• Title/Summary/Keyword: bayesian statistics

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The Fractional Bayes Factor Approach to the Bayesian Testing of the Weibull Shape Parameter

  • Cha, Young-Joon;Cho, Kil-Ho;Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.927-932
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    • 2006
  • The techniques for selecting and evaluating prior distributions are studied over recent years which the primary emphasis is on noninformative priors. But, noninformative priors are typically improper so that such priors are defined only up to arbitrary constants which affect the values of Bayes factors. In this paper, we consider the Bayesian hypotheses testing for the Weibull shape parameter based on fractional Bayes factor which is to remove the arbitrariness of improper priors. Also we present a numerical example to further illustrate our results.

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Classical and Bayesian studies for a new lifetime model in presence of type-II censoring

  • Goyal, Teena;Rai, Piyush K;Maury, Sandeep K
    • Communications for Statistical Applications and Methods
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    • v.26 no.4
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    • pp.385-410
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    • 2019
  • This paper proposes a new class of distribution using the concept of exponentiated of distribution function that provides a more flexible model to the baseline model. It also proposes a new lifetime distribution with different types of hazard rates such as decreasing, increasing and bathtub. After studying some basic statistical properties and parameter estimation procedure in case of complete sample observation, we have studied point and interval estimation procedures in presence of type-II censored samples under a classical as well as Bayesian paradigm. In the Bayesian paradigm, we considered a Gibbs sampler under Metropolis-Hasting for estimation under two different loss functions. After simulation studies, three different real datasets having various nature are considered for showing the suitability of the proposed model.

A Study on Null Hypothesis and Alternative Hypothesis, Reduction to Absurdity and Application of Bayesian Statistics in Korean Medicine Otolaryngology (임상연구방법론에서 귀무가설과 대립가설, 귀류법에 대한 고찰과 한방이비인후과에서 베이지안 통계학의 활용)

  • Nam, Seung-Pyo;Bae, Jae-Min;Kwon, Kang
    • The Journal of Korean Medicine Ophthalmology and Otolaryngology and Dermatology
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    • v.32 no.4
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    • pp.41-61
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    • 2019
  • Background : The current medical statistics used in clinical research are the results of Fisher's significance test and the Neyman-Pearson hypothesis test, which were combined by psychologists. Also, in the philosophical background, it is related to Popper's falsificationism based hypothesis-deductive method and reduction to absurdity. Objectives : This study was designed to find complementary and alternative methods of null hypothesis and alternative hypothesis used for the clinical research methodology of Korean medicine otolaryngology. Methods : The body of this paper was divided into seven part. These are historical background, hypothesis test, hypothesis test method used in the design of clinical study, falsificationism and reduction to absurdity, problem and alternative method of the Neyman-Pearson hypothesis test, diagnosis example of sinusitis differentiation syndromes by Bayesian statistics. Through this process, we found out problems of frequentist statistics and suggested alternative methods. Result & Conclusion : As a solution to the problems of the null hypothesis and the alternative hypothesis, there are effects size, confidence interval, Bayesian statistics and Lakatos methodology of scientific research programmes.

A Bayesian cure rate model with dispersion induced by discrete frailty

  • Cancho, Vicente G.;Zavaleta, Katherine E.C.;Macera, Marcia A.C.;Suzuki, Adriano K.;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.471-488
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    • 2018
  • In this paper, we propose extending proportional hazards frailty models to allow a discrete distribution for the frailty variable. Having zero frailty can be interpreted as being immune or cured. Thus, we develop a new survival model induced by discrete frailty with zero-inflated power series distribution, which can account for overdispersion. This proposal also allows for a realistic description of non-risk individuals, since individuals cured due to intrinsic factors (immunes) are modeled by a deterministic fraction of zero-risk while those cured due to an intervention are modeled by a random fraction. We put the proposed model in a Bayesian framework and use a Markov chain Monte Carlo algorithm for the computation of posterior distribution. A simulation study is conducted to assess the proposed model and the computation algorithm. We also discuss model selection based on pseudo-Bayes factors as well as developing case influence diagnostics for the joint posterior distribution through ${\psi}-divergence$ measures. The motivating cutaneous melanoma data is analyzed for illustration purposes.

A Study on the Bayes Estimation Application for Korean Standard-Quality Excellence Index(KS-QEI) (베이즈 추정방식의 품질우수성지수 적용 방안에 관한 연구)

  • Kim, Tai Kyoo;Kim, Myung Joon
    • Journal of Korean Society for Quality Management
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    • v.42 no.4
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    • pp.747-756
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    • 2014
  • Purpose: The purpose of this study is to apply the Bayesian estimation methodology for producing 'Korean Standard -Quality Excellence Index' model and prove the effectiveness of the new approach based on survey data by comparing the current index with the new index produced by Bayesian estimation method. Methods: The 'Korean Standard -Quality Excellence Index' was produced through the collected survey data by Bayesian estimation method and comparing the deviation with two results for confirming the effectiveness of suggested application. Results: The statistical analysis result shows that suggested estimator, that is, empirical Bayes estimator improves the effectiveness of the index with regard to reduce the error under specific loss function, which is suggested for checking the goodness of fit. Conclusion: Considering the Bayesian techniques such as empirical Bayes estimator for producing the quality excellence index reduces the error for estimating the parameter of interest and furthermore various Bayesian perspective approaches seems to be meaningful for producing the corresponding index.

Adaptive Noise Reduction Algorithm for an Image Based on a Bayesian Method

  • Kim, Yeong-Hwa;Nam, Ji-Ho
    • Communications for Statistical Applications and Methods
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    • v.19 no.4
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    • pp.619-628
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    • 2012
  • Noise reduction is an important issue in the field of image processing because image noise lowers the quality of the original pure image. The basic difficulty is that the noise and the signal are not easily distinguished. Simple smoothing is the most basic and important procedure to effectively remove the noise; however, the weakness is that the feature area is simultaneously blurred. In this research, we use ways to measure the degree of noise with respect to the degree of image features and propose a Bayesian noise reduction method based on MAP (maximum a posteriori). Simulation results show that the proposed adaptive noise reduction algorithm using Bayesian MAP provides good performance regardless of the level of noise variance.

Bayesian Analysis for Heat Effects on Mortality

  • Jo, Young-In;Lim, Youn-Hee;Kim, Ho;Lee, Jae-Yong
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.705-720
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    • 2012
  • In this paper, we introduce a hierarchical Bayesian model to simultaneously estimate the thresholds of each 6 cities. It was noted in the literature there was a dramatic increases in the number of deaths if the mean temperature passes a certain value (that we call a threshold). We estimate the difference of mortality before and after the threshold. For the hierarchical Bayesian analysis, some proper prior distribution of parameters and hyper-parameters are assumed. By combining the Gibbs and Metropolis-Hastings algorithm, we constructed a Markov chain Monte Carlo algorithm and the posterior inference was based on the posterior sample. The analysis shows that the estimates of the threshold are located at $25^{\circ}C{\sim}29^{\circ}C$ and the mortality around the threshold changes from -1% to 2~13%.

A Bayesian Threshold Model for Ordered Categorical Traits (순서범주형자료 분석을 위한 베이지안 분계점 모형)

  • Choi Byangsu;Lee Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.173-182
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    • 2005
  • A Bayesian threshold model is considered to analyze binary or ordered categorical traits. Gibbs sampler for making full Bayesian inferences about the category probability as well as the regression coefficients is described. The model can be regarded as an alternative to the ordered logit regression model. Numerical examples are shown to demonstrate the efficiency of the model.

Bayesian Multiple Change-Point Estimation and Segmentation

  • Kim, Jaehee;Cheon, Sooyoung
    • Communications for Statistical Applications and Methods
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    • v.20 no.6
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    • pp.439-454
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    • 2013
  • This study presents a Bayesian multiple change-point detection approach to segment and classify the observations that no longer come from an initial population after a certain time. Inferences are based on the multiple change-points in a sequence of random variables where the probability distribution changes. Bayesian multiple change-point estimation is classifies each observation into a segment. We use a truncated Poisson distribution for the number of change-points and conjugate prior for the exponential family distributions. The Bayesian method can lead the unsupervised classification of discrete, continuous variables and multivariate vectors based on latent class models; therefore, the solution for change-points corresponds to the stochastic partitions of observed data. We demonstrate segmentation with real data.

Bayesian Tests for Independence and Symmetry in Freund's Bivariate Exponential Model

  • Cho, Jang-Sik;Kim, Dal-Ho;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.135-146
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    • 1999
  • In this paper, we consider the Bayesian hypotheses testing for independence and symmetry in Freund's 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 intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results to analyze some data sets.

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