• 제목/요약/키워드: Prior

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Noninformative priors for Pareto distribution

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제20권6호
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    • pp.1213-1223
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    • 2009
  • In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jereys' prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order matching prior and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. A real example is also considered.

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Noninformative Priors for the Ratio of the Lognormal Means with Equal Variances

  • Lee, Seung-A;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • 제14권3호
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    • pp.633-640
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    • 2007
  • We develop noninformative priors for the ratio of the lognormal means in equal variances case. The Jeffreys' prior and reference priors are derived. We find a first order matching prior and a second order matching prior. It turns out that Jeffreys' prior and all of the reference priors are first order matching priors and in particular, one-at-a-time reference prior is a second order matching prior. One-at-a-time reference prior meets very well the target coverage probabilities. We consider the bioequivalence problem. We calculate the posterior probabilities of the hypotheses and Bayes factors under Jeffreys' prior, reference prior and matching prior using a real-life example.

Noninformative Priors for the Ratio of the Scale Parameters in the Inverted Exponential Distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Communications for Statistical Applications and Methods
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    • 제20권5호
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    • pp.387-394
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    • 2013
  • In this paper, we develop the noninformative priors for the ratio of the scale parameters in the inverted exponential distributions. The first and second order matching priors, the reference prior and Jeffreys prior are developed. It turns out that the second order matching prior matches the alternative coverage probabilities, is a cumulative distribution function matching prior and is a highest posterior density matching prior. In addition, the reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study as well as provide an example based on real data is given.

Development of Noninformative Priors in the Burr Model

  • Cho, Jang-Sik;Kang, Sang-Gil;Baek, Sung-Uk
    • Journal of the Korean Data and Information Science Society
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    • 제14권1호
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    • pp.83-92
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    • 2003
  • In this paper, we derive noninformative priors for the ratio of parameters in the Burr model. We obtain Jeffreys' prior, reference prior and second order probability matching prior. Also we prove that the noninformative prior matches the alternative coverage probabilities and a HPD matching prior up to the second order, respectively. Finally, we provide simulated frequentist coverage probabilities under the derived noninformative priors for small and moderate size of samples.

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Noninformative priors for the scale parameter in the generalized Pareto distribution

  • Kang, Sang Gil
    • 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.

자기 및 타의주도적 선행학습이 과학 학습 태도에 미치는 효과 (Effects of Self-Directed and Unself-Directed Prior Learning on Student Attitude Towards Science Class)

  • 최정선;박종근;구인선
    • 한국과학교육학회지
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    • 제27권9호
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    • pp.765-777
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    • 2007
  • 과학 선행학습의 실태 조사와 과학 선행학습이 학생 들의 과학 학습 태도에 미치는 효과에 대해 연구 분석 하였다. 선행학습의 실태 조사에서는 학생들의 선행학습 경험 유 무,선행학습의 형태 (자기 및 타의 주도적 선행학습),선행학습 시작 동기로서 본인 의사 여부, 선행학습에서 문제해결 방법 및 선행학습에서 중요한 요인 등을 조사하였다. 선행학습이 과학 학습 태도에 미치는 영향을 흥미도, 자신감,학습의욕 및 가치 등 4가지 측면에서 연구하였다. 이들 4가지 측면에서 나타나는 효과를 학업 성취 수준,선행학습 형태,선행학습 시작 동기 및 선행학습에서 이해 정도 등의 관점에서 조사 분석하였다. 분석 결과를 살펴보면,자신감,학습의욕 및 가치 측면에서는, '자기주도적 선행학습'에서 보다 높은 긍정적 값이 나왔으며,이것은 '자기주도적 선행학습'을 수행함으로서 스스로 할 수 있다는 가능성,성취감에 따른 내재적 동기 유발,학습에 필요한 내용들을 스스로 찾아가는 자발적 학습 등 긍정적 인식의 결과로 볼 수 있다. 반면,흥미도 측면에서는 수업을 이끌어주는 교사와 또래 친구들 사이에서 형성되는 교감 등으로 인해 '타의주도적 선행학습'이 더 긍정적으로 나타났다. 이상의 연구 결과를 바탕으로,학습자들에게 자신감. 학습의욕 및 가치 등이 필요할 시에는 자기주도적으로 선행학습을 권장하는 것이 바람 직하며,흥미도를 고취시키기 위해서는 타의주도적으로 선행 학습하는 것이 바람직하다.

Noninformative priors for linear combinations of exponential means

  • Lee, Woo Dong;Kim, Dal Ho;Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • 제27권2호
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    • pp.565-575
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    • 2016
  • In this paper, we develop the noninformative priors for the linear combinations of means in the exponential distributions. We develop the matching priors and the reference priors. The matching priors, the reference prior and Jeffreys' prior for the linear combinations of means are developed. It turns out that the reference prior and Jeffreys' prior are not a matching prior. We show that the proposed matching prior matches the target coverage probabilities much more accurately than the reference prior and Jeffreys' prior in a frequentist sense through simulation study, and an example based on real data is given.

Noninformative Priors for the Stress-Strength Reliability in the Generalized Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
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    • 제18권4호
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    • pp.467-475
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    • 2011
  • This paper develops the noninformative priors for the stress-strength reliability from one parameter generalized exponential distributions. When this reliability is a parameter of interest, we develop the first, second order matching priors, reference priors in its order of importance in parameters and Jeffreys' prior. We reveal that these probability matching priors are not the alternative coverage probability matching prior or a highest posterior density matching prior, a cumulative distribution function matching prior. In addition, we reveal that the one-at-a-time reference prior and Jeffreys' prior are actually a second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study and a provided example.

Noninformative priors for the common mean in log-normal distributions

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1241-1250
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    • 2011
  • In this paper, we develop noninformative priors for the log-normal distributions when the parameter of interest is the common mean. We developed Jeffreys' prior, th reference priors and the first order matching priors. It turns out that the reference prior and Jeffreys' prior do not satisfy a first order matching criterion, and Jeffreys' pri the reference prior and the first order matching prior are different. Some simulation study is performed and a real example is given.

Noninformative priors for the log-logistic distribution

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • 제25권1호
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    • pp.227-235
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    • 2014
  • In this paper, we develop the noninformative priors for the scale parameter and the shape parameter in the log-logistic distribution. We developed the first and second order matching priors. It turns out that the second order matching prior matches the alternative coverage probabilities, and is a highest posterior density matching prior. Also we revealed that the derived reference prior is the second order matching prior for both parameters, but Jerffrey's prior is not a second order matching prior. We showed that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.