• Journal of the Korean Statistical Society
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• v.12 no.1
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• pp.1-9
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• 1983

A stress-strength model is formulated for s out of k system of identical components. We consider the estimation of system reliability from survival count data from a Bayesian viewpoint. We assume a quadratic loss and a Dirichlet prior distribution. It is shown that a Bayes sequential procedure can be established. The Bayes estimator is compared with the UMVUE obtained by Bhattacharyya and with an estimator based on Mann-Whitney statistic.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.453-464
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• 2001

A commercial nuclear power station contains at least tow emergency diesel generators(EDG) to control the risk of severe core damage during station blackout accidents. Therefore, the reliability of the EDG's to start and load-run on demand must be maintained at a sufficiently high level. Probabilistic safety assessments(PSA) are increasingly being used to quantify the public risk of operating potentially hazardous systems such as nuclear power reactors. In this paper, to perform PSA, we will introduce three different types of data and use Bayes procedure to estimate the error rate of nuclear power plant EDG, and using practical examples, illustrate which method is more reasonable in our situation.

• Journal of the Korean Data and Information Science Society
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• v.18 no.4
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• pp.1191-1203
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• 2007

In this paper, we consider the hypothesis testing for the homogeneity of the shape parameters in the gamma distributions. The noninformative priors such as Jeffreys# prior or reference prior are usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian testing procedure for the homogeneity of the shape parameters based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.719-729
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• 2003

We propose a Bayesian model selection procedure for nonlinear regression models under noninformative prior. For informative prior, Na and Kim (2002) suggested the Bayesian model selection procedure through MCMC techniques. We extend this method to the case of noninformative prior. The difficulty with the use of noninformative prior is that it is typically improper and hence is defined only up to arbitrary constant. The methods, such as Intrinsic Bayes Factor(IBF) and Fractional Bayes Factor(FBF), are used as a resolution to the problem. We showed the detailed model selection procedure through the specific real data set.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.483-496
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• 2005

We consider the power law process which is assumed to have multiple changepoints. We propose a binary segmentation procedure for locating all existing changepoints. We select one model between the no-changepoints model and the single changepoint model by the Bayes factor. We repeat this procedure until no more changepoints are found. Then we carry out a multiple test based on the Bayes factor through the intrinsic priors of Berger and Pericchi (1996) to investigate the system behaviour of failure times. We demonstrate our procedure with a real dataset and some simulated datasets.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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• pp.541-548
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• 2000

Various statistical methods for assessment of equivalence in average bioavailabilities have been developed under the assumption that the intra-subject variabilities for the test and reference formulations are the same. Without the assumption, assessing the equivalence in average bioavailabilites does not imply that the two formulations are therapeutically equivalent and exchangeable. The most commonly used test procedure for equality of variabilites in 2$\times$2 crossover experiment is the so called Pitman-Morgan's adjusted F test based on the model without carryover effects (Chow and Liu(1992)). In this paper, a Bayesian method based on the Intrinsic Bayes Factor is proposed, which can be applied to the model with carryover effects.

• Proceedings of the IEEK Conference
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• 2001.06d
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• pp.159-162
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• 2001

In this Paper, a new multi-sensor single-target tracking method in cluttered environment is proposed. Unlike the established methods such as probabilistic data association filter (PDAF), the proposed method intends to reflect the information in detection phase into parameters in tracking so as to reduce uncertainty due to clutter. This is achieved by first modifying the Bayes risk in Bayesian detection criterion to incorporate the likelihood of measurements from multiple sensors. The final estimate is then computed by taking a linear combination of the likelihood and the estimate of measurements. We develop the procedure and discuss the results from representative simulations.

• Journal of the Korean Society of Safety
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• v.18 no.4
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• pp.164-168
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• 2003

Bayes theorem, suggested by the British Mathematician Bayes (18th century), enables the prior estimate of the probability of an event under the condition given by a specific This theorem has been frequently used to revise the failure probability of a component or system. 2-Stage Bayesian procedure was firstly published by Shultis et al. (1981) and Kaplan (1983), and was further developed based on the studies of Hora & Iman (1990) Papazpgolou et al., Porn(1993). For a small observed failure number (below 12), the estimated reliability of a system or component is not reliable. In the case in which the reliability data of the corresponding system or component can be found in a generic reliability reference book, however, a reliable estimation of the failure probability can be realized by using Bayes theorem, which jointly makes use of the observed data (specific data) and the data found in reference book (generic data).

• Journal of the Korean Data and Information Science Society
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• v.9 no.2
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• pp.211-218
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• 1998

This paper deals with the problem of obtaining some Bayes estimators of exponential reliability in a time censored sampling with incomplete information. Some Bayes estimators are proposed and studied under squared error loss and Harris loss.

• Journal of the Korean Statistical Society
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• v.16 no.2
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• pp.102-112
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• 1987

This paper treats the problem of estimating an arbitrary parametric function in the case when the parameter and sample spaces are countable and the decision space is arbitrary. Using the notions of a stepwise Bayesian procedure and finite admissibility, a theorem is proved. It shows that under some assumptions, every finitely admissible estimator is unique stepwise Bayes with respect to a finite or countable sequence of mutually orthogonal priors with finite supports. Under an additional assumption, it is shown that the converse is true as well. The first can be also extended to the case when the parameter and sample space are arbitrary, i.e., not necessarily countable, and the underlying probability distributions are discrete.