• Title/Summary/Keyword: Bayesian Testing

Search Result 151, Processing Time 0.02 seconds

Default Bayesian testing for normal mean with known coefficient of variation

  • Kang, Sang-Gil;Kim, Dal-Ho;Le, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.21 no.2
    • /
    • pp.297-308
    • /
    • 2010
  • This article deals with the problem of testing mean when the coefficient of variation in normal distribution is known. We propose Bayesian hypothesis testing procedures for the normal mean 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 and the intrinsic Bayes factor under the reference prior. Specially, we develop intrinsic priors which give asymptotically same Bayes factor with the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

Default Bayesian testing for the scale parameters in two parameter exponential distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.4
    • /
    • pp.949-957
    • /
    • 2013
  • In this paper, we consider the problem of testing the equality of the scale parameters in two parameter exponential distributions. We propose Bayesian 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 defined up to a multiplicative constant. Thus, 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.

Default Bayesian testing on the common mean of several normal distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.23 no.3
    • /
    • pp.605-616
    • /
    • 2012
  • This article deals with the problem of testing on the common mean of several normal populations. We propose Bayesian hypothesis testing procedures for the common normal mean under the noninformative prior. The noninformative prior is usually improper and yields a calibration problem that makes the Bayes factor to be defined u 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.

Objective Bayesian testing for the location parameters in the half-normal distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.22 no.6
    • /
    • pp.1265-1273
    • /
    • 2011
  • This article deals with the problem of testing the equality of the location parameters in the half-normal distributions. We propose Bayesian hypothesis testing procedures for the equality of the location parameters under the noninformative prior. The non-informative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to arbitrary constants. This problem can be deal with the use of the fractional Bayes factor or intrinsic Bayes factor. 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 for the equality of shape parameters in the inverse Weibull distributions

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • v.25 no.6
    • /
    • pp.1569-1579
    • /
    • 2014
  • This article deals with the problem of testing for the equality of the shape parameters in two inverse Weibull distributions. We propose Bayesian hypothesis testing procedures for the equality of the shape 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.

A Bayesian approach for vibration-based long-term bridge monitoring to consider environmental and operational changes

  • Kim, Chul-Woo;Morita, Tomoaki;Oshima, Yoshinobu;Sugiura, Kunitomo
    • Smart Structures and Systems
    • /
    • v.15 no.2
    • /
    • pp.395-408
    • /
    • 2015
  • This study aims to propose a Bayesian approach to consider changes in temperature and vehicle weight as environmental and operational factors for vibration-based long-term bridge health monitoring. The Bayesian approach consists of three steps: step 1 is to identify damage-sensitive features from coefficients of the auto-regressive model utilizing bridge accelerations; step 2 is to perform a regression analysis of the damage-sensitive features to consider environmental and operational changes by means of the Bayesian regression; and step 3 is to make a decision on the bridge health condition based on residuals, differences between the observed and predicted damage-sensitive features, utilizing 95% confidence interval and the Bayesian hypothesis testing. Feasibility of the proposed approach is examined utilizing monitoring data on an in-service bridge recorded over a one-year period. Observations through the study demonstrated that the Bayesian regression considering environmental and operational changes led to more accurate results than that without considering environmental and operational changes. The Bayesian hypothesis testing utilizing data from the healthy bridge, the damage probability of the bridge was judged as no damage.

Two Bayesian methods for sample size determination in clinical trials

  • Kwak, Sang-Gyu;Kim, Dal-Ho;Shin, Im-Hee;Kim, Ho-Gak;Kim, Sang-Gyung
    • Journal of the Korean Data and Information Science Society
    • /
    • v.21 no.6
    • /
    • pp.1343-1351
    • /
    • 2010
  • Sample size determination is very important part in clinical trials because it influences the time and the cost of the experimental studies. In this article, we consider the Bayesian methods for sample size determination based on hypothesis testing. Specifically we compare the usual Bayesian method using Bayes factor with the decision theoretic method using Bayesian reference criterion in mean difference problem for the normal case with known variances. We illustrate two procedures numerically as well as graphically.

A Study on Bayesian p-values

  • Hwnag, Hyungtae;Oh, Heejung
    • Communications for Statistical Applications and Methods
    • /
    • v.9 no.3
    • /
    • pp.725-732
    • /
    • 2002
  • P-values are often perceived as measurements of degree of compatibility between the current data and the hypothesized model. In this paper, a new concept of Bayesian p-values is proposed and studied under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical p-values in the sense of using the concept of significance level. The performances of the proposed Bayesian p-values are compared with those of the classical p-values through several examples.

An Effective Stopping Rule for Software Reliability Testing

  • Yoon, Bok-Sik
    • International Journal of Reliability and Applications
    • /
    • v.3 no.2
    • /
    • pp.81-90
    • /
    • 2002
  • The importance of the reliability of software is growing more and more as more complicated digital computer systems are used for real-time control applications. To provide more reliable software, the testing period should be long enough, but not unnecessarily too long. In this study, we suggest a simple but effective stopping rule which can provide just proper amount of testing time. We take unique features of software into consideration and adopt non-homogeneous Poisson process model and Bayesian approach. A numerical example is given to demonstrate the validity of our stopping rule.

  • PDF

Bayes Factors for Independence and Symmetry in Freund's Bivariate Exponetial Model with Censored Data

  • Jang Sik;Dal Ho;Sang Gil
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.1
    • /
    • pp.151-164
    • /
    • 2000
  • In this paper we consider the Bayesian hypothese testing for independence and symmetry in Freund's bivariate exponential model with censored data In Bayesian testing problem we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results of analyze some data sets.

  • PDF