• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.317-328
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• 2002

We first derive group ordering reference priors in a two-way mixed-effects analysis of variance (ANOVA) model. We show that posterior distributions are proper and provide marginal posterior distributions under reference priors. We also examine whether the reference priors satisfy the probability matching criterion. Finally, the reference prior satisfying the probability matching criterion is shown to be good in the sense of frequentist coverage probability of the posterior quantile.

• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.559-568
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• 2006

In this paper, we develop the noninformative priors for the linear mixed models when the parameter of interest is the ratio of variance components. We developed the first and second order matching priors. We reveal that the one-at-a-time reference prior satisfies the second order matching criterion. It turns out that the two group reference prior satisfies a first order matching criterion, but Jeffreys' prior is not first order matching prior. Some simulation study is performed.

• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1365-1374
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• 2006

In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with known variances. We derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We show the similarity between derived two-sample results and the results for the one-sample case in Bernardo(1999).

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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• pp.106-111
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• 1994

We proposed a new variable sampling rate model which expresses the phenomena with both rapid and slow components. A method for determining the variable sampling rate and the older of the time series model was explained. The proposed variable sampling rate model was evaluated based oil an information criterion(AIC). Tile variable sampling rate model brought smaller an information criterion than one of a constant sampling rate model of conventional type, and was proved to be effective as a prediction model of the system with both rapid and slow components.

• Journal of the Korean Data and Information Science Society
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• 제18권1호
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• pp.219-228
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• 2007

In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the ratio of two normal variances. Specifically we derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We illustrate our results using real data analysis and simulation study.

• Journal of the Korean Data and Information Science Society
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• 제15권4호
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• pp.981-992
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• 2004

In this paper, we develop the noninformative priors for the common scale parameter in the inverse gaussian distributions. We developed the first and second order matching priors. Next we revealed that the second order matching prior satisfies a HPD matching criterion. Also we showed that the second order matching prior matches alternative coverage probabilities up to the second order. It turns out that the one-at-a-time reference prior satisfies a second order matching criterion. Some simulation study is performed.

• 한국통신학회논문지
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• 제28권1C호
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• pp.32-36
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• 2003

Based on oriented minimum output energy (OMOE) criterion, a new blind multiuser receiving scheme of linear minimum mean square error (MMSE) detector is proposed, then an adaptive algorithm for implementing the new scheme is given by the steepest descent method, and the convergence property of the algorithm is analyzed in this paper. The numerical results demonstrate the performance of the proposed scheme.

• International Journal of Quality Innovation
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• 제2권1호
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• pp.30-49
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• 2001

This paper considers a recent environment in the manufacturing process in which data in large amounts can be obtained on-line in real-time. Under this environment an on-line real-time Statistical Process Control (SPC) scheme equipped with detection of a process change, change-point estimation, and recognition of the change pattern is proposed. The proposed SPC scheme is composed of a Cusum chart, filtering methods and Akaike Information Criterion (AIC). We examine the performance of this scheme by Monte Carlo simulation and show its usefulness.

• Journal of the Korean Data and Information Science Society
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• 제18권3호
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• pp.645-657
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• 2007

Several statistical procedures for assessment of bioequivalence of variabilities between two drug formulations in bioequivalence trials are reviewed and modified methods for assessing total variability are suggested. The problem of the current US FDA aggregate criterion for population bioequivalence and the necessity of disaggregate criterion are discussed with an illustrated example.

• 인터넷정보학회논문지
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• 제14권1호
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• pp.9-14
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• 2013

영-오차확률 성능 기준은 오차 샘플들이 직류 바이어스 잡음의 영향을 받을 때 적응 시스템에 사용되기에는 제약이 따른다. 이 논문에서는 바이어스 변수를 오차 분포에 도입하고 바이어스된 오차확률에서 오차를 0 으로 하여 새로운 성능 기준인 바이어스된 영-오차확률을 제안하였다. 또한, 확장 필터 구조를 기반으로 제안된 성능 기준을 최대화 함으로써 적응 알고리듬을 도출하였다. 통신 채널 등화에 대한 시뮬레이션 결과로부터 제안된 성능기준에 기반한 이 알고리듬이 강한 충격성 잡음과 직류-바이어스 잡음의 환경에서 동요 없이 오차 샘플들을 0 으로 집중시키는 성능을 보였다.