• Title/Summary/Keyword: conjugate distribution

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Nonparametric Bayesian estimation on the exponentiated inverse Weibull distribution with record values

  • Seo, Jung In;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.611-622
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    • 2014
  • The inverse Weibull distribution (IWD) is the complementary Weibull distribution and plays an important role in many application areas. In Bayesian analysis, Soland's method can be considered to avoid computational complexities. One limitation of this approach is that parameters of interest are restricted to a finite number of values. This paper introduce nonparametric Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution (EIWD). In stead of Soland's conjugate piror, stick-breaking prior is considered and the corresponding Bayesian estimators under the squared error loss function (quadratic loss) and LINEX loss function are obtained and compared with other estimators. The results may be of interest especially when only record values are stored.

Bayesian estimation in the generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Se, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.977-989
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    • 2011
  • The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide Bayesian estimation of the shape parameter and reliability function in the generalized half logistic distribution based on progressively Type-II censored data under various loss functions. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, we examine the validity of our estimation using real data and simulated data.

Bayesian estimations on the exponentiated half triangle distribution under Type-I hybrid censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Seo, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.565-574
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    • 2011
  • The exponenetiated distribution has been used in reliability and survival analysis especially when the data is censored. In this paper, we derive Bayesian estimation of shape parameter and reliability function in the exponenetiated half triangle distribution based on Type-I hybrid censored data. Here we consider conjugate prior and noninformative prior and obtained corresponding posterior distributions. As an illustration, the mean square errors of the estimates are computed. Comparisons are made between these estimators using Monte Carlo simulation study.

Bayesian Estimations on the Exponentiated Distribution Family with Type-II Right Censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Seo, Jung-In
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.603-613
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    • 2011
  • Exponentiated distribution has been used in reliability and survival analysis especially when the data is censored. In this paper, we derive Bayesian estimation of the shape parameter, reliability function and failure rate function in the exponentiated distribution family based on Type-II right censored data. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, the mean square errors of the estimates are computed. Comparisons are made between these estimators using Monte Carlo simulation study.

Comparing the Bayesian Estimates of Hazard Rate of Mixed Distribution and Hazard Rates by the MLE Method

  • Suneung Ahn;Kim, Hyunmook
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2003.11a
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    • pp.263-266
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    • 2003
  • This paper is intended to compare between the Bayesian estimates of hazard rate and the hazard rates of mixed distributions. In estimating hazard rates, especially when the MLE method is used, such difficulties as a lack of data and the existence of censored data make it difficult to estimate the rates. For this reason, the estimates of hazard rate based on the Bayesian approach are introduced. For the simplicity, the exponential and gamma distributions are adopted as a sampling distribution and its natural conjugate prior distribution, respectively.

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Mixtures of Beta Processes Priors for Right Censored Survival Data

  • Kim, Yongdai
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.127-138
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    • 2001
  • In order to combine parametric and nonparametric approaches together for survival analysis with censored observations, a new class of priors called mixtures of the beta processes is introduced. It is shown that mixtures of beta processes priors generalized the well known priors - mixtures of Dirichlet processes, and they are conjugate with right censored observations. Formulas for computing the posterior distribution are derived. Finally, a real data set is analyzed for illustrational purpose.

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Discount Survival Models for No Covariate Case

  • Joo Yong Shim
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.491-496
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    • 1997
  • For the survival data analysis of no covariate the discount survival model is proposed to estimate the time-varying hazard rate and the survival function recursively. In comparison with the covariate case it provide the distributionally explicit evolution of hazard rate between time intervals under the assumption of a conjugate gamma distribution. Also forecasting of the hazard rate in the next time interval is suggested, which leads to the forcecasted survival function.

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Bayesian Inference for the Two-Parameter Exponential Models : Type-II Censored Case

  • Sohn, Joong-Kweon;Kim, Heon-Joo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.313-335
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    • 1995
  • Suppose that we have $k(k \geq 2)$ populations (or systems), say $\pi_1, \cdots, \pi_k$, to be tested. Under the type-II censored testing without replacement we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population. Also we compare the perfomances of the proposed Bayes estimators with another estiamtors under the Jeffrey-type noninformative prior distribution.

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Electromagnetic Wave Scattering of the Perfect Conducting Body of Revolution (회전형 완전도체의 전자파 산란특성)

  • Kim, Jung-Ki
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.25 no.2
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    • pp.130-138
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    • 1988
  • The method of conjugate gradient (C.G.M.) is applied to the solution of current distribution from body of revolution(B.O.R.). Using the C.G.M., it is possible to analyze electrically large arbitratily oriented B.O.R.. The fundamental differencess between C.G.M. and moment are outlined. This method converge for any initial guess, and this techniqe guarantees a monotonic convegence. Numerical resulsts are presented for electromagnetic case which shows good agreements with moment solution.

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Parallelized Topology Design Optimization of the Frame of Human Powered Vessel (인력선 프레임의 병렬화 위상 최적설계)

  • Kim, Hyun-Suk;Lee, Ki-Myung;Kim, Min-Geun;Cho, Seon-Ho
    • Journal of the Society of Naval Architects of Korea
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    • v.47 no.1
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    • pp.58-66
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    • 2010
  • Topology design optimization is a method to determine the optimal distribution of material that yields the minimal compliance of structures, satisfying the constraint of allowable material volume. The method is easy to implement and widely used so that it becomes a powerful design tool in various disciplines. In this paper, a large-scale topology design optimization method is developed using the efficient adjoint sensitivity and optimality criteria methods. Parallel computing technique is required for the efficient topology optimization as well as the precise analysis of large-scale problems. Parallelized finite element analysis consists of the domain decomposition and the boundary communication. The preconditioned conjugate gradient method is employed for the analysis of decomposed sub-domains. The developed parallel computing method in topology optimization is utilized to determine the optimal structural layout of human powered vessel.