• Proceedings of the Safety Management and Science Conference
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• 2010.11a
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• pp.27-33
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• 2010

The paper proposes the guidelines of application and interpretation for quality and reliability methodologies using deductive or inductive reasoning. The research also reviews Bayesian quality and reliability tools by deductive prior function and inductive posterior function.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.427-434
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• 2001

In this paper, we consider the nonparametric Bayesian approach to the multiple comparisons problem for I Poisson populations using Dirichlet process priors. We describe Gibbs sampling algorithm for calculating posterior probabilities for the hypotheses and calculate posterior probabilities for the hypotheses using Markov chain Monte Carlo. Also we provide a numerical example to illustrate the developed numerical technique.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.647-654
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• 2003

Bayesian probability models for finite populations are considered assuming so-called the super-population. We find the posterior distribution of population mean by a new approach, using the concept of pivotal quantity for the small sample case. A large sample theory is also treated throught the concept of asymptotically pivotal quantity.

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.221-227
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• 2002

The concept of pivot has been widely used in various classical inferences. In this paper, it is proved by use of pivotal quantities that the Bayesian inferences can be arrived at the same results of classical inferences for the location-scale parameters models under the assumption of non-informative prior distributions. Some theorems are proposed in which the posterior distribution and the sampling distribution of a pivotal quantity coincide. The theorems are applied illustratively to some statistical models.

• Journal of the Korean Statistical Society
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• v.29 no.2
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• pp.137-153
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• 2000

Conjoint analysis is a widely-used statistical technique for measuring relative importance that individual place on the product's attributes. Despsite its practical importance, the complexity of conjoint model makes it difficult to analyze. In this paper, w consider a Bayesian approach using Jeffrey's noninformative prior. We derive Jeffrey's prior and give a sufficient condition under which the posterior derived from the Jeffrey's prior is paper.

• IE interfaces
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• v.6 no.2
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• pp.79-89
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• 1993

We develop a statistical model to describe nuclear power plant accidents and predict time to next accident of various levels. We adopt Bayesian approach to obtain posterior and predictive distributions for the time to next accident. We also derive an approximation method to solve many dimensional numerical integration problems that we often encounter in a Bayesian approach. We introduce Influence Diagrams in modeling, and parameter updating, thereby the dependency or independency among model parameters are clearly shown. Also Separable Updating Theorem is utilized to easily obtain the posterior distributions.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.1-9
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• 2003

In this article, we consider a Bayesian estimation method for the geometric mean of $textsc{k}$ exponential parameters, Using the Tibshirani's orthogonal parameterization, we suggest an invariant prior distribution of the $textsc{k}$ parameters. It is seen that the prior, probability matching prior, is better than the uniform prior in the sense of correct frequentist coverage probability of the posterior quantile. Then a weighted Monte Carlo method is developed to approximate the posterior distribution of the mean. The method is easily implemented and provides posterior mean and HPD(Highest Posterior Density) interval for the geometric mean. A simulation study is given to illustrates the efficiency of the method.

• Journal of the Korean Data and Information Science Society
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• v.25 no.3
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• pp.685-696
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• 2014

In this paper, we develop Bayesian inference of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation in the presence of auxiliary information under the balanced loss function. We compare the performance of the optimal Bayes estimator under the balanced loss function with ones of the classical ratio estimator and the usual Bayes estimator in terms of the posterior expected losses, risks and Bayes risks.

• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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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.

• Journal of the Korean Data and Information Science Society
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• v.20 no.6
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• pp.1191-1197
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• 2009

Most Bayesian approaches to model selection of wavelet analysis have drawbacks that computational cost is expensive to obtain accuracy for the fitted unknown function. To overcome the drawback, this article introduces loss functions which are criteria for level dependent threshold selection in wavelet based Bayesian methods with arbitrary size and regular design points. We demonstrate the utility of these criteria by four test functions and real data.