• Journal of the Korean Data and Information Science Society
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• v.15 no.3
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• pp.677-687
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• 2004

We consider the comparison of two one-parameter exponential distributions with the complete data as well as the type II censored data. We adapt Bayesian test procedure for nested hypothesis based on the Bayesian reference criterion. Specifically we derive the expression for the Bayesian reference criterion to solve our problem. Also we provide numerical examples using simulated data sets to illustrate our results.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.427-434
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• 2001

In this paper, we consider the nonparametric Bayesian approach to the multiple comparisons problem for I Poisson populations using Dirichlet process priors. We describe Gibbs sampling algorithm for calculating posterior probabilities for the hypotheses and calculate posterior probabilities for the hypotheses using Markov chain Monte Carlo. Also we provide a numerical example to illustrate the developed numerical technique.

• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.569-574
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• 2010

We consider two components system which have Freund's bivariate exponential model. In this case, Bayesian multiple comparisons procedure for failure rates is sug-gested in K Freund's bivariate exponential populations. Here we assume that the com-ponents enter the study at random over time and the analysis is carried out at some prespeci ed time. We derive fractional Bayes factor for all comparisons under non- informative priors for the parameters and calculate the posterior probabilities for all hypotheses. And we select a hypotheses which has the highest posterior probability as best model. Finally, we give a numerical examples to illustrate our procedure.

• Journal of the Korean Data and Information Science Society
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• v.16 no.4
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• pp.1129-1140
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• 2005

A nonparametric Bayesian method for calculating posterior probabilities of the multiple comparison problem on the parameters of several Geometric populations is presented. Bayesian multiple comparisons under two different prior/ likelihood combinations was studied by Gopalan and Berry(1998) using Dirichlet process priors. In this paper, we followed the same approach to calculate posterior probabilities for various hypotheses in a statistical experiment with a partition on the parameter space induced by equality and inequality relationships on the parameters of several geometric populations. This also leads to a simple method for obtaining pairwise comparisons of probability of successes. Gibbs sampling technique was used to evaluate the posterior probabilities of all possible hypotheses that are analytically intractable. A numerical example is given to illustrate the procedure.

• Journal of the Korean Statistical Society
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• v.29 no.2
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• pp.155-168
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• 2000

Regarding to multiple comparison problem (MCP) of k normal population variances, we suggest a Bayesian method for calculating posterior probabilities for various hypotheses of equality among population variances. This leads to a simple method for obtaining pairwise comparisons of variances in a statistical experiment with a partition on the parameter space induced by equality and inequality relationships among the variances. The method is derived from the fact that certain features of the hierarchical nonparametric family of Dirichlet process priors, in general, make it amenable to solving the MCP and estimating the posterior probabilities by means of posterior simulation, the Gibbs sampling. Two examples are illustrated for the method. For these examples, the method is straightforward for specifying distributionally and to implement computationally, with output readily adapted for required comparison.

• Journal of the Korean Statistical Society
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• v.29 no.1
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• pp.123-135
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• 2000

This paper addresses the Bayesian hypotheses testing for the comparison of exponential population under type II censoring. In Bayesian testing problem, conventional Bayes factors can not typically accommodate the use of noninformative priors which are improper and are defined only up to arbitrary constants. To overcome such problem, we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. We derive the arithmetic, expected and median intrinsic Bayes factors for our problem. The Monte Carlo simulation is used for calculating intrinsic Bayes factors which are compared with P-values of the classical test.

• Communications for Statistical Applications and Methods
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• v.7 no.1
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• pp.151-164
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• 2000

In this paper we consider the Bayesian hypothese testing for independence and symmetry in Freund's bivariate exponential model with censored data In Bayesian testing problem we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results of analyze some data sets.

• Journal of the Korean Data and Information Science Society
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• v.15 no.3
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• pp.645-654
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• 2004

In this paper, we develop the Bayesian test procedure for the intraclass correlation coefficient in the unbalanced one-way random effect model based on the reference priors. That is, the objective is to compare two nested model such as the independent and intraclass models using the factional Bayes factor. Thus the model comparison problem in this case amounts to testing the hypotheses $H_1:\rho=0$ versus $H_2:{\rho}{\neq}0$. Some real data examples are provided.

• Proceedings of the IEEK Conference
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• 2003.07c
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• pp.2787-2790
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• 2003

In this paper, we predict tracking performance of the multiple hypothesis tracking (MHT) algorithm. The MHT algorithm is known to be an optimal Bayesian approach and is superior to asly other tracking filters because it takes into account the events that the measurements can be originated from new targets and false alarms 3s well as interesting targets. In the MHT algorithm, a number of candidate hypotheses are generated and evaluated later as more data are received. The probability of each candidate hypotheses is approximately evaluated by using the hybrid conditional average approach (HYCA). We performed numerical experiments to show the validity of our performance prediction.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.176-176
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• 2018

This study presents a regional, probabilistic framework for estimating streamflow via spatial scaling in the Great Lakes basin, which is the largest lake system in the world. The framework follows a two-fold strategy including (1) a quadratic-programming based optimization model a priori to explore the model structure, and (2) a time-varying hierarchical Bayesian model based on insights found in the optimization model. The proposed model is developed to explore three innovations in hierarchical modeling for reconstructing historical streamflow at ungaged sites: (1) information of physical characteristics is utilized in spatial scaling, (2) a time-varying approach is introduced based on climate information, and (3) heteroscedasticity in residual errors is considered to improve streamflow predictive distributions. The proposed model is developed and calibrated in a hierarchical Bayesian framework to pool regional information across sites and enhance regionalization skill. The model is validated in a cross-validation framework along with four simpler nested formulations and the optimization model to confirm specific hypotheses embedded in the full model structure. The nested models assume a similar hierarchical Bayesian structure to our proposed model with their own set of simplifications and omissions. Results suggest that each of three innovations improve historical out-of-sample streamflow reconstructions although these improvements vary corrsponding to each innovation. Finally, we conclude with a discussion of possible model improvements considered by additional model structure and covariates.