• Title/Summary/Keyword: Bayesian Testing

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Bayesian Algorithms for Evaluation and Prediction of Software Reliability (소프트웨어 신뢰도의 평가와 예측을 위한 베이지안 알고리즘)

  • Park, Man-Gon;Ray
    • The Transactions of the Korea Information Processing Society
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    • v.1 no.1
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    • pp.14-22
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    • 1994
  • This paper proposes two Bayes estimators and their evaluation algorithms of the software reliability at the end testing stage in the Smith's Bayesian software reliability growth model under the data prior distribution BE(a, b), which is more general than uniform distribution, as a class of prior information. We consider both a squared-error loss function and the Harris loss function in the Bayesian estimation procedures. We also compare the MSE performances of the Bayes estimators and their algorithms of software reliability using computer simulations. And we conclude that the Bayes estimator of software reliability under the Harris loss function is more efficient than other estimators in terms of the MSE performances as a is larger and b is smaller, and that the Bayes estimators using the beta prior distribution as a conjugate prior is better than the Bayes estimators under the uniform prior distribution as a noninformative prior when a>b.

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Revisiting the Z-R Relationship Using Long-term Radar Reflectivity over the Entire South Korea Region in a Bayesian Perspective

  • Kim, Tae-Jeong;Kim, Jin-Guk;Kim, Ho Jun;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.275-275
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    • 2021
  • A fixed Z-R relationship approach, such as the Marshall-Palmer relationship, for an entire year and for different seasons can be problematic in cases where the relationship varies spatially and temporally throughout a region. From this perspective, this study explores the use of long-term radar reflectivity for South Korea to obtain a nationwide calibrated Z-R relationship and the associated uncertainties within a Bayesian regression framework. This study also investigates seasonal differences in the Z-R relationship and their roles in reducing systematic error. Distinct differences in the Z-R parameters in space are identified, and more importantly, an inverse relationship between the parameters is clearly identified with distinct regimes based on the seasons. A spatially structured pattern in the parameters exists, particularly parameter α for the wet season and parameter β for the dry season. A pronounced region of high values during the wet and dry seasons may be partially associated with storm movements in that season. Finally, the radar rainfall estimates through the calibrated Z-R relationship are compared with the existing Z-R relationships for estimating stratiform rainfall and convective rainfall. Overall, the radar rainfall fields based on the proposed modeling procedure are similar to the observed rainfall fields, whereas the radar rainfall fields obtained from the existing Marshall-Palmer Z-R relationship show a systematic underestimation. The obtained Z-R relationships are validated by testing the predictions on unseen radar-gauge pairs in the year 2018, in the context of cross-validation. The cross-validation results are largely similar to those in the calibration process, suggesting that the derived Z-R relationships fit the radar-gauge pairs reasonably well.

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Bayesian Estimations for the Two-parameter Exponential Model under the Type-II Censoring (제2종(第2種) 중단(中斷) 자료(資料)에서 두 모수지수분포(母數指數分布)의 베이지안 추정(推定))

  • Kim, Heon-Joo;Youn, Young-Hwa;Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.65-74
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    • 1993
  • Suppose that we have two populations(or systems), say ${\Pi}_{1}\;and\;{\Pi}_{2}$, to be tested. A random sample of size n from each population is taken and the test for each system will be terminated when the first r failures among n random samples are observed. This kind of test is caned the type-II censored (or item-censored) testing without replacement. Under this scheme we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population.

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Computerized Adaptive Testing Using Bayesian Networks (베이지안 네트워크를 적용한 컴퓨터 적응적 평가)

  • Na, Sun-Woong;Choi, Yong-Suk
    • Proceedings of the Korean Information Science Society Conference
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    • 2011.06b
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    • pp.262-265
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    • 2011
  • 많은 학습 시스템에서 학습자의 수준에 맞는 맞춤학습을 위해서 학습자의 정확한 능력을 측정하는 평가 방법이 필요하다. 기존의 지필고사는 이를 위해서 학습자의 능력과 관련된 많은 수의 문항을 똑같은 시간과 순서대로 풀게 되므로 평가의 효율성 면에서 문제를 가지고 있다. 따라서 이러한 지필고사방식의 문제점을 해결하기 위해 문항정보이론과 컴퓨터의 처리성능을 결합시킨 컴퓨터화된 적응적 검사(CAT)에 대한 연구가 활발히 진행되고 있다. CAT는 지필고사의 문제점을 상당부분 해결했으나 문항간 연관성에 대해서는 독립을 가정하여 그렇지 않은 경우에는 비효율성을 가져올 수 있다. 본 논문에서는 문항반응이론 방식의 CAT가 가진 문제점을 해결하면서 성능이 개선된 베이지안 네트워크를 도입한 CAT를 제안한다. 이는 베이지안 네트워크에 평가문항을 세부분야별로 대입하여 한 문항에 대한 응답으로 그와 연관된 분야의 학습자 능력을 추론한다. 또한 실험을 통해 기존의 기법을 사용했을 때에 비해 학습자의 실제 능력치에 수렴하는 속도가 증가함을 보인다.

Multi-temporal Remote-Sensing Imag e ClassificationUsing Artificial Neural Networks (인공신경망 이론을 이용한 위성영상의 카테고리분류)

  • Kang, Moon-Seong;Park, Seung-Woo;Lim, Jae-Chon
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2001.10a
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    • pp.59-64
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    • 2001
  • The objectives of the thesis are to propose a pattern classification method for remote sensing data using artificial neural network. First, we apply the error back propagation algorithm to classify the remote sensing data. In this case, the classification performance depends on a training data set. Using the training data set and the error back propagation algorithm, a layered neural network is trained such that the training pattern are classified with a specified accuracy. After training the neural network, some pixels are deleted from the original training data set if they are incorrectly classified and a new training data set is built up. Once training is complete, a testing data set is classified by using the trained neural network. The classification results of Landsat TM data show that this approach produces excellent results which are more realistic and noiseless compared with a conventional Bayesian method.

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Testing Gravity with Cosmic Shear Data from the Deep Lens Survey

  • Sabiu, Cristiano G.;Yoon, Mijin;Jee, M. James
    • The Bulletin of The Korean Astronomical Society
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    • v.43 no.1
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    • pp.62.2-62.2
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    • 2018
  • From the gaussian, near scale-invariant density perturbations observed in the CMB to the late time clustering of galaxies, CDM provides a minimal theoretical explanation for a variety of cosmological data. However accepting this explanation, requires that we include within our cosmic ontology a vacuum energy that is ~122 orders of magnitude lower than QM predictions, or alternatively a new scalar field (dark energy) that has negative pressure. Alternatively, modifications to Einstein's General Relativity have been proposed as a model for cosmic acceleration. Recently there have been many works attempting to test for modified gravity using the large scale clustering of galaxies, ISW, cluster abundance, RSD, 21cm observations, and weak lensing. In this work, we compare various modified gravity models using cosmic shear data from the Deep Lens Survey as well as data from CMB, SNe Ia, and BAO. We use the Bayesian Evidence to quantify the comparison robustly, which naturally penalizes complex models with weak data support. In this poster we present our methodology and preliminary constraints on f(R) gravity.

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Bayesian Method for the Multiple Test of an Autoregressive Parameter in Stationary AR(L) Model (AR(1)모형에서 자기회귀계수의 다중검정을 위한 베이지안방법)

  • 김경숙;손영숙
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.141-150
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    • 2003
  • This paper presents the multiple testing method of an autoregressive parameter in stationary AR(1) model using the usual Bayes factor. As prior distributions of parameters in each model, uniform prior and noninformative improper priors are assumed. Posterior probabilities through the usual Bayes factors are used for the model selection. Finally, to check whether these theoretical results are correct, simulated data and real data are analyzed.

On a Bayes Criterion for the Goodness-of-Link Test for Binary Response Regression Models : Probit Link versus Logit Link

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.261-276
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    • 1997
  • In the context of binary response regression, the problem of constructing Bayesian goodness-of-link test for testing logit link versus probit link is considered. Based upon the well known facts that cdf of logistic variate .approx. cdf of $t_{8}$/.634 and, as .nu. .to. .infty., cdf of $t_{\nu}$ approximates to that of N(0,1), Bayes factor is derived as a test criterion. A synthesis of the Gibbs sampling and a marginal likelihood estimation scheme is also proposed to compute the Bayes factor. Performance of the test is investigated via Monte Carlo study. The new test is also illustrated with an empirical data example.e.

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Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
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    • v.14 no.1
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    • pp.27-39
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    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

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Bayesian estimation for Rayleigh models

  • Oh, Ji Eun;Song, Joon Jin;Sohn, Joong Kweon
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.875-888
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    • 2017
  • The Rayleigh distribution has been commonly used in life time testing studies of the probability of surviving until mission time. We focus on a reliability function of the Rayleigh distribution and deal with prior distribution on R(t). This paper is an effort to obtain Bayes estimators of rayleigh distribution with three different prior distribution on the reliability function; a noninformative prior, uniform prior and inverse gamma prior. We have found the Bayes estimator and predictive density function of a future observation y with each prior distribution. We compare the performance of the Bayes estimators under different sample size and in simulation study. We also derive the most plausible region, prediction intervals for a future observation.