• 제목/요약/키워드: Bayes method

검색결과 365건 처리시간 0.021초

Empirical Bayes Estimation on Sampling Inspection by Variables (계량형 샘플링 검사에서의 경험적 베이즈 추정)

  • Shin, Min-Woong;Shin, Key-II
    • Journal of Korean Society for Quality Management
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    • 제23권3호
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    • pp.45-56
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    • 1995
  • The method of lot by lot quality protection for sampling inspection by variables is widely used in quality control. In case of sampling inspection being done repeatedly, one can use the information from the previous sampling inspection to improve current estimates. This article shows that empirical Bayes estimator is superior to the usual sample mean in repeated sampling inspection by variables.

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Bayesian Model Selection in Analysis of Reciprocals

  • Kang, Sang-Gil;Kim, Dal-Ho;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1167-1176
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    • 2005
  • Tweedie (1957a) proposed a method for the analysis of residuals from an inverse Gaussian population paralleling the analysis of variance in normal theory. He called it the analysis of reciprocals. In this paper, we propose a Bayesian model selection procedure based on the fractional Bayes factor for the analysis of reciprocals. Using the proposed model selection procedures, we compare with the classical tests.

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Statistical Inferences for Bivariare Exponential Distribution in Reliability and Life Testing Problems

  • PARK, BYUNG-GU
    • Journal of Korean Society for Quality Management
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    • 제13권1호
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    • pp.31-40
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    • 1985
  • In this paper, statistical estimation of the parameters of the bivariate exponential distribution are studied. Bayes estimators of the parameters are obtained and compared with the maximum likelihood estimators which are introduced by Freund. We know that the method of moments estimators coincide with the maximum likelihood estimators and Bayes estimators are more efficient than the maximum likelihood estimators in moderate samples. The asymptotic distributions of the maximum likelihood estimators and the estimator of mean time to system failure are obtained.

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Estimation for Two-Parameter Generalized Exponential Distribution Based on Records

  • Kang, Suk Bok;Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • 제20권1호
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    • pp.29-39
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    • 2013
  • This paper derives maximum likelihood estimators (MLEs) and some approximate MLEs (AMLEs) of unknown parameters of the generalized exponential distribution when data are lower record values. We derive approximate Bayes estimators through importance sampling and obtain corresponding Bayes predictive intervals for unknown parameters for lower record values from the generalized exponential distribution. For illustrative purposes, we examine the validity of the proposed estimation method by using real and simulated data.

Sufficient Conditions for the Admissibility of Estimators in the Multiparameter Exponential Family

  • Dong, Kyung-Hwa;Kim, Byung-Hwee
    • Journal of the Korean Statistical Society
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    • 제22권1호
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    • pp.55-69
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    • 1993
  • Consider the problem of estimating an arbitrary continuous vector function under a weighted quadratic loss in the multiparameter exponential family with the density of the natural form. We first provide, using Blyth's (1951) method, a set of sufficient conditions for the admisibility of (possibly generalized Bayes) estimators and then treat some examples for normal, Poisson, and gamma distributions as applications of the main result.

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Admissible Hierarchical Bayes Estimators of a Multivariate Normal Mean Shrinking towards a Regression Surface

  • Cho, Byung-Yup;Choi, Kuey-Chung;Chang, In-Hong
    • Communications for Statistical Applications and Methods
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    • 제3권2호
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    • pp.205-216
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    • 1996
  • Consider the problem of estimating a multivariate normal mean with an unknown covarience matrix under a weighted sum of squared error losses. We first provide hierarchical Bayes estimators which shrink the usual (maximum liklihood, uniformly minimum variance unbiased) estimator towards a regression surface and then prove the admissibility of these estimators using Blyth's (1951) method.

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Improved Statistical Testing of Two-class Microarrays with a Robust Statistical Approach

  • Oh, Hee-Seok;Jang, Dong-Ik;Oh, Seung-Yoon;Kim, Hee-Bal
    • Interdisciplinary Bio Central
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    • 제2권2호
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    • pp.4.1-4.6
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    • 2010
  • The most common type of microarray experiment has a simple design using microarray data obtained from two different groups or conditions. A typical method to identify differentially expressed genes (DEGs) between two conditions is the conventional Student's t-test. The t-test is based on the simple estimation of the population variance for a gene using the sample variance of its expression levels. Although empirical Bayes approach improves on the t-statistic by not giving a high rank to genes only because they have a small sample variance, the basic assumption for this is same as the ordinary t-test which is the equality of variances across experimental groups. The t-test and empirical Bayes approach suffer from low statistical power because of the assumption of normal and unimodal distributions for the microarray data analysis. We propose a method to address these problems that is robust to outliers or skewed data, while maintaining the advantages of the classical t-test or modified t-statistics. The resulting data transformation to fit the normality assumption increases the statistical power for identifying DEGs using these statistics.

A Study on the Processing Method of Reliability Database using 2-Bayes Theory (2-Bayes 이론을 이용한 데이터 처리방법에 관한 연구)

  • Lee, M.S.;Rhie, K.W.;Kim, T.H.;Yoon, I.K.;Oh, Y.D.;Seo, D.H.
    • Journal of the Korean Society of Safety
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    • 제24권6호
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    • pp.144-149
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    • 2009
  • The safety assessment for facility industry is now being periodically performed in Korea. For the purpose of scientific safety management, QRA(Quantitative Risk Assessment) is also being performed, and reliability data of the facilities is essential to perform the assessment. The necessary reliability data for QRA have been generally announced the values in other process industries, which results in the drop of risk reliability. The most appropriate method is to perform a direct reliability analysis towards the facilities undergoing safety assessment. In this study, the distinction between homogeneous sample estimation and multi-sample estimation of reliability data clarify using 2-Bayes theory.

An Experimental Study on Fault Detection and Diagnosis Method for a Water Chiller Using Bayes Classifier (베이즈 분류기를 이용한 수냉식 냉동기의 고장 진단 방법에 관한 실험적 연구)

  • Lee, Heung-Ju;Chang, Young-Soo;Kang, Byung-Ha
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • 제20권7호
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    • pp.508-516
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    • 2008
  • Fault detection and diagnosis(FDD) system is beneficial in equipment management by providing the operator with tools which can help find out a failure of the system. An experimental study has been performed on fault detection and diagnosis method for a water chiller. Bayes classifier, which is one of classical pattern classifiers, is adopted in deciding whether fault occurred or not. Failure modes in this study include refrigerant leakage, decrease in mass flow rate of the chilled water and cooling water, and sensor error of the cooling water inlet temperature. It is possible to detect and diagnose faults in this study by adopting FDD algorithm using only four parameters(compressor outlet temperature, chilled water inlet temperature, cooling water outlet temperature and compressor power consumption). Refrigerant leakage failure is detected at 20% of refrigerant leakage. When mass flow rate of the chilled and cooling water decrease more than 8% or 12%, FDD algorithm can detect the faults. The deviation of temperature sensor over $0.6^{\circ}C$ can be detected as fault.

Development of the Bayesian method and its application to the water resources field (베이지안 기법의 발전 및 수자원 분야에의 적용)

  • Na, Wooyoung;Yoo, Chulsang
    • Journal of Korea Water Resources Association
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    • 제54권1호
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    • pp.1-13
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    • 2021
  • The Bayesian method is a very useful statistical tool in various fields including water resources. Therefore, in this study, the background of the Bayesian statistics and its application to the water resources field are reviewed. First, the history of the Bayesian method from the birth to the present, and the achievements of Bayesian statisticians are summarized. Next, the derivation of the Bayes' theorem, which is the basis of the Bayesian method, is presented, and the roles of the three elements of the Bayes' theorem: priori distribution, likelihood function, and posteriori distribution are explained. In addition, the unique features and advantages of the Bayesian statistics are summarized. Finally, the cases in water resources where the Bayesian method is applied are summarized by dividing them into several categories. With a prevalence of information and big data in the future, the Bayesian method is expected to be used more actively in the water resources field.