• 제목/요약/키워드: bayesian test

검색결과 243건 처리시간 0.025초

A SOFTWARE RELIABILITY ESTIMATION METHOD TO NUCLEAR SAFETY SOFTWARE

  • Park, Gee-Yong;Jang, Seung Cheol
    • Nuclear Engineering and Technology
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    • 제46권1호
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    • pp.55-62
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    • 2014
  • A method for estimating software reliability for nuclear safety software is proposed in this paper. This method is based on the software reliability growth model (SRGM), where the behavior of software failure is assumed to follow a non-homogeneous Poisson process. Two types of modeling schemes based on a particular underlying method are proposed in order to more precisely estimate and predict the number of software defects based on very rare software failure data. The Bayesian statistical inference is employed to estimate the model parameters by incorporating software test cases as a covariate into the model. It was identified that these models are capable of reasonably estimating the remaining number of software defects which directly affects the reactor trip functions. The software reliability might be estimated from these modeling equations, and one approach of obtaining software reliability value is proposed in this paper.

R&D Sustainability of Biotech Start-ups in Financial Risk

  • Fujiwara, Takao
    • Asian Journal of Innovation and Policy
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    • 제7권3호
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    • pp.625-645
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    • 2018
  • This paper's objective is to draw a decision guideline to continue research and development (R&D) investments in biotech start-ups facing the "Valley of Death" syndrome - a long negative profit period during a financial crisis. The data include financial indices as Net income, Revenues, Total stockholders' equity, Cash & equivalents, and R&D expenses of 18 major biotech companies (nine in negative profit and nine positive, in FY2008) and 15 major pharmaceutical corporations as benchmarks both in FY2008 and in FY2016 derived from the US SEC Database, EDGAR. A first methodology dealing with real options analysis assumes Total stockholders' equity as a growth option. And a second methodology, Bayesian Markov chain Monte Carlo (MCMC) analysis, is applied to test the probability relationship between the Total stockholders' equity and the R&D expenses in these three groups. This study confirms that Total stockholders' equity can play the role of a call option to support continuing R&D investments even in negative profits.

검증용 정재하시험을 이용한 타입강관말뚝의 저항계수 보정 (Local Resistance Factor Update of Driven Steel Pipe Piles Using Proof Pile Load Test Results)

  • 박재현;김동욱;정충기;김성렬
    • 대한토목학회논문집
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    • 제31권6C호
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    • pp.259-266
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    • 2011
  • 기초구조물의 신뢰성 있는 저항계수 산정을 위해서는 충분한 양의 재하시험 결과에 근거한 저항의 분포특성 분석이 선행되어야 한다. 본 연구에서는 베이지안 이론에 근거하여 검증용 정재하시험 결과를 저항의 분포특성 분석에 반영할 수 있는 개선된 해석법을 제안하였고, 이를 통해 기 제안된 국내 타입강관말뚝의 저항계수를 갱신하였다. 측정 지지력이 확인된 정재하시험 결과를 이용하여 저항의 사전 분포특성을 산정하고, 검증용 정재하시험 결과를 우도정보로 고려하여 저항의 사후 분포특성을 평가하였다. 갱신된 저항의 사후 분포특성을 이용하여 일차신뢰도법에 의해 저항계수를 산정하였다. 총 5회의 검증용 재하시험 결과를 반영할 경우, 갱신된 저항계수는 목표신뢰도지수 2.33, 3.0에 대하여 각각 0.27-0.96, 0.19-0.68의 범위를 나타내었다. 본 연구에서 제시된 해석법을 통해 양질의 측정지지력 데이터가 부족하여 신뢰성 있는 저항계수를 산정하기 어려운 경우 현장 검증시험 결과를 반영한 저항계수의 보정이 가능함을 확인하였다.

On a Bayes Criterion for the Goodness-of-Link Test for Binary Response Regression Models : Probit Link versus Logit Link

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제26권2호
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    • pp.261-276
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    • 1997
  • In the context of binary response regression, the problem of constructing Bayesian goodness-of-link test for testing logit link versus probit link is considered. Based upon the well known facts that cdf of logistic variate .approx. cdf of $t_{8}$/.634 and, as .nu. .to. .infty., cdf of $t_{\nu}$ approximates to that of N(0,1), Bayes factor is derived as a test criterion. A synthesis of the Gibbs sampling and a marginal likelihood estimation scheme is also proposed to compute the Bayes factor. Performance of the test is investigated via Monte Carlo study. The new test is also illustrated with an empirical data example.e.

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황벽나무 자연집단의 유전다양성 및 유전구조 분석 (Genetic Diversity and Genetic Structure of Phellodendron amurense Populations in South Korea)

  • 이제완;홍경낙;강진택
    • 한국산림과학회지
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    • 제103권1호
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    • pp.51-58
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    • 2014
  • 본 연구는 ISSR 표지자를 이용하여 국내 분포하는 황벽나무 7개 집단의 유전다양성과 유전구조를 분석하였다. 6개의 ISSR primer를 이용하여 분석한 결과 primer 당 평균 4.5개의 다형성 band를 확인하였고, 각 집단의 다형성 유전자좌의 비율은 평균 78.8%로 나타났다. Shannon의 유전다양성 지수(I)는 0.421로 나타났고, 이형접합체 기대치($H_e$)는 평균 0.285로 베이즈 방법을 이용한 평균 이형접합체 기대치(hs=0.287)와 유사하였다. AMOVA에서 전체 유전변이의 92.4%가 집단내 개체간 차이에 기인하며, 7.6%는 집단간 차이에 기인하였다. 베이즈 방법을 이용한 유전분화(${\theta}^{II}$)는 0.066으로 추정되었으며, 전체 집단의 근친교배율(f)은 0.479로 계산되었다. 유연관계 분석과 베이즈 군집분석결과 우리나라 황벽나무 집단은 가평, 화천, 봉평, 용평이 하나의 군집을 형성하였고, 산청 지역의 2개 집단(삼장 및 시천)이 다른 하나의 군집을 형성하였으며, 무주 집단이 산청지역의 집단과 지리적으로 근접함에도 불구하고 독립적인 군집을 나타내었다. Mantel's test 결과 집단간 유전적 유연관계와 지리적 분포의 상관성은 나타나지 않았다. 황벽나무의 유전자원보존을 위한 대상 집단 선정 시 생태적 및 생활사적 특징과 함께 본 연구결과에서 나타난 유전다양성과 군집구조 분석결과를 고려하는 것이 효과적일 것으로 사료된다.

A Bayes Test for Equality of Intra-Subject Variabilities in 2$\times$2 Crossover Design

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • 제7권2호
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    • pp.541-548
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    • 2000
  • Various statistical methods for assessment of equivalence in average bioavailabilities have been developed under the assumption that the intra-subject variabilities for the test and reference formulations are the same. Without the assumption, assessing the equivalence in average bioavailabilites does not imply that the two formulations are therapeutically equivalent and exchangeable. The most commonly used test procedure for equality of variabilites in 2$\times$2 crossover experiment is the so called Pitman-Morgan's adjusted F test based on the model without carryover effects (Chow and Liu(1992)). In this paper, a Bayesian method based on the Intrinsic Bayes Factor is proposed, which can be applied to the model with carryover effects.

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Comparative Statistic Module (CSM) for Significant Gene Selection

  • Kim, Young-Jin;Kim, Hyo-Mi;Kim, Sang-Bae;Park, Chan;Kimm, Kuchan;Koh, InSong
    • Genomics & Informatics
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    • 제2권4호
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    • pp.180-183
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    • 2004
  • Comparative Statistic Module(CSM) provides more reliable list of significant genes to genomics researchers by offering the commonly selected genes and a method of choice by calculating the rank of each statistical test based on the average ranking of common genes across the five statistical methods, i.e. t-test, Kruskal-Wallis (Wilcoxon signed rank) test, SAM, two sample multiple test, and Empirical Bayesian test. This statistical analysis module is implemented in Perl, and R languages.

A NEW SYSTEM OF VISUAL PRESENTATION OF ANALYSIS OF TEST PERFORMANCE: THE 'DOUBLE-RING' DIAGRAM

  • Stefadouros Miltiadis A.
    • 대한예방의학회:학술대회논문집
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    • 대한예방의학회 1994년도 교수 연수회(역학)
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    • pp.142-149
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    • 1994
  • Substitution of graphic representation for extensive lists of numerical statistical data is highly desirable by both editors and readers of medical journals, faced with an exploding abundance of contemporary medical literature. A novel graphic tool. the 'double-ring diagram', is described herein which permits visual representation of information regarding certain statistical variables used to describe the performance of a test or physical sign in the diagnosis of a disease. The diagram is relatively easy to construct on the basis of a number of primary data such as the prevalence and the true positive, true negative. false positive and false negative test results. These values are reflected in the diagram along with the values of other statistical variables derived from them. such as the sensitivity. specificity, predictive values for positive and negative test result. and accuracy. This diagram may be useful in visualizing a test's performance and facilitating visual comparison of performance of two or more tests.

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A Test for Equality Form of Covariance Matrices of Multivariate Normal Populations

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제20권2호
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    • pp.191-201
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    • 1991
  • Given a set of data pxN$_{i}$, matrices X$_{i}$ observed from p-variate normal populations $\prod$$_{i}$~N($\mu$$_{I}$, $\Sigma$$_{i}$) for i=1, …, K, the test for equality form of the covariance matrices is to choose a hypothetical model which best explains the homogeneity/heterogeneity structure across the covariance matrices among the hypothesized class of models. This paper describes a test procedure for selecting the best model. The procedure is based on a synthesis of Bayesian and a cross-validation or sample reuse methodology that makes use of a one-at-a-time schema of observational omissions. Advantages of the test are argued on two grounds, and illustrative examples and simulation results are given.are given.

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접는 날개에 대한 모드시험/해석결과 보정 (Modal teat/analysis result correlation of folding fin)

  • 양해석
    • 소음진동
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    • 제6권3호
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    • pp.305-315
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    • 1996
  • Present paper aims at the correlation of modal characteristics of folding fin between test and analysis using an optimization theory. Folding fin is composed of a movable fin, a base fin, and many functional components related to the folding mechanism. Joint parts of folding fin in FEM are initially modeled as rigid elements resulting some difference between test and analysis in modal characteristics. Therefore, some equivalent springs representing joint parts are introduced to improve the FEM model. The springs were set as design variables, while the frequency difference between test and analysis was set as the object function. Bayesian procedure was ujsed for the minimization.

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