• Communications for Statistical Applications and Methods
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• 제25권4호
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• pp.411-430
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• 2018

The Bayesian approach is a suitable alternative in constructing appropriate models for observed record values because the number of these values is small. This paper provides an objective Bayesian analysis method for upper record values arising from the Rayleigh distribution. For the objective Bayesian analysis, the Fisher information matrix for unknown parameters is derived in terms of the second derivative of the log-likelihood function by using Leibniz's rule; subsequently, objective priors are provided, resulting in proper posterior distributions. We examine if these priors are the PMPs. In a simulation study, inference results under the provided priors are compared through Monte Carlo simulations. Through real data analysis, we reveal a limitation of the appropriate confidence interval based on the maximum likelihood estimator for the scale parameter and evaluate the models under the provided priors.

• Journal of the Korean Data and Information Science Society
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• 제15권1호
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• pp.59-74
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• 2004

The paper considers the Bayesian interval estimation for the common mean of several normal populations. A Bayesian procedure is proposed based on the idea of matching asymptotically the coverage probabilities of Bayesian credible intervals with their frequentist counterparts. Several frequentist procedures based on pivots and P-values are introduced and compared with Bayesian procedure through simulation study. Both simulation results demonstrate that the Bayesian procedure performs as well or better than any available frequentist procedure even from a frequentist perspective.

• Journal of the Korean Data and Information Science Society
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• 제21권6호
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• pp.1343-1351
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• 2010

Sample size determination is very important part in clinical trials because it influences the time and the cost of the experimental studies. In this article, we consider the Bayesian methods for sample size determination based on hypothesis testing. Specifically we compare the usual Bayesian method using Bayes factor with the decision theoretic method using Bayesian reference criterion in mean difference problem for the normal case with known variances. We illustrate two procedures numerically as well as graphically.

• 한국통신학회논문지
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• 제35권6B호
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• pp.888-894
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• 2010

무선 네트워크 기반 실내 측위는 측위를 위한 특수 장비를 필요로 하지 않고, Fingerprinting 방식은 무선 네트워크 기반 측위를 위한 기술 중에서 가장 정확도가 높기 때문에 무선 네트워크 fingerprinting 방식이 가장 적당한 실내 측위 방법이다. Fingerprinting 방식은 준비 단계와 실시간 측위 단계로 구성되고 정확한 위치 측정을 위해 보다 효율적이고 정확해야 한다. 본 논문에서는 Fingerprinting 방식에 대한 베이지안 알고리즘으로 강력한 통계적 학습 이론인 베이지안 학습을 결합한 퍼지 군집화를 이용하여 실내 측위를 결정하는 알고리즘을 제안하였다.

• Journal of the Korean Data and Information Science Society
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• 제25권3호
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• pp.611-622
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• 2014

The inverse Weibull distribution (IWD) is the complementary Weibull distribution and plays an important role in many application areas. In Bayesian analysis, Soland's method can be considered to avoid computational complexities. One limitation of this approach is that parameters of interest are restricted to a finite number of values. This paper introduce nonparametric Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution (EIWD). In stead of Soland's conjugate piror, stick-breaking prior is considered and the corresponding Bayesian estimators under the squared error loss function (quadratic loss) and LINEX loss function are obtained and compared with other estimators. The results may be of interest especially when only record values are stored.

• Journal of the Korean Data and Information Science Society
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• 제14권1호
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• pp.1-9
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• 2003

In this paper we discuss Bayesian computation and model selection for Littlewood-Verrall model using Gibbs sampling. A numerical example with a simulated data is given.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제6권9호
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• pp.2370-2387
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• 2012

A new security management model based on Rough set and Bayesian learner is proposed in the paper. The model focuses on finding out malicious nodes and getting them under control. The degree of dissatisfaction (DoD) is defined as the probability that a node belongs to the malicious node set. Based on transaction history records local DoD (LDoD) is calculated. And recommended DoD (RDoD) is calculated based on feedbacks on recommendations (FBRs). According to the DoD, nodes are classified and controlled. In order to improve computation accuracy and efficiency of the probability, we employ Rough set combined with Bayesian learner. For the reason that in some cases, the corresponding probability result can be determined according to only one or two attribute values, the Rough set module is used; And in other cases, the probability is computed by Bayesian learner. Compared with the existing trust model, the simulation results demonstrate that the model can obtain higher examination rate of malicious nodes and achieve the higher transaction success rate.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제14권4호
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• pp.1796-1816
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• 2020

The health and safety of elderly and disabled patients who cannot live alone is an important issue. Timely detection of sudden events is necessary to protect these people, and anomaly detection in smart homes is an efficient approach to extracting such information. In the real world, there is a causal relationship between an occupant's behaviour and the order in which appliances are used in the home. Bayesian networks are appropriate tools for assessing the probability of an effect due to the occurrence of its causes, and vice versa. This paper defines different subsets of random variables on the basis of sensory data from a smart home, and it presents an anomaly detection system based on various models of Bayesian networks and drawing upon these variables. We examine different models to obtain the best network, one that has higher assessment scores and a smaller size. Experimental evaluations of real datasets show the effectiveness of the proposed method.

• 산업경영시스템학회지
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• 제32권3호
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• pp.99-109
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• 2009

Negative binomial yield model for semiconductor manufacturing consists of two parameters which are the average number of defects per die and the clustering parameter. Estimating the clustering parameter is quite complex because the parameter has not clear closed form. In this paper, a Bayesian approach using Markov Chain Monte Carlo is proposed to estimate the clustering parameter. To find an appropriate estimation method for the clustering parameter, two typical estimators, the method of moments estimator and the maximum likelihood estimator, and the proposed Bayesian estimator are compared with respect to the mean absolute deviation between the real yield and the estimated yield. Experimental results show that both the proposed Bayesian estimator and the maximum likelihood estimator have excellent performance and the choice of method depends on the purpose of use.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.135-146
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• 1999

In this paper, we consider the Bayesian hypotheses testing for independence and symmetry in Freund's bivariate exponential model. 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 to analyze some data sets.