• 제목/요약/키워드: Bayes procedure

검색결과 65건 처리시간 0.023초

Bayesian Multiple Comparison of Binomial Populations based on Fractional Bayes Factor

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권1호
    • /
    • pp.233-244
    • /
    • 2006
  • In this paper, we develop the Bayesian multiple comparisons procedure for the binomial distribution. We suggest the Bayesian procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. An example is illustrated for the proposed method. For this example, the suggested method is straightforward for specifying distributionally and to implement computationally, with output readily adapted for required comparison. Also, some simulation was performed.

  • PDF

Bayesian Multiple Comparison of Bivariate Exponential Populations based on Fractional Bayes Factor

  • Cho, Jang-Sik;Cho, Kil-Ho;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권3호
    • /
    • pp.843-850
    • /
    • 2006
  • In this paper, we consider the Bayesian multiple comparisons problem for K bivariate exponential populations to make inferences on the relationships among the parameters based on observations. And we suggest the Bayesian procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. Also, we give a numerical examples to illustrate our procedure.

  • PDF

Bayesian Multiple Comparison of Normal Populations based on Bayes Factor

  • Kang, Sang-Gil;Lee, Chang-Soon
    • 한국산업정보학회논문지
    • /
    • 제7권1호
    • /
    • pp.42-49
    • /
    • 2002
  • 이 논문에서는 정규분포를 하는 모집단에 대한 베이지안 다중비교를 개발한다. 베이지안 다중비교를 위해서는 베이즈요인의 계산이 필수적인데 베이즈 요인의 계산은 O'Hagan (1995)이 제안한 부분베이즈 요인을 이용한다. 그리고 베이지안에서 필수적인 모수에 대한 사전분포로는 무정보적 사전분포를 이용한다. 또한, 비교대상이 되는 모집단의 수가 3이상인 경우에 대하여 베이즈요인의 정확한 형태를 유도했으며 정규분포를 한다고 널리 알려져 있는 자료를 제안된 방법으로 분석하는 사례를 보였으며, 모의실험을 통하여 제안된 방법의 유용성을 보였다.

  • PDF

Independent Testing in Marshall and Olkin's Bivariate Exponential Model Using Fractional Bayes Factor Under Bivariate Type I Censorship

  • Cho, Kil-Ho;Cho, Jang-Sik;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
    • /
    • 제19권4호
    • /
    • pp.1391-1396
    • /
    • 2008
  • In this paper, we consider two components system which the lifetimes have Marshall and Olkin's bivariate exponential model with bivariate type I censored data. We propose a Bayesian independent test procedure for above model using fractional Bayes factor method by O'Hagan based on improper prior distributions. And we compute the fractional Bayes factor and the posterior probabilities for the hypotheses, respectively. Also we select a hypothesis which has the largest posterior probability. Finally a numerical example is given to illustrate our Bayesian testing procedure.

  • PDF

Bayesian Model Selection in the Gamma Populations

  • Kang, Sang-Gil;Kang, Doo-Young
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권4호
    • /
    • pp.1329-1341
    • /
    • 2006
  • When X and Y have independent gamma distributions, we consider the testing problem for two gamma means. We propose a solution based on a Bayesian model selection procedure to this problem in which no subjective input is considered. The reference prior is derived. Using the derived reference prior, we compute the fractional Bayes factor and the intrinsic Bayes factors. The posterior probability of each model is used as a model selection tool. Simulation study and a real data example are provided.

  • PDF

Empirical Bayes Pproblems with Dependent and Nonidentical Components

  • Inha Jung;Jee-Chang Hong;Kang Sup Lee
    • Communications for Statistical Applications and Methods
    • /
    • 제2권1호
    • /
    • pp.145-154
    • /
    • 1995
  • Empirical Bayes approach is applied to estimation of the binomial parameter when there is a cost for observations. Both the sample size and the decision rule for estimating the parameter are determined stochastically by the data, making the result more useful in applications. Our empirical Bayes problems with non-iid components are compared to the usual empirical Bayes problems with iid components. The asymptotic optimal procedure with a computer simulation is given.

  • PDF

Bayesian Test for Equality of Coefficients of Variation in the Normal Distributions

  • 이희춘;강상길;김달호
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 한국데이터정보과학회 2003년도 추계학술대회
    • /
    • pp.49-56
    • /
    • 2003
  • When X and Y have independent normal distributions, we develop a Bayesian testing procedure for the equality of two coefficients of variation. Under the reference prior of the coefficient of variation, we propose a Bayesian test procedure for the equality of two coefficients of variation using fractional Bayes factor. A real data example is provided.

  • PDF

Bayesian Multiple Comparisons for the Ratio of the Failure Rates in Two Components System

  • Cho, Jang-Sik;Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권2호
    • /
    • pp.647-655
    • /
    • 2006
  • In this paper, we consider multiple comparisons for the ratio of the failure rates in two components system that the lifetimes of the components have independent exponential distributions. Also we suggest Bayesian multiple comparisons procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. Finally, we give numerical examples to illustrate our procedure.

  • PDF

Bayesian Test for Equality of Coefficients of Variation in the Normal Distributions

  • Lee, Hee-Choon;Kang, Sang-Gil;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • 제14권4호
    • /
    • pp.1023-1030
    • /
    • 2003
  • When X and Y have independent normal distributions, we develop a Bayesian testing procedure for the equality of two coefficients of variation. Under the reference prior of the coefficient of variation, we propose a Bayesian test procedure for the equality of two coefficients of variation using fractional Bayes factor. A real data example is provided.

  • PDF

A Study on the Bayes Estimator of θ=Pr(Y < X)

  • Yeum, Joon Keun;Kim, Jae Joo
    • 품질경영학회지
    • /
    • 제13권2호
    • /
    • pp.8-12
    • /
    • 1985
  • We study the Bayes estimation procedure of ${\theta}=P_r$=(Y < X) when the experiment is terminated before all of the items on the test have failed and the failed items are partially replaced. Comparisons with the M.L.E., M.V.U.E. and Bayes estimator are made through Monte Carlo simulation.

  • PDF