• Title/Summary/Keyword: Predictive density function

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Robustness of Predictive Density and Optimal Treatment Allocation to Non-Normal Prior for The Mean

  • Bansal, Ashok K.;Sinha, Pankaj
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.235-247
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    • 1993
  • The predictive density function of a potential future observation and its first four moments are obtained in this paper to study the effects of a non-normal prior of the unknown mean of a normal population. The derived predictive density function is modified to study changes in utility curves, used to choose the optimum treatment from a given set of treatments, at a given level of stimulus due to slight deviations from normality of the prior distribution. Numerical illustrations are provided to exhibit some effectsl.

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Bayesian Prediction Inference for Censored Pareto Model

  • Ko, Jeong-Hwan;Kim, Young-Hoon
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.147-154
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    • 1999
  • Using a noninformative prior and an inverted gamma prior, the Bayesian predictive density and the prediction intervals for a future observation or the p - th order statistic of n' future observations from the censord Pareto model have been obtained. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.

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Predictive Control of Structural Vibration Subject to Wind Loads (풍하중에 대한 구조진동의 예측제어)

  • 최창근;권대건;이은진
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1996.10a
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    • pp.29-36
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    • 1996
  • A procedure for the predictive control for structural vibration control in building subject to wind loads is presented. The building motions are modeled by the first mode of the response. Wind velocities are generated by the simulation using power spectral density function. Predictive control algorithm is the discrete-time formulation and that is developed as a control strategy that computes the control signal which makes the predicted process output equal to a desired process output. Results on the reduction of the dynamic response and control effectiveness of the algorithm are presented and discussed.

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An improved plasma model by optimizing neuron activation gradient (뉴런 활성화 경사 최적화를 이용한 개선된 플라즈마 모델)

  • 김병환;박성진
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.20-20
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    • 2000
  • Back-propagation neural network (BPNN) is the most prevalently used paradigm in modeling semiconductor manufacturing processes, which as a neuron activation function typically employs a bipolar or unipolar sigmoid function in either hidden and output layers. In this study, applicability of another linear function as a neuron activation function is investigated. The linear function was operated in combination with other sigmoid functions. Comparison revealed that a particular combination, the bipolar sigmoid function in hidden layer and the linear function in output layer, is found to be the best combination that yields the highest prediction accuracy. For BPNN with this combination, predictive performance once again optimized by incrementally adjusting the gradients respective to each function. A total of 121 combinations of gradients were examined and out of them one optimal set was determined. Predictive performance of the corresponding model were compared to non-optimized, revealing that optimized models are more accurate over non-optimized counterparts by an improvement of more than 30%. This demonstrates that the proposed gradient-optimized teaming for BPNN with a linear function in output layer is an effective means to construct plasma models. The plasma modeled is a hemispherical inductively coupled plasma, which was characterized by a 24 full factorial design. To validate models, another eight experiments were conducted. process variables that were varied in the design include source polver, pressure, position of chuck holder and chroline flow rate. Plasma attributes measured using Langmuir probe are electron density, electron temperature, and plasma potential.

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Bayesian estimation for Rayleigh models

  • Oh, Ji Eun;Song, Joon Jin;Sohn, Joong Kweon
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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    • pp.875-888
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    • 2017
  • The Rayleigh distribution has been commonly used in life time testing studies of the probability of surviving until mission time. We focus on a reliability function of the Rayleigh distribution and deal with prior distribution on R(t). This paper is an effort to obtain Bayes estimators of rayleigh distribution with three different prior distribution on the reliability function; a noninformative prior, uniform prior and inverse gamma prior. We have found the Bayes estimator and predictive density function of a future observation y with each prior distribution. We compare the performance of the Bayes estimators under different sample size and in simulation study. We also derive the most plausible region, prediction intervals for a future observation.

Bayesian Approach to the Prediction in the Censored Sample from Rayleigh Population

  • Ko, Jeong-Hwan;Kim, Young-Hoon;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.71-77
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    • 1997
  • S independent sample 0,1,2, $\cdots$, s-1 (or stages 0,1,2, $\cdots$, s-1) are available from the Raleigh population. Procedure for predicting any order statistic in the $(s+1)^{th}$ sample is developed by obtaining the predictive distribution at stage s. Bounds for the sample size at stage S, in order to have the variance at stage S less than that at stage (s-1), are obtained.

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Bayesian Prediction Analysis for the Exponential Model Under the Censored Sample with Incomplete Information

  • Kim, Yeung-Hoon;Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.1
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    • pp.139-145
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    • 2002
  • This paper deals with the problem of obtaining the Bayesian predictive density function and the prediction intervals for a future observation and the p-th order statistics of n future observations for the exponential model under the censored sampling with incomplete information.

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Bayesian Method for Modeling Male Breast Cancer Survival Data

  • Khan, Hafiz Mohammad Rafiqullah;Saxena, Anshul;Rana, Sagar;Ahmed, Nasar Uddin
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.2
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    • pp.663-669
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    • 2014
  • Background: With recent progress in health science administration, a huge amount of data has been collected from thousands of subjects. Statistical and computational techniques are very necessary to understand such data and to make valid scientific conclusions. The purpose of this paper was to develop a statistical probability model and to predict future survival times for male breast cancer patients who were diagnosed in the USA during 1973-2009. Materials and Methods: A random sample of 500 male patients was selected from the Surveillance Epidemiology and End Results (SEER) database. The survival times for the male patients were used to derive the statistical probability model. To measure the goodness of fit tests, the model building criterions: Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) were employed. A novel Bayesian method was used to derive the posterior density function for the parameters and the predictive inference for future survival times from the exponentiated Weibull model, assuming that the observed breast cancer survival data follow such type of model. The Markov chain Monte Carlo method was used to determine the inference for the parameters. Results: The summary results of certain demographic and socio-economic variables are reported. It was found that the exponentiated Weibull model fits the male survival data. Statistical inferences of the posterior parameters are presented. Mean predictive survival times, 95% predictive intervals, predictive skewness and kurtosis were obtained. Conclusions: The findings will hopefully be useful in treatment planning, healthcare resource allocation, and may motivate future research on breast cancer related survival issues.

Predictive Growth Models of Bacillus cereus on Dried Laver Pyropia pseudolinearis as Function of Storage Temperature (저장온도에 따른 마른김(Pyropia pseudolinearis)의 Bacillus cereus 성장예측모델 개발)

  • Choi, Man-Seok;Kim, Ji Yoon;Jeon, Eun Bi;Park, Shin Young
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.53 no.5
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    • pp.699-706
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    • 2020
  • Predictive models in food microbiology are used for predicting microbial growth or death rates using mathematical and statistical tools considering the intrinsic and extrinsic factors of food. This study developed predictive growth models for Bacillus cereus on dried laver Pyropia pseudolinearis stored at different temperatures (5, 10, 15, 20, and 25℃). Primary models developed for specific growth rate (SGR), lag time (LT), and maximum population density (MPD) indicated a good fit (R2≥0.98) with the Gompertz equation. The SGR values were 0.03, 0.08, and 0.12, and the LT values were 12.64, 4.01, and 2.17 h, at the storage temperatures of 15, 20, and 25℃, respectively. Secondary models for the same parameters were determined via nonlinear regression as follows: SGR=0.0228-0.0069*T1+0.0005*T12; LT=113.0685-9.6256*T1+0.2079*T12; MPD=1.6630+0.4284*T1-0.0080*T12 (where T1 is the storage temperature). The appropriateness of the secondary models was validated using statistical indices, such as mean squared error (MSE<0.01), bias factor (0.99≤Bf≤1.07), and accuracy factor (1.01≤Af≤1.14). External validation was performed at three random temperatures, and the results were consistent with each other. Thus, these models may be useful for predicting the growth of B. cereus on dried laver.

Variation of probability of sonar detection by internal waves in the South Western Sea of Jeju Island (제주 서남부해역에서 내부파에 의한 소나 탐지확률 변화)

  • An, Sangkyum;Park, Jungyong;Choo, Youngmin;Seong, Woojae
    • The Journal of the Acoustical Society of Korea
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    • v.37 no.1
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    • pp.31-38
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    • 2018
  • Based on the measured data in the south western sea of Jeju Island during the SAVEX15(Shallow Water Acoustic Variability EXperiment 2015), the effect of internal waves on the PPD (Predictive Probability of Detection) of a sonar system was analyzed. The southern west sea of Jeju Island has complex flows due to internal waves and USC (Underwater Sound Channel). In this paper, sonar performance is predicted by probabilistic approach. The LFM (Linear Frequency Modulation) and MLS (Maximum Length Sequence) signals of 11 kHz - 31 kHz band of SAVEX15 data were processed to calculate the TL (Transmission Loss) and NL (Noise Level) at a distance of approximately 2.8 km from the source and the receiver. The PDF (Probability Density Function) of TL and NL is convoluted to obtain the PDF of the SE (Signal Excess) and the PPD according to the depth of the source and receiver is calculated. Analysis of the changes in the PPD over time when there are internal waves such as soliton packet and internal tide has confirmed that the PPD value is affected by different aspects.