• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.401-410
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• 2002

This paper revisits parallel-line bioassay problem, from a Bayesian point of view using noninformative priors such as Jeffreys' prior, reference priors, and probability matching priors. After finding the orthogonal transformation, the class of first order and second order probability matching priors are derived. Jeffreys' prior and reference priors are derived also. Numerical examples are given to show the effectiveness of noninformative priors.

• 한국산업정보학회:학술대회논문집
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• 한국산업정보학회 2009년도 춘계학술대회 미래 IT융합기술 및 전략
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• pp.107-113
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• 2009

This paper deals with noninformative priors for such as Jeffres' prior, reference prior and probability matching prior for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We find the noninformative priors for this model and show that the reference prior satisfies first order matching criterion. Using artificial data, we perform Bayesian analysis for proposed priors.

• Journal of the Korean Statistical Society
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• 제36권1호
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• pp.77-91
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• 2007

This paper considers development of noninformative priors for the familial data when the families have equal number of offspring. Several noninformative priors including the widely used Jeffreys' prior as well as the different reference priors are derived. Also, a simultaneously-marginally-probability-matching prior is considered and probability matching priors are derived when the parameter of interest is inter- or intra-class correlation coefficient. The simulation study implemented by Gibbs sampler shows that two-group reference prior is slightly edge over the others in terms of coverage probability.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2005년도 추계학술대회
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• pp.71-84
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• 2005

The Fieller-Creasy problem involves statistical inference about the ratio of two independent normal means. It is difficult problem from either a frequentist or a likelihood perspective. As an alternatives, a Bayesian analysis with noninformative priors may provide a solution to this problem. In this paper, we extend the results of Yin and Ghosh (2001) to unbalanced sample case. We find various noninformative priors such as first and second order matching priors, reference and Jeffreys' priors. The posterior propriety under the proposed noninformative priors will be given. Using real data, we provide illustrative examples. Through simulation study, we compute the frequentist coverage probabilities for probability matching and reference priors. Some simulation results will be given.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.15-19
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• 2003

In this paper, we develop the Jeffreys' prior, reference priors and the probability matching priors for the intraclass correlation coefficient of a symmetric normal distribution. We next verify propriety of posterior distributions under those noninformative priors. We examine whether reference priors satisfy the probability matching criterion.

• Journal of the Korean Data and Information Science Society
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• 제14권1호
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• pp.83-92
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• 2003

In this paper, we derive noninformative priors for the ratio of parameters in the Burr model. We obtain Jeffreys' prior, reference prior and second order probability matching prior. Also we prove that the noninformative prior matches the alternative coverage probabilities and a HPD matching prior up to the second order, respectively. Finally, we provide simulated frequentist coverage probabilities under the derived noninformative priors for small and moderate size of samples.

• International Journal of Reliability and Applications
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• 제2권2호
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• pp.117-130
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• 2001

Consider the problem of estimating the system reliability using noninformative priors when both stress and strength follow generalized gamma distributions. We first treat the orthogonal reparametrization and then, using this reparametrization, derive Jeffreys'prior, reference prior, and matching priors. We next provide the suffcient condition for propriety of posterior distributions under those noninformative priors. Finally, we provide and compare estimated values of the system reliability based on the simulated values of the parameter of interest in some special cases.

• Journal of the Korean Statistical Society
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• 제31권1호
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• pp.17-31
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• 2002

This paper considers noninformative priors for the power law process under failure truncation. Jeffreys'priors as well as reference priors are found when one or both parameters are of interest. These priors are compared in the light of how accurately the coverage probabilities of Bayesian credible intervals match the corresponding frequentist coverage probabilities. It is found that the reference priors have a definite edge over Jeffreys'prior in this respect.

• Journal of the Korean Data and Information Science Society
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• 제27권4호
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• pp.1091-1100
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• 2016

This paper considers the noninformative priors for the linear function of parameters in the lognormal distribution. The lognormal distribution is applied in the various areas, such as occupational health research, environmental science, monetary units, etc. The linear function of parameters in the lognormal distribution includes the expectation, median and mode of the lognormal distribution. Thus we derive the probability matching priors and the reference priors for the linear function of parameters. Then we reveal that the derived reference priors do not satisfy a first order matching criterion. Under the general priors including the derived noninformative priors, we check the proper condition of the posterior distribution. Some numerical study under the developed priors is performed and real examples are illustrated.

• 한국신뢰성학회:학술대회논문집
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• 한국신뢰성학회 2000년도 추계학술대회
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• pp.411-411
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• 2000

Consider the problem of estimating the reliability of a multicomponent stress-strength system which functions if at least r of the k identical components simultaneously function. All stresses and strengths are assumed to be independent random variables with two parameter Weibull distributions. First, we derive reference priors and probability matching priors which are noninformative priors. We next investigate sufficient conditions for propriety of posteriors under reference priors and probability matching priors. Finally, we provide, using these priors, some numerical results for Bayes estimates of the reliability by applying Gibbs sampling technique.