• 한국신뢰성학회:학술대회논문집
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• 한국신뢰성학회 2000년도 추계학술대회
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• pp.373-373
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• 2000

Bum-in procedures are developed far limited failure populations in which defective products fail soon after they are put in operation and non-defective ones never fail during the technological life of the products. The situation where products are produced from a production process with variable fraction defective is considered. Bum-in schemes guaranteeing pre-specified outgoing quality of products are derived using the mixed binomial prior distribution for the number of defectives in a batch.

• 품질경영학회지
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• 제30권2호
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• pp.152-159
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• 2002

An acceptance sampling plan for products manufactured from a production process with variable fraction defective is developed. We consider a situation where defective products have short lifetimes and non-defective ones never fail during the technological life of the products. An acceptance criterion which guarantee the out going quality of accepted products is derived using the prior information on the quality of products. Numerical examples are provided.

• Journal of the Korean Statistical Society
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• 제31권4호
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• pp.509-518
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• 2002

This paper is concerned with semiparametric Bayesian analysis of the proportional intensity regression model of the Poisson process for multiple event time data. A nonparametric prior distribution is put on the baseline cumulative intensity function and a usual parametric prior distribution is given to the regression parameter. Also we allow heterogeneity among the intensity processes in different subjects by using unobserved random frailty components. Gibbs sampling approach with the Metropolis-Hastings algorithm is used to explore the posterior distributions. Finally, the results are applied to a real data set.

• 산경연구논집
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• 제9권10호
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• pp.83-89
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• 2018

Purpose - The purpose of this study examines when the optimism impact on financial asset price forecasting and the boundary condition of optimism in the financial asset price forecasting. People generally tend to optimistically forecast their future. Optimism is a nature of human beings and optimistic forecasting observed in daily life. But is it always observed in financial asset price forecasting? In this study, two factors were focused on considering whether the optimism that people have applied to predicting future performance of financial investment products (e.g., mutual fund). First, this study examined whether the degree of optimism varied depending on the direction of the prior price trend. Second, this study examined whether the degree of optimism varied according to the forecast period by dividing the future forecasted by people into three time horizon based on forecast period. Research design, data, and methodology - 2 (prior price trend: rising-up trend vs falling-down trend) × 3 (forecast time horizon: short term vs medium term vs long term) experimental design was used. Prior price trend was used between subject and forecast time horizon was used within subject design. 169 undergraduate students participated in the experiment. χ² analysis was used. In this study, prior price trend divided into two types: rising-up trend versus falling-down trend. Forecast time horizon divided into three types: short term (after one month), medium term (after one year), and long term (after five years). Results - Optimistic price forecasting and boundary condition was found. Participants who were exposed to falling-down trend did not make optimistic predictions in the short term, but over time they tended to be more optimistic about the future in the medium term and long term. However, participants who were exposed to rising-up trend were over-optimistic in the short term, but over time, less optimistic in the medium and long term. Optimistic price forecasting was found when participants forecasted in the long term. Exposure to prior price trends (rising-up trend vs falling-down trend) was a boundary condition of optimistic price forecasting. Conclusions - The results indicated that individuals were more likely to be impacted by prior price tends in the short term time horizon, while being optimistic in the long term time horizon.

• Nuclear Engineering and Technology
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• 제21권3호
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• pp.193-204
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• 1989

본 논문에서는 정보 이론의 maximum entropy Principle을 이용하여 중성자속 분포를 재생하는 새로운 방법을 시도하였다. 어떤 대상에 대한 부분적인 정보가 있을 때, 이 정보의 한도 내에서 entropy를 최대화시키는 확률 분포는 가장 객관적인 것이 된다. Nodal method계산결과인 평균 중성자속과 current의 값을 prior information으로 삼고, 핵 연료 집합체의 경계에서의 중성자속 분포를 확률의 형태로 변환해서 확률로써 다룬다. Prior information의 한도 내에서 entropy를 최대화시키는 경계에서의 확률 분포를 구하면 핵연료 집합체의 경계에서의 중성자속 분포가 구해지는데, 이것을 경계조건으로 heterogeneous assembly calculation을 행하여 세부적인 중성자속 분포를 구한다. 이 새로운 방법을 몇 개의 benchmark problem assembly에 응용해 본 결과, 노심의 안쪽 부분에서는 이 방법이 form function method에 의한 것과 비슷한 정확도를 보였고 바깥 부분에서는 다소 큰 오차를 보였다. 본 논문에서는 surface-averaged neutron current를 prior in-formation에 포함시키지 못했는데, 이것을 포함시키면 결과가 훨씬 개선 될 것으로 보인다.

• Structural Engineering and Mechanics
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• 제37권4호
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• pp.427-442
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• 2011

In fatigue life design of mechanical components, uncertainties arising from materials and manufacturing processes should be taken into account for ensuring reliability. A common practice is to apply a safety factor in conjunction with a physics model for evaluating the lifecycle, which most likely relies on the designer's experience. Due to conservative design, predictions are often in disagreement with field observations, which makes it difficult to schedule maintenance. In this paper, the Bayesian technique, which incorporates the field failure data into prior knowledge, is used to obtain a more dependable prediction of fatigue life. The effects of prior knowledge, noise in data, and bias in measurements on the distribution of fatigue life are discussed in detail. By assuming a distribution type of fatigue life, its parameters are identified first, followed by estimating the distribution of fatigue life, which represents the degree of belief of the fatigue life conditional to the observed data. As more data are provided, the values will be updated to reduce the credible interval. The results can be used in various needs such as a risk analysis, reliability based design optimization, maintenance scheduling, or validation of reliability analysis codes. In order to obtain the posterior distribution, the Markov Chain Monte Carlo technique is employed, which is a modern statistical computational method which effectively draws the samples of the given distribution. Field data of turbine components are exploited to illustrate our approach, which counts as a regular inspection of the number of failed blades in a turbine disk.

• Journal of the Korean Data and Information Science Society
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• 제22권5호
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• pp.977-989
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• 2011

The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide Bayesian estimation of the shape parameter and reliability function in the generalized half logistic distribution based on progressively Type-II censored data under various loss functions. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, we examine the validity of our estimation using real data and simulated data.

• Journal of the Korean Data and Information Science Society
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• 제22권3호
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• pp.565-574
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• 2011

The exponenetiated distribution has been used in reliability and survival analysis especially when the data is censored. In this paper, we derive Bayesian estimation of shape parameter and reliability function in the exponenetiated half triangle distribution based on Type-I hybrid censored data. Here we consider conjugate prior and noninformative prior and obtained corresponding posterior distributions. As an illustration, the mean square errors of the estimates are computed. Comparisons are made between these estimators using Monte Carlo simulation study.

• Communications for Statistical Applications and Methods
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• 제18권5호
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• pp.603-613
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• 2011

Exponentiated distribution has been used in reliability and survival analysis especially when the data is censored. In this paper, we derive Bayesian estimation of the shape parameter, reliability function and failure rate function in the exponentiated distribution family based on Type-II right censored data. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, the mean square errors of the estimates are computed. Comparisons are made between these estimators using Monte Carlo simulation study.

• 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.