• Journal for History of Mathematics
• /
• v.9 no.2
• /
• pp.15-21
• /
• 1996

적률법(method of moment)이란 변수 X의 멱승에대한 기대치를 이용하여 분포의 성질을 알아보는 방법이다. 여기서 적률법이 이용되어진 역사적 배경을 소개하고, 3차 적률들의 선형적 성질을 비교하였다. 먼저, Kagan이 입증한 표본평균에 관한 3차 표본적률의 선형적 성질과 Bayesian 경우에 3차 사후적률(posterior moment)과 사후평균(posterior)의 선형성을 소개하였다. 그리고, 자연지수족(natural exponential family)아래서도 표본평균에 관한 3차 표본적률의 선형성을 알아보기 위해 단순함수(simple function)의 형태로 유도하였으며, 정규분포인 경우에 적용시켜 보았다.

• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 1993.10a
• /
• pp.24-30
• /
• 1993

When modeling a complex system we use an event tree to analyze propagation of failure. An event tree cannot represent the statistical interrelationships among parameters, but it can be represented as a statistically identical influence diagram so that parameter updating can be easily performed. After updating parameters we can calculate posterior distribution of the failure rate for each path. But exact distribution requires considerably complex numerical integration. We propose an approximation method to calculate the posterior and derive the predictive distribution of the time to next failure. Finally we introduce the system which implements our methodology.

• 한국데이터정보과학회:학술대회논문집
• /
• 2005.10a
• /
• pp.27-34
• /
• 2005

We consider the problem of estimating the system reliability noninformative priors when both stress and strength follow generalized gamma distributions. We first derive Jeffreys' prior, group ordering reference priors, and matching priors. We investigate the propriety of posterior distributions and provide marginal posterior distributions under those noninformative priors. We also examine whether the reference priors satisfy the probability matching criterion.

• Journal of Applied Reliability
• /
• v.11 no.2
• /
• pp.151-165
• /
• 2011

We consider the problem of estimating the system reliability using noninformative priors when both stress and strength follow generalized gamma distributions with index, scale, and shape parameters. We first derive group-ordering reference priors using the reparametrization. We next provide the sufficient condition for propriety of posterior distributions and provide marginal posterior distributions under those noninformative priors. Finally, we provide and compare estimated values of the system reliability based on the simulated values of parameter of interest in some special cases.

• Journal of the Korean Statistical Society
• /
• v.27 no.3
• /
• pp.331-348
• /
• 1998

In this paper, we have proposed some robust Bayes estimators using ML-II priors as well as certain empirical Bayes estimators in estimating the finite population mean in the presence of auxiliary information. These estimators are compared with the classical ratio estimator and a subjective Bayes estimator utilizing the auxiliary information in terms of "posterior robustness" and "procedure robustness" Also, we have addressed the issue of choice of sampling design from a robust Bayesian viewpoint.

• International Journal of Reliability and Applications
• /
• v.2 no.2
• /
• pp.117-130
• /
• 2001

Consider the problem of estimating the system reliability using noninformative priors when both stress and strength follow generalized gamma distributions. We first treat the orthogonal reparametrization and then, using this reparametrization, derive Jeffreys'prior, reference prior, and matching priors. We next provide the suffcient condition for propriety of posterior distributions under those noninformative priors. Finally, we provide and compare estimated values of the system reliability based on the simulated values of the parameter of interest in some special cases.

• Journal of Korea Water Resources Association
• /
• v.53 no.7
• /
• pp.481-491
• /
• 2020

The development of agricultural land at Saemangeum has required a significant increase in agricultural water use. It has been well acknowledged that salinity plays a critical role in the farming system. Therefore, a systematic study in salinity is necessary to better manage agricultural water. This study aims to develop a stochastic salinity simulation model that simultaneously simulates salinities obtained from different layers. More specifically, this study proposed a two-stage Autoregressive Exgeneous (ARX) model within a hierarchical Bayesian modeling framework. We derived posterior distributions of model parameters and further used them to obtain the predictive posterior distribution for salinities at three different layers. Here, the BIC values are used and compared to determine the optimal model from a set of candidate models. A detailed discussion of the model is provided.

• Magazine of the Korea Concrete Institute
• /
• v.11 no.2
• /
• pp.241-249
• /
• 1999

To estimate the compressive strength of concrete more realistically, relative large number of data are necessary. However, it is very common in practice that only limited data are available. The purpose of the present paper is therefore to propose a realistic method to estimate the compressive strength of concrete with limited data in actual site. The Bayesian method of statistical analysis has been applied to the problem of the estimation of compressive strength of concrete. The mean compressive strength is considered as the random parameter and a prior distribution is selected to enable updating of the Bayesian distribution of compressive strength of concrete reflecting both existing data and sampling observations. The updating of the Bayesian distribution with increasing data is illustrated in numerical application. It is shown that by combining prior estimation with information from site observation, more precise estimation is possible with relatively small sampling. It is also seen that the contribution of the prior in determining the posterior distribution depends on its sharpness or flatness in relation to the sharpness or flatness of the likelihood function. The present paper allows more realistic determination of concrete strength in site with limited data.

• Asian Pacific Journal of Cancer Prevention
• /
• v.15 no.2
• /
• pp.663-669
• /
• 2014

Background: With recent progress in health science administration, a huge amount of data has been collected from thousands of subjects. Statistical and computational techniques are very necessary to understand such data and to make valid scientific conclusions. The purpose of this paper was to develop a statistical probability model and to predict future survival times for male breast cancer patients who were diagnosed in the USA during 1973-2009. Materials and Methods: A random sample of 500 male patients was selected from the Surveillance Epidemiology and End Results (SEER) database. The survival times for the male patients were used to derive the statistical probability model. To measure the goodness of fit tests, the model building criterions: Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) were employed. A novel Bayesian method was used to derive the posterior density function for the parameters and the predictive inference for future survival times from the exponentiated Weibull model, assuming that the observed breast cancer survival data follow such type of model. The Markov chain Monte Carlo method was used to determine the inference for the parameters. Results: The summary results of certain demographic and socio-economic variables are reported. It was found that the exponentiated Weibull model fits the male survival data. Statistical inferences of the posterior parameters are presented. Mean predictive survival times, 95% predictive intervals, predictive skewness and kurtosis were obtained. Conclusions: The findings will hopefully be useful in treatment planning, healthcare resource allocation, and may motivate future research on breast cancer related survival issues.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.34 no.6
• /
• pp.1787-1796
• /
• 2014

The main purpose of this study is to assess the sensitivity of meteorological drought indices in probabilistic perspective using Bayesian Network model. In other words, this study analyzed interrelationships between various drought indices and investigated the order of the incident. In this study, a Bayesian Network model was developed to evaluate meteorological drought characteristics by employing the percent of normal precipitation (PN) and Standardized Precipitation Index (SPI) with various time scales such as 30, 60, and 90 days. The sensitivity analysis was also performed for posterior probability of drought indices with various time scales. As a result, this study found out interdependent relationships among various drought indices and proposed the effective application method of SPI to drought monitoring.