• 제목/요약/키워드: Intrinsic Factor

검색결과 412건 처리시간 0.019초

Default Bayesian testing for normal mean with known coefficient of variation

  • Kang, Sang-Gil;Kim, Dal-Ho;Le, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.297-308
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    • 2010
  • This article deals with the problem of testing mean when the coefficient of variation in normal distribution is known. We propose Bayesian hypothesis testing procedures for the normal mean under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Specially, we develop intrinsic priors which give asymptotically same Bayes factor with the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

Intrinsic Priors for Testing Two Normal Means with the Default Bayes Factors

  • Jongsig Bae;Kim, Hyunsoo;Kim, Seong W.
    • Journal of the Korean Statistical Society
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    • 제29권4호
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    • pp.443-454
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    • 2000
  • In Bayesian model selection or testing problems of different dimensions, the conventional Bayes factors with improper noninformative priors are not well defined. The intrinsic Bayes factor and the fractional Bayes factor are used to overcome such problems by using a data-splitting idea and fraction, respectively. This article addresses a Bayesian testing for the comparison of two normal means with unknown variance. We derive proper intrinsic priors, whose Bayes factors are asymptotically equivalent to the corresponding fractional Bayes factor. We demonstrate our results with two examples.

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A Bayesian Test for Simple Tree Ordered Alternative using Intrinsic Priors

  • Kim, Seong W.
    • Journal of the Korean Statistical Society
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    • 제28권1호
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    • pp.73-92
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    • 1999
  • In Bayesian model selection or testing problems, one cannot utilize standard or default noninformative priors, since these priors are typically improper and are defined only up to arbitrary constants. The resulting Bayes factors are not well defined. A recently proposed model selection criterion, the intrinsic Bayes factor overcomes such problems by using a part of the sample as a training sample to get a proper posterior and then use the posterior as the prior for the remaining observations to compute the Bayes factor. Surprisingly, such Bayes factor can also be computed directly from the full sample by some proper priors, namely intrinsic priors. The present paper explains how to derive intrinsic priors for simple tree ordered exponential means. Some numerical results are also provided to support theoretical results and compare with classical methods.

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Intrinsic Priors for Testing Two Lognormal Means with the Fractional Bayes Factor

  • 문경애
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.39-47
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    • 2003
  • The Bayes factors with improper noninformative priors are defined only up to arbitrary constants. So, it is known that Bayes factors are not well defined due to this arbitrariness in Bayesian hypothesis testing and model selections. The intrinsic Bayes factor by Berger and Pericchi (1996) and the fractional Bayes factor by O'Hagan (1995) have been used to overcome this problems. This paper suggests intrinsic priors for testing the equality of two lognormal means, whose Bayes factors are asymptotically equivalent to the corresponding fractional Bayes factors. Using proposed intrinsic priors, we demonstrate our results with a simulated dataset.

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Intrinsic Priors for Testing Two Lognormal Populations with the Fractional Bayes Factor

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.661-671
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    • 2003
  • The Bayes factors with improper noninformative priors are defined only up to arbitrary constants. So, it is known that Bayes factors are not well defined due to this arbitrariness in Bayesian hypothesis testing and model selections. The intrinsic Bayes factor by Berger and Pericchi (1996) and the fractional Bayes factor by O'Hagan (1995) have been used to overcome this problems. This paper suggests intrinsic priors for testing the equality of two lognormal means, whose Bayes factors are asymptotically equivalent to the corresponding fractional Bayes factors. Using proposed intrinsic priors, we demonstrate our results with real example and a simulated dataset.

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Bayesian Hypothesis Testing for Two Lognormal Variances with the Bayes Factors

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1119-1128
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    • 2005
  • The Bayes factors with improper noninformative priors are defined only up to arbitrary constants. So it is known that Bayes factors are not well defined due to this arbitrariness in Bayesian hypothesis testing and model selections. The intrinsic Bayes factor and the fractional Bayes factor have been used to overcome this problem. In this paper, we suggest a Bayesian hypothesis testing based on the intrinsic Bayes factor and the fractional Bayes factor for the comparison of two lognormal variances. Using the proposed two Bayes factors, we demonstrate our results with some examples.

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PARTIAL INTRINSIC BAYES FACTOR

  • Joo Y.;Casella G.
    • Journal of the Korean Statistical Society
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    • 제35권3호
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    • pp.261-280
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    • 2006
  • We have developed a new model selection criteria, the partial intrinsic Bayes factor, which is designed for cases when we select a model among a small number of candidate models. For example, we can choose only a few candidate models after exploring scatter plots. By simulation study, we have showed that PIBF performs better than AIC, BIC and GCV.

A Note on Test for Model Adequacy in Nonlinear Regression

  • Kahng, Myung-Wook
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.689-694
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    • 2004
  • We investigate the test for model adequacy in nonlinear regression. We can expect the usual likelihood ratio statistic to be unaffected by any parametric- effect curvature; only the effect of intrinsic curvature needs to be considered. Multiplicative correction factor is derived for the limiting distribution of test statistic, which is a function of the intrinsic curvature arrays.

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Bayesian Hypothesis Testing for the Ratio of Two Quantiles in Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제18권3호
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    • pp.833-845
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    • 2007
  • When X and Y have independent exponential distributions, we develop a Bayesian testing procedure for the ratio of two quantiles under reference prior. The noninformative prior such as reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we develop a Bayesian testing procedure based on fractional Bayes factor and intrinsic Bayes factor. We show that the posterior density under the reference prior is proper and propose the Bayesian testing procedure for the ratio of two quantiles using fractional Bayes factor and intrinsic Bayes factor. Simulation study and a real data example are provided.

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Intrinsic and Thermodynamic Effects on the Structure and Energy of the S$_N$2 Transition State$^*$

  • Lee, Ik-Choon;Seo, Heon-Su
    • Bulletin of the Korean Chemical Society
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    • 제7권6호
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    • pp.448-453
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    • 1986
  • Two contributions to the activation barrier of the $S_N2$ reaction, intrinsic and thermodynamic, are discussed in connection with the predictive power of various rate-equilibrium relationships. It has been shown that the PES models can only give correct predictions of changes in structure and energy of the transition state if the activation barrier is dictated by the thermodynamic factor. We concluded that the identity and dissociative $S_N2$ reactions are dominated by the intrinsic component while associative $S_N2$ reactions are predominantly of thermodynamic controlled. Thus in the former cases, the PES models fail, whereas in the latter cases predictions based on the intrinsic factor, the quantum mechanical models, fail. Finally in a general case of equal contributions by thermodynamic and intrinsic factors, the $SN_2$ reaction proceeds by a synchronous process with zero net charge on the reaction center, for which predictions of substituent effects will be the same as for the intrinsic control case.