• Title/Summary/Keyword: bayesian approach

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Confidence Intervals for a Linear Function of Binomial Proportions Based on a Bayesian Approach (베이지안 접근에 의한 모비율 선형함수의 신뢰구간)

  • Lee, Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.257-266
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    • 2007
  • It is known that Agresti-Coull approach is an effective tool for the construction of confidence intervals for various problems related to binomial proportions. However, the Agrest-Coull approach often produces a conservative confidence interval. In this note, confidence intervals based on a Bayesian approach are proposed for a linear function of independent binomial proportions. It is shown that the Bayesian confidence interval slightly outperforms the confidence interval based on Agresti-Coull approach in average sense.

A Bayesian Approach to Assessing Population Bioequivalence in a 2 ${\times}$ 2 Crossover Design

  • Oh, Hyun-Sook;Ko, Seoung-Gon
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.67-72
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    • 2002
  • A Bayesian testing procedure is proposed for assessment of bioequivalence in both mean and variance which ensures population bioequivalence under normality assumption. We derive the joint posterior distribution of the means and variances in a standard 2 ${\times}$ 2 crossover experimental design and propose a Bayesian testing procedure for bioequivalence based on a Markov chain Monte Carlo methods. The proposed method is applied to a real data set.

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AN EMPIRICAL BAYESIAN ESTIMATION OF MONTHLY LEVEL AND CHANGE IN TWO-WAY BALANCED ROTATION SAMPLING

  • Lee, Seung-Chun;Park, Yoo-Sung
    • Journal of the Korean Statistical Society
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    • v.32 no.2
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    • pp.175-191
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    • 2003
  • An empirical Bayesian approach is discussed for estimation of characteristics from the two-way balanced rotation sampling design which includes U.S. Current Population Survey and Canadian Labor Force Survey as special cases. An empirical Bayesian estimator is derived for monthly effect under presence of two types of biases and correlations It is shown that the marginal distribution of observation provides more general correlation structure than that frequentist has assumed. Consistent estimators are derived for hyper-parameters in Normal priors.

Bayesian Methods for Combining Results from Different Experiments

  • Lee, In-Suk;Kim, Dal-Ho;Lee, Keun-Baik
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.181-191
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    • 1999
  • We consider Bayesian models allow multiple grouping of parameters for the normal means estimation problem. In particular, we consider a typical Bayesian hierarchical approach based on thepartial exchangeability where the components within a subgroup are exchangeable, but the different subgroups are not. We discuss implementation of such Bayesian procedures via Gibbs sampling. We illustrate the proposed methods with numerical examples.

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Bayesian Approach for Independence Test in Bivariate Exponential Model

  • Cho, Jang-Sik
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.04a
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    • pp.327-333
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    • 2006
  • In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

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A Bayesian Analysis of the Multinomial Randomized Response Model Using Dirichlet Prior Distribution

  • Kim, Jong-Min;Heo, Tae-Young
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.239-244
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    • 2005
  • In this paper, we examine the problem of estimating the sensitive characteristics and behaviors in a multinomial randomized response (RR) model. We analyze this problem through a Bayesian perspective and develop a Bayesian multinomial RR model in survey study. The Bayesian inference of multinomial RR model is a new approach to RR models.

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Bayesian Maintenance Policy for a Repairable System with Non-renewing Warranty

  • Han, Sung-Sil;Jung, Gi-Mun
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.1
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    • pp.55-65
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    • 2002
  • In this paper we present a Bayesian approach for determining an optimal maintenance policy following the expiration of warranty for a repairable system. We consider two types of warranty policies : non-renewing free replacement warranty (NFRW) and non-renewing pro-rata warranty (NPRW). The mathematical formula of the expected cost rate per unit time is obtained for NFRW and NPRW, respectively. When the failure time is Weibull distribution with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal maintenance policy. We illustrate the use of our approach with simulated data.

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An Alternative Approach in Analyzing the Impacts of Online Feedback System;A Bayesian Inference Model

  • Yoo, Byung-Joon;Lee, Gun-Woong
    • 한국경영정보학회:학술대회논문집
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    • 2007.06a
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    • pp.395-400
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    • 2007
  • Previous studies present the mixed results on online reputation mechanism. In this study, we have found that an approach based on Bayesian statistics can explain most results of previous studies which are conflicting with each others. With this model, we explain why negative ratings have more significant marginal impacts on sellers' reputation than positive ones do. Furthermore, we even show why the feedbacks with a few negative ratings may increase the value of the item and final prices by confirming buyers' prior beliefs on the sellers' reputation much more than those without negative ratings. Also, we explain why there are not many negative ratings. Even though some studies suggest this because of generosity of users, our model shows that the reason is that the existence of FS itself prevents bad sellers from participating to the market as a signal itself. Even further, we show how this extreme tendency of positive ratings gets even stronger as markets evolve. Finally, to validate our analytical results, we examine the previous studies and see what factors effect the outcomes of their analyses.

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Combining Geostatistical Indicator Kriging with Bayesian Approach for Supervised Classification

  • Park, No-Wook;Chi, Kwang-Hoon;Moon, Wooil-M.;Kwon, Byung-Doo
    • Proceedings of the KSRS Conference
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    • 2002.10a
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    • pp.382-387
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    • 2002
  • In this paper, we propose a geostatistical approach incorporated to the Bayesian data fusion technique for supervised classification of multi-sensor remote sensing data. Traditional spectral based classification cannot account for the spatial information and may result in unrealistic classification results. To obtain accurate spatial/contextual information, the indicator kriging that allows one to estimate the probability of occurrence of classes on the basis of surrounding observations is incorporated into the Bayesian framework. This approach has its merit incorporating both the spectral information and spatial information and improves the confidence level in the final data fusion task. To illustrate the proposed scheme, supervised classification of multi-sensor test remote sensing data set was carried out.

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A Bayesian Approach to Detecting Outliers Using Variance-Inflation Model

  • Lee, Sangjeen;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.805-814
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    • 2001
  • The problem of 'outliers', observations which look suspicious in some way, has long been one of the most concern in the statistical structure to experimenters and data analysts. We propose a model for outliers problem and also analyze it in linear regression model using a Bayesian approach with the variance-inflation model. We will use Geweke's(1996) ideas which is based on the data augmentation method for detecting outliers in linear regression model. The advantage of the proposed method is to find a subset of data which is most suspicious in the given model by the posterior probability The sampling based approach can be used to allow the complicated Bayesian computation. Finally, our proposed methodology is applied to a simulated and a real data.

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