• Title/Summary/Keyword: empirical Bayes

Search Result 105, Processing Time 0.026 seconds

On estimation of the probability of Yut (윷의 확률 추정에 대하여)

  • 박진경;박승선
    • The Korean Journal of Applied Statistics
    • /
    • v.9 no.2
    • /
    • pp.83-94
    • /
    • 1996
  • The probability of Yut was calculated by using the physical property in previous study, but this article suggested empirical estimators for probability of Yut. In practice, physics-based probability imposes too strong assumptions, which result in the difference between the calculated probabilies and empirical relative frequencies. Experiment shows the probabilities of Yut depend on the integrated shape of Yut rather than the floor type. Maximum likelihood estimator and empirical Bayes estimators are compared and all turn out to be almost identicla for more than 40 trials. For smaller number of trials, Bayes estimators are recommended for its stability. Regression approach is also adopted as an easy-to-use method without empirical trials.

  • PDF

Empirical Bayes Problem With Random Sample Size Components

  • Jung, Inha
    • Journal of the Korean Statistical Society
    • /
    • v.20 no.1
    • /
    • pp.67-76
    • /
    • 1991
  • The empirical Bayes version involves ″independent″ repetitions(a sequence) of the component decision problem. With the varying sample size possible, these are not identical components. However, we impose the usual assumption that the parameters sequence $\theta$=($\theta$$_1$, $\theta$$_2$, …) consists of independent G-distributed parameters where G is unknown. We assume that G $\in$ g, a known family of distributions. The sample size $N_i$ and the decisin rule $d_i$ for component i of the sequence are determined in an evolutionary way. The sample size $N_1$ and the decision rule $d_1$$\in$ $D_{N1}$ used in the first component are fixed and chosen in advance. The sample size $N_2$and the decision rule $d_2$ are functions of *see full text($\underline{X}^1$equation omitted), the observations in the first component. In general, $N_i$ is an integer-valued function of *see full text(equation omitted) and, given $N_i$, $d_i$ is a $D_{Ni}$/-valued function of *see full text(equation omitted). The action chosen in the i-th component is *(equation omitted) which hides the display of dependence on *(equation omitted). We construct an empirical Bayes decision rule for estimating normal mean and show that it is asymptotically optimal.

  • PDF

Improved Statistical Testing of Two-class Microarrays with a Robust Statistical Approach

  • Oh, Hee-Seok;Jang, Dong-Ik;Oh, Seung-Yoon;Kim, Hee-Bal
    • Interdisciplinary Bio Central
    • /
    • v.2 no.2
    • /
    • pp.4.1-4.6
    • /
    • 2010
  • The most common type of microarray experiment has a simple design using microarray data obtained from two different groups or conditions. A typical method to identify differentially expressed genes (DEGs) between two conditions is the conventional Student's t-test. The t-test is based on the simple estimation of the population variance for a gene using the sample variance of its expression levels. Although empirical Bayes approach improves on the t-statistic by not giving a high rank to genes only because they have a small sample variance, the basic assumption for this is same as the ordinary t-test which is the equality of variances across experimental groups. The t-test and empirical Bayes approach suffer from low statistical power because of the assumption of normal and unimodal distributions for the microarray data analysis. We propose a method to address these problems that is robust to outliers or skewed data, while maintaining the advantages of the classical t-test or modified t-statistics. The resulting data transformation to fit the normality assumption increases the statistical power for identifying DEGs using these statistics.

Effect Analysis on Red Light Camera for Signalized Intersection Safety -Focused on Side Right-Angle Collision Accidents- (신호교차로 안전성향상을 위한 단속카메라의 효과분석 연구 -측면직각 충돌사고를 중심으로-)

  • Oh, Ju Taek;Kim, Yong Seok;Lee, Yong Chul
    • International Journal of Highway Engineering
    • /
    • v.17 no.1
    • /
    • pp.119-127
    • /
    • 2015
  • PURPOSES : Before-and-after studies of red light cameras were conducted with the aim of reducing the number of side right-angle collisions. Three different methods were used for the before-and-after studies, and the analysis results were compared. METHODS : This research used the naive before-and-after method, the comparison-group method, and the empirical Bayes method to study the effects of red light cameras on side-angle collisions. The results of the three before-and-after methods were compared and interpreted in terms of safety indications at signalized intersections. RESULTS : The research results showed that side right-angle collisions can be reduced by installing red light cameras at signalized intersections. All three methods guarantee safety improvements of 25~30% on average. With regard to the results of each method, the naive before-and-after method, the comparison-group method, and the empirical Bayes method showed safety improvements of 25.6%, 27.8%, and 29.7%, respectively. CONCLUSIONS : It was concluded that red light cameras are an effective countermeasure to improve intersection safety. In particular, by installing red light cameras, side right-angle collisions can be reduced by up to approximately 25~30%.

A Study on the Application of Constrained Bayes Estimation for Product Quality Control (Constrained 베이즈 추정방식의 제품 품질관리 활용방안에 관한 연구)

  • Kim, Tai-Kyoo;Kim, Myung Joon
    • Journal of Korean Society for Quality Management
    • /
    • v.43 no.1
    • /
    • pp.57-66
    • /
    • 2015
  • Purpose: The purpose of this study is to apply the constrained Bayesian estimation methodology for product quality control process and prove the effectiveness of the product management by comparing with the well-known Bayes estimator through data performance result. Methods: The Bayes and constrained Bayes estimators were produced based on the theoretical background and for confirming the effectiveness of suggested application, the deviation index was defined and calculated for the comparison. Results: The statistical analysis result shows that applying the suggested estimation methodology, that is, constrained Bayes estimator improves the effectiveness of the index with regard to reduce the error by matching the first two empirical moments. Conclusion: Considering the advanced Bayesian approaches such as constrained Bayes estimation for the product quality control process, the newly defined deviation index reduces the error for estimating the parameter histogram which is reflected both location and deviation parameters and furthermore various Bayesian perspective approaches seems to be meaningful for managing the product quality control process.

A Study on Bayes and Empirical Bayes Estimates of Poisson Means under Asymmetric Loss Functions (비대칭 손실함수 아래서 포아송평균의 베이즈와 경험적베이즈 추정의 연구)

  • Youn Shik Chung;Chan Soo Kim
    • The Korean Journal of Applied Statistics
    • /
    • v.7 no.2
    • /
    • pp.131-143
    • /
    • 1994
  • Under the asymmetric losses (entropy loss and Stein loss), we find the classes of Bayes and empiricla Bayes estimates for estimating the Poisson means when the distributin of means are believed a priori. Following the idea of Efron and Morris (1973), we have a computer simulation to compute a relative savings loss of proposed estimates as compared to the classical estimates.

  • PDF

On a Bayes Criterion for the Goodness-of-Link Test for Binary Response Regression Models : Probit Link versus Logit Link

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
    • /
    • v.26 no.2
    • /
    • pp.261-276
    • /
    • 1997
  • In the context of binary response regression, the problem of constructing Bayesian goodness-of-link test for testing logit link versus probit link is considered. Based upon the well known facts that cdf of logistic variate .approx. cdf of $t_{8}$/.634 and, as .nu. .to. .infty., cdf of $t_{\nu}$ approximates to that of N(0,1), Bayes factor is derived as a test criterion. A synthesis of the Gibbs sampling and a marginal likelihood estimation scheme is also proposed to compute the Bayes factor. Performance of the test is investigated via Monte Carlo study. The new test is also illustrated with an empirical data example.e.

  • PDF

Comparing the Effectiveness of Road Safety Features by Spatial Scope of Safety Improvement Project (도로안전개선사업의 공간적 범위에 따른 도로안전시설물의 효과도 비교)

  • Park, Gyu-Yeong;Kim, Tae-Hui;Kim, Seong-Uk;Lee, Su-Beom
    • Journal of Korean Society of Transportation
    • /
    • v.24 no.4 s.90
    • /
    • pp.31-42
    • /
    • 2006
  • The purpose of this study is to compare the effectiveness of road safety features by spatial scope Spot & Section-based safety Improvement project. Empirical data was collected from black-spot study of Jeonbuk and "Traffic Safety Improvement Project on National Highway 17". Evaluation model of effectiveness was developed by using Empirical Bayes (EB) method. And Relative Effectiveness was measured by Odds Ratio. The result indicates that Section-based safety improvement was $7.09{\sim}77.27%$ more effective than the spot-based. It means that section-based improvement projects should be expanded while considering the characteristics of the section in spot based improvement.

HGLM and EB Estimation Methods for Disease Mapping (HGLM과 EB 추정법을 이용한 질병지도의 작성)

  • 김영원;조나경
    • The Korean Journal of Applied Statistics
    • /
    • v.17 no.3
    • /
    • pp.431-443
    • /
    • 2004
  • For the purpose of disease mapping, we consider the four small area estimation techniques to estimate the mortality rate of small areas; direct, Empirical estimation with total moment estimator and local moment estimator, Estimation based on hierarchial generalized linear model. The estimators are compared by empirical study based on lung cancer mortality data from 2000 Annual Reports on the Cause of Death Statistics in Gyeongsang-Do and Jeonla-Do published by Korean National Statistical Office. Also he stability and efficiency of these estimators are investigated in terms of mean square deviation as well as variation of estimates.

비상디젤발전기의 신뢰도 추정에서 Bayes 방법의 적용

  • 류부형;심규박;윤원영;오성헌;임장현
    • Proceedings of the Korean Nuclear Society Conference
    • /
    • 1996.11a
    • /
    • pp.348-353
    • /
    • 1996
  • 본 논문은 그 동안 원자력발전소 비상디젤발전기(Emergency Diesel Generator : EDG)의 신뢰도 계산에 사용되어 온 Wyckoff 방법의 문제점을 지적하고, 새롭게 Parametric Empirical Bayes(PEB) 방법의 적용을 제안하고자 한다. Wyckoff 방법은 단순히 성공률을 계산하여 그 값을 EDG의 신뢰도로 간주하고 있어 많은 모순점을 내포하고 있다고 지적되어 오고 있다. Martz에 의해 제안된 PEB 방법은 과거의 경험적 자료를 신뢰도 분석에 이용함으로서 계산된 신뢰도의 정도를 높히는 새로운 계산법이라 할 수 있다. 따라서, 본 논문에서는 국내에서 취득한 EDG 운전자료들을 이용하여 Wyckoff 방법과 PEB 방법에 의한 신뢰도를 계산하고 그 결과를 비교하여 PEB 방법의 효용성을 검토하였다.

  • PDF