• 제목/요약/키워드: Bayesian

검색결과 2,713건 처리시간 0.025초

A Bayesian Approach to Assessing Population Bioequivalence in a 2 ${\times}$ 2 Crossover Design

  • 오현숙;고승곤
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.67-72
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    • 2002
  • A Bayesian testing procedure is proposed for assessment of bioequivalence in both mean and variance which ensures population bioequivalence under normality assumption. We derive the joint posterior distribution of the means and variances in a standard 2 ${\times}$ 2 crossover experimental design and propose a Bayesian testing procedure for bioequivalence based on a Markov chain Monte Carlo methods. The proposed method is applied to a real data set.

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주기적인 예방보전정책의 베이즈 접근방법 (A Bayesian Approach to Periodic Preventive Maintenance Policy)

  • 한성실;정기문;권영섭
    • 품질경영학회지
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    • 제29권3호
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    • pp.39-48
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    • 2001
  • Preventive maintenance(PM) is an action taken on a repairable system while it is still operating, which needs to be carried out in order to keep the system at the desired level of successful operation. In this paper, we consider a Bayesian approach to determine an optimal periodic preventive maintenance policy. When the failure time is Weibull distribution with uncertain parameters, a Bayesian approach is established. Some numerical examples are presented for illustrative purpose.

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On loss functions for model selection in wavelet based Bayesian method

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • 제20권6호
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    • pp.1191-1197
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    • 2009
  • Most Bayesian approaches to model selection of wavelet analysis have drawbacks that computational cost is expensive to obtain accuracy for the fitted unknown function. To overcome the drawback, this article introduces loss functions which are criteria for level dependent threshold selection in wavelet based Bayesian methods with arbitrary size and regular design points. We demonstrate the utility of these criteria by four test functions and real data.

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Bayesian Testing for Independence in Bivariate Exponential Model

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.521-527
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    • 2006
  • In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

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Bayesian Testing for the Equality of Two Inverse Gaussian Populations with the Fractional Bayes Factor

  • Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • 제16권3호
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    • pp.539-547
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    • 2005
  • We propose the Bayesian testing for the equality of two independent Inverse Gaussian population means using the fractional Bayesian factors suggested by O' Hagan(1995). As prior distribution for the parameters, we assumed the noninformative priors. In order to investigate the usefulness of the proposed Bayesian testing procedures, the behaviors of the proposed results are examined via real data analysis.

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AN EMPIRICAL BAYESIAN ESTIMATION OF MONTHLY LEVEL AND CHANGE IN TWO-WAY BALANCED ROTATION SAMPLING

  • Lee, Seung-Chun;Park, Yoo-Sung
    • Journal of the Korean Statistical Society
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    • 제32권2호
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    • pp.175-191
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    • 2003
  • An empirical Bayesian approach is discussed for estimation of characteristics from the two-way balanced rotation sampling design which includes U.S. Current Population Survey and Canadian Labor Force Survey as special cases. An empirical Bayesian estimator is derived for monthly effect under presence of two types of biases and correlations It is shown that the marginal distribution of observation provides more general correlation structure than that frequentist has assumed. Consistent estimators are derived for hyper-parameters in Normal priors.

An Objective Bayesian Inference for the Difference between Two Normal Means

  • Jang, Eun-Jin;Kim, Dal-Ho;Lee, Kyeong-Eun
    • Journal of the Korean Data and Information Science Society
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    • 제17권4호
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    • pp.1365-1374
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    • 2006
  • In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with known variances. We derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We show the similarity between derived two-sample results and the results for the one-sample case in Bernardo(1999).

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Nonparametric Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.417-426
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    • 2001
  • This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

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Bayesian Hypothesis Testing for Intraclass Correlation Coefficient

  • Lee, Seung-A;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.551-566
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    • 2006
  • In this paper, we consider a Bayesian model selection for the intraclass correlation coefficient in familiar data. In particular, we compare two nested models such as the independence and intraclass models using the reference prior. A criterion for testing is the Bayesian Reference Criterion by Bernardo (1999) and the Intrinsic Bayes Factor by Berger and Pericchi (1996). We provide numerical examples using simulation data sets for illustration.

Bayesian Methods for Combining Results from Different Experiments

  • Lee, In-Suk;Kim, Dal-Ho;Lee, Keun-Baik
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.181-191
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    • 1999
  • We consider Bayesian models allow multiple grouping of parameters for the normal means estimation problem. In particular, we consider a typical Bayesian hierarchical approach based on thepartial exchangeability where the components within a subgroup are exchangeable, but the different subgroups are not. We discuss implementation of such Bayesian procedures via Gibbs sampling. We illustrate the proposed methods with numerical examples.

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