• 제목/요약/키워드: bayesian test

검색결과 243건 처리시간 0.025초

개발단계의 제품 인증을 위한 베이지언 2단계 신뢰성 실증시험의 통계적 설계 (A Statistical Design of Bayesian Two-Stage Reliability Demonstration Test for Product Qualification in Development Process)

  • 서순근
    • 대한산업공학회지
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    • 제43권2호
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    • pp.147-153
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    • 2017
  • In order to demonstrate a target reliability with a specified confidence level, a new two-stage Bayesian Reliability Demonstration Test (RDT) plans that is known to be more effective than a corresponding single-stage one is proposed and developed by Bayesian framework with beta prior distribution for Weibull life time distribution. A numerical example is provided to illustrate the proposed RDT plans and compared with other non-Bayesian and Bayesian plans. Comparative results show that the proposed Bayesian two-stage plans have some merits in terms of required and expected testing time and probability of acceptance.

와이불 수명분포를 갖는 제품에 대한 베이지안 신뢰성 입증시험 설계 (Design of Bayesian Zero-Failure Reliability Demonstration Test for Products with Weibull Lifetime Distribution)

  • 권영일
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제14권4호
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    • pp.220-224
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    • 2014
  • A Bayesian zero-failure reliability demonstration test method for products with Weibull lifetime distribution is presented. Inverted gamma prior distribution for the scale parameter of the Weibull distribution is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantee specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.

베이지안 신뢰성입증시험 설계와 활용 (Design of Bayesian Zero-Failure Reliability Demonstration Test and Its Application)

  • 권영일
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제13권1호
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    • pp.1-10
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    • 2013
  • A Bayesian zero-failure reliability demonstration test method for products with exponential lifetime distribution is presented. Beta prior distribution for reliability of a product is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantees specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.

Bayesian test for the differences of survival functions in multiple groups

  • Kim, Gwangsu
    • Communications for Statistical Applications and Methods
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    • 제24권2호
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    • pp.115-127
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    • 2017
  • This paper proposes a Bayesian test for the equivalence of survival functions in multiple groups. Proposed Bayesian test use the model of Cox's regression with time-varying coefficients. B-spline expansions are used for the time-varying coefficients, and the proposed test use only the partial likelihood, which provides easier computations. Various simulations of the proposed test and typical tests such as log-rank and Fleming and Harrington tests were conducted. This result shows that the proposed test is consistent as data size increase. Specifically, the power of the proposed test is high despite the existence of crossing hazards. The proposed test is based on a Bayesian approach, which is more flexible when used in multiple tests. The proposed test can therefore perform various tests simultaneously. Real data analysis of Larynx Cancer Data was conducted to assess applicability.

Bayesian Multiple Comparisons for K-Exponential Populations with Type-II Censored Data by Fractional Bayes Factors

  • 문경애;김달호
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.67-77
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    • 2002
  • We propose the Bayesian testing for the equality of K-exponential populations means with Type-II censored data. Specially we use the fractional Bayesian factors suggested by O'Hagan (1995) based on the noninformative priors for the parameters. And, we investigate the usefulness of the proposed Bayesian testing procedures via both real data analysis and simulations and compare the classical likelihood ratio(LR) test with the proposed Bayesian test.

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Bayesian Approach for Independence Test in Bivariate Exponential Model

  • 조장식
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2006년도 PROCEEDINGS OF JOINT CONFERENCEOF KDISS AND KDAS
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    • pp.327-333
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    • 2006
  • In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. 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 fractional Bayes factor. Also we give some numerical results to illustrate our results.

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Bayesian test of homogenity in small areas: A discretization approach

  • Kim, Min Sup;Nandram, Balgobin;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • 제28권6호
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    • pp.1547-1555
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    • 2017
  • This paper studies Bayesian test of homogeneity in contingency tables made by discretizing a continuous variable. Sometimes when we are considering events of interest in small area setup, we can think of discretization approaches about the continuous variable. If we properly discretize the continuous variable, we can find invisible relationships between areas (groups) and a continuous variable of interest. The proper discretization of the continuous variable can support the alternative hypothesis of the homogeneity test in contingency tables even if the null hypothesis was not rejected through k-sample tests involving one-way ANOVA. In other words, the proportions of variables with a particular level can vary from group to group by the discretization. If we discretize the the continuous variable, it can be treated as an analysis of the contingency table. In this case, the chi-squared test is the most commonly employed method. However, further discretization gives rise to more cells in the table. As a result, the count in the cells becomes smaller and the accuracy of the test becomes lower. To prevent this, we can consider the Bayesian approach and apply it to the setup of the homogeneity test.

Testing Two Exponential Means Based on the Bayesian Reference Criterion

  • Kim, Dal-Ho;Chung, Dae-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.677-687
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    • 2004
  • We consider the comparison of two one-parameter exponential distributions with the complete data as well as the type II censored data. We adapt Bayesian test procedure for nested hypothesis based on the Bayesian reference criterion. Specifically we derive the expression for the Bayesian reference criterion to solve our problem. Also we provide numerical examples using simulated data sets to illustrate our results.

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베이지안 기법을 적용한 일회성 장비의 경제적 시험 수량 연구 (A Study of Economical Sample Size for Reliability Test of One-Shot Device with Bayesian Techniques)

  • 이연호;이계신;이학재;김상문;문기성
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제14권3호
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    • pp.162-168
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    • 2014
  • This paper discusses the application of Bayesian techniques with test data on similar products for performing the Economical Reliability Test of new one-shot device. Using the test data on similar products, reliability test required lower sample size currently being spent in order to demonstrate a target reliability with a specified confidence level. Furthermore, lower sample size reduces cost, time and various resources on reliability test. In this paper, we use similarity as calculating weight of similar products and analyze similarity between new and similar product for comparison of the essential function.

회귀모형 오차항의 1차 자기상관에 대한 베이즈 검정법 (A Bayesian test for the first-order autocorrelations in regression analysis)

  • 김혜중;한성실
    • 응용통계연구
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    • 제11권1호
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    • pp.97-111
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    • 1998
  • 본 논문에서는 회귀모형 오차항의 1차 자기상관에 대한 베이즈 검정법을 제안하였다. 이를 위해 자기상관검정에서 설정된 귀무 및 대립가설간에 베이즈 요인을 도출하고, 이를 근사추정하는 방법을 일반화 Savage-Dickey 밀도비와 Gibbs 추출법의 합성을 통해 제시하였다. 또한, 근사추정의 효율 및 제안된 검정법의 검정력을 평가하기 위해서 모의실험과 경험적 자료분석 예를 사용하였다.

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