• Title/Summary/Keyword: Statistics Matching

Search Result 184, Processing Time 0.022 seconds

An objective Bayesian analysis for multiple step stress accelerated life tests

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.3
    • /
    • pp.601-614
    • /
    • 2009
  • This paper derives noninformative priors for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We nd the objective priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior. Some simulation results are given and using artificial data, we perform Bayesian analysis for proposed priors.

  • PDF

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
    • /
    • v.18 no.4
    • /
    • pp.467-475
    • /
    • 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 Intraclass Coefficient of a Symmetric Normal Distribution

  • Chang, In-Hong;Kim, Byung-Hwee
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2003.10a
    • /
    • pp.15-19
    • /
    • 2003
  • In this paper, we develop the Jeffreys' prior, reference priors and the probability matching priors for the intraclass correlation coefficient of a symmetric normal distribution. We next verify propriety of posterior distributions under those noninformative priors. We examine whether reference priors satisfy the probability matching criterion.

  • PDF

Matching Conditions for Predicting the Random Effects in ANOVA Models

  • Chang, In-Hong
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2006.04a
    • /
    • pp.1-6
    • /
    • 2006
  • We consider the issue of Bayesian prediction of the unobservable random effects, And we characterize priors that ensure approximate frequentist validity of posterior quantiles of unobservable random effects. Finally we show that the probability matching criteria for prediction of unobservable random effects in one-way random ANOVA model.

  • PDF

A Design Sensibility and Music Matching System Using Bio Information (생체정보를 이용한 감성.매칭 시스템의 설계)

  • Kim, Tae-Yeun;Seo, Dae-Ung;Bae, Sang-Hyun
    • Journal of Integrative Natural Science
    • /
    • v.1 no.2
    • /
    • pp.122-126
    • /
    • 2008
  • The stress is an unavoidable result and a complex phenomenon in modern society. too, Human activity changes under control of the stress. The stress is a reaction to adrenalin or other stress hormones. It provides the power for fighting and the energy for going away from dangers. Because of the stress, our bodies increase the pulse, the blood pressure and the breath for more blood and more oxygen. So, in this research, we are measuring those which was increased by the stress. Also we will examine the change of HRV and APG on music. After that, in order to reduce the stress, we will design matching system that is based on the sense for music by using Zigbee.

  • PDF

Reference Priors in a Two-Way Mixed-Effects Analysis of Variance Model

  • Chang, In-Hong;Kim, Byung-Hwee
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.2
    • /
    • pp.317-328
    • /
    • 2002
  • We first derive group ordering reference priors in a two-way mixed-effects analysis of variance (ANOVA) model. We show that posterior distributions are proper and provide marginal posterior distributions under reference priors. We also examine whether the reference priors satisfy the probability matching criterion. Finally, the reference prior satisfying the probability matching criterion is shown to be good in the sense of frequentist coverage probability of the posterior quantile.

  • PDF

Bayesian Inference for Stress-Strength Systems

  • Chang, In-Hong;Kim, Byung-Hwee
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2005.10a
    • /
    • pp.27-34
    • /
    • 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.

  • PDF

DEVELOPING NONINFORMATIVE PRIORS FOR THE FAMILIAL DATA

  • Heo, Jung-Eun;Kim, Yeong-Hwa
    • Journal of the Korean Statistical Society
    • /
    • v.36 no.1
    • /
    • pp.77-91
    • /
    • 2007
  • This paper considers development of noninformative priors for the familial data when the families have equal number of offspring. Several noninformative priors including the widely used Jeffreys' prior as well as the different reference priors are derived. Also, a simultaneously-marginally-probability-matching prior is considered and probability matching priors are derived when the parameter of interest is inter- or intra-class correlation coefficient. The simulation study implemented by Gibbs sampler shows that two-group reference prior is slightly edge over the others in terms of coverage probability.

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
    • /
    • v.25 no.1
    • /
    • pp.227-235
    • /
    • 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.

Noninformative priors for stress-strength reliability in the Pareto distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.22 no.1
    • /
    • pp.115-123
    • /
    • 2011
  • In this paper, we develop the noninformative priors for stress-strength reliability from the Pareto distributions. We develop the matching priors and the reference priors. It turns out that the second order matching prior does not match the alternative coverage probabilities, and is not a highest posterior density matching or a cumelative distribution function matching priors. Also we reveal that the one-at-a-time 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 simulation study, and an example is given.