• Title/Summary/Keyword: Propriety

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On the Development of Probability Matching Priors for Non-regular Pareto Distribution

  • Lee, Woo Dong;Kang, Sang Gil;Cho, Jang Sik
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.333-339
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    • 2003
  • In this paper, we develop the probability matching priors for the parameters of non-regular Pareto distribution. We prove the propriety of joint posterior distribution induced by probability matching priors. Through the simulation study, we show that the proposed probability matching Prior matches the coverage probabilities in a frequentist sense. A real data example is given.

A Bayesian Approach for Accelerated Failure Time Model with Skewed Normal Error

  • Kim, Chansoo
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.268-275
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    • 2003
  • We consider the Bayesian accelerated failure time model. The error distribution is assigned a skewed normal distribution which is including normal distribution. For noninformative priors of regression coefficients, we show the propriety of posterior distribution. A Markov Chain Monte Carlo algorithm(i.e., Gibbs Sampler) is used to obtain a predictive distribution for a future observation and Bayes estimates of regression coefficients.

Development of the Analysis Tool for Contribution from a Noise Source with LabVIEW (랩뷰를 이용한 소음원 기여도 분석 툴 개발)

  • Choi, Ki-Soo;Jeong, Wei-Bong
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2008.11a
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    • pp.650-651
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    • 2008
  • In this thesis, source identification tool for NI-PXI equipment is developed with LabVEIW. For the purpose of examining propriety of developed tool, simulation is performed with several signals that have different frequency range. After checking the coherence functions for concerned frequency domain, an experiment is conducted on an evaporator that cause the principal noise of a refrigerator.

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Bayesian Inference for Stress-Strength Systems

  • Chang, In-Hong;Kim, Byung-Hwee
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.10a
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    • pp.27-34
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    • 2005
  • We consider the problem of estimating the system reliability noninformative priors when both stress and strength follow generalized gamma distributions. We first derive Jeffreys' prior, group ordering reference priors, and matching priors. We investigate the propriety of posterior distributions and provide marginal posterior distributions under those noninformative priors. We also examine whether the reference priors satisfy the probability matching criterion.

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Noninformative priors for the common location parameter in half-normal distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.757-764
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    • 2010
  • In this paper, we develop the reference priors for the common location parameter in the half-normal distributions with unequal scale paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

A Study on Shear Strength of Composite Ground with Triaxial Test (삼축압축시험을 통한 복합지반의 전단강도에 관한 연구)

  • 신희범;이상익;박용원;김병일
    • Proceedings of the Korean Geotechical Society Conference
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    • 2000.11a
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    • pp.569-576
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    • 2000
  • This study performs a series of Triaxial Compression Test for clay-sand composite specimens changing area replacement ratio. Purpose of the test is to conform the propriety of weighted average method in estimating shear strength of the composite ground. The test results show that measured values of shear strength of composite specimens are larger by 20∼30% than those from estimation using the current weighted average method. It is thought that the differences are from pseudo-overconsolidation behavior of composite specimens.

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Reference Priors in the Normal Distributions with Common Coefficient of Variation

  • Lee, Hee-Choon;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.697-705
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    • 2003
  • When X and Y have independent normal distributions with equal coefficient of variation, we develop the reference priors for different groups of ordering for the parameters. Propriety of posteriors under reference priors proved. A real example is presented to compare the classical estimator and Bayes estimator.

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Bayesian Analysis for Burr-Type X Strength-Stress Model

  • Kang, Sang-Gil;Ko, Jeong-Hwan;Lee, Woo-Dong
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 1999.05a
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    • pp.191-197
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    • 1999
  • In this paper, we develop noninformative priors that are used for estimating the reliability of stress-strength system under the Burr-type X distribution. A class of priors is found by matching the coverage probabilities of one-sided Bayesian credible interval with the corresponding frequentist coverage probabilities. It turns out that the reference prior is a first order matching prior. The propriety of posterior under matching prior is provided. The frequentist coverage probabilities are given for small samples.

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An Analytical Study on the Elasto-Plastic Behavior of Reinforced Concrete Structure under Monotonic & Cyclic Load (단조 증가 및 반복 하중을 받는 철근 콘크리트 구조물의 탄소성 거동에 대한 해석적 연구)

  • 김화중;박정민;마은희
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1993.10a
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    • pp.131-138
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    • 1993
  • To analysis machanical behavior for RC frame under monotonic & Cyclic load, it is needed to investigate elasto-plastic behavior for steel & concrete. Therefore, in this study, we idealized material model(steel and concrete) to take into account elasto-plastic, limit state, and developed structural analysis program that consider complex non-linearity. We investigated simple beam and portal frame under cyclic & monotonic loading, so we confirmed the propriety.

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