• Journal of the Korean Statistical Society
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• v.25 no.1
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• pp.81-94
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• 1996

This paper suggests a new criterion for testing the general linear hypothesis about coefficients in multivariate growth curve model. It is developed from a Bayesian point of view using the highest posterior density region methodology. Likelihood ratio test criterion(LRTC) by Khatri(1966) results as an approximate special case. It is shown that under the simple case of vague prior distribution for the multivariate normal parameters a LRTC-like criterion results; but the degrees of freedom are lower, so the suggested test criterion yields more conservative test than is warranted by the classical LRTC, a result analogous to that of Berger and Sellke(1987). Moreover, more general(non-vague) prior distributions will generate a richer class of tests than were previously available.

• Journal of the Korean Society of Safety
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• v.36 no.2
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• pp.32-38
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• 2021

This paper suggests an approach to evaluate the reliability of an intelligent power module with information deficiency of prior distribution and the characteristics of censored data through Bayesian statistics. This approach used a prior distribution of Bayesian statistics using the lifetime information provided by the manufacturer and compared and evaluated diffuse prior (vague prior) distributions. To overcome the computational complexity of Bayesian posterior distribution, it was computed with Gibbs sampling in the Monte Carlo simulation method. As a result, the standard deviation of the prior distribution developed using simple information was smaller than that of the posterior distribution calculated with the diffuse prior. In addition, it showed excellent error characteristics on RMSE compared with the Kaplan-Meier method.

• Journal of the Korean Statistical Society
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• v.11 no.1
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• pp.25-35
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• 1982

A problem of selecting the least probable cell in a multinomial distribution is studied in a Bayesian framework. We consider two loss components the cost of sampling and the difference in cell probabilities between the selected and the least probable cells. A Bayes sequential selection rule is derived with respect to a Dirichlet prior, and it is compared with the best fixed sample size selection rule. The continuation sets with respect to the vague prior are tabulated for certain cases.

• Communications for Statistical Applications and Methods
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• v.6 no.2
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• pp.523-532
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• 1999

Generalized linear models have various applications for data arising from many kinds of statistical studies. Although the response variable is generally assumed to be generated from a wide class of probability distributions we focus on count data that are most often analyzed using binomial models for proportions or poisson models for rates. The methods and results presented here also apply to many other categorical data models in general due to the relationship between multinomial and poisson sampling. The novelty of the approach suggested here is that all conditional distribution s can be specified directly so that staraightforward Gibbs sampling is possible. The prior distribution consists of two stages. We rely on a normal nonconjugate prior at the first stage and a vague prior for hyperparameters at the second stage. The methods are demonstrated with an illustrative example using data collected by Rosenkranz and raftery(1994) concerning the number of hospital admissions due to back pain in Washington state.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1029-1038
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• 2014

Bayesian experimental design is a useful concept in applied statistics for the design of efficient experiments especially if prior knowledge in the experiment is available. However, a theoretical or numerical approach is not simple to implement. We review the concept of a Bayesian experiment approach for linear and nonlinear statistical models. We investigate relationships between prior knowledge and optimal design to identify Bayesian experimental design process characteristics. A balanced design is important if we do not have prior knowledge; however, prior knowledge is important in design and expert opinions should reflect an efficient analysis. Care should be taken if we set a small sample size with a vague improper prior since both Bayesian design and non-Bayesian design provide incorrect solutions.

• Journal of the Korean Statistical Society
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• v.32 no.4
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• pp.411-423
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• 2003

In this paper we develop a method for calculating a probability that a particular generalized variance is the smallest of all the K multivariate normal generalized variances. The method gives a way of comparing K multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approach for the probability is intractable and thus a Bayesian method is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach. Necessary theory involved in the method and computation is provided.

• Journal of Yeungnam Medical Science
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• v.35 no.2
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• pp.236-239
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• 2018

A pericecal hernia is a rare form of an internal hernia, which has been described in several case reports. We present a case of a 32-year-old woman who complained of vague abdominal pain a day prior to admission. Abdominal computed tomography revealed the presence of a pericecal hernia without bowel ischemia. The patient underwent manual hernia reduction and was discharged without complications. We describe this case in detail and provide a review of the pertinent literature.

• Journal of Korean Society for Quality Management
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• v.18 no.2
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• pp.101-116
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• 1990

The objectives of this thesis are : first, to estimate the parameters and Pr[X < Y] in the Marshall and Olkin's Bivariate Exponential Distribution ; and secondly, to compare the Bayes estimators of Pr[X < Y] with maximum likelihood estimator of Pr[X < Y] in the Marshall and Olkin's Bivariate Exponential Distribution. Through the Monte Carlo Simulation, we observed that the Bayes estimators of Pr[X < Y] perform better than the maximum likelihood estimator of Pr[X < Y] and the Bayes estimator of Pr[X < Y] with gamma prior distribution performs better than with vague prior distribution with respect to bias and mean squared error in the Marshall and Olkin's Bivariate Exponential Distribution.

• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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• pp.73-78
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• 2002

In this paper we develop a method for constructing a Bayesian HPD (highest probability density) interval of a ratio of two multivariate normal generalized variances. The method gives a way of comparing two multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approaches for the interval is intractable and thus a Bayesian HPD(highest probability densith) interval is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach introduced by Chen and Shao(1999). Necessary theory involved in the method and computation is provided.

• Communications for Statistical Applications and Methods
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• v.22 no.6
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• pp.625-637
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• 2015

We develop a Bayesian clustering procedure based on a Dirichlet process prior with cluster specific random effects. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet process was implemented to calculate posterior probabilities when the number of clusters was unknown. Our approach (unlike its counterparts) provides simultaneous partitioning and parameter estimation with the computation of the classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. We find that the proposed Dirichlet process mixture model with cluster specific random effects detects clusters sensitively by combining vague edges into different clusters. Examples are given to show how these models perform on real data.