• 한국신뢰성학회지:신뢰성응용연구
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• 제17권3호
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• pp.188-196
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• 2017

Purpose: The purpose of this research is to determine optimal replacement age using non-informative prior information and Bayesian method. Methods: We propose a novel approach using Bayesian method to determine the optimal replacement age in block replacement policy by defining the prior probability with data on failure time and repair time. The Marcov Chain Monte Carlo simulation is used to investigate the asymptotic distribution of posterior parameters. Results: An optimal replacement age of block replacement policy is determined which minimizes cost and nonoperating time when no information on prior distribution of parameters is given. Conclusion: We find the posterior distribution of parameters when lack of information on prior distribution, so that the optimal replacement age which minimizes the total cost and maximizes the total values is determined.

• Communications for Statistical Applications and Methods
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• 제9권1호
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• pp.221-227
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• 2002

The concept of pivot has been widely used in various classical inferences. In this paper, it is proved by use of pivotal quantities that the Bayesian inferences can be arrived at the same results of classical inferences for the location-scale parameters models under the assumption of non-informative prior distributions. Some theorems are proposed in which the posterior distribution and the sampling distribution of a pivotal quantity coincide. The theorems are applied illustratively to some statistical models.

• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.725-732
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• 2002

P-values are often perceived as measurements of degree of compatibility between the current data and the hypothesized model. In this paper, a new concept of Bayesian p-values is proposed and studied under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical p-values in the sense of using the concept of significance level. The performances of the proposed Bayesian p-values are compared with those of the classical p-values through several examples.

• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.787-795
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• 2001

In this paper, Bayesian hypothesis testing procedures are proposed under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical ones in the sense of using the concept of significance level. The performances of proposed procedures are compared with those of classical procedures through several examples.

• Nuclear Engineering and Technology
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• 제54권9호
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• pp.3225-3234
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• 2022

Alloy 690 tubing has been shown to be highly resistant to primary water stress corrosion cracking (PWSCC). Nevertheless, predicting the failure by PWSCC in Alloy 690 SG tubes is indispensable. In this work, a Bayesian-based statistical approach is proposed to predict the occurrence of failure by PWSCC in Alloy 690 SG tubing. The prior distributions of the model parameters are developed based on the prior knowledge or information regarding the parameters. Since Alloy 690 is a replacement for Alloy 600, the parameter distributions of Alloy 600 tubing are used to gain prior information about the parameters of Alloy 690 tubing. In addition to estimating the model parameters, analysis of tubing reliability is also performed. Since no PWSCC has been observed in Alloy 690 tubing, only right-censored free-failure life of the tubing are available. Apparently the inference is sensitive to the choice of prior distribution when only right-censored data exist. Thus, one must be careful in choosing the prior distributions for the model parameters. It is found that the use of non-informative prior distribution yields unsatisfactory results, and strongly informative prior distribution will greatly influence the inference, especially when it is considerably optimistic relative to the observed data.

• Journal of the Korean Data and Information Science Society
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• 제22권6호
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• pp.1265-1273
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• 2011

This article deals with the problem of testing the equality of the location parameters in the half-normal distributions. We propose Bayesian hypothesis testing procedures for the equality of the location parameters under the noninformative prior. The non-informative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to arbitrary constants. This problem can be deal with the use of the fractional Bayes factor or intrinsic Bayes factor. So we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

• Journal of the Korean Statistical Society
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• 제35권1호
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• pp.63-77
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• 2006

Maximum product of spacings estimator is proposed in this paper as a competent alternative of maximum likelihood estimator for the parameters of exponentiated-Weibull distribution, which does work even when the maximum likelihood estimator does not exist. In addition, a Bayes type estimator known as generalized maximum likelihood estimator is also obtained for both of the shape parameters of the aforesaid distribution. Though, the closed form solutions for these proposed estimators do not exist yet these can be obtained by simple appropriate numerical techniques. The relative performances of estimators are compared on the basis of their relative risk efficiencies obtained under symmetric and asymmetric losses. An example based on simulated data is considered for illustration.

• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.561-581
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• 2017

Bayesian statistics can play a key role in the design and analysis of clinical trials and this has been demonstrated for medical device trials. By 1995 Bayesian statistics had been well developed and the revolution in computing powers and Markov chain Monte Carlo development made calculation of posterior distributions within computational reach. The Food and Drug Administration (FDA) initiative of Bayesian statistics in medical device clinical trials, which began almost 20 years ago, is reviewed in detail along with some of the key decisions that were made along the way. Both Bayesian hierarchical modeling using data from previous studies and Bayesian adaptive designs, usually with a non-informative prior, are discussed. The leveraging of prior study data has been accomplished through Bayesian hierarchical modeling. An enormous advantage of Bayesian adaptive designs is achieved when it is accompanied by modeling of the primary endpoint to produce the predictive posterior distribution. Simulations are crucial to providing the operating characteristics of the Bayesian design, especially for a complex adaptive design. The 2010 FDA Bayesian guidance for medical device trials addressed both approaches as well as exchangeability, Type I error, and sample size. Treatment response adaptive randomization using the famous extracorporeal membrane oxygenation example is discussed. An interesting real example of a Bayesian analysis using a failed trial with an interesting subgroup as prior information is presented. The implications of the likelihood principle are considered. A recent exciting area using Bayesian hierarchical modeling has been the pediatric extrapolation using adult data in clinical trials. Historical control information from previous trials is an underused area that lends itself easily to Bayesian methods. The future including recent trends, decision theoretic trials, Bayesian benefit-risk, virtual patients, and the appalling lack of penetration of Bayesian clinical trials in the medical literature are discussed.

• 한국콘텐츠학회논문지
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• 제21권11호
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• pp.77-86
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• 2021

시간적인 차이를 두고 획득한 이질적인 과거 전쟁 결과 데이터를 하나의 모형으로 구축하는 방법으로 베이지안 추론에 의한 전쟁시뮬레이션 모형을 구축하는 방법을 제안하였다. 과거의 전쟁 결과를 분석하여 미래에 있을 수 있는 전쟁을 예측하는 방법으로 선형회귀모형을 적용하는 방법을 고려할 수 있다. 그러나 역사적으로 시대가 서로 달라 전장 환경의 변화가 반영된 이질적인 두 유형의 자료들이라면 모형의 가정사항 위반으로 하나의 선형회귀모형으로 적합하는 것은 적절하지 않다. 이러한 문제를 해결하기 위해 앞선 시대에 있는 자료를 비정보적 사전분포로 가정하여 사후분포를 구하고 이를 다음 시대에 얻은 자료를 분석하기 위한 사전분포로 활용하여 최종 사후분포를 추론하는 베이지안 추론 방법을 제안하였다. 베이지안 추론 방법의 또 다른 장점은 마코프 체인 몬테 카를로 방법으로 샘플링한 결과를 이용하여 불확실성이 반영된 사후분포나 사후예측분포를 추론할 수 있다는 점이다. 이렇게 했을 때 고전적인 선형회귀모형으로 분석하는 것보다 다양한 정보를 활용할 수 있을 뿐만 아니라 향후 추가적으로 획득되는 자료도 모형에 반영하여 모형을 계속 업데이트시킬 수 있다는 장점이 있다.