• Title/Summary/Keyword: Bayesian Probability

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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
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    • v.17 no.1
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    • pp.233-244
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    • 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.

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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
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    • v.17 no.3
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    • pp.843-850
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    • 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.

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A Bayesian Approach to PM Model with Random Maintenance Quality

  • Jung, Ki-Mun
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.689-696
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    • 2007
  • This paper considers a Bayesian approach to determine an optimal PM policy with random maintenance quality. Thus, we assume that the quality of a PM action is a random variable following a probability distribution. When the failure time is Weibull distribution with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal PM policy. Finally, the numerical examples are presented for illustrative purpose.

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A study on Application of Probabilistic Fatigue Life Prediction for Aircraft Structures using the PoF based on Bayesian Approach (베이지안 기반의 파손확률을 이용한 항공기 구조물 확률론적 피로수명 예측 응용에 관한 연구)

  • Kim, Keun Won;Shin, Dae Han;Choi, Joo-Ho;Shin, Ki-Su
    • Journal of the Korea Institute of Military Science and Technology
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    • v.16 no.5
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    • pp.631-638
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    • 2013
  • The probabilistic fatigue life analysis is one of the common methods to account the uncertainty of parameters on the structural failure. Frequently, the Bayesian approach has been demonstrated as a proper method to show the uncertainty of parameters. In this work, the application of probabilistic fatigue life prediction method for the aircraft structure was studied. This effort was conducted by using the PoF(Probability of Failure) based on Bayesian approach. Furthermore, numerical example was carried out to confirm the validation of the suggested approach. In conclusion, it was shown that the Bayesian approach can calculate the probabilistic fatigue lives and the quantitative value of PoF effectively for the aircraft structural component. Moreover the calculated probabilistic fatigue lives can be utilized to determine the optimized inspection period of aircraft structures.

Bayesian structural damage detection of steel towers using measured modal parameters

  • Lam, Heung-Fai;Yang, Jiahua
    • Earthquakes and Structures
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    • v.8 no.4
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    • pp.935-956
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    • 2015
  • Structural Health Monitoring (SHM) of steel towers has become a hot research topic. From the literature, it is impractical and impossible to develop a "general" method that can detect all kinds of damages for all types of structures. A practical method should make use of the characteristics of the type of structures and the kind of damages. This paper reports a feasibility study on the use of measured modal parameters for the detection of damaged braces of tower structures following the Bayesian probabilistic approach. A substructure-based structural model-updating scheme, which groups different parts of the target structure systematically and is specially designed for tower structures, is developed to identify the stiffness distributions of the target structure under the undamaged and possibly damaged conditions. By comparing the identified stiffness distributions, the damage locations and the corresponding damage extents can be detected. By following the Bayesian theory, the probability model of the uncertain parameters is derived. The most probable model of the steel tower can be obtained by maximizing the probability density function (PDF) of the model parameters. Experimental case studies were employed to verify the proposed method. The contributions of this paper are not only on the proposal of the substructure-based Bayesian model updating method but also on the verification of the proposed methodology through measured data from a scale model of transmission tower under laboratory conditions.

Development of Context Awareness and Service Reasoning Technique for Handicapped People (장애인을 위한 상황인식 및 서비스 추론기술 개발)

  • Ko, Kwang-Eun;Shin, Dong-Jun;Sim, Kwee-Bo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.18 no.4
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    • pp.512-517
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    • 2008
  • It is show that increasing of aged and handicapped people requires development of Ubiquitous computing technique to offer the specialized service for handicapped-people. For this, we need a development of Context Awareness and Service Reasoning Technique that the technique is supplied interaction between user and U-environment instead of the old unilateral relation. The old research of context awareness needed probabilistic presentation model like a Bayesian Network based on expert Systems for recognize given circumstance by a domain of uncertain real world. In this article, we define a domain of disorder activity assistant service application and context model based on ontology in diversified environment and minimized intervention of user and developer. By use this context model, we apply the structure learning of Bayesian Network and decide the service and activity to development of application service for handicapped people. Finally, we define the proper Conditional Probability Table of the structured Bayesian Network and if random situation is given to user, then present state variable of Activity and Service by given Causal relation of Bayesian Network based on Conditional Probability Table and it can be result of context awareness.

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.

A Bayesian Comparison of Two Multivariate Normal Genralized Variances

  • Kim, Hea-Jung
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.73-78
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    • 2002
  • In this paper we develop a method for constructing a Bayesian HPD (highest probability density) interval of a ratio of two multivariate normal generalized variances. The method gives a way of comparing two multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approaches for the interval is intractable and thus a Bayesian HPD(highest probability densith) interval is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach introduced by Chen and Shao(1999). Necessary theory involved in the method and computation is provided.

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Estimating the Failure Rate of a Large Scaled Software in Multiple Input Domain Testing (다중입력영역시험에서의 대형 소프트웨어 고장률 추정 연구)

  • 문숙경
    • Journal of Korean Society for Quality Management
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    • v.30 no.3
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    • pp.186-194
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    • 2002
  • In this paper we introduce formulae for estimating the failure rate of a large scaled software by using the Bayesian rule when a black-box random testing which selects an element(test case) at random with equally likely probability, is performed. A program or software can be treated as a mathematical function with a well-defined (input)domain and range. For a large scaled software, their input domains can be partitioned into multiple subdomains and exhaustive testing is not generally practical. Testing is proceeding with selecting a subdomain, and then picking a test case from within the selected subdomain. Whether or not the proportion of selecting one of the subdomains is assumed probability, we developed the formulae either case by using Bayesian rule with gamma distribution as a prior distribution.

On the Interval Estimation of the Difference between Independent Proportions with Rare Events

  • im, Yongdai;Choi, Daewoo
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.481-487
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    • 2000
  • When we construct an interval estimate of two independent proportions with rare events, the standard approach based on the normal approximation behaves badly in many cases. The problem becomes more severe when no success observations are observed on both groups. In this paper, we compare two alternative methods of constructing a confidence interval of the difference of two independent proportions by use of simulation. One is based on the profile likelihood and the other is the Bayesian probability interval. It is shown in this paper that the Bayesian interval estimator is easy to be implemented and performs almost identical to the best frequentist's method -the profile likelihood approach.

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