• Title/Summary/Keyword: reference order

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NONINFORMATIVE PRIORS FOR LINEAR COMBINATION OF THE INDEPENDENT NORMAL MEANS

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Statistical Society
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    • v.33 no.2
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    • pp.203-218
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    • 2004
  • In this paper, we develop the matching priors and the reference priors for linear combination of the means under the normal populations with equal variances. We prove that the matching priors are actually the second order matching priors and reveal that the second order matching priors match alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and also, are HPD matching priors. It turns out that among all of the reference priors, one-at-a-time reference prior satisfies a second order matching criterion. Our simulation study indicates that one-at-a-time reference prior performs better than the other reference priors in terms of matching the target coverage probabilities in a frequentist sense. We compute Bayesian credible intervals for linear combination of the means based on the reference priors.

Noninformative Priors for the Ratio of the Lognormal Means with Equal Variances

  • Lee, Seung-A;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.633-640
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    • 2007
  • We develop noninformative priors for the ratio of the lognormal means in equal variances case. The Jeffreys' prior and reference priors are derived. We find a first order matching prior and a second order matching prior. It turns out that Jeffreys' prior and all of the reference priors are first order matching priors and in particular, one-at-a-time reference prior is a second order matching prior. One-at-a-time reference prior meets very well the target coverage probabilities. We consider the bioequivalence problem. We calculate the posterior probabilities of the hypotheses and Bayes factors under Jeffreys' prior, reference prior and matching prior using a real-life example.

Noninformative priors for the common mean in log-normal distributions

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1241-1250
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    • 2011
  • In this paper, we develop noninformative priors for the log-normal distributions when the parameter of interest is the common mean. We developed Jeffreys' prior, th reference priors and the first order matching priors. It turns out that the reference prior and Jeffreys' prior do not satisfy a first order matching criterion, and Jeffreys' pri the reference prior and the first order matching prior are different. Some simulation study is performed and a real example is given.

Reduced-order Controller Design using Projective Controls (투영제어 기법을 이용한 제어기의 저차수화 설계)

  • Sang-Woo Nam
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.32B no.7
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    • pp.943-951
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    • 1995
  • In this paper the projective controls, previously derived to preserve the dynamic modes of a state-feedback reference system, are extended to allow the preservation of the modes of a general output-feedback reference system. In general, the extension allows projective controls to be used as a controller approximation technique, where a reduced-order controller is designed to approximate the closed-loop behavior of the higher-order reference controller. This extension is useful if the best available reference control for the system is an output-feedback control. An example shows that the increased design freedom of proposed design method allows the stabilization of a given plant using a lower-order controller than the projective controls with state-feedback reference.

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Noninformative Priors for the Common Intraclass Correlation Coefficient

  • Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • v.18 no.2
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    • pp.189-199
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    • 2011
  • In this paper, we develop the noninformative priors for the common intraclass correlation coefficient when independent samples drawn from multivariate normal populations. We derive the first and second order matching priors. We reveal that the second order matching prior dose not match alternative coverage probabilities up to the second order and is not a HPD matching prior. It turns out that among all of the reference priors, one-at-a-time reference prior satisfies a second order matching criterion. Our simulation study indicates that one-at-a-time reference prior performs better than the other reference priors in terms of matching the target coverage probabilities in a frequentist sense.

Note on Properties of Noninformative Priors in the One-Way Random Effect Model

  • Kang, Sang Gil;Kim, Dal Ho;Cho, Jang Sik
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.835-844
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    • 2002
  • For the one-way random model when the ratio of the variance components is of interest, Bayesian analysis is often appropriate. In this paper, we develop the noninformative priors for the ratio of the variance components under the balanced one-way random effect model. We reveal that the second order matching prior matches alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and is a HPD(Highest Posterior Density) matching prior. It turns out that among all of the reference priors, the only one reference prior (one-at-a-time reference prior) satisfies a second order matching criterion. Finally we show that one-at-a-time reference prior produces confidence sets with expected length shorter than the other reference priors and Cox and Reid (1987) adjustment.

Bayesian Analysis for the Ratio of Variance Components

  • Kang, Sang-Gil
    • 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.

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Noninformative priors for the scale parameter in the generalized Pareto distribution

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1521-1529
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    • 2013
  • In this paper, we develop noninformative priors for the generalized Pareto distribution when the scale parameter is of interest. We developed the rst order and the second order matching priors. We revealed that the second order matching prior does not exist. It turns out that the reference prior and Jeffrey's prior do not satisfy a first order matching criterion, and Jeffreys' prior, the reference prior and the matching prior are different. Some simulation study is performed and a real example is given.

On Second Order Probability Matching Criterion in the One-Way Random Effect Model

  • Kim, Dal Ho;Kang, Sang Gil;Lee, Woo Dong
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.29-37
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    • 2001
  • In this paper, we consider the second order probability matching criterion for the ratio of the variance components under the one-way random effect model. It turns out that among all of the reference priors given in Ye(1994), the only one reference prior satisfies the second order matching criterion. Similar results are also obtained for the intraclass correlation as well.

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A 2nd Order Harmonic Compensation Method for Wind Power System Using a PR Controller

  • Jeong, Hae-Gwang;Lee, Jong-Hyun;Lee, Kyo-Beum
    • Journal of Electrical Engineering and Technology
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    • v.8 no.3
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    • pp.507-515
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    • 2013
  • This paper proposes a compensation method for the $2^{nd}$-order harmonic of single-phase grid-connected wind power generation systems. Theoretically, a single-phase grid-connected inverter system has no choice but to cause the $2^{nd}$-order harmonic to DC-link voltage. The reference active current is affected by the DC-link voltage. The output current from the reference active current is distorted by the $1^{st}$ and $3^{rd}$-order harmonic. The proposed method can compensate, conveniently, the reference active current with the $2^{nd}$-order harmonic. To reduce the $2^{nd}$-order ripple in the reference active current, proposed method takes a PR controller as a feed-forward compensator. PR controllers can implement selective harmonic compensation without excessive computational requirements; the use of these controllers simplifies the method. Both the simulation and experimental results agree well with the theoretical analysis.