• 제목/요약/키워드: Bayesian Design

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Design of Bayesian Zero-Failure Reliability Demonstration Test for Products with Weibull Lifetime Distribution (와이불 수명분포를 갖는 제품에 대한 베이지안 신뢰성 입증시험 설계)

  • Kwon, Young Il
    • Journal of Applied Reliability
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    • v.14 no.4
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    • pp.220-224
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    • 2014
  • A Bayesian zero-failure reliability demonstration test method for products with Weibull lifetime distribution is presented. Inverted gamma prior distribution for the scale parameter of the Weibull distribution is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantee specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.

Design of Bayesian Zero-Failure Reliability Demonstration Test and Its Application (베이지안 신뢰성입증시험 설계와 활용)

  • Kwon, Young Il
    • Journal of Applied Reliability
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    • v.13 no.1
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    • pp.1-10
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    • 2013
  • A Bayesian zero-failure reliability demonstration test method for products with exponential lifetime distribution is presented. Beta prior distribution for reliability of a product is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantees specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.

Restricted Bayesian Optimal Designs in Turning Point Problem

  • Seo, Han-Son
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.163-178
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    • 2001
  • We consider the experimental design problem of selecting values of design variables x for observation of a response y that depends on x and on model parameters $\theta$. The form of the dependence may be quite general, including all linear and nonlinear modeling situations. The goal of the design selection is to efficiently estimate functions of $\theta$. Three new criteria for selecting design points x are presented. The criteria generalized the usual Bayesian optimal design criteria to situations n which the prior distribution for $\theta$ amy be uncertain. We assume that there are several possible prior distributions,. The new criteria are applied to the nonlinear problem of designing to estimate the turning point of a quadratic equation. We give both analytic and computational results illustrating the robustness of the optimal designs based on the new criteria.

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A Statistical Design of Bayesian Two-Stage Reliability Demonstration Test for Product Qualification in Development Process (개발단계의 제품 인증을 위한 베이지언 2단계 신뢰성 실증시험의 통계적 설계)

  • Seo, Sun-Keun
    • Journal of Korean Institute of Industrial Engineers
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    • v.43 no.2
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    • pp.147-153
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    • 2017
  • In order to demonstrate a target reliability with a specified confidence level, a new two-stage Bayesian Reliability Demonstration Test (RDT) plans that is known to be more effective than a corresponding single-stage one is proposed and developed by Bayesian framework with beta prior distribution for Weibull life time distribution. A numerical example is provided to illustrate the proposed RDT plans and compared with other non-Bayesian and Bayesian plans. Comparative results show that the proposed Bayesian two-stage plans have some merits in terms of required and expected testing time and probability of acceptance.

Development of Performance Based Mix Design Method Using Single Parameter Bayesian Method (단일변수 Bayesian 방법을 이용한 성능중심형 배합설계법의 개발)

  • Kim, Jang-Ho Jay;Phan, Hung-Duc;Oh, Il-Sun;Lee, Keun-Sung
    • Journal of the Korea Concrete Institute
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    • v.22 no.4
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    • pp.499-510
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    • 2010
  • This paper presents a systematic approach for estimating material performance and designing mix proportion of concrete based on an application of Bayesian method in the form of satisfaction curves. The one-parameter satisfaction curve represents a satisfaction probability of a concrete performance criterion as a function of concrete material parameter. An analysis method to combine multiple satisfaction curves to form one unique satisfaction curve that can relate the performance of concrete to a single evaluating value called Goodness value is proposed. A proposed PBMD procedure and examples of application of the PBMD method for concrete mix proportion design are carried out to verify the validity of the proposed method. Finally, the comparison between the expected performance results of a concrete mix proportion designed using PBMD to the ACI estimation equation calculated results are performed to check the applicability of the method to actual construction.

A Parametric Empirical Bayesian Method for Multiple Comparisons

  • Kim, Woo-Chul;Hwang, Hyung-Tae
    • Journal of the Korean Statistical Society
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    • v.20 no.1
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    • pp.44-56
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    • 1991
  • For all pairwise comparisons of treatments, Bayesian simultaneous confidence intervals are proposed and studied. First Bayesian solutions are obtained for a fixed prior, and then prior parameters are estimated by a parametric empirical Bayesian method. The nominal confidence level is shown to be controlled asymptotically. An extension to the unbalanced design is also considered.

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On loss functions for model selection in wavelet based Bayesian method

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1191-1197
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    • 2009
  • Most Bayesian approaches to model selection of wavelet analysis have drawbacks that computational cost is expensive to obtain accuracy for the fitted unknown function. To overcome the drawback, this article introduces loss functions which are criteria for level dependent threshold selection in wavelet based Bayesian methods with arbitrary size and regular design points. We demonstrate the utility of these criteria by four test functions and real data.

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PERFORMANCE EVALUATION OF INFORMATION CRITERIA FOR THE NAIVE-BAYES MODEL IN THE CASE OF LATENT CLASS ANALYSIS: A MONTE CARLO STUDY

  • Dias, Jose G.
    • Journal of the Korean Statistical Society
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    • v.36 no.3
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    • pp.435-445
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    • 2007
  • This paper addresses for the first time the use of complete data information criteria in unsupervised learning of the Naive-Bayes model. A Monte Carlo study sets a large experimental design to assess these criteria, unusual in the Bayesian network literature. The simulation results show that complete data information criteria underperforms the Bayesian information criterion (BIC) for these Bayesian networks.

Implementation of Performance Based Design Method based on Application of Bayesian Method (Bayesian Method를 적용한 성능기반설계기법(PBD)의 활용)

  • Kim, Jang-Ho;Kim, Kyung-Min;Park, Jeong-Ho;Hong, Jong-Suk;Li, Jing
    • Proceedings of the Korea Concrete Institute Conference
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    • 2006.11a
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    • pp.217-220
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    • 2006
  • In this paper Satisfaction Curve has been applied to estimate the material safety by using Bayesian Method based on given parameters which are obtained from experimental results of other researchers. From the results, Bayesian Method is proven to be an available method for safety estimation of material.

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At-site Low Flow Frequency Analysis Using Bayesian MCMC: I. Theoretical Background and Construction of Prior Distribution (Bayesian MCMC를 이용한 저수량 점 빈도분석: I. 이론적 배경과 사전분포의 구축)

  • Kim, Sang-Ug;Lee, Kil-Seong
    • Journal of Korea Water Resources Association
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    • v.41 no.1
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    • pp.35-47
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    • 2008
  • The low flow analysis is an important part in water resources engineering. Also, the results of low flow frequency analysis can be used for design of reservoir storage, water supply planning and design, waste-load allocation, and maintenance of quantity and quality of water for irrigation and wild life conservation. Especially, for identification of the uncertainty in frequency analysis, the Bayesian approach is applied and compared with conventional methodologies in at-site low flow frequency analysis. In the first manuscript, the theoretical background for the Bayesian MCMC (Bayesian Markov Chain Monte Carlo) method and Metropolis-Hasting algorithm are studied. Two types of the prior distribution, a non-data- based and a data-based prior distributions are developed and compared to perform the Bayesian MCMC method. It can be suggested that the results of a data-based prior distribution is more effective than those of a non-data-based prior distribution. The acceptance rate of the algorithm is computed to assess the effectiveness of the developed algorithm. In the second manuscript, the Bayesian MCMC method using a data-based prior distribution and MLE(Maximum Likelihood Estimation) using a quadratic approximation are performed for the at-site low flow frequency analysis.