• Title/Summary/Keyword: Bayes Estimators

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On Estimating Burr Type XII Parameter Based on General Type II Progressive Censoring

  • Kim Chan-Soo
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.89-99
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    • 2006
  • This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.

Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

Semiparametric Bayesian estimation under functional measurement error model

  • Hwang, Jin-Seub;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.379-385
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    • 2010
  • This paper considers Bayesian approach to modeling a flexible regression function under functional measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under functional measurement error model without semiparametric component.

Bayes Computations for the Reliability in a Bivariate Exponential Model

  • In Suk Lee;Jang Sik Cho;Sang Gil Kang;Jeong Hwan Ko
    • Communications for Statistical Applications and Methods
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    • v.5 no.1
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    • pp.145-153
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    • 1998
  • In this paper, a hierarchical Bayesian analysis of a bivariate exponential model is discussed using Gibbs sampler. Parameters and reliability estimators are obtained. A numerical study is provided.

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Small area estimation of the insurance benefit for customer segmentations (고객집단별 보험금에 대한 소지역 추정)

  • Kim, Yeong-Hwa;Kim, Ki-Su
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.77-87
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    • 2009
  • Bayesian methods have been focused in recent years for solving small area estimation problems. In this paper, the hierarchical Bayes procedure is implemented via MCMC techniques and compared with the results of One-way, GLM-Normal, and GLM-Gamma cases by analyzing real data of insurance benefit for customer segmentations. After analyzing insurance benefit real data for customer segmentations, we can conclude that the insurance benefit estimator through the small area estimation is more efficient than the estimators by other methods. In addition, we found that the small area estimation gave accurate estimation result for the small number domains.

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Analysis of generalized progressive hybrid censored competing risks data

  • Lee, Kyeong-Jun;Lee, Jae-Ik;Park, Chan-Keun
    • Journal of Advanced Marine Engineering and Technology
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    • v.40 no.2
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    • pp.131-137
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    • 2016
  • In reliability analysis, it is quite common for the failure of any individual or item to be attributable to more than one cause. Moreover, observed data are often censored. Recently, progressive hybrid censoring schemes have become quite popular in life-testing problems and reliability analysis. However, a limitation of the progressive hybrid censoring scheme is that it cannot be applied when few failures occur before time T. Therefore, generalized progressive hybrid censoring schemes have been introduced. In this article, we derive the likelihood inference of the unknown parameters under the assumptions that the lifetime distributions of different causes are independent and exponentially distributed. We obtain the maximum likelihood estimators of the unknown parameters in exact forms. Asymptotic confidence intervals are also proposed. Bayes estimates and credible intervals of the unknown parameters are obtained under the assumption of gamma priors on the unknown parameters. Different methods are compared using Monte Carlo simulations. One real data set is analyzed for illustrative purposes.

Mapping the Geographic Variations of the Low Birth Weight cases in South Korea: Bayesian Approaches (우리나라 저체중아 출생의 공간적 변동성 지도화: 베이지언적 접근)

  • Roh, Young-hee;Park, Key-ho
    • Journal of the Korean Geographical Society
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    • v.51 no.3
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    • pp.367-380
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    • 2016
  • This study reviewed and compared methods for mapping aggregated low birth weight (LBW) and geographic variations in LBW in South Korea. Based on this review, we produced LBW maps in South Korea. Standardized mortality/morbidity ratios (SMRs) and crude mortality rates have been widely used for many years in epidemiological research. However, SMR-based maps are likely to be affected by sample size of unit area. Therefore, this study adopted a model-based approach using Bayesian estimates to reduce noisy variability in the SMR. By using a Bayesian model, we can calculate a statistically reliable RR values. We used the full Bayes estimator, as well as empirical Bayes estimators. As a result, variations in the two Bayes models were similar. The SMR-based statistics had the largest variation. The result maps can be used to identify regions with a high risk of LBW in South Korea.

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The Improved BAMS Filter for Image Denoising (영상 잡음제거를 위한 개선된 BAMS 필터)

  • Woo, Chang-Yong;Park, Nam-Chun
    • Journal of the Institute of Convergence Signal Processing
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    • v.11 no.4
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    • pp.270-277
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    • 2010
  • The BAMS filter is a kind of wavelet shrinkage filter based on the Bayes estimators with no simulation, therefore it can be used for a real time filter. The denoising efficiency of BAMS filter is seriously affected by the estimated noise variance in each wavelet band. To remove noise in signals in existing BAMS filter, the noise variance is estimated by using the quartile of the finest level of details in the wavelet decomposition, and with this variance, the noise of the level is removed. In this paper, to remove the image noise includingodified quartile of the level of detail is proposed. And by these techniques, the image noises of mid and high frequency bands are removed, and the results showed that the increased PSNR of ab the midband noise, the noise variance estimation method using the monotonic transform and the mout 2[dB] and the effectiveness in denosing of low noise deviation images.

Change-Point in the Recent (1976-2005) Precipitation over South Korea (우리나라에서 최근 (1976-2005) 강수의 변화 시점)

  • Kim, Chansoo;Suh, Myoung-Seok
    • Atmosphere
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    • v.18 no.2
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    • pp.111-120
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    • 2008
  • This study presents a change-point in the 30 years (1976-2005) time series of the annual and the heavy precipitation characteristics (amount, days and intensity) averaged over South Korea using Bayesian approach. The criterion for the heavy precipitation used in this study is 80 mm/day. Using non-informative priors, the exact Bayes estimators of parameters and unknown change-point are obtained. Also, the posterior probability and 90% highest posterior density credible intervals for the mean differences between before and after the change-point are examined. The results show that a single change-point in the precipitation intensity and the heavy precipitation characteristics has occurred around 1996. As the results, the precipitation intensity and heavy precipitation characteristics have clearly increased after the change-point. However, the annual precipitation amount and days show a statistically insignificant single change-point model. These results are consistent with earlier works based on a simple linear regression model.

Inference for exponentiated Weibull distribution under constant stress partially accelerated life tests with multiple censored

  • Nassr, Said G.;Elharoun, Neema M.
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.131-148
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    • 2019
  • Constant stress partially accelerated life tests are studied according to exponentiated Weibull distribution. Grounded on multiple censoring, the maximum likelihood estimators are determined in connection with unknown distribution parameters and accelerated factor. The confidence intervals of the unknown parameters and acceleration factor are constructed for large sample size. However, it is not possible to obtain the Bayes estimates in plain form, so we apply a Markov chain Monte Carlo method to deal with this issue, which permits us to create a credible interval of the associated parameters. Finally, based on constant stress partially accelerated life tests scheme with exponentiated Weibull distribution under multiple censoring, the illustrative example and the simulation results are used to investigate the maximum likelihood, and Bayesian estimates of the unknown parameters.