• Journal of the Korean Statistical Society
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• v.29 no.1
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• pp.81-94
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• 2000

For the balanced variance component model, sometimes intraclass correlation coefficient is of interest. If there is little information about the parameter, then the reference prior(Berger and Bernardo, 1992) is widely used. Pettit nd Young(1990) considered a measrue of the effect of a single observation on a logarithmic Bayes factor. However, under such a reference prior, the Bayes factor depends on the ratio of unspecified constants. In order to discard this problem, influence diagnostic measures using the intrinsic Bayes factor(Berger and Pericchi, 1996) is presented. Finally, one simulated dataset is provided which illustrates the methodology with appropriate simulation based computational formulas. In order to overcome the difficult Bayesian computation, MCMC methods, such as Gibbs sampler(Gelfand and Smith, 1990) and Metropolis algorithm, are empolyed.

• Journal of the Korean Statistical Society
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• v.20 no.2
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• pp.191-201
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• 1991

Given a set of data pxN$_{i}$, matrices X$_{i}$ observed from p-variate normal populations $\prod$$_{i}$~N($\mu$$_{I}$, $\Sigma$$_{i}$) for i=1, …, K, the test for equality form of the covariance matrices is to choose a hypothetical model which best explains the homogeneity/heterogeneity structure across the covariance matrices among the hypothesized class of models. This paper describes a test procedure for selecting the best model. The procedure is based on a synthesis of Bayesian and a cross-validation or sample reuse methodology that makes use of a one-at-a-time schema of observational omissions. Advantages of the test are argued on two grounds, and illustrative examples and simulation results are given.are given.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.10 no.2
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• pp.41-47
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• 2006

The Renewal process and the Non-homogeneous Poisson process (NHPP) process are probably the most popular models for describing the failure pattern of repairable systems. But both these models are based on too restrictive assumptions on the effect of the repair action. For these reasons, several authors have recently proposed point process models which incorporate both renewal type behavior and time trend. One of these models is the Modulated Power Law Process (MPLP). The Modulated Power Law Process is a suitable model for describing the failure pattern of repairable systems when both renewal-type behavior and time trend are present. In this paper we propose Bayes estimation of the next failure time after the system has experienced some failures, that is, Mean Time Between Failure for the MPLP model. Numerical examples illustrate the estimation procedure.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.389-399
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• 2007

In this paper, Bayes estimates for the parameters k, c and reliability function of the Burr type XII model based on a type II censored samples under asymmetric loss functions viz., LINEX and SQUAREX loss functions are obtained. An approximation based on the Laplace approximation method (Tierney and Kadane, 1986) is used for obtaining the Bayes estimators of the parameters and reliability function. In order to compare the Bayes estimators under squared error loss, LINEX and SQUAREX loss functions respectively and the maximum likelihood estimator of the parameters and reliability function, Monte Carlo simulations are used.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.541-548
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• 2000

Various statistical methods for assessment of equivalence in average bioavailabilities have been developed under the assumption that the intra-subject variabilities for the test and reference formulations are the same. Without the assumption, assessing the equivalence in average bioavailabilites does not imply that the two formulations are therapeutically equivalent and exchangeable. The most commonly used test procedure for equality of variabilites in 2$\times$2 crossover experiment is the so called Pitman-Morgan's adjusted F test based on the model without carryover effects (Chow and Liu(1992)). In this paper, a Bayesian method based on the Intrinsic Bayes Factor is proposed, which can be applied to the model with carryover effects.

• IE interfaces
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• v.10 no.1
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• pp.47-55
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• 1997

This paper deals with an assembly process of the TFT glasses and the color filters in LCD manufacturing. Two specific problems are presented and solved. One is a matching problem to find the best matches between a set of TFT glasses and a set of color filters, which result in the maximum number of good LCD assemblies. A simple mathematical model is constructed for this problem and an optimal solution can be obtained using an existing algorithm. The other is a main problem that requires a determination of an economic lot size of the color filters which are going to be assembled with a given set of TFT glasses. A Bayesian dynamic forecasting model is developed to predict the defective patterns of color filters. Based on the predicted defective rate of color filters, the minimum lot size of the color filters can be determined to minimize the probability of losing good TFT glasses and color filters.

• Smart Structures and Systems
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• v.11 no.1
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• pp.103-122
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• 2013

It is essential to update the model with reflecting observation or inspection data for reliability estimation of existing structures. Authors proposed updated reliability analysis by using Particle Filter. We discuss how to apply the proposed method through numerical examples on reinforced concrete structures after verification of the method with hypothetical linear Gaussian problem. Reinforced concrete structures in a marine environment deteriorate with time due to chloride-induced corrosion of reinforcing bars. In the case of existing structures, it is essential to monitor the current condition such as chloride-induced corrosion and to reflect it to rational maintenance with consideration of the uncertainty. In this context, updated reliability estimation of a structure provides useful information for the rational decision. Accuracy estimation is also one of the important issues when Monte Carlo approach such as Particle Filter is adopted. Especially Particle Filter approach has a problem known as degeneracy. Effective sample size is introduced to predict the covariance of variance of limit state exceeding probabilities calculated by Particle Filter. Its validity is shown by the numerical experiments.

• Journal of Korea Multimedia Society
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• v.10 no.6
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• pp.799-806
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• 2007

The prototypical smart environment to support the context-aware interactions between user and ubiquitous campus environment based on multi-agent system paradigm is proposed in this paper. In this model, the dynamic Bayesian is investigated to solicit and organize agents to produce information and presentation assembly process in order to allocate the resources for an unseen task across multiple services in a dynamic environment. The user model is used to manage varying user constraints and user preferences to achieve system's goals.

• Proceedings of the KSRS Conference
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• 2007.03a
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• pp.126-129
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• 2007

In this paper, an iterative MAP approach using a Bayesian model based on the lognormal distribution for image intensity and a GRF for image texture is proposed for despeckling the SAR images that are corrupted by multiplicative speckle noise. When the image intensity is logarithmically transformed, the speckle noise is approximately Gaussian additive noise, and it tends to a normal probability much faster than the intensity distribution. The MRF is incorporated into digital image analysis by viewing pixel type s as states of molecules in a lattice-like physical system defined on a GRF. Because of the MRFGRF equivalence, the assignment of an energy function to the physical system determines its Gibbs measure, which is used to model molecular mteractions. The proposed adaptive iterative method was evaluated using simulation data generated by the Monte Carlo method. In the extensive experiments of this study, the proposed method demonstrated the capability to relax speckle noise and estimate noise-free intensity.

• Journal of the Korean Data and Information Science Society
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• v.23 no.6
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• pp.1241-1247
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• 2012

The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.