smith (1982). The criterion is designed to develop a Bayesian test, so that it provides an alternative test to other tests based upon asymptotic sampling theory (such as the tests suggested by Bennett(1951), James(1954) and Yao(1965). For the derived criterion, numerical studies demonstrate routine application and give comparisons with the classical tests.