• Title/Summary/Keyword: Bayesian Information

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Bayesian One-Sided Hypothesis Testing for Shape Parameter in Inverse Gaussian Distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.3
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    • pp.995-1006
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    • 2008
  • This article deals with the one-sided hypothesis testing problem in inverse Gaussian distribution. We propose Bayesian hypothesis testing procedures for the one-sided hypotheses of the shape parameter under the noninformative prior. The noninformative prior is 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 hypothesis testing procedures based on the fractional Bayes factor, the median intrinsic Bayes factor and the encompassing intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

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Collaborative CRM using Statistical Learning Theory and Bayesian Fuzzy Clustering

  • Jun, Sung-Hae
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.197-211
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    • 2004
  • According to the increase of internet application, the marketing process as well as the research and survey, the education process, and administration of government are very depended on web bases. All kinds of goods and sales which are traded on the internet shopping malls are extremely increased. So, the necessity of automatically intelligent information system is shown, this system manages web site connected users for effective marketing. For the recommendation system which can offer a fit information from numerous web contents to user, we propose an automatic recommendation system which furnish necessary information to connected web user using statistical learning theory and bayesian fuzzy clustering. This system is called collaborative CRM in this paper. The performance of proposed system is compared with the other methods using real data of the existent shopping mall site. This paper shows that the predictive accuracy of the proposed system is improved by comparison with others.

Default Bayesian testing for the bivariate normal correlation coefficient

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.1007-1016
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    • 2011
  • This article deals with the problem of testing for the correlation coefficient in the bivariate normal distribution. We propose Bayesian hypothesis testing procedures for the bivariate normal correlation coefficient under the noninformative prior. The noninformative priors 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 default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. A simulation study and an example are provided.

Default Bayesian testing for the equality of the scale parameters of several inverted exponential distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.961-970
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    • 2014
  • This article deals with the problem of testing the equality of the scale parameters of several inverted exponential distributions. We propose Bayesian hypothesis testing procedures for the equality of the scale parameters under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Default Bayesian testing equality of scale parameters in several inverse Gaussian distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.3
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    • pp.739-748
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    • 2015
  • This paper deals with the problem of testing about the equality of the scale parameters in several inverse Gaussian distributions. We propose default Bayesian testing procedures for the equality of the shape parameters under the reference priors. The reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. Therefore we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Objective Bayesian multiple hypothesis testing for the shape parameter of generalized exponential distribution

  • Lee, Woo Dong;Kim, Dal Ho;Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.217-225
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    • 2017
  • This article deals with the problem of multiple hypothesis testing for the shape parameter in the generalized exponential distribution. We propose Bayesian hypothesis testing procedures for multiple hypotheses of the shape parameter with the noninformative prior. The Bayes factor with the noninformative prior is not well defined. The reason is that the most of the noninformative prior can be improper. Therefore we study the default Bayesian multiple hypothesis testing methods using the fractional and intrinsic Bayes factors with the reference priors. Simulation study is performed and an example is given.

Default Bayesian hypothesis testing for the scale parameters in the half logistic distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.465-472
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    • 2014
  • This article deals with the problem of testing the equality of the scale parameters in the half logistic distributions. We propose Bayesian hypothesis testing procedures for the equality of the scale parameters under the noninformative priors. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be dened up to a multiplicative constant. Thus we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Noninformative priors for the ratio of parameters of two Maxwell distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.643-650
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    • 2013
  • We develop noninformative priors for a ratio of parameters of two Maxwell distributions which is used to check the equality of two Maxwell distributions. Specially, we focus on developing probability matching priors and Je reys' prior for objectiv Bayesian inferences. The probability matching priors, under which the probability of the Bayesian credible interval matches the frequentist probability asymptotically, are developed. The posterior propriety under the developed priors will be shown. Some simulations are performed for identifying the usefulness of proposed priors in objective Bayesian inference.

Risk Assessment and Decision-Making of a Listed Enterprise's L/C Settlement Based on Fuzzy Probability and Bayesian Game Theory

  • Cheng, Zhang;Huang, Nanni
    • Journal of Information Processing Systems
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    • v.16 no.2
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    • pp.318-328
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    • 2020
  • Letter of Credit (L/C) is currently a very popular international settlement method frequently used in international trade processes amongst countries around the globe. Compared with other international settlement methods, however, L/C has some obvious shortcomings. Firstly, it is not easy to use due to the sophisticated processes its usage involves. Secondly, it is sometimes accompanied by a few risks and some uncertainty. Thus, highly efficient methods need to be used to assess and control these risks. To begin with, FAHP and KMV methods are used to resolve the problem of incomplete information associated with L/C and then, on this basis, Bayesian game theory is used in order to make more scientific and reasonable decisions with respect to international trade.

Default Bayesian one sided testing for the shape parameter in the log-logistic distribution

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1583-1592
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    • 2015
  • This paper deals with the problem of testing on the shape parameter in the log-logistic distribution. We propose default Bayesian testing procedures for the shape parameter under the reference priors. The reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. We can solve the this problem by the intrinsic Bayes factor and the fractional Bayes factor. Therefore we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.