• 한국데이터정보과학회:학술대회논문집
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• 2003.05a
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• pp.27-37
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• 2003

In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jeffrey's prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. And a real example will be given.

• Journal of the Korean Statistical Society
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• v.35 no.3
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• pp.225-238
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• 2006

This paper considers noninformative priors for the scale parameter of exponential distribution when the data are collected in step stress accelerated life tests. We find the Jeffreys' and reference priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior in this problem. Some simulation results are given and we perform Bayesian analysis for proposed priors using some data.

• Communications for Statistical Applications and Methods
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• v.9 no.2
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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.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.227-235
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• 2014

In this paper, we develop the noninformative priors for the scale parameter and the shape parameter in the log-logistic distribution. We developed the first and second order matching priors. It turns out that the second order matching prior matches the alternative coverage probabilities, and is a highest posterior density matching prior. Also we revealed that the derived reference prior is the second order matching prior for both parameters, but Jerffrey's prior is not a second order matching prior. We showed that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.

• Journal of the Korean Statistical Society
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• v.35 no.2
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• pp.179-192
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• 2006

In this paper, a new method of modified second order slope rotatable designs (SOSRD) using balanced incomplete block designs (BIBD) for $4{\le}v{\le}16$ is presented. In this method the number of design points required is in some cases less than the number required in Victorbabu (2305) modified slope rotatable central composite designs. Further, a new method of construction of three level modified SOSRD using BIBD is presented. The modified SOSRD can be viewed as SOSRD constructed with the technique of augmentation of second order rotatable design (SORD) using BIBD to SOSRD. These designs are useful in parts to estimate responses and slopes with spherical variance functions.

• Journal of the Korean Statistical Society
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• v.36 no.3
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• pp.373-386
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• 2007

In this paper, a review on second order slope rotatable designs (SOSRD) is studied. Further, different methods of constructions of SOSRD like slope rotatable central composite designs (SRCCD), SOSRD using balanced incomplete block designs (BIBD), SOSRD using pairwise balanced designs (PBD), SOSRD using partially balanced incomplete block type designs (PBIBD) and SOSRD using symmetrical unequal block arrangements (SUBA) with two unequal block sizes are examined in detail. A table is provided where for a range of different values of v (v stands for number of factors) the design points needed by different methods are compared. The optimum SOSRD with minimum number of design points for each factor is suggested for $2{\leq}v{\leq}16$.

• 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.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.13 no.2
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• pp.107-114
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• 2002

The problem of blind signal separation of independent sources consist in retrieving the source from the observation of unknown mixtures of unknown sources. In this paper, we propose a technique for blind signal separation that can extract original signals from their non-stationary mixtures observed in a ordinary room. The proposed method implements blind signal separation by minimizing a non-negative cost function that achieves the minimum when the second-order cross-correlation value of the observed signals becomes zero. The validity of the proposed method has been verified by a computer simulation and experiment that extracts two source signals from their mixtures observed in a normal room.

• Communications for Statistical Applications and Methods
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• v.26 no.6
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• pp.527-538
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• 2019

This paper considers the issue of obtaining the optimal design in Poisson regression model when the sample size is small. Poisson regression model is widely used for the analysis of count data. Asymptotic theory provides the basis for making inference on the parameters in this model. However, for small size experiments, asymptotic approximations, such as unbiasedness, may not be valid. Therefore, first, we employ the second order expansion of the bias of the maximum likelihood estimator (MLE) and derive the mean square error (MSE) of MLE to measure the quality of an estimator. We then define DM-optimality criterion, which is based on a function of the MSE. This criterion is applied to obtain locally optimal designs for small size experiments. The effect of sample size on the obtained designs are shown. We also obtain locally DM-optimal designs for some special cases of the model.

• Structural Engineering and Mechanics
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• v.8 no.5
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• pp.453-464
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• 1999

Safety monitoring systems of structures generally resort to detecting possible changes of dynamic system parameters. Sensitivity analysis of these dynamic system parameters may implement these techniques. Conventional structural eigenvalue problems are discussed in the scope of those systems with deterministic parameters. Large and flexible structures, such as suspension bridges, actually possess stochastic material properties and these random properties unavoidably affect the dynamic system parameters. The sensitivity matrix of structural modal parameters to basic design variables has been established in this paper. Moreover, second order statistics of natural frequencies due to the randomness of material properties have been discussed. It is concluded from numerical analysis of a modem suspension bridge that although the second order statistics of frequencies are small relatively to the change of basic design variables, such as density of mass and modulus of elasticity, the sensitivities of modal parameters to these variables at different locations change in magnitude.