• 제목/요약/키워드: Power prior

검색결과 616건 처리시간 0.033초

BAYESIAN INFERENCE FOR THE POWER LAW PROCESS WITH THE POWER PRIOR

  • KIM HYUNSOO;CHOI SANGA;KIM SEONG W.
    • Journal of the Korean Statistical Society
    • /
    • 제34권4호
    • /
    • pp.331-344
    • /
    • 2005
  • Inference on current data could be more reliable if there exist similar data based on previous studies. Ibrahim and Chen (2000) utilize these data to characterize the power prior. The power prior is constructed by raising the likelihood function of the historical data to the power $a_o$, where $0\;{\le}\;a_o\;{\le}\;1$. The power prior is a useful informative prior in Bayesian inference. However, for model selection or model comparison problems, the propriety of the power prior is one of the critical issues. In this paper, we suggest two joint power priors for the power law process and show that they are proper under some conditions. We demonstrate our results with a real dataset and some simulated datasets.

Multiple Comparison for the One-Way ANOVA with the Power Prior

  • Bae, Re-Na;Kang, Yun-Hee;Hong, Min-Young;Kim, Seong-W.
    • Communications for Statistical Applications and Methods
    • /
    • 제15권1호
    • /
    • pp.13-26
    • /
    • 2008
  • Inference on the present data will be more reliable when the data arising from previous similar studies are available. The data arising from previous studies are referred as historical data. The power prior is defined by the likelihood function based on the historical data to the power $a_0$, where $0\;{\le}\;a_0\;{\le}\;1$. The power prior is a useful informative prior for Bayesian inference such as model selection and model comparison. We utilize the historical data to perform multiple comparison in the one-way ANOVA model. We demonstrate our results with some simulated datasets under a simple order restriction between the treatments.

Bayesian Inference for Predicting the Default Rate Using the Power Prior

  • Kim, Seong-W.;Son, Young-Sook;Choi, Sang-A
    • Communications for Statistical Applications and Methods
    • /
    • 제13권3호
    • /
    • pp.685-699
    • /
    • 2006
  • Commercial banks and other related areas have developed internal models to better quantify their financial risks. Since an appropriate credit risk model plays a very important role in the risk management at financial institutions, it needs more accurate model which forecasts the credit losses, and statistical inference on that model is required. In this paper, we propose a new method for estimating a default rate. It is a Bayesian approach using the power prior which allows for incorporating of historical data to estimate the default rate. Inference on current data could be more reliable if there exist similar data based on previous studies. Ibrahim and Chen (2000) utilize these data to characterize the power prior. It allows for incorporating of historical data to estimate the parameters in the models. We demonstrate our methodologies with a real data set regarding SOHO data and also perform a simulation study.

Noninformative Priors for the Power Law Process

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Statistical Society
    • /
    • 제31권1호
    • /
    • pp.17-31
    • /
    • 2002
  • This paper considers noninformative priors for the power law process under failure truncation. Jeffreys'priors as well as reference priors are found when one or both parameters are of interest. These priors are compared in the light of how accurately the coverage probabilities of Bayesian credible intervals match the corresponding frequentist coverage probabilities. It is found that the reference priors have a definite edge over Jeffreys'prior in this respect.

단순 수명정보를 이용한 IPM의 베이지안 신뢰도 평가 연구 (A Study on Bayesian Reliability Evaluation of IPM using Simple Information)

  • 조동철;구정서
    • 한국안전학회지
    • /
    • 제36권2호
    • /
    • pp.32-38
    • /
    • 2021
  • This paper suggests an approach to evaluate the reliability of an intelligent power module with information deficiency of prior distribution and the characteristics of censored data through Bayesian statistics. This approach used a prior distribution of Bayesian statistics using the lifetime information provided by the manufacturer and compared and evaluated diffuse prior (vague prior) distributions. To overcome the computational complexity of Bayesian posterior distribution, it was computed with Gibbs sampling in the Monte Carlo simulation method. As a result, the standard deviation of the prior distribution developed using simple information was smaller than that of the posterior distribution calculated with the diffuse prior. In addition, it showed excellent error characteristics on RMSE compared with the Kaplan-Meier method.

발전비용을 고려한 연계선로 융통조류한계 계산의 알고리즘 제안 (A algorithm of determining the maximum interface flow limit using merit order)

  • 박유경;한상욱;서상수;이병준;신정훈;김태균
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2005년도 추계학술대회 논문집 전력기술부문
    • /
    • pp.271-273
    • /
    • 2005
  • In KEPCO(Korea Electric Power Corporation)system, 40% of total loads is ones of metropolitan area and large staled generation plants are located out of metropolitan area. Therefore, to decide the maximum power transfer capability of interface line between the regions is essential for planning, control and operation of efficient transmission system. For this reason, prior study suggested calculating the limit of our interface line from the side of voltage stability. However, the presented plan had a limit partially to apply practice power system. Therefore this paper suggests a algorithm that change the generation output as the merit order instead of prior method that distribute according to proportion of present output. This method could be applied closer to practice than the existing algorithm because it consider generation cost.

  • PDF

과학 선행학습의 실태와 그 효과에 대한 연구 (Study for the Status and Effectiveness of Science Prior Learning)

  • 조창원;구민주;박종근
    • 문화기술의 융합
    • /
    • 제6권4호
    • /
    • pp.483-492
    • /
    • 2020
  • 많은 학생 및 학부모가 선행학습에 쏟는 시간과 경제력이 적지 않다는 점과 인터넷 기반 사회의 환경이 빠르게 변화되는 점을 고려해 볼 때, 선행학습의 실태와 그 효과를 연구해 볼 가치가 있다고 판단하였다. 본 연구는 창원지역 A고등학교 1학년 학생 186명을 대상으로 과학 선행학습의 기본적인 실태를 조사하였다. 실태 조사결과, 과학선행학습의 경험이 있다고 응답한 학생은 조사대상자 중 39.8% (74명)이였다. 또한 경험대상자 중 중학교 3학년 겨울방학 시작 이후에 과학 선행학습을 시작한 학생 56명을 대상으로, 과학 선행학습에 따른 과학성취도를 분석하였다. 그 결과, 선행학습의 형태는 타의적 선행학습이 50.0%로 가장 높았으며, 선행학습의 시작동기는 시험점수 향상이 33.9%로 가장 높았다. 반타의적 형태로 선행학습을 하는 경우 자신감과 학습의향이 긍정적으로 나타났으며, 자기주도적 형태로 선행학습을 하는 경우 흥미도와 가치가 긍정적으로 나타났다. 결론적으로, 과학 선행학습을 받은 학생 중 71.4%의 학생이 과학성취도에서 긍정적으로 나타났다.

독립형 태양광 발전 시스템을 위한 새로운 19레벨 PWM 인버터 (A New 19-level PWM Inverter for the Use of Stand-alone Photovoltaic Power Generation Systems)

  • 강필순;오석규;박성준
    • 대한전기학회논문지:전기기기및에너지변환시스템부문B
    • /
    • 제53권7호
    • /
    • pp.452-461
    • /
    • 2004
  • A novel multilevel PWM inverter is presented for the use of stand-alone photovoltaic power generation system. In appearance, it consists of three full-bridge modules and three cascaded transformers; therefore, the configuration of the proposed multilevel PW inverter is equal to that of a prior 11-level PWM inverter. Only the turn-ratio of a transformer and its corresponding switching function are different from each other. Owing to these differences, the proposed 19-level PWM inverter has two promising advantages. First, output voltage levels increase almost twofold. Consequently, it can generate more sinusoidal output voltage waveform. Second, due to a revised switching pattern, it lightens power imposed on the transformer, which is used for compensating output voltages with chopped pulses between steps. The validity of the proposed inverter system is verified by computer-aided simulations and experimental results based on a 1 [kW] prototype. The performance of the proposed 19-level PWM inverter is compared with the Prior 11-level PWM inverter and other counterparts.

Bayesian Parameter Estimation of the Four-Parameter Gamma Distribution

  • Oh, Mi-Ra;Kim, Kyung-Sook;Cho, Wan-Hyun;Son, Young-Sook
    • Communications for Statistical Applications and Methods
    • /
    • 제14권1호
    • /
    • pp.255-266
    • /
    • 2007
  • A Bayesian estimation of the four-parameter gamma distribution is considered under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape/power parameter and the power parameter in the Gibbs sampler is implemented using the adaptive rejection sampling algorithm of Gilks and Wild (1992). Also, the location parameter is generated using the adaptive rejection Metropolis sampling algorithm of Gilks, Best and Tan (1995). Finally, the simulation result is presented.

과도 사고 시 Au/YBCO 박막 곡선의 저항 거동 (Resistance Development in Au/YBCO Thin Film Meander Lines under High-Power Fault Conditions)

  • 김혜림;심정욱;최인지;임성우;현옥배
    • Progress in Superconductivity
    • /
    • 제8권1호
    • /
    • pp.81-86
    • /
    • 2006
  • We investigated resistance development in $Au/YBa_2Cu_3O_7(YBCO)$ thin film meander lines during high-power faults. The meander lines were fabricated by patterning 300 nm thick YBCO films coated with 200 nm thick gold layers into meander lines. A gold film grown on the back side of the substrate was also patterned into a meander line. The front meander line was connected to a high-power fault-test circuit and the back line to a DC power supply. Resistance of both lines was measured during the fault. They were immersed in liquid nitrogen during the experiment. Behavior of the resistance development prior to quench completion could be understood better by comparing resistance of the front meander lines with that of the back. Quench completion point could be determined clearly. Resistance and temperature at the quench completion point were not affected by applied field strength. The experimental results were analyzed quantitatively with the concept of heat transfer within the meander lines/substrate and to the surrounding liquid nitrogen. In analysis, the fault period was divided into three regions: flux-flow region, region prior to quench completion, and region after quench completion. Resistance was calculated for each region, reflecting the observation for quench completion. The calculated resistance in three regions was joined seamlessly and agreed well with data.

  • PDF