• Journal of Korean Society for Quality Management
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• v.34 no.1
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• pp.48-53
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• 2006

Applying Bayesian optimal design principles is not easy when a prior distribution is not certain. We present a optimal design criterion which possibly yield a reasonably good design and also robust with respect to misspecification of the prior distributions. The criterion is applied to the problem of estimating the turning point of a quadratic regression. Exact mathematical results are presented under certain conditions on prior distributions. Computational results are given for some cases not satisfying our conditions.

• Communications for Statistical Applications and Methods
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• v.15 no.1
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• pp.95-104
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• 2008

This paper addresses issues of robustness in Bayesian optimal design. We may have difficulty applying Bayesian optimal design principles because of the uncertainty of prior distribution. When there are several plausible prior distributions and the efficiency of a design depends on the unknown prior distribution, robustness with respect to misspecification of prior distribution is required. We suggest a new optimal design criterion which has relatively high efficiencies across the class of plausible prior distributions. The criterion is applied to the problem of estimating the turning point of a quadratic regression, and both analytic and numerical results are shown to demonstrate its robustness.

• Journal of the Korean Statistical Society
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• v.30 no.1
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• pp.163-178
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• 2001

We consider the experimental design problem of selecting values of design variables x for observation of a response y that depends on x and on model parameters $\theta$. The form of the dependence may be quite general, including all linear and nonlinear modeling situations. The goal of the design selection is to efficiently estimate functions of $\theta$. Three new criteria for selecting design points x are presented. The criteria generalized the usual Bayesian optimal design criteria to situations n which the prior distribution for $\theta$ amy be uncertain. We assume that there are several possible prior distributions,. The new criteria are applied to the nonlinear problem of designing to estimate the turning point of a quadratic equation. We give both analytic and computational results illustrating the robustness of the optimal designs based on the new criteria.

• The Korean Journal of Applied Statistics
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• v.10 no.1
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• pp.69-84
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• 1997

We consider a linear calibration problem, $y_i = $$\alpha + \beta (x_i - x_0) + \epsilon_i$, $i=1, 2, {\cdot}{\cdot},n$ $y_f = \alpha + \beta (x_f - x_0) + \epsilon, $ where we observe $(x_i, y_i)$'s for the controlled calibration experiments and later we make inference about $x_f$ from a new observation $y_f$. The objective of the calibration design problem is to find the optimal design $x = (x_i, \cdots, x_n$ that gives the best estimates for $x_f$. We compare Kim(1989)'s Bayesian design which minimizes the expected value of the posterior variance of $x_f$ and some optimal designs from literature. Kim suggested the Bayesian optimal design based on the analysis of the characteristics of the expected loss function and numerical must be equal to the prior mean and that the sum of squares be as large as possible. The designs to be compared are (1) Buonaccorsi(1986)'s AV optimal design that minimizes the average asymptotic variance of the classical estimators, (2) D-optimal and A-optimal design for the linear regression model that optimize some functions of $M(x) = \sum x_i x_i'$, and (3) Hunter & Lamboy (1981)'s reference design from their paper. In order to compare the designs which are optimal in some sense, we consider two criteria. First, we compare them by the expected posterior variance criterion and secondly, we perform the Monte Carlo simulation to obtain the HPD intervals and compare the lengths of them. If the prior mean of $x_f$ is at the center of the finite design interval, then the Bayesian, AV optimal, D-optimal and A-optimal designs are indentical and they are equally weighted end-point design. However if the prior mean is not at the center, then they are not expected to be identical.In this case, we demonstrate that the almost Bayesian-optimal design was slightly better than the approximate AV optimal design. We also investigate the effects of the prior variance of the parameters and solution for the case when the number of experiments is odd.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1029-1038
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• 2014

Bayesian experimental design is a useful concept in applied statistics for the design of efficient experiments especially if prior knowledge in the experiment is available. However, a theoretical or numerical approach is not simple to implement. We review the concept of a Bayesian experiment approach for linear and nonlinear statistical models. We investigate relationships between prior knowledge and optimal design to identify Bayesian experimental design process characteristics. A balanced design is important if we do not have prior knowledge; however, prior knowledge is important in design and expert opinions should reflect an efficient analysis. Care should be taken if we set a small sample size with a vague improper prior since both Bayesian design and non-Bayesian design provide incorrect solutions.

• Journal of the Korean Mathematical Society
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• v.31 no.4
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• pp.709-715
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• 1994

The aim of of the study is a powerful test for the discrimination and therefore an optimal desin for that purpose. This problem is studied by Chernoff ([5]) and used in Chernoff ([6]) for accelerated life tests using the exponential distribution for life times. The approach used here is similar to that suggested by Lauter ([10]) and used in Chaloner ([3]) and Chaloner and Larntz ([4]) where it is motivated using Bayesian arguments. The approach taken in this paper the loss function $L(\cdot)$ evaluating a test procedure and a design d.

• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.219-234
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• 1993

A measuring instrument must be calibrated for accurate inferences of an unknown quantity. Bayesian calibration designs with respect to squared error loss based on a linear model are discussed in Kim and Barlow (1992). In this paper, we consider approximations of the optimal calibration designs using the idea of Gaussian inflence diagrams. The approximation is evaluated by means of numerical calculations, where it is compared with the exact values from the numerical integration.

• Journal of the Korean Operations Research and Management Science Society
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• v.20 no.3
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• pp.105-122
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• 1995

Based on linear models, the inference about the true measurement x$_{f}$ and the optimal designs x (nx1) for the calibration experiments are considered via Baysian statistical decision analysis. The posterior distribution of x$_{f}$ given the observation y$_{f}$ (qxl) and the calibration experiment is obtained with normal priors for x$_{f}$ and for themodel parameters (.alpha., .betha.). This posterior distribution is not in the form of any known distributions, which leads to the use of a numerical integration or an approximation for the calculation of the overall expected loss. The general structure of the expected loss function is characterized in the form of a conjecture. A near-optimal design is obtained through the approximation nof the conditional covariance matrix of the joint distribution of (x$_{f}$ , y$_{f}$ $^{T}$ )$^{T}$ . Numerical results for the univariate case are given to demonstrate the conjecture and to evaluate the approximation.n.

• Journal of Electrical Engineering and Technology
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• v.2 no.4
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• pp.543-548
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• 2007

We present a dynamic Bayesian network (DBN) model of a generalized class of nonstationary birth-death processes. The model includes birth and death rate parameters that are randomly selected from a known discrete set of values. We present an on-line algorithm to obtain optimal estimates of the parameters. We provide a simulation of real-time characterization of load traffic estimation using our DBN approach.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.207-220
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• 1999

In this paper, some of the issue about a group sequential method are considered in the Bayesian context. The continuous time optimal stopping boundary can be used to approximate the optimal stopping boundary for group sequential designs. The exact stopping boundary for group sequential design is obtained by using the backward induction method and is compared with the continuous optimal stopping boundary and the corrected continuous stopping boundary.