• 제목/요약/키워드: Prior

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Noninformative priors for the common shape parameter of several inverse Gaussian distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • 제26권1호
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    • pp.243-253
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    • 2015
  • In this paper, we develop the noninformative priors for the common shape parameter of several inverse Gaussian distributions. Specially, we want to develop noninformative priors which satisfy certain objective criterion. The probability matching priors and reference priors of the common shape parameter will be developed. It turns out that the second order matching prior does not exist. The reference priors satisfy the first order matching criterion, but Jeffrey's prior is not the first 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.

Estimation of Geometric Mean for k Exponential Parameters Using a Probability Matching Prior

  • Kim, Hea-Jung;Kim, Dae Hwang
    • Communications for Statistical Applications and Methods
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    • 제10권1호
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    • pp.1-9
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    • 2003
  • In this article, we consider a Bayesian estimation method for the geometric mean of $textsc{k}$ exponential parameters, Using the Tibshirani's orthogonal parameterization, we suggest an invariant prior distribution of the $textsc{k}$ parameters. It is seen that the prior, probability matching prior, is better than the uniform prior in the sense of correct frequentist coverage probability of the posterior quantile. Then a weighted Monte Carlo method is developed to approximate the posterior distribution of the mean. The method is easily implemented and provides posterior mean and HPD(Highest Posterior Density) interval for the geometric mean. A simulation study is given to illustrates the efficiency of the method.

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.

Noninformative priors for the shape parameter in the generalized Pareto distribution

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • 제24권1호
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    • pp.171-178
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    • 2013
  • In this paper, we develop noninformative priors for the generalized Pareto distribution when the parameter of interest is the shape parameter. We developed the first 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 satisfies a first order matching criterion, but Jeffrey's prior is not a first order matching prior. Some simulation study is performed and a real example is given.

사전확률분포와 Marcov Chain Monte Carlo법을 이용한 최적보전정책 연구 (Optimal Maintenance Policy Using Non-Informative Prior Distribution and Marcov Chain Monte Carlo Method)

  • 하정랑;박민재
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제17권3호
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    • pp.188-196
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    • 2017
  • Purpose: The purpose of this research is to determine optimal replacement age using non-informative prior information and Bayesian method. Methods: We propose a novel approach using Bayesian method to determine the optimal replacement age in block replacement policy by defining the prior probability with data on failure time and repair time. The Marcov Chain Monte Carlo simulation is used to investigate the asymptotic distribution of posterior parameters. Results: An optimal replacement age of block replacement policy is determined which minimizes cost and nonoperating time when no information on prior distribution of parameters is given. Conclusion: We find the posterior distribution of parameters when lack of information on prior distribution, so that the optimal replacement age which minimizes the total cost and maximizes the total values is determined.

Noninformative Priors for the Coefficient of Variation in Two Inverse Gaussian Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
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    • 제15권3호
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    • pp.429-440
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    • 2008
  • In this paper, we develop the noninformative priors when the parameter of interest is the common coefficient of variation in two inverse Gaussian distributions. We want to develop the first and second order probability matching priors. But we prove that the second order probability matching prior does not exist. It turns out that the one-at-a-time and two group reference priors satisfy the first order matching criterion but Jeffreys' prior does not. The Bayesian credible intervals based on the one-at-a-time reference prior meet the frequentist target coverage probabilities much better than that of Jeffreys' prior. Some simulations are given.

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

  • 조동철;구정서
    • 한국안전학회지
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    • 제36권2호
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    • pp.32-38
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    • 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.

Effect of Prior Muscle Contraction or Passive Stretching on Eccentric-Induced Muscle Damage

  • Choi, Seung-Jun
    • PNF and Movement
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    • 제17권3호
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    • pp.487-497
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    • 2019
  • Purpose: This tutorial review investigated the effect of prior fatigue and passive stretches on eccentric contraction-induced muscle injuries, as well as the underlying mechanisms of eccentric contraction-related injuries. Methods: Contraction-induced muscle damage is the most common disabling problem in sports and routines. The mechanisms underlying the pathology and prevention of muscle damage lessened by prior fatigue or stretches are critical in assessing musculoskeletal injuries. Even though there are treatments to reduce eccentric contraction-induced muscle injuries, fatigue negatively influences them. Therefore, we reviewed previous studies on eccentric contraction-induced muscle injuries with prior treatments using the MEDLINE and PubMed databases. Results: Prior passive stretching had a preventative and therapeutic effect, but prior lengthening contractions did not. On the other hand, prior isometric contractions involving relatively small forces may not provide a sufficient stimulus to induce protection. As a result, high force isometric contractions may be necessary. The studies supported the positive effects of prior fatigue, concluding that it was a factor in determining the amount of damage caused by eccentric exercise. This was due to a reduction in force and increased temperature. Studies that did not support the positive effects of prior fatigue concluded that a shift in optimal length to a longer length and reduced energy absorption during lengthening are evidence that fatigue is not related to muscle injuries induced by lengthening. Conclusion: The variability of the experiment models, conditions, muscles, and treatment methods make it necessary to interpret the conditions of previous studies carefully and draw conclusions without making direct comparisons. Thus, additional studies should be carefully conducted to investigate the positive effect of fatigue on lengthening.

중국 상표법상 선사용 항변에 관한 연구 (A Study on Prior Use Defence in Chinese Trademark Law)

  • 송수련;임성철
    • 무역학회지
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    • 제41권3호
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    • pp.157-176
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    • 2016
  • 중국은 2014년 5월 1일부터 제3차 개정 중화인민공화국 상표법(《中华人民共和国商标法》)을 시행하고 있는바, 제3차 개정은 선사용 항변조항(제59조 제3항)을 신설하여 선사용인의 항변권을 법적으로 보호하기 시작하였다. 이에 대한 실무적 기준을 검토하기 위하여 본고는 중국최고인민법원이 공표한 금년도 10대 지식재산권판결 중 선사용 항변권이 인정된 판결을 중심으로 선사용 항변권이 인정되는 기준과 요건을 고찰한다.

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사전정보를 활용한 앙상블 클러스터링 알고리즘 (An Ensemble Clustering Algorithm based on a Prior Knowledge)

  • 고송;김대원
    • 한국정보과학회논문지:소프트웨어및응용
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    • 제36권2호
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    • pp.109-121
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    • 2009
  • 사전정보는 클러스터링 성능을 유도할 수 있는 요인이지만, 활용 방법에 따라 차이는 발생한다. 특히, 사전정보를 초기 중심으로 활용할 때, 사전정보 간 유사도에 대해 고려하는 것이 필요하다. 레이블이 같더라도 낮은 유사도를 갖는 사전정보로 인해 초기 중심 설정 시 문제가 발생할 수 있기 때문에, 이들을 구분하여 활용하는 방법이 필요하다. 따라서 본 논문은 낮은 유사도를 갖는 사전정보를 구분하여 문제를 해결하는 방법을 제시한다. 또한 유사도에 의해 구분된 사전정보는 다양하게 활용함으로써 생성되는 다양한 클러스터링 결과를 연관규칙에 기반하여 앙상블 함으로써 통합된 하나의 분석 결과를 도출하여 클러스터링 분석 성능을 더욱 개선시킬 수 있다.