• 한국수학사학회지
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• 제35권6호
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• pp.149-170
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• 2022

This study discusses in terms of historical genesis whether it is reasonable for Bayes to introduce a prior uniform distribution. In this study, we try to analyze the way he dealt with postulates, lemmas, and propositions in Bayes' essay and to understand its characteristics. The results of the study show that Bayes used random variables for two parameters and that the two random variables were converted to each other through cumulative distribution. Furthermore, it is revealed that the introduction of prior uniform distribution can be justified by this way.

• 응용통계연구
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• 제7권2호
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• pp.263-268
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• 1994

베이스(Thomas Bayes)는 역사적인 1764년 논문에서 공 W의 위치 $\theta$에 대한 추론 문제를 생각한 바 있다. 이 때 그는 $\theta$에 대한 사전(prior) 분포로서 균일(uniform) 분포를 가정하였는데, 본 소고에서는 이 사전분포가 단순한 주관적 확률이 아닌 논리적 확률로 간주될 수 있음을 보일 것이다.

• Journal of the Korean Data and Information Science Society
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• 제28권4호
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• pp.875-888
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• 2017

The Rayleigh distribution has been commonly used in life time testing studies of the probability of surviving until mission time. We focus on a reliability function of the Rayleigh distribution and deal with prior distribution on R(t). This paper is an effort to obtain Bayes estimators of rayleigh distribution with three different prior distribution on the reliability function; a noninformative prior, uniform prior and inverse gamma prior. We have found the Bayes estimator and predictive density function of a future observation y with each prior distribution. We compare the performance of the Bayes estimators under different sample size and in simulation study. We also derive the most plausible region, prediction intervals for a future observation.

• Communications for Statistical Applications and Methods
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• 제11권3호
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• pp.619-629
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• 2004

Binomial group testing or composite sampling is often used to estimate the proportion, p, of positive(infects, defectives) in a population when that proportion is known to be small; the potential benefits of group testing over one-at-a-time testing are well documented. The literature has focused on maximum likelihood estimation. We provide two Bayes estimators and compare them with the MLE. The first of our Bayes estimators uses an uninformative Uniform (0, 1) prior on p; the properties of this estimator are poor. Our second Bayes estimator uses a much more informative prior that recognizes and takes into account key aspects of the group testing context. This estimator compares very favorably with the MSE, having substantially lower mean squared errors in all of the wide range of cases we considered. The priors uses a Beta distribution, Beta ($\alpha$, $\beta$), and some advice is provided for choosing the parameter a and $\beta$ for that distribution.

• 품질경영학회지
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• 제10권2호
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• pp.25-33
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• 1982

We discuss a model for acceptance/rejection decision regarding finite populations. The model is based on a beta-binomial prior distribution and additive costs -- relative sampling costs, relative sorting costs and costs of accepted defectives. A substantial part of the paper is devoted to constructing a Bayes sequential sampling acceptance plan (BSSAP) for attributes under the model. It is shown that the Bayes fixed size sampling acceptance plans (BFSAP) are better than the Hald's (1960) single sampling acceptance plans based on a uniform prior. Some tables and examples are provided for comprisons of the minimum Bayes risks of the BSSAP and those of the BFSAP based on a uniform prior and the model.

• 한국정보처리학회논문지
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• 제1권1호
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• pp.14-22
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• 1994

본 논문은 스미스의 베이지안 소프트웨어 신뢰도 성장모형을 기반으로 테스팅 단계에서의 소프트웨어 신뢰도에 대한 두가지 베이즈 추정량에 그에 대한 평가 알고 리즘을 제안하는데 목적이 있다. 그 방법으로 사전정보 클래스로서 일양사전분포보다 더 일반적인 베타사전분포 BE(a.b)를 사용하였다. 그 연구 과정으로 베이지안 추정절 차에 있어서 제곱오차결손함수와 해리스결손함수를 고려하고, 컴퓨터 시뮬레이션을 통 해서 소프트웨어 신뢰도에 대한 베이즈추정량들과 그에 따른 알고리즘을 이용하여 평 균자승오차 성능을 비교한다. 연구 결과로써 a가 크면 클수록 그리고 b가 적으면 적을 수록 해리스결손함수하의 소프트웨어 신뢰도의 베이즈추정량이 평균자승오차 성능의 관점에서는 더욱 유효하고, a 가 b보다 더 클 때 공액사전분포인 베타사전분포상의 소 프트웨어 신뢰도의 베이즈추정량이 비정보사전분포인 일양사전분포상에서 소프트웨어 신뢰도의 베이즈추정량보다는 성능이 더 좋다는 결론을 얻는다.

• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.1-9
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• 2003

In this article, we consider a Bayesian estimation method for the geometric mean of $textsc{k}$ exponential parameters, Using the Tibshirani's orthogonal parameterization, we suggest an invariant prior distribution of the $textsc{k}$ parameters. It is seen that the prior, probability matching prior, is better than the uniform prior in the sense of correct frequentist coverage probability of the posterior quantile. Then a weighted Monte Carlo method is developed to approximate the posterior distribution of the mean. The method is easily implemented and provides posterior mean and HPD(Highest Posterior Density) interval for the geometric mean. A simulation study is given to illustrates the efficiency of the method.

• Journal of the Korean Data and Information Science Society
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• 제15권1호
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• pp.273-284
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• 2004

Bayes estimation of parameters is considered for two independent exponential distributions with ordered means. Order restricted Bayes estimators for means are obtained with respect to inverted gamma, noninformative prior and uniform prior distributions, and their asymptotic properties are established. It is shown that the maximum likelihood estimator, restricted maximum likelihood estimator, unrestricted Bayes estimator, and restricted Bayes estimator of the mean are all consistent and have the same limiting distribution. These estimators are compared with the corresponding unrestricted Bayes estimators by Monte Carlo simulation.

• 응용통계연구
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• 제16권1호
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• pp.141-150
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• 2003

본 논문은 베이즈인자(Bayes factor)를 이용하여 정상(stationary) AR(1)모형의 자기회귀계수에 대해 다중검정하는 방법을 제시한다. 모수들에 대한 사전분포로는 무정보 사전분포(noninformative prior distribution)를 가정한다. 이러한 경우에 통상적으로 사용되는 베이즈인자를 근사없이 정확히 계산하여 각 모형에 대한 사후확률(posterior probability)을 얻는다. 최종적으로 모의실험 자료 및 실제 자료에 적용하여 이론의 결과가 잘 부합되는지를 검토한다.

• 산업경영시스템학회지
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• 제20권41호
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• pp.147-156
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• 1997

This Study deals with the problem of determining a minimum cost sampling inspection plan for destructive testing by attribute. The linear cost model(LCM) is constructed under the assumption that unit cost, destructive testing cost, producer's risk cost, consumer's risk cost are given. For the solution from the LCM, we assumed the uniform distribution as a prior distribution.