• 제목/요약/키워드: Bayesian Testing

검색결과 151건 처리시간 0.021초

퍼지 사전 모수에 관한 베이지안 가설검정 (Hypotheses testing of Bayes' theorem for fuzzy prior parameters)

  • 강만기;최규탁
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2005년도 추계학술대회 학술발표 논문집 제15권 제2호
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    • pp.205-208
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    • 2005
  • We have fuzzy hypotheses testing from Bayesian statistics with ideas from fuzzy sets theory to generalize Bayesian methods both for samples of fuzzy data and for prior distributions with non-precise parameters. Appling the principle of agreement index, the posterior odds ratio in the favor of hypotheses $H_0$ is equal to product of the fuzzy odds ratio and the fuzzy likelihood ratio. If the Posterior odds ratio exceeds the grade judgement, we accept the hypothesis $H_0$ for the degree.

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The Useful Techniques to Determine the Prior Odds and the Likelihood Ratios Bayesian Processor in Built-In-Test System

  • Yoo, Wang-Jin;Kim, Kyeong Taek
    • 품질경영학회지
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    • 제24권1호
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    • pp.61-72
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    • 1996
  • It is very important to determine the likelihood ratios and the prior odds for designing a Bayesian processor in Built-In-Test system. Using traditional statistics, it is not difficult to determine the initial prior odds from the field data. For a newly designed system, development testing data or laboratory testing data could be used to replace field data. The likelihood ratios which playa key role in the Bayesian processor must be carefully determined, based on laboratory testing and statistical techniques. In this paper, expressing and determining the likelihood ratios by Geometric areas, Test, and Analytical method will be presented.

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로그정규분포의 상등에 관한 베이지안 검정 (Bayesian Testing for the Equality of Two Lognormal Populations)

  • 문경애;신임희;김달호
    • Journal of the Korean Data and Information Science Society
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    • 제11권2호
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    • pp.269-277
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    • 2000
  • 독립이면서 로그정규분포를 따르는 두 모집단의 평균 차이에 대한 검정으로 Berger와 Pericchi(1996, 1998)가 제안한 내재적 베이즈 요인(intrinsic Bayes factor)을 이용한 베이지안 방법을 제안한다. 이 때 모수에 대한 사전분포로는 무정보적 사전분포(noninformative prior)를 사용한다. 제안한 검정 방법의 유용성을 알아보기 위해 실제 자료의 분석과 모의실험을 이용하여 고전적인 검정 방범과 그 결과를 비교한다.

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Independent Testing in Marshall and Olkin's Bivariate Exponential Model Using Fractional Bayes Factor Under Bivariate Type I Censorship

  • Cho, Kil-Ho;Cho, Jang-Sik;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1391-1396
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    • 2008
  • In this paper, we consider two components system which the lifetimes have Marshall and Olkin's bivariate exponential model with bivariate type I censored data. We propose a Bayesian independent test procedure for above model using fractional Bayes factor method by O'Hagan based on improper prior distributions. And we compute the fractional Bayes factor and the posterior probabilities for the hypotheses, respectively. Also we select a hypothesis which has the largest posterior probability. Finally a numerical example is given to illustrate our Bayesian testing procedure.

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The Fractional Bayes Factor Approach to the Bayesian Testing of the Weibull Shape Parameter

  • Cha, Young-Joon;Cho, Kil-Ho;Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.927-932
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    • 2006
  • The techniques for selecting and evaluating prior distributions are studied over recent years which the primary emphasis is on noninformative priors. But, noninformative priors are typically improper so that such priors are defined only up to arbitrary constants which affect the values of Bayes factors. In this paper, we consider the Bayesian hypotheses testing for the Weibull shape parameter based on fractional Bayes factor which is to remove the arbitrariness of improper priors. Also we present a numerical example to further illustrate our results.

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지수 수명분포에 대한 Bayesian 합격판정 샘플링계획의 개발 및 비교에 관한 연구 (Development and Comparisons of Bayesian Acceptance Sampling Plans for the Exponential Lifetime Distribution)

  • 정현석;진휘철;염봉진
    • 대한산업공학회지
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    • 제20권1호
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    • pp.15-25
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    • 1994
  • The Bayesian approach to reliability acceptance sampling has several advantages over the non-Bayesian approach. For instance, the former usually requires less amount of testing time and smaller sample sizes than the latter. In this article, a Bayesian acceptance sampling plan(ASP) based on a failure-free period life test is developed under the assumption of exponential lifetime distribution, and is compared with the corresponding Bayesian hybrid ASP in terms of the expected completion time. It is found that the proposed ASP tends to have a smaller expected completion time than the Bayesian hybrid ASP as the prior assessment of the reliability of a lot becomes optimistic, and vice versa. Tables of failure-free period Bayesian ASP's are also included.

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Bayesian 적응 방식을 이용한 잡음음성 인식에 관한 연구 (A Study on Noisy Speech Recognition Using a Bayesian Adaptation Method)

  • 정용주
    • 한국음향학회지
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    • 제20권2호
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    • pp.21-26
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    • 2001
  • 본 논문에서는 잡음에 강인한 음성인식을 위해서 expectation-maximization (EM) 방식을 이용하여 잡음의 평균값을 추정하는 새로운 알고리듬을 제안하였다. 제안된 알고리듬에서는 온라인상의 인식용 음성이 직접 Bayesian 적응을 위해서 사용되며, 또한 훈련데이터를 이용하여 잡음의 평균값에 대한 사전 (prior) 분포를 알아낸 후 Bayesian 적응시에 이용한다. 잡음 음성의 모델링을 위해서는 PMC (parallel model combination) 방식을 이용하였고, 제안된 방식을 이용하여 자동차 잡음 환경 하에서 인식 실험을 수행한 결과, 기존의 PMC 방식에 비해서 향상된 인식성능을 보임을 알 수 있었다.

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개발단계의 제품 인증을 위한 베이지언 2단계 신뢰성 실증시험의 통계적 설계 (A Statistical Design of Bayesian Two-Stage Reliability Demonstration Test for Product Qualification in Development Process)

  • 서순근
    • 대한산업공학회지
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    • 제43권2호
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    • pp.147-153
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    • 2017
  • In order to demonstrate a target reliability with a specified confidence level, a new two-stage Bayesian Reliability Demonstration Test (RDT) plans that is known to be more effective than a corresponding single-stage one is proposed and developed by Bayesian framework with beta prior distribution for Weibull life time distribution. A numerical example is provided to illustrate the proposed RDT plans and compared with other non-Bayesian and Bayesian plans. Comparative results show that the proposed Bayesian two-stage plans have some merits in terms of required and expected testing time and probability of acceptance.

Default Bayesian hypothesis testing for the scale parameters in nonregular Pareto distributions

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • 제23권6호
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    • pp.1299-1308
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    • 2012
  • This article deals with the problem of testing the equality of the scale parameters in nonregular Pareto distributions.We propose Bayesian hypothesis testing procedures for the equality of the scale parameters under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be de ned up to a multiplicative constant. So we propose the default Bayesia hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and a real data example are provided.

치의학 연구에서 귀무가설 유의성 검정의 문제점과 대안에 관한 고찰 (Review on Problems with Null Hypothesis Significance Testing in Dental Research and Its Alternatives)

  • 이광희
    • 대한소아치과학회지
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    • 제40권3호
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    • pp.223-232
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    • 2013
  • 치의학 연구에서 사용되는 귀무가설 유의성 검정에서 p값을 기준으로 연구의 결과를 평가하는 것은 많은 문제점을 내포하고 있다. 귀무가설이 기각되지 않은 경우에 귀무가설이 옳다는 결론을 내리는 것은 논리적 오류이다. p값에 대한 중대한 오해가 많이 있으며 연구자는 논문을 작성할 때 p값의 해석에 신중해야 한다. 귀무가설검정을 보완하거나 대체할 수 있는 대안으로서, 효과 크기, 신뢰구간, 베이지안 통계 등이 있다.