• 제목/요약/키워드: reference distribution

검색결과 1,335건 처리시간 0.025초

Reference priors for nonregular Pareto distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제22권4호
    • /
    • pp.819-826
    • /
    • 2011
  • In this paper, we develop the reference priors for the scale and shape parameters in the nonregular Pareto distribution. We derive the reference priors as noninformative priors and prove the propriety of joint posterior distribution under the general priors including reference priors in the order of inferential importance. Through the simulation study, we compare the reference priors with respect to coverage probabilities of parameter of interest in a frequentist sense.

Noninformative priors for the reliability function of two-parameter exponential distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제22권2호
    • /
    • pp.361-369
    • /
    • 2011
  • In this paper, we develop the reference and the matching priors for the reliability function of two-parameter exponential distribution. We derive the reference priors and the matching prior, and prove the propriety of joint posterior distribution under the general prior including the reference priors and the matching prior. Through the sim-ulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Reference Priors for the Location Parameter in the Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제19권4호
    • /
    • pp.1409-1418
    • /
    • 2008
  • In this paper, we develop the reference priors for the common location parameter in two parameter exponential distributions. We derive the reference priors and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

  • PDF

Noninformative priors for the common location parameter in half-normal distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제21권4호
    • /
    • pp.757-764
    • /
    • 2010
  • In this paper, we develop the reference priors for the common location parameter in the half-normal distributions with unequal scale paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Noninformative priors for the common scale parameter in Pareto distributions

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • 제21권2호
    • /
    • pp.335-343
    • /
    • 2010
  • In this paper, we develop the reference priors for the common scale parameter in the nonregular Pareto distributions with unequal shape paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

국내 차량 인증시험용 표준연료(경유) 도입 필요성 검토 연구 (A feasibility study on Introducing Reference Fuel(Diesel) for Testing Vehicles in South Korea)

  • 황인하;강형규;성상래;송호영;하종한;나병기
    • 한국응용과학기술학회지
    • /
    • 제34권4호
    • /
    • pp.974-985
    • /
    • 2017
  • 2016년 기준 국내 자동차 등록대수는 약 2,200만대를 육박하고 있으나[1], 국내 자동차용 표준연료에 대한 기준은 부재한 상황이다. 자동차용 표준연료(Reference Fuel)는 차량의 연비와 배출가스를 인증하거나 새로운 자동차를 개발할 때 차량의 성능 등을 평가하기 위해 사용하는 연료를 의미한다. 현재 국내에는 차량의 배출가스, 성능, 연비시험 등을 위해 유통연료를 사용하고 있으며, 유통연료는 석유 및 석유대체연료사업법과 대기환경보전법 상의 품질기준을 만족하지만 각 제조사의 원료와 공정 등에 따라 연료의 물성 차이가 있어 차량 시험 시 편차가 발생할 수 있다. 본 연구에서는 국내 유통되는 자동차용 경유 품질모니터링 분석결과를 바탕으로 자동차용 경유의 시험용 표준연료 기준(안)을 설정하고, CRDI 방식의 차량에 적용하여 표준연료 기준(안)을 평가하였다.

Noninformative priors for linear function of parameters in the lognormal distribution

  • Lee, Woo Dong;Kim, Dal Ho;Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • 제27권4호
    • /
    • pp.1091-1100
    • /
    • 2016
  • This paper considers the noninformative priors for the linear function of parameters in the lognormal distribution. The lognormal distribution is applied in the various areas, such as occupational health research, environmental science, monetary units, etc. The linear function of parameters in the lognormal distribution includes the expectation, median and mode of the lognormal distribution. Thus we derive the probability matching priors and the reference priors for the linear function of parameters. Then we reveal that the derived reference priors do not satisfy a first order matching criterion. Under the general priors including the derived noninformative priors, we check the proper condition of the posterior distribution. Some numerical study under the developed priors is performed and real examples are illustrated.

Noninformative priors for the scale parameter in the generalized Pareto distribution

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • 제24권6호
    • /
    • pp.1521-1529
    • /
    • 2013
  • In this paper, we develop noninformative priors for the generalized Pareto distribution when the scale parameter is of interest. We developed the rst order and the second order matching priors. We revealed that the second order matching prior does not exist. It turns out that the reference prior and Jeffrey's prior do not satisfy a first order matching criterion, and Jeffreys' prior, the reference prior and the matching prior are different. Some simulation study is performed and a real example is given.

Noninformative priors for the common location parameter in half-t distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제21권6호
    • /
    • pp.1327-1335
    • /
    • 2010
  • In this paper, we want to develop objective priors for the common location parameter in two half-t distributions with unequal scale parameters. The half-t distribution is a non-regular class of distribution. One can not develop the reference prior by using the algorithm of Berger of Bernardo (1989). Specially, we derive the reference priors and prove the propriety of joint posterior distribution under the developed priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

병원자료에 근거한 혈액 및 혈액화학 검사항목의 참고구간 설정 (Reference Intervals from Hospital-Based Data for Hematologic and Serum Chemistry Values in Dogs)

  • 권영욱;박선일
    • 한국임상수의학회지
    • /
    • 제27권1호
    • /
    • pp.66-70
    • /
    • 2010
  • Reference interval is critical for interpreting laboratory results, monitoring response to therapy and predicting the prognosis of the patients in clinical settings. The aim of the present study was to update established reference intervals for routine hematologic and serum chemistry values for a population of clinically healthy dogs (range, 1-8 years) seen in an animal hospital. Blood was obtained by venipuncture while animals were physically restrained, and samples were analyzed for 9 chemistries on MS9-5H (Melot Schloesing Lab, France) and 6 hematology on Vet Test 8008 (IDEXX, USA). Data from 105 dogs (52 males and 53 females) for hematology and 113 dogs (37 males and 76 females) for chemistry were used to determine reference intervals using the parametric, nonparametric and bootstrap methods. Prior to analysis, all parameters were tested for normal distribution using Anderson-Darling criterion. Of the 9 biochemical analytes, alkaline phosphatase, alanine aminotransferase, aspartate aminotransferase, creatinine, total protein, and glucose concentrations did not fit normal distribution for both original and transformed data. All but eosinophil count satisfied normal distribution for either original or transformed data. Parametric method can be used for original cholesterol concentrations, RBC, WBC, and neutrophil counts. This technique can also be used for power-transformed values of blood urea nitrogen concentrations and for logarithm of lymphocyte and monocyte counts. Non-parametric or bootstrap method was the preferred choice for the remaining 7 biochemical parameters and eosinophil count as they did not follow normal distributions. All three statistical techniques performed in similar reference intervals. When establishing reference intervals for clinical laboratory data, it is essential to assess the distribution of the original data to increase the accuracy of the interval, and non-parametric or bootstrap methods are of alternative for the data that do not fit normal distribution.