• Title/Summary/Keyword: bayesian probability

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Bayesian multiple comparisons in Freund's bivariate exponential populations with type I censored data

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.569-574
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    • 2010
  • We consider two components system which have Freund's bivariate exponential model. In this case, Bayesian multiple comparisons procedure for failure rates is sug-gested in K Freund's bivariate exponential populations. Here we assume that the com-ponents enter the study at random over time and the analysis is carried out at some prespeci ed time. We derive fractional Bayes factor for all comparisons under non- informative priors for the parameters and calculate the posterior probabilities for all hypotheses. And we select a hypotheses which has the highest posterior probability as best model. Finally, we give a numerical examples to illustrate our procedure.

A Bayesian Approach to Software Optima I Re lease Policy (소프트웨어 최적출하정책의 베이지안 접근방법)

  • 김희수;이애경
    • Proceedings of the Korean Reliability Society Conference
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    • 2002.06a
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    • pp.273-273
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    • 2002
  • In this paper, we investigate a software release policy with software reliability growth factor during the warranty period by assuming that the software reliability growth is assumed to occur after the testing phase with probability p and the software reliability growth is not assumed to occur after the testing phase with probability 1-p. The optimal release policy to minimize the expected total software cost is discussed. Numerical examples are shown to illustrate the results of the optimal policy. And we consider a Bayesian decision theoretic approach to determine an optimal software release policy. This approach enables us to update our uncertainty when determining optimal software release time, When the failure time is Weibull distribution with uncertain parameters, a bayesian approach is established. Finally, numerical examples are presented for illustrative propose.

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Risk Assessment and Decision-Making of a Listed Enterprise's L/C Settlement Based on Fuzzy Probability and Bayesian Game Theory

  • Cheng, Zhang;Huang, Nanni
    • Journal of Information Processing Systems
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    • v.16 no.2
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    • pp.318-328
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    • 2020
  • Letter of Credit (L/C) is currently a very popular international settlement method frequently used in international trade processes amongst countries around the globe. Compared with other international settlement methods, however, L/C has some obvious shortcomings. Firstly, it is not easy to use due to the sophisticated processes its usage involves. Secondly, it is sometimes accompanied by a few risks and some uncertainty. Thus, highly efficient methods need to be used to assess and control these risks. To begin with, FAHP and KMV methods are used to resolve the problem of incomplete information associated with L/C and then, on this basis, Bayesian game theory is used in order to make more scientific and reasonable decisions with respect to international trade.

Independent Testing in Marshall and Olkin's Bivariate Exponential Model Using Fractional Bayes Factor Under Bivariate Type I Censorship

  • Cho, Kil-Ho;Cho, Jang-Sik;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1391-1396
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    • 2008
  • In this paper, we consider two components system which the lifetimes have Marshall and Olkin's bivariate exponential model with bivariate type I censored data. We propose a Bayesian independent test procedure for above model using fractional Bayes factor method by O'Hagan based on improper prior distributions. And we compute the fractional Bayes factor and the posterior probabilities for the hypotheses, respectively. Also we select a hypothesis which has the largest posterior probability. Finally a numerical example is given to illustrate our Bayesian testing procedure.

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New stereo matching algorithm based on probabilistic diffusion (확률적 확산을 이용한 스테레오 정합 알고리듬)

  • 이상화;이충웅
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.35S no.4
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    • pp.105-117
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    • 1998
  • In this paper, the general formula of disparity estimation based on Bayesian Maximum A Posteriori (MAP) algorithm is derived and implemented with simplified probabilistic models. The probabilistic models are independence and similarity among the neighboring disparities in the configuration.The formula is the generalized probabilistic diffusion equation based on Bayesian model, and can be implemented into the some different forms corresponding to the probabilistic models in the disparity neighborhood system or configuration. And, we proposed new probabilistic models in order to simplify the joint probability distribution of disparities in the configuration. According to the experimental results, the proposed algorithm outperformed the other ones, such as sum of swuared difference(SSD) based algorithm and Scharstein's method. We canconclude that the derived formular generalizes the probabilistic diffusion based on Bayesian MAP algorithm for disparity estimation, and the propsoed probabilistic models are reasonable and approximate the pure joint probability distribution very well with decreasing the computations to 0.01% of the generalized formula.

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Understanding the genetics of systemic lupus erythematosus using Bayesian statistics and gene network analysis

  • Nam, Seoung Wan;Lee, Kwang Seob;Yang, Jae Won;Ko, Younhee;Eisenhut, Michael;Lee, Keum Hwa;Shin, Jae Il;Kronbichler, Andreas
    • Clinical and Experimental Pediatrics
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    • v.64 no.5
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    • pp.208-222
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    • 2021
  • The publication of genetic epidemiology meta-analyses has increased rapidly, but it has been suggested that many of the statistically significant results are false positive. In addition, most such meta-analyses have been redundant, duplicate, and erroneous, leading to research waste. In addition, since most claimed candidate gene associations were false-positives, correctly interpreting the published results is important. In this review, we emphasize the importance of interpreting the results of genetic epidemiology meta-analyses using Bayesian statistics and gene network analysis, which could be applied in other diseases.

Copula-based common cause failure models with Bayesian inferences

  • Jin, Kyungho;Son, Kibeom;Heo, Gyunyoung
    • Nuclear Engineering and Technology
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    • v.53 no.2
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    • pp.357-367
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    • 2021
  • In general, common cause failures (CCFs) have been modeled with the assumption that components within the same group are symmetric. This assumption reduces the number of parameters required for the CCF probability estimation and allows us to use a parametric model, such as the alpha factor model. Although there are various asymmetric conditions in nuclear power plants (NPPs) to be addressed, the traditional CCF models are limited to symmetric conditions. Therefore, this paper proposes the copulabased CCF model to deal with asymmetric as well as symmetric CCFs. Once a joint distribution between the components is constructed using copulas, the proposed model is able to provide the probability of common cause basic events (CCBEs) by formulating a system of equations without symmetry assumptions. In addition, Bayesian inferences for the parameters of the marginal and copula distributions are introduced and Markov Chain Monte Carlo (MCMC) algorithms are employed to sample from the posterior distribution. Three example cases using simulated data, including asymmetry conditions in total failure probabilities and/or dependencies, are illustrated. Consequently, the copula-based CCF model provides appropriate estimates of CCFs for asymmetric conditions. This paper also discusses the limitations and notes on the proposed method.

LANDSLIDE SUSCEPTIBILITY MAPPING AND VERIFICATION USING THE GIS AND BAYESIAN PROBABILITY MODEL IN BOEUN, KOREA

  • Choi, Jae-Won;Lee, Sa-Ro;Yu, Young-Tae
    • Proceedings of the Korean Association of Geographic Inforamtion Studies Conference
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    • 2003.04a
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    • pp.100-100
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    • 2003
  • The purpose of this study is to reveals spatial relationships between landslides and geospatial data set, map the landslide susceptibility using the relationships and verify the landslide susceptibility using the landslide occurrence data in Bosun area in 1998. Landslide locations were detected from aerial photography and field survey and topography, soil, forest, and land use data sets were constructed as a spatial database using GIS. As the landslide occurrence factors, slope, aspect, curvature and type of topography, texture, material, drainage and effective thickness of soil, type, age, diameter and density of wood and land use were used. Is extract the relationship between landslides and geospatial database, Bayesian probability methods, likelihood ratio and weight of evidence, were applied and the ratio and contrast value that is W$\^$+/- W$\^$-/ were calculated. The landslide susceptibility index was calculated by summation of the likelihood ratio and contrast value and the landslide susceptibility maps were generated using the index. As a result, it is expected that spatial relationships between landslides and geospatial database is helpful to explain the characteristics of landslide and the landslide susceptibility map is used to reduce associated hazards, and to plan land use and construction.

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A Risk Evaluation Model of Power Distribution Line Using Bayesian Rule -Overhead Distribution System- (베이즈 규칙을 활용한 배전선로 위험도 평가모델 -가공배전분야-)

  • Joung, Jong-Man;Park, Yong-Woo
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.6
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    • pp.870-875
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    • 2013
  • After introducing diagnosis equipment power failure prevention activities for distribution system have become more active. To do facility diagnosis and maintenance work more efficiently we need to evaluate reliability for the system and should determine the priority line with appropriate criteria. Thus, to calculate risk factor for the power distribution line that are composed of many component facilities its historical failure events for the last 5 years are collected and analysed. The failure statics show that more than 60% of various failures are related to environment factors randomly and about 20% of the failures are refer to the aging. As a strategic evaluation system reflecting these environmental influence is needed, a system on the basis of the probabilistic approach related statical variables in terms of failure rate and failure probability of electrical components is proposed. The figures for the evaluation are derived from the field failure DB. With adopting Bayesian rule we can calculate easily about conditional probability query. The proposed evaluation system is demonstrated with model system and the calculated indices representing the properties of the model line are discussed.

베이즈와 이산형 모형을 이용한 비율에 대한 추론 교수법의 고찰

  • 박태룡
    • Journal for History of Mathematics
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    • v.13 no.1
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    • pp.99-112
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    • 2000
  • In this paper we discuss the teaching methods about statistical inferences. Bayesian methods have the attractive feature that statistical conclusions can be stated using the language of subjective probability. Simple methods of teaching Bayes' rule described, and these methods are illustrated for inference and prediction problems for one proportions. Also, we discuss the advantages and disadvantages of traditional and Bayesian approachs in teaching inference.

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