• Journal of the Korean Data and Information Science Society
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• 제8권1호
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• pp.31-39
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• 1997

we shall propose some Bayes estimators and some generalized maximum likelihood estimators for reliability of a two-unit hot standby system with perfect switch based upon a complete sample of failure times observed from the exponential model and compare the peformances of the proposed estimators in terms of mean squared error.

• Communications for Statistical Applications and Methods
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• 제2권2호
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• pp.52-62
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• 1995

Consider an estimation problem under squared error loss in a family of non-regular densities with both terminals of the support being decreasing functions of an unknown parameter. Using Karlin's(1958) technique, sufficient conditions are given for generalized Bayes estimators to be admissible for estimating an arbitrarily positive, monotone parametric function and then treat some examples which illustrate our results.

• International Journal of Reliability and Applications
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• 제11권1호
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• pp.23-40
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• 2010

Recently, Zaindin and Sarhan (2009) introduced a new distribution named new generalized Weibull distribution. This paper deals with the problem of estimating the parameters of this distribution in the case where the data is grouped and censored. We use both the maximum likelihood and Bayes techniques. The results obtained are illustrated on a set of real data.

• Journal of the Korean Statistical Society
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• 제22권1호
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• pp.55-69
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• 1993

Consider the problem of estimating an arbitrary continuous vector function under a weighted quadratic loss in the multiparameter exponential family with the density of the natural form. We first provide, using Blyth's (1951) method, a set of sufficient conditions for the admisibility of (possibly generalized Bayes) estimators and then treat some examples for normal, Poisson, and gamma distributions as applications of the main result.

• Journal of the Korean Data and Information Science Society
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• 제22권6호
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• pp.1251-1256
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• 2011

Consider a p-variate ($p{\geq}4$) normal distribution with mean ${\theta}$ and identity covariance matrix. Using a simple property of noncentral chi square distribution, the generalized Bayes estimators dominating the Lindley estimator under quadratic loss are given based on the methods of Brown, Brewster and Zidek for estimating a normal variance. This result can be extended the cases where covariance matrix is completely unknown or ${\Sigma}={\sigma}^2I$ for an unknown scalar ${\sigma}^2$.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.95-108
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• 2000

Consider the oblique factor model X=Af＋$\varepsilon$, with defining relation $\Sigma$=Λ$\Phi$Λ'＋Ψ. This paper is concerned with suggesting an optimal Bayes criterion for determining the number of factors in the model, i.e. dimension of the vector f. The use of marginal likelihood as a method for calculating posterior probability of each model with given dimension is developed under a generalized conjugate prior. Then based on an appropriate loss function, a Bayes rule is developed by use of the posterior probabilities. It is shown that the approach is straightforward to specify distributionally and to imploement computationally, with output readily adopted for constructing required cirterion.

• Communications for Statistical Applications and Methods
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• 제29권5호
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• pp.513-532
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• 2022

In this paper, the use of Bayes factors and the deviance information criterion for model selection are compared in a Bayesian accelerated life testing setup. In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models. A simulation study is also included, where Bayes factors using the different approximation methods and the deviance information are compared.

• 한국정보통신학회논문지
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• 제13권4호
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• pp.805-812
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• 2009

기계 학습을 응용한 많은 침입 탐지 시스템들에서 n-그램 접근 방법이 사용되고 있다. 그러나, n-그램 접근방법은 확장이 어렵고, 주어진 시퀀스에서 획득한 n-그램들이 서로 겹치는 문제들을 가지고 있다. 본 연구에서는 이러한 문제들을 해결하기 위해, 일반화된 k-절단 서픽스트리 (generalized k-truncated suffix tree; k-TST) 기반의 n-그램 증강 나이브 베이스 (n-gram augmented naive Bayes) 알고리즘을 침입 시퀀스의 분류에 적용하여 보았다. 제 안된 시스템의 성능을 평가하기 위해 n-그램 특징들을 사용하는 일반 나이브 베이스 (naive Bayes) 알고리즘과 서포트 벡터 머신(support vector machines) 알고리즘과 본 연구에서 제안한 n-그램 증강 나이브 베이스 알고리즘을 호스트 기반 침입 탐지 벤치마크 데이터와 비교하였다. 공개된 호스트 기반 침입 탐지 벤치마크 데이터인 뉴 멕시코 대학(University of New Mexico)의 벤치마크 데이터에 적용해 본 결과에 따르면, n-그램 증강 방법이, n-그램이 나이브 베이스에 직접 적용되는 경우(예: n-그램 특징을 사용하는 일반 나이브 베이스), 생기는 독립성 가정에 대한 위배의 문제도 해결하면서, 동시에 더 정확한 침입 탐지기를 생성해냄을 알 수 있었다.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.515-520
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• 2002

In general, we use the hierarchical Poisson-gamma model for the Poisson data in generalized linear model. Time effect will be emphasized for the analysis of the observed data to be collected annually for the time period. An extended model with time effect for estimating the effect is proposed. In particularly, we discuss the Quasi likelihood function which is used to numerical approximation for the likelihood function of the parameter.

• Journal of the Korean Data and Information Science Society
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• 제25권6호
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• pp.1549-1555
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• 2014

Consider a p-variate normal distribution ($p-q{\geq}3$, q = rank($P_V$) with a projection matrix $P_V$). Using a simple property of noncentral chi square distribution, the generalized Bayes estimators dominating the James-Stein estimator shrinking towards projection vectors under quadratic loss are given based on the methods of Brown, Brewster and Zidek for estimating a normal variance. This result can be extended the cases where covariance matrix is completely unknown or ${\sum}={\sigma}^2I$ for an unknown scalar ${\sigma}^2$.