• Journal of the Korean Statistical Society
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• 제25권1호
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• pp.95-110
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• 1996

We consider the question of efficiency of the Bayes sequential procedure with respect to the optimal fixed sample size Bayes procedure in a simple vs. simple testing problem for data coming from a general nonregular density b(.theta.)h(x)l(x < .theta.). Efficiency is defined in two different ways in these caiculations. Also, the minimax sequential risk (and minimax sequential stratage) is studied as a function of the cost of sampling.

• Communications for Statistical Applications and Methods
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• 제31권4호
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• pp.427-440
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• 2024

The problem addressed is that of sequentially estimating the difference between the means of two populations with respect to the squared error loss, where each population distribution is a member of the one-parameter exponential family. A Bayesian approach is adopted in which the population means are estimated by the posterior means at each stage of the sampling process and the prior distributions are not specified but have twice continuously differentiable density functions. The main result determines an asymptotic second-order lower bound, as t → ∞, for the Bayes risk of a sequential procedure that takes M observations from the first population and t - M from the second population, where M is determined according to a sequential design, and t denotes the total number of observations sampled from both populations.

• 충청수학회지
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• 제3권1호
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• pp.97-101
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• 1990

For testing a hypothesis $H:{\theta}={\theta}_1$, vs $A:{\theta}={\theta}_2$ (${\theta}_1$ < ${\theta}_2$, we obtain a truncated sequential bayes procedure which minimizes the average sample size between ${\theta}_1$ and ${\theta}_2$.

• Journal of the Korean Statistical Society
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• 제12권1호
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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.

• Journal of the Korean Statistical Society
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• 제10권
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• pp.128-139
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• 1981

The Bayesian sequential estimation problem for k parameters exponential families is considered using loss related to the Fisher information. Tractable expressions for the Bayes estimator and the posterior expected loss are found, and the myopic or one-step-ahead stopping rule is defined. Sufficient conditions are given for optimality of the myopic procedure, and the myopic procedure is shown to be asymptotically optimal in all cases considered.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제12권4호
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• pp.1887-1898
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• 2018

In this paper, a method to classify insider threat activity is introduced. The internal threats help detecting anomalous activity in the procedure performed by the user in an organization. When an anomalous value deviating from the overall behavior is displayed, we consider it as an inside threat for classification as an inside intimidator. To solve the situation, Markov Chain Model is employed. The Markov Chain Model shows the next state value through an arbitrary variable affected by the previous event. Similarly, the current activity can also be predicted based on the previous activity for the insider threat activity. A method was studied where the change items for such state are defined by a transition probability, and classified as detection of anomaly of the inside threat through values for a probability variable. We use the properties of the Markov chains to list the behavior of the user over time and to classify which state they belong to. Sequential data sets were generated according to the influence of n occurrences of Markov attribute and classified by machine learning algorithm. In the experiment, only 15% of the Cert: insider threat dataset was applied, and the result was 97% accuracy except for NaiveBayes. As a result of our research, it was confirmed that the Markov Chain Model can classify insider threats and can be fully utilized for user behavior classification.