• Title/Summary/Keyword: 경험적 베이즈 방법

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Empirical Bayesian Prediction Analysis on Accelerated Lifetime Data (가속수명자료를 이용한 경험적 베이즈 예측분석)

  • Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.21-30
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    • 1997
  • In accelerated life tests, the failure time of an item is observed under a high stress level, and based on the time the performances of items are investigated at the normal stress level. In this paper, when the mean of the prior of a failure rate is known in the exponential lifetime distribution with censored accelerated failure time data, we utilize the empirical Bayesian method by using the moment estimators in order to estimate the parameters of the prior distribution and obtain the empirical Bayesian predictive density and predictive intervals for a future observation under the normal stress level.

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Comparative Study on the Estimation Methods of Traffic Crashes: Empirical Bayes Estimate vs. Observed Crash (교통사고 추정방법 비교 연구: 경험적 베이즈 추정치 vs. 관측교통사고건수)

  • Shin, Kangwon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.5D
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    • pp.453-459
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    • 2010
  • In the study of traffic safety, it is utmost important to obtain more reliable estimates of the expected crashes for a site (or a segment). The observed crashes have been mainly used as the estimate of the expected crashes in Korea, while the empirical Bayes (EB) estimates based on the Poisson-gamma mixture model have been used in the USA and several European countries. Although numerous studies have used the EB method for estimating the expected crashes and/or the effectiveness of the safety countermeasures, no past studies examine the difference in the estimation errors between the two estimates. Thus, this study compares the estimation errors of the two estimates using a Monte Carlo simulation study. By analyzing the crash dataset at 3,000,000 simulated sites, this study reveals that the estimation errors of the EB estimates are always less than those of the observed crashes. Hence, it is imperative to incorporate the EB method into the traffic safety research guideline in Korea. However, the results show that the differences in the estimation errors between the two estimates decrease as the uncertainty of the prior distribution increases. Consequently, it is recommended that the EB method be used with reliable hyper-parameter estimates after conducting a comprehensive examination on the estimated negative binomial model.

The Comparison Study on Observational Before-After Studies: Case Study on Safety Evaluation on Highways (관찰적 사전·사후 평가연구 방법의 비교 연구: 공용중인 고속도로 안전진단사업 효과평가를 사례로)

  • Mun, Sung Ra;Lee, Young-Ihn
    • Journal of Korean Society of Transportation
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    • v.31 no.6
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    • pp.67-89
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    • 2013
  • This study is to perform empirical analysis on observational before-after studies in Naive Method, Comparison Group(CG) Method and Empirical Bayes(EB) Method, and to compare with their results and to propose ways to apply to evaluation researches. For this purpose, the evaluation of road safety audit executed on Y$\breve{o}$ng-dong freeway in 2005 and 2006 was performed. As a result, all three methods have showed improved effects due to safety treatments. The safety effectiveness of Naive method is the largest, CG Method is the second and EB method is the last. The results of Naive method are overestimated due to the trend of reducing traffic accidents and those of CG method are affected by the external casual effects of comparison group. In the EB method, as "regression to the mean" phenomenon are controlled by reference group's accident model, it's result is relatively more accurate than that of other methods. In the conduct of evaluation studies, the analysts have to understand the pros and cons of each evaluation method. And after leading the survey on accident trends of related all sites, evaluation analysis is performed to be able to minimize bias.

소지역 추정법을 이용한 시군구의 실업자 추정

  • 이계오;정연수
    • Proceedings of the Korean Association for Survey Research Conference
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    • 2000.11a
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    • pp.229-250
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    • 2000
  • 신뢰할 만한 소지역 통계 작성을 위한 다양한 소지역 추정 기법들이 최근 많은 관심속에 개발되고 있다. 이 논문은 다양한 소지역 추정 기법들 중 일부 기법들에 대한 간략한 소개 및 실례를 제시한다. 먼저 대표적인 소지역에 대한 간접추정법인 인구통계학적 방법, 합성추정법과 복합추정법에 관한 이론 및 추정절차를 살펴보았고, 모형 기반 추정법으로써 경험적 베이즈(EB) 추정법과 계층적 베이즈(HB) 추정법을 소개하였다. 마지막으로 합성추정법과 복합추정법을 이용하여 충북의 시군구 실업자 추정에 적용해 보았고, 시군구 실업자 추정결과를 직접 추정법의 결과와 비교하였다.

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A Study on Bayes and Empirical Bayes Estimates of Poisson Means under Asymmetric Loss Functions (비대칭 손실함수 아래서 포아송평균의 베이즈와 경험적베이즈 추정의 연구)

  • Youn Shik Chung;Chan Soo Kim
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.131-143
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    • 1994
  • Under the asymmetric losses (entropy loss and Stein loss), we find the classes of Bayes and empiricla Bayes estimates for estimating the Poisson means when the distributin of means are believed a priori. Following the idea of Efron and Morris (1973), we have a computer simulation to compute a relative savings loss of proposed estimates as compared to the classical estimates.

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Comparisons of Empirical Bayes Approaches to Censored Accelerated Lifetime Data (가속수명자료에 대향 경험적 베이즈 비료연구)

  • Cho, Geon-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.183-194
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    • 1997
  • In accelerated life tests, the failure time of an item is observed under a high stress level and based on the time, the failure rates of items we estimated at the normal stress level. In this paper, when the mean of the prior distribution of a parameter is known in Weibull lifetime model with censored failure time data, we study various estimating methods to obtain the empirical Bayes estimator of a parameter from the empirical Bayes approach under the normal stress level by considering the fact that the Bayes estimator is the function of prior parameters and of the acceleration parameter representing the effect of acceleration. And we compare the performance of several empirical Bayes estimators of a parameter in terms of the Bayes risk.

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Reliability Assessment Models of Existing Structures by Fuzzy-Bayesian Approach (퍼지-베이즈 이론에 의한 기존구조물의 신뢰성평가모델)

  • 백대우;이증빈;박주원;강수경
    • Computational Structural Engineering
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    • v.11 no.4
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    • pp.219-227
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    • 1998
  • 실제 구조물에 있어 확률, 통계 및 이론으로 구해진 랜덤성을 갖는 객관적 불확실성뿐만 아니라 설계자의 경험이나 공학적 판단에 의해 주관적으로 평가되는 인간오차나 시공중의 과오 또는 구조설계에 미치는 사회적, 정치적 및 경제적 요청 등의 퍼지성을 갖는 주관적 불확실성이 존재하기 때문에 현실적으로 랜덤성과 퍼지성을 동시에 고려한 실뢰성평가 즉, 안전성평가에 대한 퍼지이론의 도입이 필수 불가결하다. 따라서 본 연구에서는 기존 구조물의 객관적·주관적 불확실성을 동시에 고려한 신뢰성해석방법으로 베이즈의 의사결정이론에 퍼지이론을 병합한 퍼지-베이즈 신뢰성해석 알고리즘을 개발하여 건축구조물의 신뢰성평가 및 안전성평가에 적용하여 분석하였다.

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A Bayesian test for the first-order autocorrelations in regression analysis (회귀모형 오차항의 1차 자기상관에 대한 베이즈 검정법)

  • 김혜중;한성실
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.97-111
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    • 1998
  • This paper suggests a Bayesian method for testing first-order markov correlation among linear regression disturbances. As a Bayesian test criterion, Bayes factor is derived in the form of generalized Savage-Dickey density ratio that is easily estimated by means of posterior simulation via Gibbs sampling scheme. Performance of the Bayesian test is evaluated and examined based upon a Monte Carlo experiment and an empirical data analysis. Efficiency of the posterior simulation is also examined.

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Hierachical Bayes Estimation of Small Area Means in Repeated Survey (반복조사에서 소지역자료 베이지안 분석)

  • 김달호;김남희
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.119-128
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    • 2002
  • In this paper, we consider the HB estimators of small area means with repeated survey. mao and Yu(1994) considered small area model with repeated survey data and proposed empirical best linear unbiased estimators. We propose a hierachical Bayes version of Rao and Yu by assigning prior distributions for unknown hyperparameters. We illustrate our HB estimator using very popular data in small area problem and then compare the results with the estimator of Census Bureau and other estimators previously proposed.

Evaluation of Road Safety Audit on Existing Freeway by Empirical Bayes Method (경험적 베이즈 방법에 의한 공용중인 고속도로 교통안전진단사업의 효과평가)

  • Mun, Sung-Ra
    • International Journal of Highway Engineering
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    • v.14 no.2
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    • pp.117-129
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    • 2012
  • Road safety audit is the preventive enhancement strategy for safety. : it gets rid of beforehand the potential factor of a traffic accident in the stage of road planning and design and it evaluates the appropriation for road geometric structure or safety facility to prevent traffic accident in the stage of operation after the construction. Since this strategy is introduced to our country in the early 2000s, various projects have been processed and it was legislated recently. And now, the evaluation of past project for its continuation is needed. Therefore, in this study the evaluation of road safety audit on existing freeway is performed. The spatial extent of this study is Yong-dong line on which the safety treatment was executed in 2005 and 2006. And, the temporal range of this study is each 2-year of before and after from 2005 and 2006. The empirical bayes method of observational evaluation studies is applied to analyze. As a result, there is an effect of improvement on most of treated sections. But there is ineffective or negligible on some sections. Compared with the detail of treatment on each section, the effect of multiple or various treatments is good for that section. On the other hand, the section on which effect doesn't appear is the result of single or unimportant treatments. Throughout these results, the concrete analysis can be performed and the countermeasures designed for the section on which effect doesn't appear. Also it is used as reference to the future plan and direction of road safety audit on existing freeway.