• Communications for Statistical Applications and Methods
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• v.24 no.3
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• pp.227-240
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• 2017

In this paper, we introduce the inverted exponentiated Weibull (IEW) distribution which contains exponentiated inverted Weibull distribution, inverse Weibull (IW) distribution, and inverted exponentiated distribution as submodels. The proposed distribution is obtained by the inverse form of the exponentiated Weibull distribution. In particular, we explain that the proposed distribution can be interpreted by Marshall and Olkin's book (Lifetime Distributions: Structure of Non-parametric, Semiparametric, and Parametric Families, 2007, Springer) idea. We derive the cumulative distribution function and hazard function and calculate expression for its moment. The hazard function of the IEW distribution can be decreasing, increasing or bathtub-shaped. The maximum likelihood estimation (MLE) is obtained. Then we show the existence and uniqueness of MLE. We can also obtain the Bayesian estimation by using the Gibbs sampler with the Metropolis-Hastings algorithm. We also give applications with a simulated data set and two real data set to show the flexibility of the IEW distribution. Finally, conclusions are mentioned.

• Journal of Korea Multimedia Society
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• v.23 no.4
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• pp.595-602
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• 2020

We propose a generative probabilistic model with Dirichlet prior distribution for topic modeling and text similarity analysis. It assigns a topic and calculates text correlation between documents within a corpus. It also provides posterior probabilities that are assigned to each topic of a document based on the prior distribution in the corpus. We then present a Gibbs sampling algorithm for inference about the posterior distribution and compute text correlation among 50 abstracts from the papers published by IEEE. We also conduct a supervised learning to set a benchmark that justifies the performance of the LDA (Latent Dirichlet Allocation). The experiments show that the accuracy for topic assignment to a certain document is 76% for LDA. The results for supervised learning show the accuracy of 61%, the precision of 93% and the f1-score of 96%. A discussion for experimental results indicates a thorough justification based on probabilities, distributions, evaluation metrics and correlation coefficients with respect to topic assignment.

• Communications for Statistical Applications and Methods
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• v.26 no.4
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• pp.385-410
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• 2019

This paper proposes a new class of distribution using the concept of exponentiated of distribution function that provides a more flexible model to the baseline model. It also proposes a new lifetime distribution with different types of hazard rates such as decreasing, increasing and bathtub. After studying some basic statistical properties and parameter estimation procedure in case of complete sample observation, we have studied point and interval estimation procedures in presence of type-II censored samples under a classical as well as Bayesian paradigm. In the Bayesian paradigm, we considered a Gibbs sampler under Metropolis-Hasting for estimation under two different loss functions. After simulation studies, three different real datasets having various nature are considered for showing the suitability of the proposed model.

• Proceedings of the Korean Society for Quality Management Conference
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• 1998.11a
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• pp.225-232
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• 1998

A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. This data augmentation approach facilitates the specification of the transitional measure in the Markov Chain. Bayesian analysis of the mixture exponential model discusses using the Gibbs sampler. Parameter and reliability estimators are obtained. A numerical study is provided.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.417-426
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• 2001

This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.237-246
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• 2012

Bayesian methods have been recently used to identify multiple change-points. However, the studies for small data are limited. This paper suggests the Bayesian noncentral t distribution change-point model for small data, and applies the Metropolis-Hastings-within-Gibbs Sampling algorithm to the proposed model. Numerical results of simulation and real data show the performance of the new model in terms of the quality of the resulting estimation of the numbers and positions of change-points for small data.

• The Korean Journal of Applied Statistics
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• v.9 no.1
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• pp.153-164
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• 1996

We discussed estimation of parameters using Gibbs sampler under order restriction on the parameters. Two well-knwon probability models, ordered exponential family and binomial distribution, are considered. We derived full conditional distributions(FCD) and also used one-for-one sampling algorithm to sample from the FCD's under order restrictions. Finally through two real data sets we compared three kinds of estimators; isotonic regression estimator, isotonic Bayesian estimator and the estimator using Gibbs sampler.

• Communications for Statistical Applications and Methods
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• v.3 no.3
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• pp.215-223
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• 1996

By using Tukey's generalized lambda distribution, appoximate posterior density is derived under the Bayes-empirical Bayes model. The sensitivity of posterior distribution to the hyperprior distribution is examined by using Tukey's generalized lambda distriburion which approximate many well-knmown distributions. Based upon Monte Varlo simulation studies it can be said that posterior distribution is sensitive to the cariance of the prior distribution and to the symmetry of the hyperprior distribution. Also posterior distribution is approximately obtained by using the following methods : Lindley method, Laplace method and Gibbs sampler method.

• The Korean Journal of Applied Statistics
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• v.12 no.2
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• pp.405-414
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• 1999

양쪽중단(doubly censored)된 지수분포에서 모수와 신뢰도함수를 계층적 베이지안(hierarchical Bayesian)방법을 이용하여 추정하였다. 베이즈 계산은 깁스표본기법(Gibbs sampler)을 이용하고 또한 완전조건부 분포(full conditional distribution)의 정량화 상수를 모르는 경우에는 적합기각방법(adaptive rejection sampling)을 이용하였다. 그리고 실제자료를 이용하여 분석을 하였다.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.268-275
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• 2003

We consider the Bayesian accelerated failure time model. The error distribution is assigned a skewed normal distribution which is including normal distribution. For noninformative priors of regression coefficients, we show the propriety of posterior distribution. A Markov Chain Monte Carlo algorithm(i.e., Gibbs Sampler) is used to obtain a predictive distribution for a future observation and Bayes estimates of regression coefficients.