• Journal of Korean Society on Water Environment
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• 제40권4호
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• pp.179-194
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• 2024

Biophysicochemical processes in water environments and treatment systems have been great concerns of engineers and scientists for controlling the fate and transport of contaminants. These processes are practically formulated as mathematical models written in coupled differential equations. However, because these process-based mathematical models consist of a large number of model parameters, they are complicated in analytical or numerical computation. Users need to perform substantial trials and errors to achieve the best-fit simulation to measurements, relying on arbitrary selection of fitting parameters. Therefore, this study adopted a Bayesian calibration method to estimate best-fit model parameters in a systematic way and evaluated the applicability of the calibration method to biophysicochemical processes of water environments and treatment systems. The Bayesian calibration method was applied to the microbial growth-decay kinetics and flocculation kinetics, of which experimental data were obtained with batch kinetic experiments. The Bayesian calibration method was proven to be a reasonable, effective way for best-fit parameter estimation, demonstrating not only high-quality fitness, but also sensitivity of each parameter and correlation between different parameters. This state-of-the-art method will eventually help scientists and engineers to use complex process-based mathematical models consisting of various biophysicochemical processes.

• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.755-762
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• 2013

In this paper we consider the NHPP software reliability model. And we deal with the maximum likelihood estimation and the Bayesian estimation with conjugate prior for parameter inference in the mean value function of Goel-Okumoto model (1979). The parameter estimates for the proposed model is presented by MLE and Bayes estimator in data set. We compare the predicted number of faults with the actual data set using the proposed mean value function.

• Journal of the Korean Data and Information Science Society
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• 제28권5호
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• pp.1191-1204
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• 2017

Weighted least squares (WLS) estimation is often easily used for the data with heteroscedastic errors because it is intuitive and computationally inexpensive. However, WLS estimator is less robust to a few outliers and sometimes it may be inefficient. In order to overcome robustness problems, Box-Cox transformation, Huber's M estimation, bisquare estimation, and Yohai's MM estimation have been proposed. Also, more efficient estimations than WLS have been suggested such as Bayesian methods (Cepeda and Achcar, 2009) and semiparametric methods (Kim and Ma, 2012) in heteroscedastic error models. Recently, Çelik (2015) proposed the weight methods applicable to the heteroscedasticity patterns including butterfly-distributed residuals and megaphone-shaped residuals. In this paper, we review heteroscedastic regression estimators related to robust or efficient estimation and describe their properties. Also, we analyze cost data of U.S. Electricity Producers in 1955 using the methods discussed in the paper.

• Communications for Statistical Applications and Methods
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• 제14권1호
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• pp.111-119
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• 2007

In this paper, we develop a nonparametric Bayesian methodology of estimating an unknown distribution function F at the given survival time with current status data under the assumption of Dirichlet process prior on F. We compare our algorithm with the nonparametric maximum likelihood estimator through application to simulated data and real data.

• Journal of the Korean Data and Information Science Society
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• 제9권2호
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• pp.165-172
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• 1998

This paper considers a linear regression model with censored data where each error term follows a multivariate normal distribution. In this paper we consider the diffuse prior distribution for parameters of the linear regression model. With censored data we derive the full conditional densities for parameters of a multiple regression model in order to obtain the marginal posterior densities of the relevant parameters through the Gibbs Sampler, which was proposed by Geman and Geman(1984) and utilized by Gelfand and Smith(1990) with statistical viewpoint.

• 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.

• Communications for Statistical Applications and Methods
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• 제6권2호
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• pp.511-522
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• 1999

The paper considers the problem of robustness in hierarchical bayesian models. In specific we address Bayesian robustness in the estimation of normal means. We provide the ranges of the posterior means under $\varepsilon$-contamination class as well as the density ratio class of priors. For the class of priors that are uniform over a specified interval we investigate the sensitivity as to the choice of the intervals. The methods are illustrated using the famous baseball data of Efron and Morris(1975).

• Proceedings of the Korean Reliability Society Conference
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• 한국신뢰성학회 2000년도 추계학술대회
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• pp.353-362
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• 2000

다양한 컴포넌트들로 구성된 시스템의 수명 데이터는 시스템 컴포넌트들의 신뢰성을 추정하는데 많이 사용된다. 하지만 비용이나 고장진단의 기술적 문제 때문에 시스템 고장의 정확한 원인을 밝혀내기는 어렵다. 시스템이나 컴포넌트의 수명 데이터 중 정확한 고장원인을 알 수 없는 데이터를 마스크 데이터라 한다. 본 연구는 마스크데이터와 베이지안 추정의 연구방향을 살펴보고, 그리고 고장률의 비정보 사전분포를 이용하여, 컴포넌트가 직렬로 구성된 시스템의 수명 데이터가 마스크 데이터를 갖는 지수분포의 시스템 컴포넌트 고장률을 추정한다.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.323-333
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• 2005

In this paper, we develop a MCMC method for estimating the skew normal distributions. The method utilizing the data augmentation technique gives a simple way of inferring the distribution where fully parametric frequentist approaches are not available for small to moderate sample cases. Necessary theories involved in the method and computation are provided. Two numerical examples are given to demonstrate the performance of the method.

• Journal of Korea Water Resources Association
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• 제41권1호
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• pp.35-47
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• 2008

The low flow analysis is an important part in water resources engineering. Also, the results of low flow frequency analysis can be used for design of reservoir storage, water supply planning and design, waste-load allocation, and maintenance of quantity and quality of water for irrigation and wild life conservation. Especially, for identification of the uncertainty in frequency analysis, the Bayesian approach is applied and compared with conventional methodologies in at-site low flow frequency analysis. In the first manuscript, the theoretical background for the Bayesian MCMC (Bayesian Markov Chain Monte Carlo) method and Metropolis-Hasting algorithm are studied. Two types of the prior distribution, a non-data- based and a data-based prior distributions are developed and compared to perform the Bayesian MCMC method. It can be suggested that the results of a data-based prior distribution is more effective than those of a non-data-based prior distribution. The acceptance rate of the algorithm is computed to assess the effectiveness of the developed algorithm. In the second manuscript, the Bayesian MCMC method using a data-based prior distribution and MLE(Maximum Likelihood Estimation) using a quadratic approximation are performed for the at-site low flow frequency analysis.