• 제목/요약/키워드: Beta prior

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Bayes Estimators in Group Testing

  • Kwon, Se-Hyug
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.619-629
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    • 2004
  • Binomial group testing or composite sampling is often used to estimate the proportion, p, of positive(infects, defectives) in a population when that proportion is known to be small; the potential benefits of group testing over one-at-a-time testing are well documented. The literature has focused on maximum likelihood estimation. We provide two Bayes estimators and compare them with the MLE. The first of our Bayes estimators uses an uninformative Uniform (0, 1) prior on p; the properties of this estimator are poor. Our second Bayes estimator uses a much more informative prior that recognizes and takes into account key aspects of the group testing context. This estimator compares very favorably with the MSE, having substantially lower mean squared errors in all of the wide range of cases we considered. The priors uses a Beta distribution, Beta ($\alpha$, $\beta$), and some advice is provided for choosing the parameter a and $\beta$ for that distribution.

A SIMULATION STUDY OF BAYESIAN PROPORTIONAL HAZARDS MODELS WITH THE BETA PROCESS PRIOR

  • Lee, Jae-Yong
    • Journal of the Korean Statistical Society
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    • 제34권3호
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    • pp.235-244
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    • 2005
  • In recent years, theoretical properties of Bayesian nonparametric survival models have been studied and the conclusion is that although there are pathological cases the popular prior processes have the desired asymptotic properties, namely, the posterior consistency and the Bernstein-von Mises theorem. In this study, through a simulation experiment, we study the finite sample properties of the Bayes estimator and compare it with the frequentist estimators. To our surprise, we conclude that in most situations except that the prior is highly concentrated at the true parameter value, the Bayes estimator performs worse than the frequentist estimators.

POSTERIOR COMPUTATION OF SURVIVAL MODEL WITH DISCRETE APPROXIMATION

  • Lee, Jae-Yong;Kwon, Yong-Chan
    • Journal of the Korean Statistical Society
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    • 제36권2호
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    • pp.321-333
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    • 2007
  • In the proportional hazard model with the beta process prior, the posterior computation with the discrete approximation is considered. The time period of interest is partitioned by small intervals. On each partitioning interval, the likelihood is approximated by that of a binomial experiment and the beta process prior is by a beta distribution. Consequently, the posterior is approximated by that of many independent binomial model with beta priors. The analysis of the leukemia remission data is given as an example. It is illustrated that the length of the partitioning interval affects the posterior and one needs to be careful in choosing it.

베이지안 신뢰성입증시험 설계와 활용 (Design of Bayesian Zero-Failure Reliability Demonstration Test and Its Application)

  • 권영일
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제13권1호
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    • pp.1-10
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    • 2013
  • A Bayesian zero-failure reliability demonstration test method for products with exponential lifetime distribution is presented. Beta prior distribution for reliability of a product is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantees specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.

A Study on Optimal sampling acceptance plans with respect to a linear loss function and a beta-binomial distribution

  • Kim, Woo-chul;Kim, Sung-ho
    • 품질경영학회지
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    • 제10권2호
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    • pp.25-33
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    • 1982
  • We discuss a model for acceptance/rejection decision regarding finite populations. The model is based on a beta-binomial prior distribution and additive costs -- relative sampling costs, relative sorting costs and costs of accepted defectives. A substantial part of the paper is devoted to constructing a Bayes sequential sampling acceptance plan (BSSAP) for attributes under the model. It is shown that the Bayes fixed size sampling acceptance plans (BFSAP) are better than the Hald's (1960) single sampling acceptance plans based on a uniform prior. Some tables and examples are provided for comprisons of the minimum Bayes risks of the BSSAP and those of the BFSAP based on a uniform prior and the model.

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신규 개발하는 소모성 발사체의 베이지안 신뢰도 추정 (Bayesian Reliability Estimation of a New Expendable Launch Vehicle)

  • 홍혜진;김경미
    • 품질경영학회지
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    • 제42권2호
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    • pp.199-208
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    • 2014
  • Purpose: This paper explains how to obtain the Bayes estimates of the whole launch vehicle and of a vehicle stage, respectively, for a newly developed expendable launch vehicle. Methods: We determine the parameters of the beta prior distribution using the upper bound of the 60% Clopper-Pearson confidence interval of failure probability which is calculated from previous launch data considering the experience of the developer. Results: Probability that a launch vehicle developed from an inexperienced developer succeeds in the first launch is obtained by about one third, which is much smaller than that estimated from the previous research. Conclusion: The proposed approach provides a more conservative estimate than the previous noninformative prior, which is more reasonable especially for the initial reliability of a new vehicle which is developed by an inexperienced developer.

Posterior Consistency for Right Censored Data

  • Lee, Jae-Yong
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 추계 학술발표회 논문집
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    • pp.39-45
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    • 2003
  • Ghosh and Ramamoorthi (1996) studied the posterior consistency for survival models and showed that the posterior was consistent, when the prior on the distribution of survival times was the Dirichlet process prior. In this paper, we study the posterior consistency of survival models with neutral to the right process priors which include Dirichlet process priors. A set of sufficient conditions for the posterior consistency with neutral to the right process priors are given. Interestingly, not all the neutral to the right process priors have consistent posteriors, but most of the popular priors such as Dirichlet processes, beta processes and gamma processes have consistent posteriors. For extended beta processes, a necessary and sufficient condition for the consistency is also established.

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Empirical Bayes Nonparametric Estimation with Beta Processes Based on Censored Observations

  • Hong, Jee-Chang;Kim, Yongdai;Inha Jung
    • Journal of the Korean Statistical Society
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    • 제30권3호
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    • pp.481-498
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    • 2001
  • Empirical Bayes procedure of nonparametric estiamtion of cumulative hazard rates based on censored data is considered using the beta process priors of Hjort(1990). Beta process priors with unknown parameters are used for cumulative hazard rates. Empirical Bayes estimators are suggested and asymptotic optimality is proved. Our result generalizes that of Susarla and Van Ryzin(1978) in the sensor that (i) the cumulative hazard rate induced by a Dirichlet process is a beta process, (ii) our empirical Bayes estimator does not depend on the censoring distribution while that of Susarla and Van Ryzin(1978) does, (iii) a class of estimators of the hyperprameters is suggested in the prior distribution which is assumed known in advance in Susarla and Van Ryzin(1978). This extension makes the proposed empirical Bayes procedure more applicable to real dta sets.

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베타과정과 베이지안 생존분석 (Beta Processes and Survival Analysis)

  • 김용대;최민우
    • 응용통계연구
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    • 제27권6호
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    • pp.891-907
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    • 2014
  • Hjort (1990)가 제안한 베타과정은 베이지안 생존분석 또는 사건사 분석에서 널리 쓰이는 사전분포이다. 본 논문은 베타과정에 대한 최신 이론과 이를 기반으로 하는 베이지안 생존자료분석 방법을 주로 다룬다. 구체적으로는 베타과정의 생성법, 사후 분포, 대표본 이론, 베이지안 계산법, 혼합베타과정 등을 소개하기로 한다.

중합효소연쇄반응을 이용한 소에 감염된 Anaplasma marginale의 신속한 진단 (Rapid detection of Anaplasma marginale with the Polymerase Chain Reaction in Cattle)

  • 이주묵;박진호;최경성;권오덕
    • 한국임상수의학회지
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    • 제15권1호
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    • pp.140-145
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    • 1998
  • The present study was carried out for the rapid and accurate detection of Anaplasma marginale in cattle using Polymerase Chain Reaction. One pair of primer, BAP-2 and AL34S, were designed to amplify a 409 Up fragment of the A marginale membrane surface protein encoding beta($msp{\beta}l$) gene with a hilly sensitive and specific PCR. A marginale isolated from naturally infected calf in Chonbuk area were used to obtain target genomic DNA for PCR. This study showed that a 409 bp of $msp{\beta}l$ gene fragment could be detected as little as 15 fg of purified A marginale genomic DNA. The amplified fragment with PCR was checked for the identification of $msp{\beta}l$ gene by enzyme restriction and sequencing. Also, the target DNA extracted directly from blood were used in the PCR reactions without prior purification to shorten the detection time. The PCR in the present study was considered convenient and rapid method for the detection of A marginale in whole blood of infected cattle.

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