• Title/Summary/Keyword: Bayesian hypotheses

Search Result 36, Processing Time 0.025 seconds

Bayesian One-Sided Hypothesis Testing for Shape Parameter in Inverse Gaussian Distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.3
    • /
    • pp.995-1006
    • /
    • 2008
  • This article deals with the one-sided hypothesis testing problem in inverse Gaussian distribution. We propose Bayesian hypothesis testing procedures for the one-sided hypotheses of the shape parameter under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor, the median intrinsic Bayes factor and the encompassing intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

  • PDF

Objective Bayesian multiple hypothesis testing for the shape parameter of generalized exponential distribution

  • Lee, Woo Dong;Kim, Dal Ho;Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.1
    • /
    • pp.217-225
    • /
    • 2017
  • This article deals with the problem of multiple hypothesis testing for the shape parameter in the generalized exponential distribution. We propose Bayesian hypothesis testing procedures for multiple hypotheses of the shape parameter with the noninformative prior. The Bayes factor with the noninformative prior is not well defined. The reason is that the most of the noninformative prior can be improper. Therefore we study the default Bayesian multiple hypothesis testing methods using the fractional and intrinsic Bayes factors with the reference priors. Simulation study is performed and an example is given.

Three-dimensional object recognition using efficient indexing:Part I-bayesian indexing (효율적인 인덱싱 기법을 이용한 3차원 물체 인식:Part I-Bayesian 인덱싱)

  • 이준호
    • Journal of the Korean Institute of Telematics and Electronics C
    • /
    • v.34C no.10
    • /
    • pp.67-75
    • /
    • 1997
  • A design for a system to perform rapid recognition of three dimensional objects is presented, focusing on efficient indexing. In order to retrieve the best matched models without exploring all possible object matches, we have employed a bayesian framework. A decision-theoretic measure of the discriminatory power of a feature for a model object is defined in terms of posterior probability. Detectability of a featrue defined as a function of the feature itselt, viewpoint, sensor charcteristics, nd the feature detection algorithm(s) is also considered in the computation of discribminatory power. In order to speed up the indexing or selection of correct objects, we generate and verify the object hypotheses for rfeatures detected in a scene in the order of the discriminatory power of these features for model objects.

  • PDF

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
    • /
    • v.19 no.4
    • /
    • pp.1391-1396
    • /
    • 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.

  • PDF

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
    • /
    • v.17 no.3
    • /
    • pp.927-932
    • /
    • 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.

  • PDF

Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
    • /
    • v.6 no.1
    • /
    • pp.237-249
    • /
    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

  • PDF

ASSESSING POPULATION BIOEQUIVALENCE IN A $2{\times}2$ CROSSOVER DESIGN WITH CARRYOVER EFFECT IN A BAYESIAN PERSPECTIVE

  • Oh Hyun-Sook
    • Journal of the Korean Statistical Society
    • /
    • v.35 no.3
    • /
    • pp.239-250
    • /
    • 2006
  • A $2{\times}2$ crossover design including carryover effect is considered for assessment of population bioequivalence of two drug formulations in a Bayesian framework. In classical analysis, it is complex to deal with the carryover effect since the estimate of the drug effect is biased in the presence of a carryover effect. The proposed method in this article uses uninformative priors and vague proper priors for objectiveness of priors and the posterior probability distribution of the parameters of interest is derived with given priors. The posterior probabilities of the hypotheses for assessing population bioequivalence are evaluated based on a Markov chain Monte Carlo simulation method. An example with real data set is given for illustration.

A Bayesian Criterion for a Multiple test of Two Multivariate Normal Populations

  • Kim, Hae-Jung;Son, Young-Sook
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.1
    • /
    • pp.97-107
    • /
    • 2001
  • A simultaneous test criterion for multiple hypotheses concerning comparison of two multivariate normal populations is considered by using the so called Bayes factor method. Fully parametric frequentist approach for the test is not available and thus Bayesian criterion is pursued using a Bayes factor that eliminates its arbitrariness problem induced by improper priors. Specifically, the fractional Bayes factor (FBF) by O'Hagan (1995) is used to derive the criterion. Necessary theories involved in the derivation an computation of the criterion are provided. Finally, an illustrative simulation study is given to show the properties of the criterion.

  • PDF

Nonparametric Bayesian Multiple Comparisons for Dependence Parameter in Bivariate Exponential Populations

  • Cho, Jang-Sik;Ali, M. Masoom;Begum, Munni
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2006.11a
    • /
    • pp.71-80
    • /
    • 2006
  • A nonparametric Bayesian multiple comparisons problem (MCP) for dependence parameters in I bivariate exponential populations is studied here. A simple method for pairwise comparisons of these parameters is also suggested. Here we extend the methodology studied by Gopalan and Berry (1998) using Dirichlet process priors. The family of Dirichlet process priors is applied in the form of baseline prior and likelihood combination to provide the comparisons. Computation of the posterior probabilities of all possible hypotheses are carried out through Markov Chain Monte Carlo method, namely, Gibbs sampling, due to the intractability of analytic evaluation. The whole process of MCP for the dependent parameters of bivariate exponential populations is illustrated through a numerical example.

  • PDF

An integrated Bayesian network framework for reconstructing representative genetic regulatory networks.

  • Lee, Phil-Hyoun;Lee, Do-Heon;Lee, Kwang-Hyung
    • Proceedings of the Korean Society for Bioinformatics Conference
    • /
    • 2003.10a
    • /
    • pp.164-169
    • /
    • 2003
  • In this paper, we propose the integrated Bayesian network framework to reconstruct genetic regulatory networks from genome expression data. The proposed model overcomes the dimensionality problem of multivariate analysis by building coherent sub-networks from confined gene clusters and combining these networks via intermediary points. Gene Shaving algorithm is used to cluster genes that share a common function or co-regulation. Retrieved clusters incorporate prior biological knowledge such as Gene Ontology, pathway, and protein protein interaction information for extracting other related genes. With these extended gene list, system builds genetic sub-networks using Bayesian network with MDL score and Sparse Candidate algorithm. Identifying functional modules of genes is done by not only microarray data itself but also well-proved biological knowledge. This integrated approach can improve there liability of a network in that false relations due to the lack of data can be reduced. Another advantage is the decreased computational complexity by constrained gene sets. To evaluate the proposed system, S. Cerevisiae cell cycle data [1] is applied. The result analysis presents new hypotheses about novel genetic interactions as well as typical relationships known by previous researches [2].

  • PDF