• Journal of the Korean Data and Information Science Society
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• 제13권2호
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• pp.217-226
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• 2002

In this paper, we derive noninformative priors for the ratio of failure rates in exponential model. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. And we prove that the noninformative prior matches the alternative coverage probabilities and is a HPD matching prior up to the second order. Finally, we provide simulated freqentist coverage probabilities under the derived noninformative prior for small samples.

• 한국산업정보학회논문지
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• 제4권4호
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• pp.47-52
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• 1999

본 논문에서는 Burr Type-X 분포하에서 stress-strength 의 신뢰도를 추정하는 데 사용되어지는 비정보적 사전분포들을 개발하는 것이다. 개발된 reference 사전분포가 first order matching 사전분포가 된다는 것이 밝혀졌으며, 또한 matching 사전분포하에서 사후분포의 타당성을 밝혔다. 소표본하에서, 고전적 포함확률들이 주여져 있다.

• Communications for Statistical Applications and Methods
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• 제23권4호
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• pp.269-285
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• 2016

In this paper, a simple step-stress accelerated life test (ALT) under progressive type-II censoring is considered. Progressive type-II censoring and accelerated life testing are provided to decrease the lifetime of testing and lower test expenses. The cumulative exposure model is assumed when the lifetime of test units follows an extension of the exponential distribution. Maximum likelihood estimates (MLEs) and Bayes estimates (BEs) of the model parameters are also obtained. In addition, a real dataset is analyzed to illustrate the proposed procedures. Approximate, bootstrap and credible confidence intervals (CIs) of the estimators are then derived. Finally, the accuracy of the MLEs and BEs for the model parameters is investigated through simulation studies.

• Journal of the Korean Data and Information Science Society
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• 제24권3호
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• pp.643-650
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• 2013

We develop noninformative priors for a ratio of parameters of two Maxwell distributions which is used to check the equality of two Maxwell distributions. Specially, we focus on developing probability matching priors and Je reys' prior for objectiv Bayesian inferences. The probability matching priors, under which the probability of the Bayesian credible interval matches the frequentist probability asymptotically, are developed. The posterior propriety under the developed priors will be shown. Some simulations are performed for identifying the usefulness of proposed priors in objective Bayesian inference.

• Journal of the Korean Statistical Society
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• 제31권4호
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• pp.415-431
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• 2002

A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.

• Journal of the Korean Data and Information Science Society
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• 제15권1호
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• pp.59-74
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• 2004

The paper considers the Bayesian interval estimation for the common mean of several normal populations. A Bayesian procedure is proposed based on the idea of matching asymptotically the coverage probabilities of Bayesian credible intervals with their frequentist counterparts. Several frequentist procedures based on pivots and P-values are introduced and compared with Bayesian procedure through simulation study. Both simulation results demonstrate that the Bayesian procedure performs as well or better than any available frequentist procedure even from a frequentist perspective.

• Communications for Statistical Applications and Methods
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• 제26권2호
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• pp.131-148
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• 2019

Constant stress partially accelerated life tests are studied according to exponentiated Weibull distribution. Grounded on multiple censoring, the maximum likelihood estimators are determined in connection with unknown distribution parameters and accelerated factor. The confidence intervals of the unknown parameters and acceleration factor are constructed for large sample size. However, it is not possible to obtain the Bayes estimates in plain form, so we apply a Markov chain Monte Carlo method to deal with this issue, which permits us to create a credible interval of the associated parameters. Finally, based on constant stress partially accelerated life tests scheme with exponentiated Weibull distribution under multiple censoring, the illustrative example and the simulation results are used to investigate the maximum likelihood, and Bayesian estimates of the unknown parameters.

• 척추신경추나의학회지
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• 제14권2호
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• pp.15-28
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• 2019

Objectives : This study aimed to systematically and comprehensively review controlled clinical trials on the effectiveness and safety of Chuna Manual Therapy for stroke. Methods : By October 7, 2019, three core databases and three domestic databases were searched. Seven major academic journals on the related field were also hand-searched. Methodological quality of the included studies was evaluated using the Cochrane risk of bias tool. Meta-analysis was conducted and the quality of its evidence was assessed using the GRADE methodology. Results : Five articles met the eligibility criteria. The results of most of included studies were in favor of Chuna Manual Therapy. No study described any adverse events during or after the clinical trials. Meta-analysis of three eligible studies showed that the pre- and post-treatment scores on the Modified Barthel Index (mean difference 8.00, 95% confidence interval 0.26 to 15.74) and Berg Balance Scale (mean difference 3.57, 95% confidence interval 0.64 to 6.51) of the Chuna-treated group were significantly different, but only marginally higher than those of the non-treatment group. Thus, the level of evidence gathered from these studies was assessed to be low. Conclusions : Based on current available evidence, any confirmative conclusions cannot be made on the effectiveness and safety of Chuna Manual Therapy for stroke because of the small sample size, low methodological quality, presence of statistical heterogeneity, and missing safety information. More rigorously designed large-scale multi-center studies are needed to establish more specific and credible evidence to support or oppose the use of Chuna Manual Therapy for stroke.

• Journal of the Korean Data and Information Science Society
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• 제24권4호
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• pp.857-865
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• 2013

집중 호우로 인한 피해가 증가하면서 다양한 기법들을 이용하여 강우량 예측에 대한 관심이 높아졌다. 최근에는 극단분포를 활용하여 강우량을 예측하려는 시도가 늘고 있다. 본 연구에서는 일반화 극단 분포를 활용하여 실제 서울시의 1973년부터 2010년까지 7월달의 사후예측분포를 생성하고, 수치적인 계산을 위해서 MCMC (Markov chain Monte Carlo)알고리즘을 활용하였다. 이 연구를 통해서 사후예측분포의 점추정값들을 비교하였고 2011년 7월달의 자료와 비교해 봤을 때 집중 호우의 확률이 증가한 것을 알 수 있었다.

• Nuclear Engineering and Technology
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• 제55권8호
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• pp.2844-2853
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• 2023

A sophisticated Bayesian multilevel model for estimating group bias was developed to improve the utility of the ASTM E900-15 embrittlement trend curve (ETC) to assess the conditions of nuclear power plants (NPPs). For multilevel model development, the Baseline 22 surveillance dataset was basically classified into groups based on the NPP name, product form, and notch orientation. By including the notch direction in the grouping criteria, the developed model could account for TTS differences among NPP groups with different notch orientations, which have not been considered in previous ETCs. The parameters of the multilevel model and biases of the NPP groups were calculated using the Markov Chain Monte Carlo method. As the number of data points within a group increased, the group bias approached the mean residual, resulting in reduced credible intervals of the mean, and vice versa. Even when the number of surveillance test data points was less than three, the multilevel model could estimate appropriate biases without overfitting. The model also allowed for a quantitative estimate of the changes in the bias and prediction interval that occurred as a result of adding more surveillance test data. The biases estimated through the multilevel model significantly improved the performance of E900-15.