• Journal of Korean Society of Water and Wastewater
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• v.23 no.2
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• pp.241-249
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• 2009

It is well known that the trend of water demand in large-size water supply systems has been suddenly changed, and many expansions of water supply facilities become unnecessary. To be cost-effective, thus, politicians as well as many professionals lay stress on the adaptive management of water supply facilities. Failure in adapting to the new trend of demand is sure to be the most critical reason of unnecessary expansions. Hence, we try to develop the model and modeling procedure that do not depend on the old data of demand, and provide engineers with the fast learning process. To forecast water demand of Seoul, the Bayesian parameter estimation was applied, which is a representative method for statistical pattern recognition. It results that we can get a useful time-series model after observing water demand during 6 years, although trend of water demand were suddenly changed.

• Journal of Industrial Technology
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• v.9
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• pp.51-56
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• 1989

A methodology for determining optimal sampling plans for Bayesian multiattribute curtailed inspection models is proposed, whereby sampling inspection is terminated as soon as the disposition of the inspection lot is determined. An iterative solution procedure is developed for obtaining optimal multiattribute acceptance sampling plans under cuntailed sampling inspection.

• Communications for Statistical Applications and Methods
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• v.13 no.1
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• pp.39-47
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• 2006

The Bayesian approach to multiple testing procedure for one sample testing problem proposed by Scott and Berger (2003) is extended to two-sample comparison problem in microarray experiments. The prior distribution of each gene's mean for one sample is given conditionally on the corresponding gene's mean for the other sample. Posterior distributions of interesting parameters are derived and estimated based on an importance sampling method. A simulated example is given for illustration.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.147-154
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• 1999

Using a noninformative prior and an inverted gamma prior, the Bayesian predictive density and the prediction intervals for a future observation or the p - th order statistic of n' future observations from the censord Pareto model have been obtained. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.

• Journal of the Korean Data and Information Science Society
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• v.19 no.4
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• pp.1465-1476
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• 2008

In recent years wavelet methods have been focused on block shrinkage or thresholding approaches to accounting for the sparseness of the wavelet representation for an unknown function. The block shrinkage or thresholding methods have been developed in both of classical methods and Bayesian methods. In this paper, we propose a Bayesian approach to selecting wavelet basis functions at each resolution level without MCMC procedure. Simulation study and an application are shown.

• Journal of the Korean Statistical Society
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• v.19 no.1
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• pp.71-79
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• 1990

In the linear model which consider both the multivariate parallel-line bioassay and the multivariate linear calibration, this paper presents a Bayesian procedure which is an extension of Hunter and Lamboy (1981) and has several advantages compared with the non Bayesian techniques. Based on the methods of this article we discuss the effect of multivariate calibration and give a numerical example.

• Proceedings of the KIEE Conference
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• 1999.07g
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• pp.2956-2958
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• 1999

The classical solution to the noise removal problem is the Wiener filter, which utilizes the second-order statistics of the Fourier decomposition. We discuss a Bayesian formalism which gives rise to a type of wavelet threshold estimation in non-parametric regression. A prior distribution is imposed on the wavelet coefficients of the unknown response function, designed to capture the sparseness of wavelet expansion common to most application. For the prior specified, the posterior median yields a thresholding procedure

• Journal of Applied Reliability
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• v.14 no.4
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• pp.220-224
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• 2014

A Bayesian zero-failure reliability demonstration test method for products with Weibull lifetime distribution is presented. Inverted gamma prior distribution for the scale parameter of the Weibull distribution is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantee specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.

• Journal of Applied Reliability
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• v.13 no.1
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• pp.1-10
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• 2013

A Bayesian zero-failure reliability demonstration test method for products with exponential lifetime distribution is presented. Beta prior distribution for reliability of a product is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantees specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.

• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.407-422
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• 2000

This article is concerned with the selecting predictor variables to be included in building a class of binary response t-link regression models where both probit and logistic regression models can e approximately taken as members of the class. It is based on a modification of the stochastic search variable selection method(SSVS), intended to propose and develop a Bayesian procedure that used probabilistic considerations for selecting promising subsets of predictor variables. The procedure reformulates the binary response t-link regression setup in a hierarchical truncated normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. In this setup, the most promising subset of predictors can be identified as that with highest posterior probability in the marginal posterior distribution of the hyperparameters. To highlight the merit of the procedure, an illustrative numerical example is given.