• 한국항공우주학회지
• /
• 제47권10호
• /
• pp.747-752
• /
• 2019

신뢰성 성장 시험을 수행하며 획득하게 되는 고장 정보와 누적 시험수행시간을 이용하면 신뢰성 성장 모델의 모수 추정이 가능하며, 모수 추정을 통해 해당 제품의 MTBF를 예측할 수 있다. 그러나 시험에 대한 비용, 시간 혹은 제품의 특성 등의 여러 제약으로 인해 고장 정보가 구간적으로 획득되거나, 획득한 고장 정보의 샘플 데이터(Sample Data)의 수가 작을 수 있다. 이는 신뢰성 성장 모델의 모수 추정의 오차를 커지게 하는 원인이 될 수 있다. 본 논문에서는 샘플 데이터의 수가 작을 경우 신뢰성 성장 모델의 모수 추정 시 베이지안 기법 기반의 모수 추정 방법의 적용에 대해 연구를 수행하였다. 시뮬레이션 결과 신뢰성 성장 모델의 모수를 추정할 때, MLE를 적용하여 추정하는 방법보다 베이지안 기법을 적용하는 방법이 추정 정확도가 높음을 확인하였다.

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

• 한국물환경학회지
• /
• 제40권4호
• /
• pp.179-194
• /
• 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.

• 응용통계연구
• /
• 제20권2호
• /
• pp.229-244
• /
• 2007

국내외에서 소지역 추정에 관한 많은 연구가 진행되고 있다. 보조 자료가 충분히 있는 경우 모형기반 추정법을 사용하는 것이 일반적이며 이 중에서 계층적 베이지안(Hierarchical Bayesian: HB) 추정법이 가장 좋은 것으로 알려져 있다. 그러나 보조 자료가 충분하지 않은 경우에는 모형 기반 추정법의 사용은 제한적이다. 최근 충분한 보조 자료가 없는 경우 공간 정보를 보조 자료로 사용하는 방법이 제안되었다. 본 논문에서는 공간통계량과 베이즈 접근방법을 활용한 모형기반의 소지역 통계량들을 모형 검진방법(Diagnostic method)들을 이용하여 비교 분석하였다. 분석에 사용된 자료는 2005년도 경제활동인구 조사이며 소지역(시,군,구)통계를 추정하여 비교하였다.

• Earthquakes and Structures
• /
• 제26권2호
• /
• pp.117-130
• /
• 2024

Probabilistic model of seismic demand is the main tool used for seismic demand estimation, which is a fundamental component of the new performance-based design method. This model seeks to mathematically relate the seismic demand parameter and the ground motion intensity measure. This study is intended to use Bayesian analysis to evaluate the accuracy of the seismic demand estimation of Steel moment resisting frames (SMRFs) through a completely Bayesian method in statistical calculations. In this study, two types of intensity measures (earthquake intensity-related indices such as magnitude and distance and intensity indices related to ground motion and spectral response including peak ground acceleration (PGA) and spectral acceleration (SA)) have been used to form the models. In addition, an extensive database consisting of sixty accelerograms was used for time-series analysis, and the target structures included five SMRFs of three, six, nine, twelve and fifteen stories. The results of this study showed that for low-rise frames, first mode spectral acceleration index is sufficient to accurately estimate demand. However, for high-rise frames, two parameters should be used to increase the accuracy. In addition, adding the product of the square of earthquake magnitude multiplied by distance to the model can significantly increase the accuracy of seismic demand estimation.

• Journal of applied mathematics & informatics
• /
• 제42권4호
• /
• pp.819-829
• /
• 2024

This paper delves into an examination of both non-Bayesian and Bayesian estimation techniques for determining the Topp-leone inverse Weibull distribution parameters based on progressive Type-II censoring. The first approach employs expectation maximization (EM) algorithms to derive maximum likelihood estimates for these variables. Subsequently, Bayesian estimators are obtained by utilizing symmetric and asymmetric loss functions such as Squared error and Linex loss functions. The Markov chain Monte Carlo method is invoked to obtain these Bayesian estimates, solidifying their reliability in this framework.

• Journal of the Korean Statistical Society
• /
• 제34권3호
• /
• pp.245-261
• /
• 2005

The marginal distribution of X is considered when (X, Y) has a truncated bivariate t-distribution. This paper mainly focuses on the marginal nontruncated distribution of X where Y is truncated below at its mean and its observations are not available. Several properties and applications of this distribution, including relationship with Azzalini's skew-normal distribution, are obtained. To circumvent inferential problem arises from adopting the frequentist's approach, a Bayesian method utilizing a data augmentation method is suggested. Illustrative examples demonstrate the performance of the method.

• 전기학회논문지P
• /
• 제58권2호
• /
• pp.164-171
• /
• 2009

This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

• Journal of the Korean Statistical Society
• /
• 제31권2호
• /
• pp.177-198
• /
• 2002

The estimation of variance components or variance ratios in linear model is an important issue in plant or animal breeding fields, and various estimation methods have been devised to estimate variance components or variance ratios. However, many traits of economic importance in those fields are observed as dichotomous or polychotomous outcomes. The usual estimation methods might not be appropriate for these cases. Recently threshold linear model is considered as an important tool to analyze discrete traits specially in animal breeding field. In this note, we consider a hierarchical Bayesian method for the threshold animal model. Gibbs sampler for making full Bayesian inferences about random effects as well as fixed effects is described to analyze jointly discrete traits and continuous traits. Numerical example of the model with two discrete ordered categorical traits, calving ease of calves from born by heifer and calving ease of calf from born by cow, and one normally distributed trait, birth weight, is provided.

• Journal of the Korean Data Analysis Society
• /
• 제20권6호
• /
• pp.2747-2757
• /
• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.