• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1521-1529
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• 2013

In this paper, we develop noninformative priors for the generalized Pareto distribution when the scale parameter is of interest. We developed the rst order and the second order matching priors. We revealed that the second order matching prior does not exist. It turns out that the reference prior and Jeffrey's prior do not satisfy a first order matching criterion, and Jeffreys' prior, the reference prior and the matching prior are different. Some simulation study is performed and a real example is given.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.395-411
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• 2005

In this paper, we develop the Jeffreys' prior, reference prior and the the probability matching priors for the difference of intraclass correlation coefficients in familial data. e prove the sufficient condition for propriety of posterior distributions. Using marginal posterior distributions under those noninformative priors, we compare posterior quantiles and frequentist coverage probability.

• Communications for Statistical Applications and Methods
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• 제7권3호
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• pp.829-836
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• 2000

We shall derive Bayes estimators for he smaller and larger of two Pareto scale parameters with a common known shape parameter when the order of the scales is unknown and sample sizes are equal under squared error loss function. Also, we shall obtain biases and man squared errors for proposed Bayes estimators, and compare numerically performances for the proposed Bayes estimators.

• Journal of Radiation Protection and Research
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• 제30권2호
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• pp.91-97
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• 2005

베이지안 기법은 객관적 자료 이외에 주관적 지식도 평가에 반영하는 특성으로 인해 최근 PRA에서 널리 사용되고 있다. 본 연구에서는 비파괴검사 장비 분실에 대한 방사선 위험도를 평가하기 위해 베이지안 기법을 활용하였다. U.S. NRC에서 제시한 선원분실 피폭 시나리오를 국내 실정에 맞게 재구성하였고 안전인자의 사고발생 확률에 국한하여 적용하였다. 사고발생 확률수정의 경우 Jeffreys사전분포를 사용한 결과가 모호사전분포를 사용한 결과보다 5 % 베이즈 하한치가 더 낮아서 방사선 사고와 같은 낮은 사고발생 확률을 가지는 시스템에 대한 위험도 평가에 적합하다. 위험도의 결과를 보면 일반인의 연간 예상되는 평균선량은 베이지안 기법이 고전적인 기법에 의거한 평가보다 높은 선량을 나타내는데 이는 수정된 안전인자 확률의 평균이 고전적 확률 참보다 높게 평가된 것에 기인한다. 국내의 경우 방사선 위험도 평가를 위한 자료구축이 미비한 바 베이지안 기법은 위험도 평가에 유용한 대안으로 활용할 수 있으며 이러한 연구는 위험도 정보-기반 규제에 기여할 것이다.

• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.235-242
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• 2002

In this paper, we develop noninformative priors that are used for estimating the ratio of failure rates under Freund's bivariate exponential distribution. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. Also the propriety of posterior under the noninformative priors is proved and the frequentist coverage probabilities are investigated for small samples via simulation study.

• Journal of the Korean Data and Information Science Society
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• 제15권1호
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• pp.59-74
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• 2004

The paper considers the Bayesian interval estimation for the common mean of several normal populations. A Bayesian procedure is proposed based on the idea of matching asymptotically the coverage probabilities of Bayesian credible intervals with their frequentist counterparts. Several frequentist procedures based on pivots and P-values are introduced and compared with Bayesian procedure through simulation study. Both simulation results demonstrate that the Bayesian procedure performs as well or better than any available frequentist procedure even from a frequentist perspective.