• Title/Summary/Keyword: Bayesian Procedure

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A Bayesian Hypothesis Testing Procedure Possessing the Concept of Significance Level

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.787-795
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    • 2001
  • In this paper, Bayesian hypothesis testing procedures are proposed under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical ones in the sense of using the concept of significance level. The performances of proposed procedures are compared with those of classical procedures through several examples.

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Developing Noninformative Priors for the Common Mean of Several Normal Populations

  • Kim, Yeong-Hwa;Sohn, Eun-Seon
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.59-74
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    • 2004
  • The paper considers the Bayesian interval estimation for the common mean of several normal populations. A Bayesian procedure is proposed based on the idea of matching asymptotically the coverage probabilities of Bayesian credible intervals with their frequentist counterparts. Several frequentist procedures based on pivots and P-values are introduced and compared with Bayesian procedure through simulation study. Both simulation results demonstrate that the Bayesian procedure performs as well or better than any available frequentist procedure even from a frequentist perspective.

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A BAYESIAN ANALYSIS FOR PRODUCT OF POWERS OF POISSON RATES

  • KIM HEA-JUNG
    • Journal of the Korean Statistical Society
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    • 제34권2호
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    • pp.85-98
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    • 2005
  • A Bayesian analysis for the product of different powers of k independent Poisson rates, written ${\theta}$, is developed. This is done by considering a prior for ${\theta}$ that satisfies the differential equation due to Tibshirani and induces a proper posterior distribution. The Gibbs sampling procedure utilizing the rejection method is suggested for the posterior inference of ${\theta}$. The procedure is straightforward to specify distributionally and to implement computationally, with output readily adapted for required inference summaries. A salient feature of the procedure is that it provides a unified method for inferencing ${\theta}$ with any type of powers, and hence it solves all the existing problems (in inferencing ${\theta}$) simultaneously in a completely satisfactory way, at least within the Bayesian framework. In two examples, practical applications of the procedure is described.

A Bayesian Approach to Assessing Population Bioequivalence in a 2 ${\times}$ 2 Crossover Design

  • 오현숙;고승곤
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.67-72
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    • 2002
  • A Bayesian testing procedure is proposed for assessment of bioequivalence in both mean and variance which ensures population bioequivalence under normality assumption. We derive the joint posterior distribution of the means and variances in a standard 2 ${\times}$ 2 crossover experimental design and propose a Bayesian testing procedure for bioequivalence based on a Markov chain Monte Carlo methods. The proposed method is applied to a real data set.

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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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    • 제17권1호
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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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    • 제17권3호
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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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Bayesian Hypothesis Testing for the Ratio of Two Quantiles in Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제18권3호
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    • pp.833-845
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    • 2007
  • When X and Y have independent exponential distributions, we develop a Bayesian testing procedure for the ratio of two quantiles under reference prior. The noninformative prior such as reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we develop a Bayesian testing procedure based on fractional Bayes factor and intrinsic Bayes factor. We show that the posterior density under the reference prior is proper and propose the Bayesian testing procedure for the ratio of two quantiles using fractional Bayes factor and intrinsic Bayes factor. Simulation study and a real data example are provided.

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Empirical Bayesian Multiple Comparisons with the Best

  • Kim, Woo-Chul;Hwang, Hyung-Tae
    • Journal of the Korean Statistical Society
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    • 제20권2호
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    • pp.108-117
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    • 1991
  • A parametric empirical Bayes procedure is proposed and studied to compare treatments simultaneously with the best. Minimum Bayes risk lower bounds are derived for an additive loss function, and their relationship with Bayesian simultaneous confidence lower bounds is given. For the proposed empirical Bayes procedure, the nominal confidence level both in Bayesian sense and in frequentist's sense is shown to be controlled asymptotically. For practical implementation, a measure of significance similar to f-value is suggested with an illustrative example.

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Bayesian Test for Equality of Coefficients of Variation in the Normal Distributions

  • 이희춘;강상길;김달호
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.49-56
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    • 2003
  • When X and Y have independent normal distributions, we develop a Bayesian testing procedure for the equality of two coefficients of variation. Under the reference prior of the coefficient of variation, we propose a Bayesian test procedure for the equality of two coefficients of variation using fractional Bayes factor. A real data example is provided.

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Bayesian Multiple Comparisons for the Ratio of the Failure Rates in Two Components System

  • Cho, Jang-Sik;Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.647-655
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    • 2006
  • In this paper, we consider multiple comparisons for the ratio of the failure rates in two components system that the lifetimes of the components have independent exponential distributions. Also we suggest Bayesian multiple comparisons procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. Finally, we give numerical examples to illustrate our procedure.

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