• Title/Summary/Keyword: prior uniform distribution

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Bayes' Excuse for the Introduction of Prior Uniform Distribution (베이즈의 사전균등분포의 도입에 대한 변명)

  • PARK, Sun-Yong
    • Journal for History of Mathematics
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    • v.35 no.6
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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.

On Bayes' uniform prior (베이즈의 균일분포에 관한 소고)

  • 허명회
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.263-268
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    • 1994
  • Thomas Bayes assumed uniform prior for the location $\theta$ of a billiard ball W in his historic 1764 paper. In this study, following mathematical derivation of the uniform distribution from several assumptions that are plausible on te billiard table, it is argued that the probabilistic meaning of Bayes' uniform prior (especially in Billiard Problem) is not just sujective but logical.

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Bayesian estimation for Rayleigh models

  • Oh, Ji Eun;Song, Joon Jin;Sohn, Joong Kweon
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.4
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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.

Bayes Estimators in Group Testing

  • Kwon, Se-Hyug
    • Communications for Statistical Applications and Methods
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    • v.11 no.3
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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.

A Study on Optimal sampling acceptance plans with respect to a linear loss function and a beta-binomial distribution

  • Kim, Woo-chul;Kim, Sung-ho
    • Journal of Korean Society for Quality Management
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    • v.10 no.2
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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.

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Bayesian Algorithms for Evaluation and Prediction of Software Reliability (소프트웨어 신뢰도의 평가와 예측을 위한 베이지안 알고리즘)

  • Park, Man-Gon;Ray
    • The Transactions of the Korea Information Processing Society
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    • v.1 no.1
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    • pp.14-22
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    • 1994
  • This paper proposes two Bayes estimators and their evaluation algorithms of the software reliability at the end testing stage in the Smith's Bayesian software reliability growth model under the data prior distribution BE(a, b), which is more general than uniform distribution, as a class of prior information. We consider both a squared-error loss function and the Harris loss function in the Bayesian estimation procedures. We also compare the MSE performances of the Bayes estimators and their algorithms of software reliability using computer simulations. And we conclude that the Bayes estimator of software reliability under the Harris loss function is more efficient than other estimators in terms of the MSE performances as a is larger and b is smaller, and that the Bayes estimators using the beta prior distribution as a conjugate prior is better than the Bayes estimators under the uniform prior distribution as a noninformative prior when a>b.

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Estimation of Geometric Mean for k Exponential Parameters Using a Probability Matching Prior

  • Kim, Hea-Jung;Kim, Dae Hwang
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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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.

Bayes Estimation of Two Ordered Exponential Means

  • Hong, Yeon-Woong;Kwon, Yong-Mann
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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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.

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Bayesian Method for the Multiple Test of an Autoregressive Parameter in Stationary AR(L) Model (AR(1)모형에서 자기회귀계수의 다중검정을 위한 베이지안방법)

  • 김경숙;손영숙
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.141-150
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    • 2003
  • This paper presents the multiple testing method of an autoregressive parameter in stationary AR(1) model using the usual Bayes factor. As prior distributions of parameters in each model, uniform prior and noninformative improper priors are assumed. Posterior probabilities through the usual Bayes factors are used for the model selection. Finally, to check whether these theoretical results are correct, simulated data and real data are analyzed.

A Study on the Economical Design of Sampling Inspection Method by Attribute (계수선별형 샘플링검사의 경제성에 관한 연구)

  • 김진수;권혁윤
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.20 no.41
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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.

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