• Title/Summary/Keyword: non-informative prior

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Optimal Maintenance Policy Using Non-Informative Prior Distribution and Marcov Chain Monte Carlo Method (사전확률분포와 Marcov Chain Monte Carlo법을 이용한 최적보전정책 연구)

  • Ha, Jung Lang;Park, Minjae
    • Journal of Applied Reliability
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    • v.17 no.3
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    • pp.188-196
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    • 2017
  • Purpose: The purpose of this research is to determine optimal replacement age using non-informative prior information and Bayesian method. Methods: We propose a novel approach using Bayesian method to determine the optimal replacement age in block replacement policy by defining the prior probability with data on failure time and repair time. The Marcov Chain Monte Carlo simulation is used to investigate the asymptotic distribution of posterior parameters. Results: An optimal replacement age of block replacement policy is determined which minimizes cost and nonoperating time when no information on prior distribution of parameters is given. Conclusion: We find the posterior distribution of parameters when lack of information on prior distribution, so that the optimal replacement age which minimizes the total cost and maximizes the total values is determined.

Bayesian Statistical Modeling of System Energy Saving Effectiveness for MAC Protocols of Wireless Sensor Networks: The Case of Non-Informative Prior Knowledge

  • Kim, Myong-Hee;Park, Man-Gon
    • Journal of Korea Multimedia Society
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    • v.13 no.6
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    • pp.890-900
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    • 2010
  • The Bayesian networks methods provide an efficient tool for performing information fusion and decision making under conditions of uncertainty. This paper proposes Bayes estimators for the system effectiveness in energy saving of the wireless sensor networks by use of the Bayesian method under the non-informative prior knowledge about means of active and sleep times based on time frames of sensor nodes in a wireless sensor network. And then, we conduct a case study on some Bayesian estimation models for the system energy saving effectiveness of a wireless sensor network, and evaluate and compare the performance of proposed Bayesian estimates of the system effectiveness in energy saving of the wireless sensor network. In the case study, we have recognized that the proposed Bayesian system energy saving effectiveness estimators are excellent to adapt in evaluation of energy efficiency using non-informative prior knowledge from previous experience with robustness according to given values of parameters.

A Study on Bayesian p-values

  • Hwnag, Hyungtae;Oh, Heejung
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.725-732
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    • 2002
  • P-values are often perceived as measurements of degree of compatibility between the current data and the hypothesized model. In this paper, a new concept of Bayesian p-values is proposed and studied under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical p-values in the sense of using the concept of significance level. The performances of the proposed Bayesian p-values are compared with those of the classical p-values through several examples.

A Bayesian Hypothesis Testing Procedure Possessing the Concept of Significance Level

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.787-795
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    • 2001
  • In this paper, Bayesian hypothesis testing procedures are proposed under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical ones in the sense of using the concept of significance level. The performances of proposed procedures are compared with those of classical procedures through several examples.

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A Study on the Role of Pivots in Bayesian Statistics

  • Hwang, Hyungtae
    • 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.

Bayes Prediction Density in Linear Models

  • Kim, S.H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.797-803
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    • 2001
  • This paper obtained Bayes prediction density for the spatial linear model with non-informative prior. It showed the results that predictive inferences is completely unaffected by departures from the normality assumption in the direction of the elliptical family and the structure of prediction density is unchanged by more than one additional future observations.

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Improved Dynamic Subjective Logic Model with Evidence Driven

  • Qiang, Jiao-Hong;Xin, Wang-Xin;Feng, Tian-Jun
    • Journal of Information Processing Systems
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    • v.11 no.4
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    • pp.630-642
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    • 2015
  • In Jøsang's subjective logic, the fusion operator is not able to fuse three or more opinions at a time and it cannot consider the effect of time factors on fusion. Also, the base rate (a) and non-informative prior weight (C) could not change dynamically. In this paper, we propose an Improved Subjective Logic Model with Evidence Driven (ISLM-ED) that expands and enriches the subjective logic theory. It includes the multi-agent unified fusion operator and the dynamic function for the base rate (a) and the non-informative prior weight (C) through the changes in evidence. The multi-agent unified fusion operator not only meets the commutative and associative law but is also consistent with the researchers's cognitive rules. A strict mathematical proof was given by this paper. Finally, through the simulation experiments, the results show that the ISLM-ED is more reasonable and effective and that it can be better adapted to the changing environment.

Bayesian approach for prediction of primary water stress corrosion cracking in Alloy 690 steam generator tubing

  • Falaakh, Dayu Fajrul;Bahn, Chi Bum
    • Nuclear Engineering and Technology
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    • v.54 no.9
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    • pp.3225-3234
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    • 2022
  • Alloy 690 tubing has been shown to be highly resistant to primary water stress corrosion cracking (PWSCC). Nevertheless, predicting the failure by PWSCC in Alloy 690 SG tubes is indispensable. In this work, a Bayesian-based statistical approach is proposed to predict the occurrence of failure by PWSCC in Alloy 690 SG tubing. The prior distributions of the model parameters are developed based on the prior knowledge or information regarding the parameters. Since Alloy 690 is a replacement for Alloy 600, the parameter distributions of Alloy 600 tubing are used to gain prior information about the parameters of Alloy 690 tubing. In addition to estimating the model parameters, analysis of tubing reliability is also performed. Since no PWSCC has been observed in Alloy 690 tubing, only right-censored free-failure life of the tubing are available. Apparently the inference is sensitive to the choice of prior distribution when only right-censored data exist. Thus, one must be careful in choosing the prior distributions for the model parameters. It is found that the use of non-informative prior distribution yields unsatisfactory results, and strongly informative prior distribution will greatly influence the inference, especially when it is considerably optimistic relative to the observed data.

Instrinsic Priors for Testing Two Exponential Means with the Fractional Bayes Factor

  • Kim, Seong W.;Kim, Hyunsoo
    • Journal of the Korean Statistical Society
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    • v.29 no.4
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    • pp.395-405
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    • 2000
  • This article addresses the Bayesian hypothesis testing for the comparison of two exponential mans. Conventional Bayes factors with improper non-informative priors are into well defined. The fractional Byes factor(FBF) of O'Hagan(1995) is used to overcome such as difficulty. we derive proper intrinsic priors, whose Bayes factors are asymptotically equivalent to the corresponding FBFs. We demonstrate our results with three examples.

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Objective Bayesian testing for the location parameters in the half-normal distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.6
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    • pp.1265-1273
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    • 2011
  • This article deals with the problem of testing the equality of the location parameters in the half-normal distributions. We propose Bayesian hypothesis testing procedures for the equality of the location parameters under the noninformative prior. The non-informative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to arbitrary constants. This problem can be deal with the use of the fractional Bayes factor or intrinsic Bayes factor. So we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.