• Journal of the Korean Data and Information Science Society
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• 제25권3호
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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.

• Communications for Statistical Applications and Methods
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• 제29권4호
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• pp.471-486
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• 2022

Autoregressive moving average (ARMA) models involve nonlinearity in the model coefficients because of unobserved lagged errors, which complicates the likelihood function and makes the posterior density analytically intractable. In order to overcome this problem of posterior analysis, some approximation methods have been proposed in literature. In this paper we first review the main analytic approximations proposed to approximate the posterior density of ARMA models to be analytically tractable, which include Newbold, Zellner-Reynolds, and Broemeling-Shaarawy approximations. We then use the Kullback-Leibler divergence to study the relation between these three analytic approximations and to measure the distance between their derived approximate posteriors for ARMA models. In addition, we evaluate the impact of the approximate posteriors distance in Bayesian estimates of mean and precision of the model coefficients by generating a large number of Monte Carlo simulations from the approximate posteriors. Simulation study results show that the approximate posteriors of Newbold and Zellner-Reynolds are very close to each other, and their estimates have higher precision compared to those of Broemeling-Shaarawy approximation. Same results are obtained from the application to real-world time series datasets.

• 한국정보처리학회논문지
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• 제1권1호
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• pp.14-22
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• 1994

본 논문은 스미스의 베이지안 소프트웨어 신뢰도 성장모형을 기반으로 테스팅 단계에서의 소프트웨어 신뢰도에 대한 두가지 베이즈 추정량에 그에 대한 평가 알고 리즘을 제안하는데 목적이 있다. 그 방법으로 사전정보 클래스로서 일양사전분포보다 더 일반적인 베타사전분포 BE(a.b)를 사용하였다. 그 연구 과정으로 베이지안 추정절 차에 있어서 제곱오차결손함수와 해리스결손함수를 고려하고, 컴퓨터 시뮬레이션을 통 해서 소프트웨어 신뢰도에 대한 베이즈추정량들과 그에 따른 알고리즘을 이용하여 평 균자승오차 성능을 비교한다. 연구 결과로써 a가 크면 클수록 그리고 b가 적으면 적을 수록 해리스결손함수하의 소프트웨어 신뢰도의 베이즈추정량이 평균자승오차 성능의 관점에서는 더욱 유효하고, a 가 b보다 더 클 때 공액사전분포인 베타사전분포상의 소 프트웨어 신뢰도의 베이즈추정량이 비정보사전분포인 일양사전분포상에서 소프트웨어 신뢰도의 베이즈추정량보다는 성능이 더 좋다는 결론을 얻는다.

• 산업경영시스템학회지
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• 제28권3호
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• pp.26-35
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• 2005

This paper is intended to compare the hazard rate estimations from Bayesian approach and maximum likelihood estimate(MLE) method. Hazard rate frequently involves unknown parameters and it is common that those parameters are estimated from observed data by using MLE method. Such estimated parameters are appropriate as long as there are sufficient data. Due to various reasons, however, we frequently cannot obtain sufficient data so that the result of MLE method may be unreliable. In order to resolve such a problem we need to rely on the judgement about the unknown parameters. We do this by adopting the Bayesian approach. The first one is to use a predictive distribution and the second one is a method called Bayesian estimate. In addition, in the Bayesian approach, the prior distribution has a critical effect on the result of analysis, so we introduce the method using computerized-simulation to elicit an effective prior distribution. For the simplicity, we use exponential and gamma distributions as a likelihood distribution and its natural conjugate prior distribution, respectively. Finally, numerical examples are given to illustrate the potential benefits of the Bayesian approach.

• 한국항공우주학회지
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• 제38권4호
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• pp.395-402
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• 2010

배플 분사기는 연소실 안으로 돌출되어 횡 방향 모드로 발생하는 고주파 연소불안정을 억제하는 배플을 형성한다. 고온의 연소가스에 노출되기 때문에 배플 분사기는 케로신 유로를 통해 자체 냉각이 가능하도록 설계한다. 20개의 나선형 냉각 채널을 갖는 배플 분사기가 개발되어 30톤급 연소기에 성공적으로 적용되어 왔으며, 별도의 외부 냉각을 필요로 하는 내열재 배플이 갖던 성능 감소 문제를 해결하였다. 본 연구는 케로신 냉각유로의 설계를 개선함으로서, 냉각 성능을 만족하는 범위 내에서 제작성을 향상시켜 연소기 대형화로 인해 증가하는 배플 분사기의 제작 비용을 절감하는 데 목적을 두었다. 이를 위해 배플 분사기에 대한 복합열전달 해석을 수행하였으며, 설계 수정된 배플 분사기는 75톤급 실물형 연소기에 적용하기 전에 축소형 연소기의 연소시험을 통해 열 내구성을 검증하였다.

• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.755-762
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• 2013

본 논문은 NHPP 소프트웨어 신뢰성모형에서 모수추정과 고장시간에 대한 예측을 다루고자 한다. 소프트웨어 신뢰성모형 Goel-Okumoto모형에서 평균값 함수에 대한 최우추정과 경험적 사전분포를 가정한 공액사전분포에서 베이지안 추정을 다루었다. 실제 자료에서 두 가지 추정법에 의한 모수 추정값을 제공하였으며, 모형의 적합성을 판정하고, 고장수에 대한 예측값을 비교하였다.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2003년도 추계학술대회 및 정기총회
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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.

• 품질경영학회지
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• 제26권4호
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• pp.151-165
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• 1998

Consider the linear multivariate regression model $Y=X_1B_1＋X_2B_2＋U$, where Vec(U)~N(0, $\sum \bigotimes I_N$). This paper is concerned with Bayes infreence of the model when it is suspected that the elements of $B_2$ are constrained in the form of intervals. The use of the Gibbs sampler as a method for calculating Bayesian marginal posterior desnities of the parameters under a generalized conjugate prior is developed. It is shown that the a, pp.oach is straightforward to specify distributionally and to implement computationally, with output readily adopted for required inference summaries. The method developed is a, pp.ied to a real problem.

• Communications for Statistical Applications and Methods
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• 제20권6호
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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.

• ETRI Journal
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• 제28권2호
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• pp.162-174
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• 2006

Several photogrammetric and geographic information system applications such as surface matching, object recognition, city modeling, environmental monitoring, and change detection deal with multiple versions of the same surface that have been derived from different sources and/or at different times. Surface registration is a necessary procedure prior to the manipulation of these 3D datasets. This need is also applicable in the field of medical imaging, where imaging modalities such as magnetic resonance imaging (MRI) can provide temporal 3D imagery for monitoring disease progression. This paper will present a general automated surface registration procedure that can establish correspondences between conjugate surface elements. Experimental results using light detection and ranging (LIDAR) and MRI data will verify the feasibility, robustness, and accuracy of this approach.