• Journal of the Korean Data and Information Science Society
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• 제22권1호
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• pp.115-123
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• 2011

In this paper, we develop the noninformative priors for stress-strength reliability from the Pareto distributions. We develop the matching priors and the reference priors. It turns out that the second order matching prior does not match the alternative coverage probabilities, and is not a highest posterior density matching or a cumelative distribution function matching priors. Also we reveal that the one-at-a-time reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example is given.

• Journal of the Korean Data and Information Science Society
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• 제26권3호
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• pp.763-772
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• 2015

In this paper, we develop the noninformative priors for the product of different powers of k means in the exponential distribution. We developed the first and second order matching priors. It turns out that the second order matching prior matches the alternative coverage probabilities, and is the highest posterior density matching prior. Also we revealed that the derived reference prior is the second order matching prior, and Jeffreys' prior and reference prior are the same. We showed that the proposed reference prior matches very well the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.

• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.633-640
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• 2007

We develop noninformative priors for the ratio of the lognormal means in equal variances case. The Jeffreys' prior and reference priors are derived. We find a first order matching prior and a second order matching prior. It turns out that Jeffreys' prior and all of the reference priors are first order matching priors and in particular, one-at-a-time reference prior is a second order matching prior. One-at-a-time reference prior meets very well the target coverage probabilities. We consider the bioequivalence problem. We calculate the posterior probabilities of the hypotheses and Bayes factors under Jeffreys' prior, reference prior and matching prior using a real-life example.

• Journal of the Korean Statistical Society
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• 제36권4호
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• pp.489-500
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• 2007

In this paper, we consider Bayesian approach to the Fieller-Creasy problem using noninformative priors. Specifically we extend the results of Yin and Ghosh (2000) to the unbalanced case. We develop some noninformative priors such as the first and second order matching priors and reference priors. Also we prove the posterior propriety under the derived noninformative priors. We compare these priors in light of how accurately the coverage probabilities of Bayesian credible intervals match the corresponding frequentist coverage probabilities.

• Communications for Statistical Applications and Methods
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• 제20권5호
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• pp.387-394
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• 2013

In this paper, we develop the noninformative priors for the ratio of the scale parameters in the inverted exponential distributions. The first and second order matching priors, the reference prior and Jeffreys prior are developed. It turns out that the second order matching prior matches the alternative coverage probabilities, is a cumulative distribution function matching prior and is a highest posterior density matching prior. In addition, the reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study as well as provide an example based on real data is given.

• Journal of the Korean Data and Information Science Society
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• 제23권4호
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• pp.833-841
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• 2012

In this paper, we develop the noninformative priors for the ratio of the scale parameters in the half logistic distributions. We develop the first and second order matching priors. It turns out that the second order matching prior matches the alternative coverage probabilities, and is a highest posterior density matching prior. Also we reveal that the one-at-a-time reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.

• Communications for Statistical Applications and Methods
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• 제19권3호
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• pp.495-500
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• 2012

We consider a Bayesian test of independence in a two-way contingency table that has some zero cells. To do this, we take a three-stage hierarchical Bayesian model under each hypothesis. For prior, we use Dirichlet density to model the marginal cell and each cell probabilities. Our method does not require complicated computation such as a Metropolis-Hastings algorithm to draw samples from each posterior density of parameters. We draw samples using a Gibbs sampler with a grid method. For complicated posterior formulas, we apply the Monte-Carlo integration and the sampling important resampling algorithm. We compare the values of the Bayes factor with the results of a chi-square test and the likelihood ratio test.

• 응용통계연구
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• 제22권4호
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• pp.687-695
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• 2009

The Bayesian multiple change-point estimation has been applied to the daily means of ozone and PM10 data in Seoul for the period 1999. We focus on the detection of multiple change-points in the ozone and PM10 bivariate vectors by evaluating the posterior probabilities and Bayesian information criterion(BIC) using the stochastic approximation Monte Carlo(SAMC) algorithm. The result gives 5 change-points of mean vectors of ozone and PM10, which are related with the seasonal characteristics.

• Journal of the Korean Statistical Society
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• 제35권3호
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• pp.239-250
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• 2006

A $2{\times}2$ crossover design including carryover effect is considered for assessment of population bioequivalence of two drug formulations in a Bayesian framework. In classical analysis, it is complex to deal with the carryover effect since the estimate of the drug effect is biased in the presence of a carryover effect. The proposed method in this article uses uninformative priors and vague proper priors for objectiveness of priors and the posterior probability distribution of the parameters of interest is derived with given priors. The posterior probabilities of the hypotheses for assessing population bioequivalence are evaluated based on a Markov chain Monte Carlo simulation method. An example with real data set is given for illustration.

• 한국정보과학회:학술대회논문집
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• 한국정보과학회 1999년도 가을 학술발표논문집 Vol.26 No.2 (2)
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• pp.551-553
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• 1999

This paper explores the utility of a new classifier fusion approach to discrimination. Multiple classifier fusion, a popular approach in the field of pattern recognition, uses estimates of each individual classifier's local accuracy on training data sets. In this paper we investigate the effectiveness of fusion methods compared to individual algorithms, including the artificial neural network and k-nearest neighbor techniques. Moreover, we propose an efficient meta-classifier architecture based on an approximation of the posterior Bayes probabilities for learning the oracle.