• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.317-328
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• 2002

We first derive group ordering reference priors in a two-way mixed-effects analysis of variance (ANOVA) model. We show that posterior distributions are proper and provide marginal posterior distributions under reference priors. We also examine whether the reference priors satisfy the probability matching criterion. Finally, the reference prior satisfying the probability matching criterion is shown to be good in the sense of frequentist coverage probability of the posterior quantile.

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.559-568
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• 2006

In this paper, we develop the noninformative priors for the linear mixed models when the parameter of interest is the ratio of variance components. We developed the first and second order matching priors. We reveal that the one-at-a-time reference prior satisfies the second order matching criterion. It turns out that the two group reference prior satisfies a first order matching criterion, but Jeffreys' prior is not first order matching prior. Some simulation study is performed.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1365-1374
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• 2006

In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with known variances. We derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We show the similarity between derived two-sample results and the results for the one-sample case in Bernardo(1999).

• 제어로봇시스템학회:학술대회논문집
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• 1994.10a
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• pp.106-111
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• 1994

We proposed a new variable sampling rate model which expresses the phenomena with both rapid and slow components. A method for determining the variable sampling rate and the older of the time series model was explained. The proposed variable sampling rate model was evaluated based oil an information criterion(AIC). Tile variable sampling rate model brought smaller an information criterion than one of a constant sampling rate model of conventional type, and was proved to be effective as a prediction model of the system with both rapid and slow components.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.219-228
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• 2007

In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the ratio of two normal variances. Specifically we derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We illustrate our results using real data analysis and simulation study.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.981-992
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• 2004

In this paper, we develop the noninformative priors for the common scale parameter in the inverse gaussian distributions. We developed the first and second order matching priors. Next we revealed that the second order matching prior satisfies a HPD matching criterion. Also we showed that the second order matching prior matches alternative coverage probabilities up to the second order. It turns out that the one-at-a-time reference prior satisfies a second order matching criterion. Some simulation study is performed.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.1C
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• pp.32-36
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• 2003

Based on oriented minimum output energy (OMOE) criterion, a new blind multiuser receiving scheme of linear minimum mean square error (MMSE) detector is proposed, then an adaptive algorithm for implementing the new scheme is given by the steepest descent method, and the convergence property of the algorithm is analyzed in this paper. The numerical results demonstrate the performance of the proposed scheme.

• International Journal of Quality Innovation
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• v.2 no.1
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• pp.30-49
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• 2001

This paper considers a recent environment in the manufacturing process in which data in large amounts can be obtained on-line in real-time. Under this environment an on-line real-time Statistical Process Control (SPC) scheme equipped with detection of a process change, change-point estimation, and recognition of the change pattern is proposed. The proposed SPC scheme is composed of a Cusum chart, filtering methods and Akaike Information Criterion (AIC). We examine the performance of this scheme by Monte Carlo simulation and show its usefulness.

• Journal of the Korean Data and Information Science Society
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• v.18 no.3
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• pp.645-657
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• 2007

Several statistical procedures for assessment of bioequivalence of variabilities between two drug formulations in bioequivalence trials are reviewed and modified methods for assessing total variability are suggested. The problem of the current US FDA aggregate criterion for population bioequivalence and the necessity of disaggregate criterion are discussed with an illustrated example.

• Journal of Internet Computing and Services
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• v.14 no.1
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• pp.9-14
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• 2013

The criterion of zero-error probability provides a limitation on error probability functions being used for adaptive systems when the error samples are shifted by the influence of DC-bias noise. In this paper, we employ a bias term in the error distribution and propose a new criterion of the biased zero-error probability with error being zero. Also, by maximizing the proposed criterion on expanded filter structures, a supervised adaptive algorithm has been derived. From the simulation results of supervised equalization, the algorithm based on the proposed criterion yielded zero-centered and highly concentrated error samples without disturbance in the environments of strong impulsive and DC-bias noise.