• Title/Summary/Keyword: Bayesian Probability Statistics

Search Result 109, Processing Time 0.017 seconds

Bayesian Multiple Comparison of Bivariate Exponential Populations based on Fractional Bayes Factor

  • Cho, Jang-Sik;Cho, Kil-Ho;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.3
    • /
    • pp.843-850
    • /
    • 2006
  • In this paper, we consider the Bayesian multiple comparisons problem for K bivariate exponential populations to make inferences on the relationships among the parameters based on observations. And we suggest the Bayesian procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. Also, we give a numerical examples to illustrate our procedure.

  • PDF

On availability of Bayesian imperfect repair model

  • Cha, Ji-Hwan;Kim, Jae-Joo
    • Proceedings of the Korean Reliability Society Conference
    • /
    • 2001.06a
    • /
    • pp.301-310
    • /
    • 2001
  • Lim et al.(1998) proposed the Bayesian Imperfect Repair Model, in which a failed system is perfectly repaired with probability P and is minimally repaired with probability 1 - P, where P is not fixed but a random variable with a prior distribution II(p). In this note, the steady state availability of the model is derived and the measure is obtained for several particular prior distribution functions.

  • PDF

Bayesian Multiple Comparison of Binomial Populations based on Fractional Bayes Factor

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.1
    • /
    • pp.233-244
    • /
    • 2006
  • In this paper, we develop the Bayesian multiple comparisons procedure for the binomial distribution. We suggest the Bayesian procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. An example is illustrated for the proposed method. For this example, the suggested method is straightforward for specifying distributionally and to implement computationally, with output readily adapted for required comparison. Also, some simulation was performed.

  • PDF

Bayesian Procedure for the Multiple Test of Fraction Nonconforming (부적합률의 다중검정을 위한 베이지안절차)

  • Kim, Kyung-Sook;Kim, Hee-Jeong;Na, Myung-Hwan;Son, Young-Sook
    • Journal of Korean Society for Quality Management
    • /
    • v.34 no.1
    • /
    • pp.73-77
    • /
    • 2006
  • In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

Bayesian Procedure for the Multiple Test of Fraction Nonconforming (부적합률의 다중검정을 위한 베이지안절차)

  • Kim, Kyung-Sook;Kim, Hee-Jeong;Na, Myung-Hwan;Son, Young-Sook
    • Proceedings of the Korean Society for Quality Management Conference
    • /
    • 2006.04a
    • /
    • pp.325-329
    • /
    • 2006
  • In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

  • PDF

Confidence Intervals for the Difference of Binomial Proportions in Two Doubly Sampled Data

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
    • /
    • v.17 no.3
    • /
    • pp.309-318
    • /
    • 2010
  • The construction of asymptotic confidence intervals is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The coverage behaviors of several likelihood based confidence intervals and a Bayesian confidence interval are examined. It is shown that a hierarchical Bayesian approach gives a confidence interval with good frequentist properties. Confidence interval based on the Rao score is also shown to have good performance in terms of coverage probability. However, the Wald confidence interval covers true value less often than nominal level.

Bayesian Multiple Comparisons for the Ratio of the Failure Rates in Two Components System

  • Cho, Jang-Sik;Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.2
    • /
    • pp.647-655
    • /
    • 2006
  • In this paper, we consider multiple comparisons for the ratio of the failure rates in two components system that the lifetimes of the components have independent exponential distributions. Also we suggest Bayesian multiple comparisons procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. Finally, we give numerical examples to illustrate our procedure.

  • PDF

A BAYESIAN METHOD FOR FINDING MINIMUM GENERALIZED VARIANCE AMONG K MULTIVARIATE NORMAL POPULATIONS

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
    • /
    • v.32 no.4
    • /
    • pp.411-423
    • /
    • 2003
  • In this paper we develop a method for calculating a probability that a particular generalized variance is the smallest of all the K multivariate normal generalized variances. The method gives a way of comparing K multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approach for the probability is intractable and thus a Bayesian method is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach. Necessary theory involved in the method and computation is provided.

Frequentist and Bayesian Learning Approaches to Artificial Intelligence

  • Jun, Sunghae
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.16 no.2
    • /
    • pp.111-118
    • /
    • 2016
  • Artificial intelligence (AI) is making computer systems intelligent to do right thing. The AI is used today in a variety of fields, such as journalism, medical, industry as well as entertainment. The impact of AI is becoming larger day after day. In general, the AI system has to lead the optimal decision under uncertainty. But it is difficult for the AI system can derive the best conclusion. In addition, we have a trouble to represent the intelligent capacity of AI in numeric values. Statistics has the ability to quantify the uncertainty by two approaches of frequentist and Bayesian. So in this paper, we propose a methodology of the connection between statistics and AI efficiently. We compute a fixed value for estimating the population parameter using the frequentist learning. Also we find a probability distribution to estimate the parameter of conceptual population using Bayesian learning. To show how our proposed research could be applied to practical domain, we collect the patent big data related to Apple company, and we make the AI more intelligent to understand Apple's technology.

A Study on Analysis of Likelihood Principle and its Educational Implications (우도원리에 대한 분석과 그에 따른 교육적 시사점에 대한 연구)

  • Park, Sun Yong;Yoon, Hyoung Seok
    • The Mathematical Education
    • /
    • v.55 no.2
    • /
    • pp.193-208
    • /
    • 2016
  • This study analyzes the likelihood principle and elicits an educational implication. As a result of analysis, this study shows that Frequentist and Bayesian interpret the principle differently by assigning different role to that principle from each other. While frequentist regards the principle as 'the principle forming a basis for statistical inference using the likelihood ratio' through considering the likelihood as a direct tool for statistical inference, Bayesian looks upon the principle as 'the principle providing a basis for statistical inference using the posterior probability' by looking at the likelihood as a means for updating. Despite this distinction between two methods of statistical inference, two statistics schools get clues to compromise in a regard of using frequency prior probability. According to this result, this study suggests the statistics education that is a help to building of students' critical eye by their comparing inferences based on likelihood and posterior probability in the learning and teaching of updating process from frequency prior probability to posterior probability.